lpsolver 0.1.0 → 0.2.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (1165) hide show
  1. checksums.yaml +4 -4
  2. data/Gemfile +1 -0
  3. data/README.md +104 -26
  4. data/ext/lpsolver/Makefile +269 -0
  5. data/ext/lpsolver/ext.c +353 -0
  6. data/ext/lpsolver/ext.o +0 -0
  7. data/ext/lpsolver/extconf.rb +79 -0
  8. data/ext/lpsolver/native.so +0 -0
  9. data/ext/lpsolver-highs/AUTHORS +7 -0
  10. data/ext/lpsolver-highs/BUILD.bazel +243 -0
  11. data/ext/lpsolver-highs/CITATION.cff +29 -0
  12. data/ext/lpsolver-highs/CMakeCache.txt +406 -0
  13. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCCompiler.cmake +81 -0
  14. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCXXCompiler.cmake +101 -0
  15. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_C.bin +0 -0
  16. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_CXX.bin +0 -0
  17. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeSystem.cmake +15 -0
  18. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/CMakeCCompilerId.c +904 -0
  19. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/a.out +0 -0
  20. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/CMakeCXXCompilerId.cpp +919 -0
  21. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/a.out +0 -0
  22. data/ext/lpsolver-highs/CMakeFiles/CMakeConfigureLog.yaml +576 -0
  23. data/ext/lpsolver-highs/CMakeFiles/cmake.check_cache +1 -0
  24. data/ext/lpsolver-highs/CMakeLists.txt +983 -0
  25. data/ext/lpsolver-highs/CODE_OF_CONDUCT.md +128 -0
  26. data/ext/lpsolver-highs/CONTRIBUTING.md +31 -0
  27. data/ext/lpsolver-highs/FEATURES.md +61 -0
  28. data/ext/lpsolver-highs/LICENSE.txt +21 -0
  29. data/ext/lpsolver-highs/MODULE.bazel +38 -0
  30. data/ext/lpsolver-highs/README.md +281 -0
  31. data/ext/lpsolver-highs/THIRD_PARTY_NOTICES.md +78 -0
  32. data/ext/lpsolver-highs/Version.txt +4 -0
  33. data/ext/lpsolver-highs/WORKSPACE +33 -0
  34. data/ext/lpsolver-highs/app/CMakeLists.txt +110 -0
  35. data/ext/lpsolver-highs/app/HighsRuntimeOptions.h +292 -0
  36. data/ext/lpsolver-highs/app/RunHighs.cpp +147 -0
  37. data/ext/lpsolver-highs/app/highs_webdemo_shell.html +73 -0
  38. data/ext/lpsolver-highs/build/bin/highs +0 -0
  39. data/ext/lpsolver-highs/build/include/highs/HConfig.h +22 -0
  40. data/ext/lpsolver-highs/build/include/highs/Highs.h +1812 -0
  41. data/ext/lpsolver-highs/build/include/highs/interfaces/highs_c_api.h +2651 -0
  42. data/ext/lpsolver-highs/build/include/highs/io/Filereader.h +45 -0
  43. data/ext/lpsolver-highs/build/include/highs/io/FilereaderLp.h +49 -0
  44. data/ext/lpsolver-highs/build/include/highs/io/FilereaderMps.h +27 -0
  45. data/ext/lpsolver-highs/build/include/highs/io/HMPSIO.h +78 -0
  46. data/ext/lpsolver-highs/build/include/highs/io/HMpsFF.h +245 -0
  47. data/ext/lpsolver-highs/build/include/highs/io/HighsIO.h +118 -0
  48. data/ext/lpsolver-highs/build/include/highs/io/LoadOptions.h +24 -0
  49. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/builder.hpp +25 -0
  50. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/def.hpp +19 -0
  51. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/model.hpp +68 -0
  52. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/reader.hpp +10 -0
  53. data/ext/lpsolver-highs/build/include/highs/ipm/IpxSolution.h +32 -0
  54. data/ext/lpsolver-highs/build/include/highs/ipm/IpxWrapper.h +106 -0
  55. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu.h +161 -0
  56. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_factorize.h +247 -0
  57. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
  58. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_initialize.h +119 -0
  59. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
  60. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
  61. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
  62. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
  63. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
  64. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
  65. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
  66. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
  67. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_object.h +30 -0
  68. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
  69. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
  70. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
  71. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_update.h +125 -0
  72. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_def.h +39 -0
  73. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_file.h +21 -0
  74. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_internal.h +220 -0
  75. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_list.h +173 -0
