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/hipdlp/pdhg.hpp
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* @brief
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*/
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#ifndef PDHG_HPP
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#define PDHG_HPP
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#ifdef CUPDLP_GPU
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#include <cublas_v2.h>
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#include <cuda_runtime.h>
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#include <cusparse.h>
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#endif
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#define PDLP_PROFILE (0)
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#include <cmath>
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#include <memory>
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#include <tuple>
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#include <vector>
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#include "linalg.hpp"
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#include "logger.hpp"
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#if PDLP_PROFILE
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#include "pdlp/HiPdlpTimer.h"
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#endif
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#include "restart.hpp"
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#include "scaling.hpp"
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#include "solver_results.hpp"
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const bool kUseCupdlpx = true;
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const bool kTempSetting = true;
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// --- GPU Macros (Defined at file scope for visibility) ---
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#ifdef CUPDLP_GPU
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#include <cublas_v2.h>
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#include <cuda_runtime.h>
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#include <cusparse.h>
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#define CUDA_CHECK(call) \
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do { \
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cudaError_t err = (call); \
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if (err != cudaSuccess) { \
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fprintf(stderr, "CUDA Error at %s:%d: %s\n", __FILE__, __LINE__, \
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cudaGetErrorString(err)); \
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exit(EXIT_FAILURE); \
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} \
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} while (0)
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#define CUSPARSE_CHECK(call) \
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do { \
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cusparseStatus_t status = (call); \
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if (status != CUSPARSE_STATUS_SUCCESS) { \
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fprintf(stderr, "cuSPARSE Error at %s:%d: %s\n", __FILE__, __LINE__, \
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cusparseGetErrorString(status)); \
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exit(EXIT_FAILURE); \
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} \
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} while (0)
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#define CUBLAS_CHECK(call) \
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do { \
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cublasStatus_t status = call; \
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if (status != CUBLAS_STATUS_SUCCESS) { \
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fprintf(stderr, "cuBLAS Error at %s:%d: %d\n", __FILE__, __LINE__, \
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status); \
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exit(EXIT_FAILURE); \
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} \
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} while (0)
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#endif
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// Forward declarations
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struct StepSizeConfig;
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class PDLPSolver {
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public:
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// --- setup & Main Interface ---
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void setup(const HighsOptions& options, HighsTimer& timer);
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void passLp(const HighsLp* lp) { original_lp_ = lp; }
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void preprocessLp();
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void scaleProblem();
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// Main entry point
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void solve(std::vector<double>& x, std::vector<double>& y);
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void unscaleSolution(std::vector<double>& x, std::vector<double>& y);
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PostSolveRetcode postprocess(HighsSolution& solution);
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void logSummary();
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// --- Getters ---
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TerminationStatus getTerminationCode() const { return results_.term_code; }
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HighsInt getIterationCount() const { return final_iter_count_; }
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HighsInt getNumCol() const { return lp_.num_col_; }
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HighsInt getNumRow() const { return lp_.num_row_; }
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#if PDLP_DEBUG_LOG
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FILE* debug_pdlp_log_file_ = nullptr;
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DebugPdlpData debug_pdlp_data_;
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void closeDebugLog();
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#endif
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#if PDLP_PROFILE
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void reportHipdlpTimer();
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#endif
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private:
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// --- Core Algorithm Logic ---
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void initialize();
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void solveReturn(const TerminationStatus term_code);
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// Returns true if solver should terminate, false if it should continue
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// Updates 'status' if returning true.