  76. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_kernel.h +20 -0
  77. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_wrapper.h +47 -0
  78. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basis.h +350 -0
  79. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/conjugate_residuals.h +74 -0
  80. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/control.h +167 -0
  81. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/crossover.h +157 -0
  82. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/diagonal_precond.h +45 -0
  83. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/forrest_tomlin.h +102 -0
  84. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/guess_basis.h +21 -0
  85. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/indexed_vector.h +113 -0
  86. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/info.h +27 -0
  87. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipm.h +94 -0
  88. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_c.h +47 -0
  89. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_config.h +9 -0
  90. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_info.h +111 -0
  91. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_internal.h +89 -0
  92. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_parameters.h +76 -0
  93. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_status.h +57 -0
  94. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/iterate.h +331 -0
  95. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver.h +70 -0
  96. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_basis.h +66 -0
  97. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_diag.h +48 -0
  98. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/linear_operator.h +26 -0
  99. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lp_solver.h +204 -0
  100. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_factorization.h +79 -0
  101. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_update.h +129 -0
  102. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/maxvolume.h +54 -0
  103. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/model.h +413 -0
  104. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/multistream.h +52 -0
  105. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/normal_matrix.h +44 -0
  106. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/power_method.h +44 -0
  107. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_matrix.h +195 -0
  108. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_utils.h +58 -0
  109. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
  110. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/starting_basis.h +39 -0
  111. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/symbolic_invert.h +29 -0
  112. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/timer.h +25 -0
  113. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/utils.h +37 -0
  114. data/ext/lpsolver-highs/build/include/highs/lp_data/HConst.h +430 -0
  115. data/ext/lpsolver-highs/build/include/highs/lp_data/HStruct.h +213 -0
  116. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsAnalysis.h +23 -0
  117. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallback.h +104 -0
  118. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallbackStruct.h +70 -0
  119. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsDebug.h +34 -0
  120. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsIis.h +139 -0
  121. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfo.h +421 -0
  122. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfoDebug.h +27 -0
  123. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLp.h +97 -0
  124. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpSolverObject.h +47 -0
  125. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpUtils.h +330 -0
  126. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsModelUtils.h +129 -0
  127. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsOptions.h +1715 -0
  128. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsRanging.h +43 -0
  129. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolution.h +179 -0
  130. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolutionDebug.h +87 -0
  131. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolve.h +29 -0
  132. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsStatus.h +29 -0
  133. data/ext/lpsolver-highs/build/include/highs/mip/HighsCliqueTable.h +329 -0
  134. data/ext/lpsolver-highs/build/include/highs/mip/HighsConflictPool.h +109 -0
  135. data/ext/lpsolver-highs/build/include/highs/mip/HighsCutGeneration.h +108 -0
  136. data/ext/lpsolver-highs/build/include/highs/mip/HighsCutPool.h +168 -0
  137. data/ext/lpsolver-highs/build/include/highs/mip/HighsDebugSol.h +133 -0