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bool runConvergenceCheck(size_t iter, std::vector<double>& output_x,
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std::vector<double>& output_y,
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TerminationStatus& status);
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bool checkRestartCriteria(double current_fpe, double initial_fpe,
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double last_trial_fpe, int halpern_iteration,
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int final_iter_count);
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void performPdhgStep();
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void performHalpernStep();
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void accumulateAverages(size_t iter);
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void prepareNextIteration(); // Swaps pointers/vectors
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// --- Convergence & Math Helpers ---
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double powerMethod();
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void initializeStepSizes();
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// Convergence checks
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bool checkConvergence(const HighsInt iter, const std::vector<double>& x,
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const std::vector<double>& y,
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const std::vector<double>& ax_vector,
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const std::vector<double>& aty_vector, double epsilon,
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SolverResults& results, const char* type,
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std::vector<double>& dSlackPos,
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std::vector<double>& dSlackNeg);
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void computeAverageIterate(std::vector<double>& ax_avg,
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std::vector<double>& aty_avg);
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// Step updates
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std::vector<double> updateX(const std::vector<double>& x,
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const std::vector<double>& aty,
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double primal_step);
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std::vector<double> updateY(const std::vector<double>& y,
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const std::vector<double>& ax,
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const std::vector<double>& ax_next,
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double dual_step);
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void updateIteratesFixed();
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void updateIteratesAdaptive();
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bool updateIteratesMalitskyPock(bool first_malitsky_iteration);
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// Restart helpers
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void computeStepSizeRatio(PrimalDualParams& working_params);
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void applyHalpernAveraging(std::vector<double>& x, std::vector<double>& y,
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std::vector<double>& ax, std::vector<double>& aty);
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void updateAverageIterates(const std::vector<double>& x,
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const std::vector<double>& y, HighsInt inner_iter);
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void performHalpernPdhgStep(bool is_major, int k_offset);
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void updatePrimalWeightAtRestart(const SolverResults& results);
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// Feasibility calculations
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double computePrimalFeasibility(const std::vector<double>& Ax_vector);
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166
|
+
double computeDualFeasibility(const std::vector<double>& ATy_vector,
|
|
167
|
+
std::vector<double>& dSlackPos,
|
|
168
|
+
std::vector<double>& dSlackNeg);
|
|
169
|
+
void computeDualSlacks(const std::vector<double>& dualResidual,
|
|
170
|
+
std::vector<double>& dSlackPos,
|
|
171
|
+
std::vector<double>& dSlackNeg);
|
|
172
|
+
double computeDualObjective(const std::vector<double>& y,
|
|
173
|
+
const std::vector<double>& dSlackPos,
|
|
174
|
+
const std::vector<double>& dSlackNeg);
|
|
175
|
+
std::vector<double> computeLambda(const std::vector<double>& y,
|
|
176
|
+
const std::vector<double>& ATy_vector);
|
|
177
|
+
std::tuple<double, double, double, double, double> computeDualityGap(
|
|
178
|
+
const std::vector<double>& x, const std::vector<double>& y,
|
|
179
|
+
const std::vector<double>& lambda);
|
|
180
|
+
|
|
181
|
+
// Other utilities
|
|
182
|
+
void printConstraintInfo();
|
|
183
|
+
bool checkNumericalStability(const std::vector<double>& delta_x,
|
|
184
|
+
const std::vector<double>& delta_y);
|
|
185
|
+
double computeMovement(const std::vector<double>& delta_primal,
|
|
186
|
+
const std::vector<double>& delta_dual);
|
|
187
|
+
double computeNonlinearity(const std::vector<double>& delta_primal,
|
|
188
|
+
const std::vector<double>& delta_aty);
|
|
189
|
+
double computeFixedPointError();
|
|
190
|
+
|
|
191
|
+
// --- Data Members ---
|
|
192
|
+
HighsLp lp_;
|
|
193
|
+
const HighsLp* original_lp_ = nullptr;
|
|
194
|
+
HighsLp unscaled_processed_lp_;
|
|
195
|
+
|
|
196
|
+
PrimalDualParams params_;
|
|
197
|
+
StepSizeConfig stepsize_;
|
|
198
|
+
Logger logger_;
|
|
199
|
+
HighsLogOptions log_options_;
|
|
200
|
+
SolverResults results_;
|
|
201
|
+
|
|
202
|
+
Scaling scaling_;
|
|
203
|
+
RestartScheme restart_scheme_;
|
|
204
|
+
|
|
205
|
+
// Problem dimensions & metadata
|
|
206
|
+
HighsInt original_num_col_ = 0;
|
|
207
|
+
HighsInt num_eq_rows_ = 0;
|
|
208
|
+
HighsInt sense_origin_ = 1;
|
|
209
|
+
double unscaled_rhs_norm_ = 0.0;
|
|
210
|
+
double unscaled_c_norm_ = 0.0;
|
|
211
|
+
std::vector<bool> is_equality_row_;
|
|
212
|
+
std::vector<HighsInt> constraint_new_idx_;
|
|
213
|
+
std::vector<ConstraintType> constraint_types_;
|
|
214
|
+
|
|
215
|
+
// Iteration State Vectors
|
|
216
|
+
std::vector<double> x_current_, y_current_;
|
|
217
|
+
std::vector<double> x_next_, y_next_;
|
|
218
|
+
std::vector<double> x_avg_, y_avg_;
|
|
219
|
+
std::vector<double> x_sum_, y_sum_;
|
|
220
|
+
std::vector<double> x_at_last_restart_, y_at_last_restart_;
|
|
221
|
+
std::vector<double> reflected_x_, reflected_y_; // For over-relaxed Halpern
|
|
222
|
+