  138. data/ext/lpsolver-highs/build/include/highs/mip/HighsDomain.h +657 -0
  139. data/ext/lpsolver-highs/build/include/highs/mip/HighsDomainChange.h +48 -0
  140. data/ext/lpsolver-highs/build/include/highs/mip/HighsDynamicRowMatrix.h +104 -0
  141. data/ext/lpsolver-highs/build/include/highs/mip/HighsGFkSolve.h +439 -0
  142. data/ext/lpsolver-highs/build/include/highs/mip/HighsImplications.h +194 -0
  143. data/ext/lpsolver-highs/build/include/highs/mip/HighsLpAggregator.h +50 -0
  144. data/ext/lpsolver-highs/build/include/highs/mip/HighsLpRelaxation.h +361 -0
  145. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipAnalysis.h +71 -0
  146. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolver.h +159 -0
  147. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolverData.h +313 -0
  148. data/ext/lpsolver-highs/build/include/highs/mip/HighsModkSeparator.h +60 -0
  149. data/ext/lpsolver-highs/build/include/highs/mip/HighsNodeQueue.h +312 -0
  150. data/ext/lpsolver-highs/build/include/highs/mip/HighsObjectiveFunction.h +71 -0
  151. data/ext/lpsolver-highs/build/include/highs/mip/HighsPathSeparator.h +39 -0
  152. data/ext/lpsolver-highs/build/include/highs/mip/HighsPrimalHeuristics.h +75 -0
  153. data/ext/lpsolver-highs/build/include/highs/mip/HighsPseudocost.h +366 -0
  154. data/ext/lpsolver-highs/build/include/highs/mip/HighsRedcostFixing.h +42 -0
  155. data/ext/lpsolver-highs/build/include/highs/mip/HighsSearch.h +241 -0
  156. data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparation.h +41 -0
  157. data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparator.h +60 -0
  158. data/ext/lpsolver-highs/build/include/highs/mip/HighsTableauSeparator.h +34 -0
  159. data/ext/lpsolver-highs/build/include/highs/mip/HighsTransformedLp.h +63 -0
  160. data/ext/lpsolver-highs/build/include/highs/mip/MipTimer.h +544 -0
  161. data/ext/lpsolver-highs/build/include/highs/mip/feasibilityjump.hh +800 -0
  162. data/ext/lpsolver-highs/build/include/highs/model/HighsHessian.h +54 -0
  163. data/ext/lpsolver-highs/build/include/highs/model/HighsHessianUtils.h +47 -0
  164. data/ext/lpsolver-highs/build/include/highs/model/HighsModel.h +42 -0
  165. data/ext/lpsolver-highs/build/include/highs/parallel/HighsBinarySemaphore.h +108 -0
  166. data/ext/lpsolver-highs/build/include/highs/parallel/HighsCacheAlign.h +82 -0
  167. data/ext/lpsolver-highs/build/include/highs/parallel/HighsCombinable.h +116 -0
  168. data/ext/lpsolver-highs/build/include/highs/parallel/HighsMutex.h +124 -0
  169. data/ext/lpsolver-highs/build/include/highs/parallel/HighsParallel.h +128 -0
  170. data/ext/lpsolver-highs/build/include/highs/parallel/HighsRaceTimer.h +38 -0
  171. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSchedulerConstants.h +19 -0
  172. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSpinMutex.h +48 -0
  173. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSplitDeque.h +606 -0
  174. data/ext/lpsolver-highs/build/include/highs/parallel/HighsTask.h +170 -0
  175. data/ext/lpsolver-highs/build/include/highs/parallel/HighsTaskExecutor.h +217 -0
  176. data/ext/lpsolver-highs/build/include/highs/pdlp/CupdlpWrapper.h +108 -0
  177. data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpTimer.h +155 -0
  178. data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpWrapper.h +26 -0
  179. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
  180. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
  181. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
  182. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
  183. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
  184. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
  185. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
  186. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
  187. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
  188. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/defs.hpp +222 -0
  189. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/linalg.hpp +61 -0
  190. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/logger.hpp +80 -0
  191. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/pdhg.hpp +358 -0
  192. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/restart.hpp +96 -0
  193. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/scaling.hpp +74 -0
  194. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/solver_results.hpp +65 -0
  195. data/ext/lpsolver-highs/build/include/highs/pdqsort/pdqsort.h +532 -0
  196. data/ext/lpsolver-highs/build/include/highs/presolve/HPresolve.h +505 -0
  197. data/ext/lpsolver-highs/build/include/highs/presolve/HPresolveAnalysis.h +52 -0
  198. data/ext/lpsolver-highs/build/include/highs/presolve/HighsPostsolveStack.h +943 -0
  199. data/ext/lpsolver-highs/build/include/highs/presolve/HighsSymmetry.h +284 -0
  200. data/ext/lpsolver-highs/build/include/highs/presolve/ICrash.h +124 -0
  201. data/ext/lpsolver-highs/build/include/highs/presolve/ICrashUtil.h +62 -0
  202. data/ext/lpsolver-highs/build/include/highs/presolve/ICrashX.h +23 -0
  203. data/ext/lpsolver-highs/build/include/highs/presolve/PresolveComponent.h +90 -0
  204. data/ext/lpsolver-highs/build/include/highs/qpsolver/a_asm.hpp +77 -0
  205. data/ext/lpsolver-highs/build/include/highs/qpsolver/a_quass.hpp +22 -0
  206. data/ext/lpsolver-highs/build/include/highs/qpsolver/basis.hpp +159 -0
  207. data/ext/lpsolver-highs/build/include/highs/qpsolver/crashsolution.hpp +20 -0
  208. data/ext/lpsolver-highs/build/include/highs/qpsolver/dantzigpricing.hpp +80 -0
  209. data/ext/lpsolver-highs/build/include/highs/qpsolver/devexpricing.hpp +108 -0
  210. data/ext/lpsolver-highs/build/include/highs/qpsolver/eventhandler.hpp +30 -0
  211. data/ext/lpsolver-highs/build/include/highs/qpsolver/factor.hpp +408 -0
  212. data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_bounded.hpp +114 -0
  213. data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_highs.hpp +301 -0
  214. data/ext/lpsolver-highs/build/include/highs/qpsolver/gradient.hpp +46 -0
  215. data/ext/lpsolver-highs/build/include/highs/qpsolver/instance.hpp +70 -0
  216. data/ext/lpsolver-highs/build/include/highs/qpsolver/matrix.hpp +342 -0
  217. data/ext/lpsolver-highs/build/include/highs/qpsolver/perturbation.hpp +15 -0
  218. data/ext/lpsolver-highs/build/include/highs/qpsolver/pricing.hpp +22 -0
  219. data/ext/lpsolver-highs/build/include/highs/qpsolver/qpconst.hpp +34 -0
  220. data/ext/lpsolver-highs/build/include/highs/qpsolver/qpvector.hpp +242 -0
  221. data/ext/lpsolver-highs/build/include/highs/qpsolver/quass.hpp +27 -0
  222. data/ext/lpsolver-highs/build/include/highs/qpsolver/ratiotest.hpp +26 -0
  223. data/ext/lpsolver-highs/build/include/highs/qpsolver/runtime.hpp +45 -0
  224. data/ext/lpsolver-highs/build/include/highs/qpsolver/scaling.hpp +15 -0
  225. data/ext/lpsolver-highs/build/include/highs/qpsolver/settings.hpp +84 -0
  226. data/ext/lpsolver-highs/build/include/highs/qpsolver/snippets.hpp +36 -0
  227. data/ext/lpsolver-highs/build/include/highs/qpsolver/statistics.hpp +30 -0
  228. data/ext/lpsolver-highs/build/include/highs/qpsolver/steepestedgepricing.hpp +173 -0
  229. data/ext/lpsolver-highs/build/include/highs/simplex/HApp.h +550 -0
  230. data/ext/lpsolver-highs/build/include/highs/simplex/HEkk.h +419 -0
  231. data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDual.h +513 -0
  232. data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRHS.h +134 -0
  233. data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRow.h +201 -0
  234. data/ext/lpsolver-highs/build/include/highs/simplex/HEkkPrimal.h +191 -0
  235. data/ext/lpsolver-highs/build/include/highs/simplex/HSimplex.h +42 -0
  236. data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexDebug.h +48 -0
  237. data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexNla.h +158 -0
  238. data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexReport.h +21 -0
  239. data/ext/lpsolver-highs/build/include/highs/simplex/HighsSimplexAnalysis.h +500 -0
  240. data/ext/lpsolver-highs/build/include/highs/simplex/SimplexConst.h +273 -0
  241. data/ext/lpsolver-highs/build/include/highs/simplex/SimplexStruct.h +263 -0
  242. data/ext/lpsolver-highs/build/include/highs/simplex/SimplexTimer.h +414 -0
  243. data/ext/lpsolver-highs/build/include/highs/test_kkt/DevKkt.h +143 -0
  244. data/ext/lpsolver-highs/build/include/highs/test_kkt/KktCh2.h +79 -0
  245. data/ext/lpsolver-highs/build/include/highs/util/FactorTimer.h +199 -0
  246. data/ext/lpsolver-highs/build/include/highs/util/HFactor.h +587 -0
  247. data/ext/lpsolver-highs/build/include/highs/util/HFactorConst.h +81 -0
  248. data/ext/lpsolver-highs/build/include/highs/util/HFactorDebug.h +55 -0
  249. data/ext/lpsolver-highs/build/include/highs/util/HSet.h +89 -0
  250. data/ext/lpsolver-highs/build/include/highs/util/HVector.h +22 -0
  251. data/ext/lpsolver-highs/build/include/highs/util/HVectorBase.h +102 -0
  252. data/ext/lpsolver-highs/build/include/highs/util/HighsCDouble.h +323 -0
  253. data/ext/lpsolver-highs/build/include/highs/util/HighsComponent.h +53 -0
  254. data/ext/lpsolver-highs/build/include/highs/util/HighsDataStack.h +83 -0
  255. data/ext/lpsolver-highs/build/include/highs/util/HighsDisjointSets.h +107 -0
  256. data/ext/lpsolver-highs/build/include/highs/util/HighsHash.h +1274 -0
  257. data/ext/lpsolver-highs/build/include/highs/util/HighsHashTree.h +1461 -0
  258. data/ext/lpsolver-highs/build/include/highs/util/HighsInt.h +36 -0