std::vector<double> x_anchor_, y_anchor_; // For Halpern
|
|
223
|
+
|
|
224
|
+
// Caches
|
|
225
|
+
std::vector<double> Ax_cache_, ATy_cache_;
|
|
226
|
+
std::vector<double> Ax_next_, ATy_next_;
|
|
227
|
+
// Average Caches
|
|
228
|
+
std::vector<double> Ax_avg_, ATy_avg_;
|
|
229
|
+
// Residual Caches
|
|
230
|
+
std::vector<double> K_times_x_diff_;
|
|
231
|
+
std::vector<double> dSlackPos_, dSlackNeg_;
|
|
232
|
+
std::vector<double> dSlackPosAvg_, dSlackNegAvg_;
|
|
233
|
+
std::vector<double> halpern_dual_slack_next_;
|
|
234
|
+
bool halpern_dual_slack_next_valid_ = false;
|
|
235
|
+
double initial_fpe_ = 0.0; // For Halpern restart
|
|
236
|
+
double fpe_ = 0.0;
|
|
237
|
+
|
|
238
|
+
// Scalars
|
|
239
|
+
HighsInt final_iter_count_ = 0;
|
|
240
|
+
HighsInt num_rejected_steps_ = 0;
|
|
241
|
+
HighsInt halpern_iteration_ = 0;
|
|
242
|
+
double sum_weights_ = 0.0;
|
|
243
|
+
double current_eta_ = 0.0;
|
|
244
|
+
double ratio_last_two_step_sizes_ = 1.0;
|
|
245
|
+
|
|
246
|
+
// PID
|
|
247
|
+
double primal_weight_ = 1.0;
|
|
248
|
+
double best_primal_weight_ = 1.0;
|
|
249
|
+
double primal_weight_error_sum_ = 0.0;
|
|
250
|
+
double primal_weight_last_error_ = 0.0;
|
|
251
|
+
double best_primal_dual_residual_gap_ =
|
|
252
|
+
std::numeric_limits<double>::infinity();
|
|
253
|
+
|
|
254
|
+
HighsTimer* highs_timer_p_;
|
|
255
|
+
|
|
256
|
+
#if PDLP_PROFILE
|
|
257
|
+
HipdlpTimer hipdlp_timer_;
|
|
258
|
+
HighsTimerClock hipdlp_clocks_;
|
|
259
|
+
void hipdlpTimerStart(const HighsInt hipdlp_clock);
|
|
260
|
+
void hipdlpTimerStop(const HighsInt hipdlp_clock);
|
|
261
|
+
#endif
|
|
262
|
+
|
|
263
|
+
#ifdef CUPDLP_GPU
|
|
264
|
+
HighsInt a_num_rows_ = 0;
|
|
265
|
+
HighsInt a_num_cols_ = 0;
|
|
266
|
+
HighsInt a_nnz_ = 0;
|
|
267
|
+
double sum_weights_gpu_ = 0.0;
|
|
268
|
+
// --- GPU Specifics ---
|
|
269
|
+
cudaStream_t gpu_stream_ = nullptr;
|
|
270
|
+
cusparseHandle_t cusparse_handle_ = nullptr;
|
|
271
|
+
cublasHandle_t cublas_handle_ = nullptr;
|
|
272
|
+
|
|
273
|
+
// Matrix descriptors
|
|
274
|
+
cusparseSpMatDescr_t mat_a_csr_ = nullptr;
|
|
275
|
+
cusparseSpMatDescr_t mat_a_T_csr_ = nullptr;
|
|
276
|
+
|
|
277
|
+
// Device Pointers
|
|
278
|
+
HighsInt *d_a_row_ptr_ = nullptr, *d_a_col_ind_ = nullptr;
|
|
279
|
+
double* d_a_val_ = nullptr;
|
|
280
|
+
HighsInt *d_at_row_ptr_ = nullptr, *d_at_col_ind_ = nullptr;
|
|
281
|
+
double* d_at_val_ = nullptr;
|
|
282
|
+
int* d_halpern_iteration_ = nullptr;
|
|
283
|
+
double* d_primal_step_size_ = nullptr;
|
|
284
|
+
double* d_dual_step_size_ = nullptr;
|
|
285
|
+
|
|
286
|
+
// GPU Vectors (Device memory)
|
|
287
|
+
double *d_x_current_ = nullptr, *d_y_current_ = nullptr;
|
|
288
|
+
double *d_x_next_ = nullptr, *d_y_next_ = nullptr;
|
|
289
|
+
double *d_x_avg_ = nullptr, *d_y_avg_ = nullptr;
|
|
290
|
+
double *d_x_sum_ = nullptr, *d_y_sum_ = nullptr;
|
|
291
|
+
double *d_ax_current_ = nullptr, *d_aty_current_ = nullptr;
|
|
292
|
+
double *d_ax_next_ = nullptr, *d_aty_next_ = nullptr;
|
|
293
|
+
double *d_ax_avg_ = nullptr, *d_aty_avg_ = nullptr;
|
|
294
|
+
|
|
295
|
+
double *d_x_at_last_restart_ = nullptr, *d_y_at_last_restart_ = nullptr;
|
|
296
|
+
double *d_x_anchor_ = nullptr, *d_y_anchor_ = nullptr;
|
|
297
|
+
double *d_pdhg_primal_ = nullptr, *d_pdhg_dual_ = nullptr;
|
|
298
|
+
double* d_delta_x_ = nullptr;
|
|
299
|
+
double* d_delta_y_ = nullptr;
|
|
300
|
+