  259. data/ext/lpsolver-highs/build/include/highs/util/HighsIntegers.h +212 -0
  260. data/ext/lpsolver-highs/build/include/highs/util/HighsLinearSumBounds.h +203 -0
  261. data/ext/lpsolver-highs/build/include/highs/util/HighsMatrixPic.h +37 -0
  262. data/ext/lpsolver-highs/build/include/highs/util/HighsMatrixSlice.h +561 -0
  263. data/ext/lpsolver-highs/build/include/highs/util/HighsMatrixUtils.h +57 -0
  264. data/ext/lpsolver-highs/build/include/highs/util/HighsMemoryAllocation.h +63 -0
  265. data/ext/lpsolver-highs/build/include/highs/util/HighsRandom.h +242 -0
  266. data/ext/lpsolver-highs/build/include/highs/util/HighsRbTree.h +452 -0
  267. data/ext/lpsolver-highs/build/include/highs/util/HighsSort.h +131 -0
  268. data/ext/lpsolver-highs/build/include/highs/util/HighsSparseMatrix.h +151 -0
  269. data/ext/lpsolver-highs/build/include/highs/util/HighsSparseVectorSum.h +95 -0
  270. data/ext/lpsolver-highs/build/include/highs/util/HighsSplay.h +135 -0
  271. data/ext/lpsolver-highs/build/include/highs/util/HighsTimer.h +385 -0
  272. data/ext/lpsolver-highs/build/include/highs/util/HighsUtils.h +272 -0
  273. data/ext/lpsolver-highs/build/include/highs/util/stringutil.h +46 -0
  274. data/ext/lpsolver-highs/build/include/highs/zstr/strict_fstream.hpp +237 -0
  275. data/ext/lpsolver-highs/build/include/highs/zstr/zstr.hpp +473 -0
  276. data/ext/lpsolver-highs/build/include/highs_export.h +43 -0
  277. data/ext/lpsolver-highs/build/lib/cmake/highs/highs-config-version.cmake +65 -0
  278. data/ext/lpsolver-highs/build/lib/cmake/highs/highs-config.cmake +36 -0
  279. data/ext/lpsolver-highs/build/lib/cmake/highs/highs-targets-release.cmake +19 -0
  280. data/ext/lpsolver-highs/build/lib/cmake/highs/highs-targets.cmake +111 -0
  281. data/ext/lpsolver-highs/build/lib/libhighs.a +0 -0
  282. data/ext/lpsolver-highs/build/lib/pkgconfig/highs.pc +12 -0
  283. data/ext/lpsolver-highs/build/share/doc/HIGHS/AUTHORS +7 -0
  284. data/ext/lpsolver-highs/build/share/doc/HIGHS/CITATION.cff +29 -0
  285. data/ext/lpsolver-highs/build/share/doc/HIGHS/CODE_OF_CONDUCT.md +128 -0
  286. data/ext/lpsolver-highs/build/share/doc/HIGHS/CONTRIBUTING.md +31 -0
  287. data/ext/lpsolver-highs/build/share/doc/HIGHS/FEATURES.md +61 -0
  288. data/ext/lpsolver-highs/build/share/doc/HIGHS/LICENSE.txt +21 -0
  289. data/ext/lpsolver-highs/build/share/doc/HIGHS/README.md +281 -0
  290. data/ext/lpsolver-highs/build_webdemo.sh +46 -0
  291. data/ext/lpsolver-highs/check/Avgas.cpp +245 -0
  292. data/ext/lpsolver-highs/check/Avgas.h +44 -0
  293. data/ext/lpsolver-highs/check/CMakeLists.txt +573 -0
  294. data/ext/lpsolver-highs/check/HCheckConfig.h.bazel.in +6 -0
  295. data/ext/lpsolver-highs/check/HCheckConfig.h.in +12 -0
  296. data/ext/lpsolver-highs/check/HCheckConfig.h.meson.in +6 -0
  297. data/ext/lpsolver-highs/check/SpecialLps.h +405 -0
  298. data/ext/lpsolver-highs/check/TestAlienBasis.cpp +720 -0
  299. data/ext/lpsolver-highs/check/TestBasis.cpp +359 -0
  300. data/ext/lpsolver-highs/check/TestBasisSolves.cpp +669 -0
  301. data/ext/lpsolver-highs/check/TestCAPI.c +2513 -0
  302. data/ext/lpsolver-highs/check/TestCallbacks.cpp +608 -0
  303. data/ext/lpsolver-highs/check/TestCheckSolution.cpp +740 -0
  304. data/ext/lpsolver-highs/check/TestCrossover.cpp +111 -0
  305. data/ext/lpsolver-highs/check/TestDualize.cpp +172 -0
  306. data/ext/lpsolver-highs/check/TestEkk.cpp +100 -0
  307. data/ext/lpsolver-highs/check/TestFactor.cpp +389 -0
  308. data/ext/lpsolver-highs/check/TestFilereader.cpp +568 -0
  309. data/ext/lpsolver-highs/check/TestFortranAPI.f90 +65 -0
  310. data/ext/lpsolver-highs/check/TestHSet.cpp +80 -0
  311. data/ext/lpsolver-highs/check/TestHighsCDouble.cpp +109 -0
  312. data/ext/lpsolver-highs/check/TestHighsGFkSolve.cpp +102 -0
  313. data/ext/lpsolver-highs/check/TestHighsHash.cpp +126 -0
  314. data/ext/lpsolver-highs/check/TestHighsHessian.cpp +329 -0
  315. data/ext/lpsolver-highs/check/TestHighsIntegers.cpp +42 -0
  316. data/ext/lpsolver-highs/check/TestHighsModel.cpp +134 -0
  317. data/ext/lpsolver-highs/check/TestHighsParallel.cpp +277 -0
  318. data/ext/lpsolver-highs/check/TestHighsRbTree.cpp +109 -0
  319. data/ext/lpsolver-highs/check/TestHighsSparseMatrix.cpp +126 -0
  320. data/ext/lpsolver-highs/check/TestHighsVersion.cpp +61 -0
  321. data/ext/lpsolver-highs/check/TestHipo.cpp +122 -0
  322. data/ext/lpsolver-highs/check/TestICrash.cpp +46 -0
  323. data/ext/lpsolver-highs/check/TestIO.cpp +163 -0
  324. data/ext/lpsolver-highs/check/TestIis.cpp +1063 -0
  325. data/ext/lpsolver-highs/check/TestInfo.cpp +116 -0
  326. data/ext/lpsolver-highs/check/TestIpm.cpp +226 -0
  327. data/ext/lpsolver-highs/check/TestIpx.cpp +96 -0