double* d_AT_delta_y_ = nullptr;
|
|
301
|
+
|
|
302
|
+
double *d_col_cost_ = nullptr, *d_col_lower_ = nullptr,
|
|
303
|
+
*d_col_upper_ = nullptr;
|
|
304
|
+
double *d_row_lower_ = nullptr, *d_col_scale_ = nullptr,
|
|
305
|
+
*d_row_scale_ = nullptr;
|
|
306
|
+
bool* d_is_equality_row_ = nullptr;
|
|
307
|
+
|
|
308
|
+
// Scratch / Output buffers
|
|
309
|
+
double* d_convergence_results_ = nullptr;
|
|
310
|
+
double *d_dSlackPos_ = nullptr, *d_dSlackNeg_ = nullptr;
|
|
311
|
+
double *d_dSlackPosAvg_ = nullptr, *d_dSlackNegAvg_ = nullptr;
|
|
312
|
+
double *d_buffer_ = nullptr, *d_buffer2_ = nullptr; // General purpose
|
|
313
|
+
double *d_x_temp_diff_norm_result_ = nullptr,
|
|
314
|
+
*d_y_temp_diff_norm_result_ = nullptr;
|
|
315
|
+
|
|
316
|
+
// SpMV buffers
|
|
317
|
+
void* d_spmv_buffer_ax_ = nullptr;
|
|
318
|
+
size_t spmv_buffer_size_ax_ = 0;
|
|
319
|
+
void* d_spmv_buffer_aty_ = nullptr;
|
|
320
|
+
size_t spmv_buffer_size_aty_ = 0;
|
|
321
|
+
|
|
322
|
+
// Vector Descriptors
|
|
323
|
+
cusparseDnVecDescr_t vec_x_desc_ = nullptr, vec_y_desc_ = nullptr;
|
|
324
|
+
cusparseDnVecDescr_t vec_ax_desc_ = nullptr, vec_aty_desc_ = nullptr;
|
|
325
|
+
|
|
326
|
+
// GPU Methods
|
|
327
|
+
void setupGpu();
|
|
328
|
+
void cleanupGpu();
|
|
329
|
+
void linalgGpuAx(const double* d_x_in, double* d_ax_out);
|
|
330
|
+
void linalgGpuATy(const double* d_y_in, double* d_aty_out);
|
|
331
|
+
bool checkConvergenceGpu(const HighsInt iter, const double* d_x,
|
|
332
|
+
const double* d_y, const double* d_ax,
|
|
333
|
+
const double* d_aty, double epsilon,
|
|
334
|
+
SolverResults& results, const char* type,
|
|
335
|
+
double* d_slackPos_out, double* d_slackNeg_out,
|
|
336
|
+
bool use_halpern_slack);
|
|
337
|
+
void computeStepSizeRatioGpu(PrimalDualParams& working_params);
|
|
338
|
+
void updateAverageIteratesGpu(HighsInt inner_iter);
|
|
339
|
+
void computeAverageIterateGpu();
|
|
340
|
+
double computeMovementGpu(const double* d_x_new, const double* d_x_old,
|
|
341
|
+
const double* d_y_new, const double* d_y_old);
|
|
342
|
+
double computeNonlinearityGpu(const double* d_x_new, const double* d_x_old,
|
|
343
|
+
const double* d_aty_new,
|
|
344
|
+
const double* d_aty_old);
|
|
345
|
+
double computeDiffNormCuBLAS(const double* d_a, const double* d_b, int n);
|
|
346
|
+
void performHalpernPdhgStepGpu(bool is_major, int k_offset);
|
|
347
|
+
double computeFixedPointErrorGpu();
|
|
348
|
+
|
|
349
|
+
// Kernel Wrappers
|
|
350
|
+
void launchKernelUpdateX(double primal_step);
|
|
351
|
+
void launchKernelUpdateY(double dual_step);
|
|
352
|
+
void launchKernelUpdateAverages(double weight);
|
|
353
|
+
void launchKernelScaleVector(double* d_out, const double* d_in, double scale,
|
|
354
|
+
HighsInt n);
|
|
355
|
+
#endif
|
|
356
|
+
};
|
|
357
|
+
|
|
358
|
+
#endif // PDHG_HPP
|
|
@@ -0,0 +1,77 @@
|
|
|
1
|
+
#pragma once
|
|
2
|
+
|
|
3
|
+
#ifdef CUPDLP_GPU
|
|
4
|
+
#include <cuda_runtime.h>
|
|
5
|
+
|
|
6
|
+
#ifdef __cplusplus
|
|
7
|
+
extern "C" {
|
|
8
|
+
#endif
|
|
9
|
+
|
|
10
|
+
void launchKernelUpdateX_wrapper(double* d_x_new, const double* d_x_old,
|
|
11
|
+
const double* d_aty, const double* d_cost,
|
|
12
|
+
const double* d_lower, const double* d_upper,
|
|
13
|
+
double primal_step, int n_cols,
|
|
14
|
+
cudaStream_t stream);
|
|
15
|
+
|
|
16
|
+
void launchKernelUpdateY_wrapper(double* d_y_new, const double* d_y_old,
|
|
17
|
+
const double* d_ax_old, const double* d_ax_new,
|
|
18
|
+
const double* d_row_lower,
|
|
19
|
+
const bool* d_is_equality, double dual_step,
|
|
20
|
+
int n_rows, cudaStream_t stream);
|
|
21
|
+
|
|
22
|
+
void launchKernelUpdateAverages_wrapper(double* d_x_sum, double* d_y_sum,
|
|
23
|
+
const double* d_x_current,
|
|
24
|
+
const double* d_y_current,
|
|
25
|
+
double weight, int n_cols, int n_rows,
|
|
26
|
+
cudaStream_t stream);
|
|
27
|
+
|
|
28
|
+
void launchKernelScaleVector_wrapper(double* d_out, const double* d_in,
|
|
29
|
+
double scale, int n, cudaStream_t stream);
|
|
30
|
+
|
|
31
|
+
void launchCheckConvergenceKernels_wrapper(
|
|
32
|
+
double* d_results, double* d_slack_pos, double* d_slack_neg,
|
|
33
|
+
const double* d_x, const double* d_y, const double* d_ax,
|
|
34
|
+
const double* d_aty, const double* d_col_cost, const double* d_row_lower,
|
|
35
|
+
const double* d_col_lower, const double* d_col_upper,
|
|
36
|
+
const bool* d_is_equality, const double* d_col_scale,
|
|
37
|
+
const double* d_row_scale, int n_cols, int n_rows, bool use_halpern_slack,
|
|
38
|
+
cudaStream_t stream);
|
|
39
|
+
|
|
40
|
+
void launchKernelHalpernPrimalMinor_wrapper(
|
|
41
|
+
const double* d_current_primal, double* d_reflected_primal,
|
|
42
|
+
const double* d_dual_product, const double* d_objective,
|
|
43
|
+
const double* d_var_lb, const double* d_var_ub, const double* d_step_size,
|
|
44
|
+
int n, cudaStream_t stream);
|
|
45
|
+
|
|
46
|
+
void launchKernelHalpernPrimalMajor_wrapper(
|
|
47
|
+
const double* d_current_primal, double* d_pdhg_primal,
|
|
48
|
+
double* d_reflected_primal, const double* d_dual_product,
|
|
49
|
+
const double* d_objective, const double* d_var_lb, const double* d_var_ub,
|
|
50
|
+
const double* d_step_size, int n, double* d_dual_slack,
|
|
51
|
+
cudaStream_t stream);
|
|
52
|
+
|
|
53
|
+
void launchKernelHalpernDualMinor_wrapper(const double* d_current_dual,
|
|
54
|
+
double* d_reflected_dual,
|
|
55
|
+
const double* d_primal_product,
|
|
56
|
+
const double* d_rhs,
|
|
57
|
+
const bool* d_is_equality,
|
|
58
|
+
const double* d_step_size, int n,
|
|
59
|
+
cudaStream_t stream);
|
|
60
|
+
|
|
61
|
+
void launchKernelHalpernDualMajor_wrapper(
|
|
62
|
+
const double* d_current_dual, double* d_pdhg_dual, double* d_reflected_dual,
|
|
63
|
+
const double* d_primal_product, const double* d_rhs,
|
|
64
|
+
const bool* d_is_equality, const double* d_step_size, int n,
|
|
65
|
+
cudaStream_t stream);
|
|
66
|
+
|
|
67
|
+
void launchKernelHalpernBlend_wrapper(double* d_current,
|
|
68
|
+
const double* d_reflected,
|
|
69
|
+
const double* d_initial,
|
|
70
|
+
const int* d_halpern_iteration,
|
|
71
|
+
int k_offset, double reflection_coeff,
|
|
72
|
+
int n, cudaStream_t stream);
|
|
73
|
+
|
|
74
|
+
#ifdef __cplusplus
|
|
75
|
+
}
|
|
76
|
+
#endif
|
|
77
|
+
#endif
|
|
@@ -0,0 +1,62 @@
|
|
|
1
|
+
#ifndef PDLP_GPU_DEBUG_HPP__
|
|
2
|
+
#define PDLP_GPU_DEBUG_HPP__
|
|
3
|
+
|
|
4
|
+
#include <cmath>
|
|
5
|
+
#include <iostream>
|
|
6
|
+
#include <string>
|
|
7
|
+
#include <vector>
|
|
8
|
+
|
|
9
|
+
#if PDLP_DEBUG_LOG
|
|
10
|
+
|
|
11
|
+
bool vecDiff(const std::vector<double>& x1, const std::vector<double>& x2,
|
|
12
|
+
double tol, const std::string& func_name = "vecDiff") {
|
|
13
|
+
if (x1.size() != x2.size()) {
|
|
14
|
+
printf("[DEBUG %s] FAILED: Vector sizes do not match! CPU=%zu, GPU=%zu\n",
|
|
15
|
+