  328. data/ext/lpsolver-highs/check/TestLPFileFormat.cpp +22 -0
  329. data/ext/lpsolver-highs/check/TestLogging.cpp +69 -0
  330. data/ext/lpsolver-highs/check/TestLpModification.cpp +2497 -0
  331. data/ext/lpsolver-highs/check/TestLpOrientation.cpp +121 -0
  332. data/ext/lpsolver-highs/check/TestLpSolvers.cpp +555 -0
  333. data/ext/lpsolver-highs/check/TestLpValidation.cpp +689 -0
  334. data/ext/lpsolver-highs/check/TestMain.cpp +6 -0
  335. data/ext/lpsolver-highs/check/TestMipSolver.cpp +1406 -0
  336. data/ext/lpsolver-highs/check/TestModelProperties.cpp +143 -0
  337. data/ext/lpsolver-highs/check/TestMultiObjective.cpp +198 -0
  338. data/ext/lpsolver-highs/check/TestNames.cpp +187 -0
  339. data/ext/lpsolver-highs/check/TestOptions.cpp +544 -0
  340. data/ext/lpsolver-highs/check/TestPdlp.cpp +327 -0
  341. data/ext/lpsolver-highs/check/TestPdlpHi.cpp +40 -0
  342. data/ext/lpsolver-highs/check/TestPresolve.cpp +912 -0
  343. data/ext/lpsolver-highs/check/TestQpSolver.cpp +1345 -0
  344. data/ext/lpsolver-highs/check/TestRanging.cpp +558 -0
  345. data/ext/lpsolver-highs/check/TestRays.cpp +1010 -0
  346. data/ext/lpsolver-highs/check/TestSemiVariables.cpp +329 -0
  347. data/ext/lpsolver-highs/check/TestSetup.cpp +12 -0
  348. data/ext/lpsolver-highs/check/TestSort.cpp +247 -0
  349. data/ext/lpsolver-highs/check/TestSpecialLps.cpp +775 -0
  350. data/ext/lpsolver-highs/check/TestThrow.cpp +83 -0
  351. data/ext/lpsolver-highs/check/TestTspSolver.cpp +19 -0
  352. data/ext/lpsolver-highs/check/TestUserScale.cpp +444 -0
  353. data/ext/lpsolver-highs/check/cublas_example.cpp +76 -0
  354. data/ext/lpsolver-highs/check/cublas_gpu_start.cpp +88 -0
  355. data/ext/lpsolver-highs/check/hipo_test_option_files/hipo_options_0 +1 -0
  356. data/ext/lpsolver-highs/check/instances/1448.lp +1 -0
  357. data/ext/lpsolver-highs/check/instances/1449a.lp +1 -0
  358. data/ext/lpsolver-highs/check/instances/1449b.lp +1 -0
  359. data/ext/lpsolver-highs/check/instances/1451.lp +8 -0
  360. data/ext/lpsolver-highs/check/instances/2122.lp +1822 -0
  361. data/ext/lpsolver-highs/check/instances/2171.mps +717 -0
  362. data/ext/lpsolver-highs/check/instances/25fv47.mps +6919 -0
  363. data/ext/lpsolver-highs/check/instances/2821-duplicate.mps +31 -0
  364. data/ext/lpsolver-highs/check/instances/2821-qmatrix.mps +31 -0
  365. data/ext/lpsolver-highs/check/instances/2821-quadobj.mps +29 -0
  366. data/ext/lpsolver-highs/check/instances/2821-summation.mps +30 -0
  367. data/ext/lpsolver-highs/check/instances/2821.mps +29 -0
  368. data/ext/lpsolver-highs/check/instances/2894.mps +89 -0
  369. data/ext/lpsolver-highs/check/instances/80bau3b.mps +23732 -0
  370. data/ext/lpsolver-highs/check/instances/WithInf.set +3 -0
  371. data/ext/lpsolver-highs/check/instances/adlittle.mps +335 -0
  372. data/ext/lpsolver-highs/check/instances/afiro.mps +83 -0
  373. data/ext/lpsolver-highs/check/instances/avgas.mps +51 -0
  374. data/ext/lpsolver-highs/check/instances/bell5.mps +384 -0
  375. data/ext/lpsolver-highs/check/instances/bgetam.mps +2112 -0
  376. data/ext/lpsolver-highs/check/instances/blending.mps +13 -0
  377. data/ext/lpsolver-highs/check/instances/box1.mps +1085 -0
  378. data/ext/lpsolver-highs/check/instances/chip.mps +13 -0
  379. data/ext/lpsolver-highs/check/instances/comment.mps +23 -0
  380. data/ext/lpsolver-highs/check/instances/cplex1.mps +9674 -0
  381. data/ext/lpsolver-highs/check/instances/dD2e.mps +10 -0
  382. data/ext/lpsolver-highs/check/instances/dcmulti.mps +2310 -0
  383. data/ext/lpsolver-highs/check/instances/e226.mps +1733 -0
  384. data/ext/lpsolver-highs/check/instances/egout-ac.mps +473 -0
  385. data/ext/lpsolver-highs/check/instances/egout.mps +403 -0
  386. data/ext/lpsolver-highs/check/instances/etamacro.mps +2084 -0
  387. data/ext/lpsolver-highs/check/instances/ex72a.mps +849 -0
  388. data/ext/lpsolver-highs/check/instances/fixed-binary.lp +11 -0
  389. data/ext/lpsolver-highs/check/instances/flugpl.mps +111 -0
  390. data/ext/lpsolver-highs/check/instances/flugpl_illegal_integer.sol +24 -0
  391. data/ext/lpsolver-highs/check/instances/flugpl_integer.sol +25 -0
  392. data/ext/lpsolver-highs/check/instances/forest6.mps +261 -0
  393. data/ext/lpsolver-highs/check/instances/galenet.mps +34 -0
  394. data/ext/lpsolver-highs/check/instances/gams10am.mps +478 -0
  395. data/ext/lpsolver-highs/check/instances/garbage.ems +3 -0
  396. data/ext/lpsolver-highs/check/instances/garbage.lp +3 -0
  397. data/ext/lpsolver-highs/check/instances/garbage.mps +3 -0
  398. data/ext/lpsolver-highs/check/instances/gas11.mps +2924 -0
  399. data/ext/lpsolver-highs/check/instances/gesa2.mps +5459 -0
  400. data/ext/lpsolver-highs/check/instances/greenbea.mps +19215 -0
  401. data/ext/lpsolver-highs/check/instances/gt2.mps +534 -0