func_name.c_str(), x1.size(), x2.size());
|
|
16
|
+
return false;
|
|
17
|
+
}
|
|
18
|
+
if (x1.empty()) {
|
|
19
|
+
return true;
|
|
20
|
+
}
|
|
21
|
+
|
|
22
|
+
HighsInt num_diffs = 0;
|
|
23
|
+
double max_diff = 0.0;
|
|
24
|
+
HighsInt max_diff_idx = -1;
|
|
25
|
+
|
|
26
|
+
for (size_t i = 0; i < x1.size(); ++i) {
|
|
27
|
+
double diff = std::abs(x1[i] - x2[i]);
|
|
28
|
+
if (diff > max_diff) {
|
|
29
|
+
max_diff = diff;
|
|
30
|
+
max_diff_idx = (HighsInt)i;
|
|
31
|
+
}
|
|
32
|
+
if (diff > tol) {
|
|
33
|
+
num_diffs++;
|
|
34
|
+
if (num_diffs <= 10) {
|
|
35
|
+
// THIS IS THE PRINTF YOU ARE SEEING
|
|
36
|
+
printf("[DEBUG %s] Difference at index %zu: %.4f vs %.4f\n",
|
|
37
|
+
func_name.c_str(), i, x1[i], x2[i]);
|
|
38
|
+
}
|
|
39
|
+
}
|
|
40
|
+
}
|
|
41
|
+
|
|
42
|
+
if (num_diffs > 0) {
|
|
43
|
+
if (num_diffs > 10) {
|
|
44
|
+
printf("[DEBUG %s] ...and %d more differences found.\n",
|
|
45
|
+
func_name.c_str(), (num_diffs - 10));
|
|
46
|
+
}
|
|
47
|
+
printf(
|
|
48
|
+
"[DEBUG %s] SUMMARY: FAILED. %d/%zu elements differ. Max diff=%.8e at "
|
|
49
|
+
"idx %d\n",
|
|
50
|
+
func_name.c_str(), num_diffs, x1.size(), max_diff, max_diff_idx);
|
|
51
|
+
return false;
|
|
52
|
+
}
|
|
53
|
+
// This will print a success message if it passes
|
|
54
|
+
// printf("[DEBUG %s] SUCCESS: All %zu elements within tol=%.1e. Max
|
|
55
|
+
// diff=%.8e\n",
|
|
56
|
+
// func_name.c_str(), x1.size(), tol, max_diff);
|
|
57
|
+
return true;
|
|
58
|
+
}
|
|
59
|
+
|
|
60
|
+
#endif
|
|
61
|
+
|
|
62
|
+
#endif // PDLP_GPU_DEBUG_HPP__
|
|
@@ -0,0 +1,132 @@
|
|
|
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/hipdlp/restart.cc
|
|
9
|
+
* @brief
|
|
10
|
+
*/
|
|
11
|
+
// restart.cc
|
|
12
|
+
#include "restart.hpp"
|
|
13
|
+
|
|
14
|
+
#include <algorithm>
|
|
15
|
+
#include <cmath>
|
|
16
|
+
|
|
17
|
+
#include "io/HighsIO.h" // For pdlpLogging
|
|
18
|
+
#include "pdlp/cupdlp/cupdlp.h" // For pdlpLogging
|
|
19
|
+
|
|
20
|
+
// Helper function to compute the score
|
|
21
|
+
static double compute_score(double beta, double primal_feas, double dual_feas,
|
|
22
|
+
double duality_gap) {
|
|
23
|
+
return std::sqrt(beta * primal_feas * primal_feas +
|
|
24
|
+
dual_feas * dual_feas / beta + duality_gap * duality_gap);
|
|
25
|
+
}
|
|
26
|
+
|
|
27
|
+
// Initializes the restart scheme with parameters and initial results
|
|
28
|
+
void RestartScheme::initialize(const SolverResults& results) {
|
|
29
|
+
strategy_ = params_->restart_strategy;
|
|
30
|
+
fixed_restart_interval_ = params_->fixed_restart_interval;
|
|
31
|
+
last_restart_iter_ = 0;
|
|
32
|
+
|
|
33
|
+
// Stepsize ratio,
|
|
34
|
+
// β = dBeta = dDualStep / dPrimalStep,
|
|
35
|
+
// in the paper, primal weight is the ω:
|
|
36
|
+
// ω = √β
|
|
37
|
+
beta_ = params_->omega * params_->omega;
|
|
38
|
+
}
|
|
39
|
+
|
|
40
|
+
RestartInfo RestartScheme::check(HighsInt current_iter,
|
|
41
|
+
const SolverResults& current_results,
|
|
42
|
+
const SolverResults& average_results) {
|
|
43
|
+
if (strategy_ != RestartStrategy::ADAPTIVE_RESTART) {
|
|
44
|
+
if (strategy_ == RestartStrategy::FIXED_RESTART &&
|
|
45
|
+
current_iter - last_restart_iter_ >= fixed_restart_interval_) {
|
|
46
|
+
return RestartInfo(true, true);
|
|
47
|
+
}
|
|
48
|
+
return RestartInfo(false, false); // ✨ Corrected return
|
|
49
|
+
}
|
|
50
|
+
|
|
51
|
+
// Base Case: First check after a restart. Initialize state and exit.