  402. data/ext/lpsolver-highs/check/instances/infeasible-mip0.mps +140 -0
  403. data/ext/lpsolver-highs/check/instances/infeasible-mip1.mps +371 -0
  404. data/ext/lpsolver-highs/check/instances/israel.mps +1490 -0
  405. data/ext/lpsolver-highs/check/instances/issue-2095.mps +836 -0
  406. data/ext/lpsolver-highs/check/instances/issue-2173.mps +3331 -0
  407. data/ext/lpsolver-highs/check/instances/issue-2204.mps +143 -0
  408. data/ext/lpsolver-highs/check/instances/issue-2290.mps +158 -0
  409. data/ext/lpsolver-highs/check/instances/issue-2388.lp +76 -0
  410. data/ext/lpsolver-highs/check/instances/issue-2402.mps +435 -0
  411. data/ext/lpsolver-highs/check/instances/issue-2446.mps +9154 -0
  412. data/ext/lpsolver-highs/check/instances/issue-2585.lp +16 -0
  413. data/ext/lpsolver-highs/check/instances/issue-2874-3.mps +97 -0
  414. data/ext/lpsolver-highs/check/instances/klein1.mps +422 -0
  415. data/ext/lpsolver-highs/check/instances/lseu.mps +371 -0
  416. data/ext/lpsolver-highs/check/instances/model.xyz +1 -0
  417. data/ext/lpsolver-highs/check/instances/nan0.mps +13 -0
  418. data/ext/lpsolver-highs/check/instances/nan1.mps +13 -0
  419. data/ext/lpsolver-highs/check/instances/nan2.mps +13 -0
  420. data/ext/lpsolver-highs/check/instances/no-newline-eof.lp +5 -0
  421. data/ext/lpsolver-highs/check/instances/p01.mps +909 -0
  422. data/ext/lpsolver-highs/check/instances/p0548.mps +1992 -0
  423. data/ext/lpsolver-highs/check/instances/primal1.mps +3909 -0
  424. data/ext/lpsolver-highs/check/instances/qap04.mps +606 -0
  425. data/ext/lpsolver-highs/check/instances/qcqp.lp +8 -0
  426. data/ext/lpsolver-highs/check/instances/qjh.lp +9 -0
  427. data/ext/lpsolver-highs/check/instances/qjh.mps +18 -0
  428. data/ext/lpsolver-highs/check/instances/qjh_qmatrix.mps +19 -0
  429. data/ext/lpsolver-highs/check/instances/qjh_quadobj.mps +18 -0
  430. data/ext/lpsolver-highs/check/instances/qjh_quadobj_qmatrix.mps +25 -0
  431. data/ext/lpsolver-highs/check/instances/qjh_uncon.lp +10 -0
  432. data/ext/lpsolver-highs/check/instances/qjh_uncon.mps +17 -0
  433. data/ext/lpsolver-highs/check/instances/qpinfeasible.lp +8 -0
  434. data/ext/lpsolver-highs/check/instances/qptestnw.lp +7 -0
  435. data/ext/lpsolver-highs/check/instances/qpunbounded.lp +5 -0
  436. data/ext/lpsolver-highs/check/instances/refinery.mps +1882 -0
  437. data/ext/lpsolver-highs/check/instances/rgn.mps +559 -0
  438. data/ext/lpsolver-highs/check/instances/scrs8.mps +2717 -0
  439. data/ext/lpsolver-highs/check/instances/sctest.mps +66 -0
  440. data/ext/lpsolver-highs/check/instances/semi-continuous.lp +13 -0
  441. data/ext/lpsolver-highs/check/instances/semi-continuous.mps +24 -0
  442. data/ext/lpsolver-highs/check/instances/semi-integer.lp +15 -0
  443. data/ext/lpsolver-highs/check/instances/semi-integer.mps +22 -0
  444. data/ext/lpsolver-highs/check/instances/shell.mps +4039 -0
  445. data/ext/lpsolver-highs/check/instances/silly-names.mps +14 -0
  446. data/ext/lpsolver-highs/check/instances/small_mip.mps +87 -0
  447. data/ext/lpsolver-highs/check/instances/smalllp.mps +21 -0
  448. data/ext/lpsolver-highs/check/instances/sp150x300d.mps +1983 -0
  449. data/ext/lpsolver-highs/check/instances/stair.mps +2499 -0
  450. data/ext/lpsolver-highs/check/instances/standata.mps +2317 -0
  451. data/ext/lpsolver-highs/check/instances/standgub.mps +2428 -0
  452. data/ext/lpsolver-highs/check/instances/standmps.mps +2695 -0
  453. data/ext/lpsolver-highs/check/instances/test.mps +53 -0
  454. data/ext/lpsolver-highs/check/instances/vol1.mps +1895 -0
  455. data/ext/lpsolver-highs/check/instances/warnings.mps +68 -0
  456. data/ext/lpsolver-highs/check/instances/woodinfe.mps +216 -0
  457. data/ext/lpsolver-highs/check/matrix_multiplication.hpp +49 -0
  458. data/ext/lpsolver-highs/check/meson.build +92 -0
  459. data/ext/lpsolver-highs/check/pythontest.py +11 -0
  460. data/ext/lpsolver-highs/check/sample_options_file +8 -0
  461. data/ext/lpsolver-highs/cmake/CheckAtomic.cmake +74 -0
  462. data/ext/lpsolver-highs/cmake/FindCUDAConf.cmake +44 -0
  463. data/ext/lpsolver-highs/cmake/FindHipoDeps.cmake +351 -0
  464. data/ext/lpsolver-highs/cmake/README.md +243 -0
  465. data/ext/lpsolver-highs/cmake/cpp-highs.cmake +243 -0
  466. data/ext/lpsolver-highs/cmake/dotnet.cmake +94 -0
  467. data/ext/lpsolver-highs/cmake/highs-config.cmake.in +22 -0
  468. data/ext/lpsolver-highs/cmake/python-highs.cmake +74 -0
  469. data/ext/lpsolver-highs/cmake/set-version.cmake +26 -0
  470. data/ext/lpsolver-highs/cmake/sources-python.cmake +461 -0
  471. data/ext/lpsolver-highs/cmake/sources.cmake +618 -0
  472. data/ext/lpsolver-highs/docs/HiGHS_CopyrightHeader.pl +78 -0
  473. data/ext/lpsolver-highs/docs/HiGHS_CopyrightHeaderUpdateAll +32 -0