|
|
52
|
+
if (current_iter == last_restart_iter_) {
|
|
53
|
+
primal_feas_last_restart_ = current_results.primal_feasibility;
|
|
54
|
+
dual_feas_last_restart_ = current_results.dual_feasibility;
|
|
55
|
+
duality_gap_last_restart_ = current_results.duality_gap;
|
|
56
|
+
|
|
57
|
+
primal_feas_last_candidate_ = current_results.primal_feasibility;
|
|
58
|
+
dual_feas_last_candidate_ = current_results.dual_feasibility;
|
|
59
|
+
duality_gap_last_candidate_ = current_results.duality_gap;
|
|
60
|
+
|
|
61
|
+
return {false, false};
|
|
62
|
+
}
|
|
63
|
+
|
|
64
|
+
// 1. Calculate scores and determine the best candidate
|
|
65
|
+
double mu_current = compute_score(beta_, current_results.primal_feasibility,
|
|
66
|
+
current_results.dual_feasibility,
|
|
67
|
+
current_results.duality_gap);
|
|
68
|
+
double mu_average = compute_score(beta_, average_results.primal_feasibility,
|
|
69
|
+
average_results.dual_feasibility,
|
|
70
|
+
average_results.duality_gap);
|
|
71
|
+
debugPdlpRestartLog(debug_pdlp_log_file_, current_iter, mu_current,
|
|
72
|
+
mu_average);
|
|
73
|
+
double candidate_score;
|
|
74
|
+
bool restart_to_average = false;
|
|
75
|
+
if (mu_current < mu_average) {
|
|
76
|
+
candidate_score = mu_current;
|
|
77
|
+
restart_to_average = false;
|
|
78
|
+
} else {
|
|
79
|
+
candidate_score = mu_average;
|
|
80
|
+
restart_to_average = true;
|
|
81
|
+
}
|
|
82
|
+
|
|
83
|
+
// 2. Check the three restart conditions in order
|
|
84
|
+
bool should_restart = false;
|
|
85
|
+
PDHG_restart_choice restart_choice_for_logic = PDHG_NO_RESTART;
|
|
86
|
+
|
|
87
|
+
if ((current_iter - last_restart_iter_) >=
|
|
88
|
+
artificial_restart_threshold_ * current_iter) {
|
|
89
|
+
// Condition 1: Artificial Restart
|
|
90
|
+
should_restart = true;
|
|
91
|
+
} else {
|
|
92
|
+
double mu_last_restart =
|
|
93
|
+
compute_score(beta_, primal_feas_last_restart_, dual_feas_last_restart_,
|
|
94
|
+
duality_gap_last_restart_);
|
|
95
|
+
|
|
96
|
+
if (candidate_score < sufficient_decay_factor_ * mu_last_restart) {
|
|
97
|
+
// Condition 2: Sufficient Decay
|
|
98
|
+
should_restart = true;
|
|
99
|
+
} else {
|
|
100
|
+
double mu_last_candidate =
|
|
101
|
+
compute_score(beta_, primal_feas_last_candidate_,
|
|
102
|
+
dual_feas_last_candidate_, duality_gap_last_candidate_);
|
|
103
|
+
|
|
104
|
+
if (candidate_score < necessary_decay_factor_ * mu_last_restart &&
|
|
105
|
+
candidate_score > mu_last_candidate) {
|
|
106
|
+
// Condition 3: Necessary Decay
|
|
107
|
+
should_restart = true;
|
|
108
|
+
}
|
|
109
|
+
}
|
|
110
|
+
}
|
|
111
|
+
|
|
112
|
+
// 3. ALWAYS update the "last candidate" metrics for the next check
|
|
113
|
+
if (restart_to_average) {
|
|
114
|
+
primal_feas_last_candidate_ = average_results.primal_feasibility;
|
|
115
|
+
dual_feas_last_candidate_ = average_results.dual_feasibility;
|
|
116
|
+
duality_gap_last_candidate_ = average_results.duality_gap;
|
|
117
|
+
} else {
|
|
118
|
+
primal_feas_last_candidate_ = current_results.primal_feasibility;
|
|
119
|
+
dual_feas_last_candidate_ = current_results.dual_feasibility;
|
|
120
|
+
duality_gap_last_candidate_ = current_results.duality_gap;
|
|
121
|
+
}
|
|
122
|
+
/*
|
|
123
|
+
if (should_restart ) {
|
|
124
|
+
if (restart_to_average){
|
|
125
|
+
std::cout << "Last restart was iter " << last_restart_iter_ << ":
|
|
126
|
+
average\n"; } else { std::cout << "Last restart was iter " <<
|
|
127
|
+
last_restart_iter_ << ": current\n";
|
|
128
|
+
}
|
|
129
|
+
}
|
|
130
|
+
*/
|
|
131
|
+
return RestartInfo(should_restart, restart_to_average);
|
|
132
|
+
}
|