  474. data/ext/lpsolver-highs/docs/Project.toml +7 -0
  475. data/ext/lpsolver-highs/docs/README.md +27 -0
  476. data/ext/lpsolver-highs/docs/c_api_gen/HConfig.h +1 -0
  477. data/ext/lpsolver-highs/docs/c_api_gen/build.jl +48 -0
  478. data/ext/lpsolver-highs/docs/make.jl +115 -0
  479. data/ext/lpsolver-highs/docs/src/assets/logo.png +0 -0
  480. data/ext/lpsolver-highs/docs/src/callbacks.md +171 -0
  481. data/ext/lpsolver-highs/docs/src/executable.md +88 -0
  482. data/ext/lpsolver-highs/docs/src/guide/advanced.md +66 -0
  483. data/ext/lpsolver-highs/docs/src/guide/basic.md +116 -0
  484. data/ext/lpsolver-highs/docs/src/guide/further.md +193 -0
  485. data/ext/lpsolver-highs/docs/src/guide/gpu.md +58 -0
  486. data/ext/lpsolver-highs/docs/src/guide/index.md +18 -0
  487. data/ext/lpsolver-highs/docs/src/guide/kkt.md +219 -0
  488. data/ext/lpsolver-highs/docs/src/guide/numerics.md +55 -0
  489. data/ext/lpsolver-highs/docs/src/index.md +86 -0
  490. data/ext/lpsolver-highs/docs/src/installation.md +130 -0
  491. data/ext/lpsolver-highs/docs/src/interfaces/c_api.md +6 -0
  492. data/ext/lpsolver-highs/docs/src/interfaces/cpp/examples.md +1 -0
  493. data/ext/lpsolver-highs/docs/src/interfaces/cpp/index.md +29 -0
  494. data/ext/lpsolver-highs/docs/src/interfaces/cpp/library.md +107 -0
  495. data/ext/lpsolver-highs/docs/src/interfaces/csharp.md +55 -0
  496. data/ext/lpsolver-highs/docs/src/interfaces/fortran.md +11 -0
  497. data/ext/lpsolver-highs/docs/src/interfaces/julia/index.md +130 -0
  498. data/ext/lpsolver-highs/docs/src/interfaces/other.md +41 -0
  499. data/ext/lpsolver-highs/docs/src/interfaces/python/example-py.md +275 -0
  500. data/ext/lpsolver-highs/docs/src/interfaces/python/index.md +91 -0
  501. data/ext/lpsolver-highs/docs/src/interfaces/python/model-py.md +90 -0
  502. data/ext/lpsolver-highs/docs/src/options/definitions.md +529 -0
  503. data/ext/lpsolver-highs/docs/src/options/intro.md +46 -0
  504. data/ext/lpsolver-highs/docs/src/parallel.md +88 -0
  505. data/ext/lpsolver-highs/docs/src/solvers.md +168 -0
  506. data/ext/lpsolver-highs/docs/src/structures/classes/HighsHessian.md +9 -0
  507. data/ext/lpsolver-highs/docs/src/structures/classes/HighsIis.md +16 -0
  508. data/ext/lpsolver-highs/docs/src/structures/classes/HighsLp.md +19 -0
  509. data/ext/lpsolver-highs/docs/src/structures/classes/HighsModel.md +6 -0
  510. data/ext/lpsolver-highs/docs/src/structures/classes/HighsSparseMatrix.md +10 -0
  511. data/ext/lpsolver-highs/docs/src/structures/classes/index.md +11 -0
  512. data/ext/lpsolver-highs/docs/src/structures/enums.md +114 -0
  513. data/ext/lpsolver-highs/docs/src/structures/index.md +12 -0
  514. data/ext/lpsolver-highs/docs/src/structures/structs/HighsBasis.md +8 -0
  515. data/ext/lpsolver-highs/docs/src/structures/structs/HighsInfo.md +148 -0
  516. data/ext/lpsolver-highs/docs/src/structures/structs/HighsLinearObjective.md +11 -0
  517. data/ext/lpsolver-highs/docs/src/structures/structs/HighsSolution.md +10 -0
  518. data/ext/lpsolver-highs/docs/src/structures/structs/index.md +10 -0
  519. data/ext/lpsolver-highs/docs/src/terminology.md +163 -0
  520. data/ext/lpsolver-highs/examples/CMakeLists.txt +26 -0
  521. data/ext/lpsolver-highs/examples/Docs.py +104 -0
  522. data/ext/lpsolver-highs/examples/branch-and-price.py +465 -0
  523. data/ext/lpsolver-highs/examples/call_highs_from_c.c +685 -0
  524. data/ext/lpsolver-highs/examples/call_highs_from_c_minimal.c +659 -0
  525. data/ext/lpsolver-highs/examples/call_highs_from_cpp.cpp +178 -0
  526. data/ext/lpsolver-highs/examples/call_highs_from_csharp.cs +83 -0
  527. data/ext/lpsolver-highs/examples/call_highs_from_fortran.f90 +579 -0
  528. data/ext/lpsolver-highs/examples/call_highs_from_python.py +448 -0
  529. data/ext/lpsolver-highs/examples/call_highs_from_python_highspy.py +71 -0
  530. data/ext/lpsolver-highs/examples/call_highs_from_python_mps.py +59 -0
  531. data/ext/lpsolver-highs/examples/callback_gap.py +71 -0
  532. data/ext/lpsolver-highs/examples/chip.py +43 -0
  533. data/ext/lpsolver-highs/examples/chip0.py +29 -0
  534. data/ext/lpsolver-highs/examples/distillation.py +77 -0
  535. data/ext/lpsolver-highs/examples/knapsack.py +43 -0
  536. data/ext/lpsolver-highs/examples/minimal.py +11 -0
  537. data/ext/lpsolver-highs/examples/multi_objective.py +139 -0
  538. data/ext/lpsolver-highs/examples/multiple_objective.py +120 -0
  539. data/ext/lpsolver-highs/examples/network_flow.py +37 -0
  540. data/ext/lpsolver-highs/examples/nqueens.py +29 -0
  541. data/ext/lpsolver-highs/examples/plot_highs_log.py +134 -0
  542. data/ext/lpsolver-highs/extern/CLI11.hpp +11546 -0
  543. data/ext/lpsolver-highs/extern/LICENCE_1_0.txt +23 -0
  544. data/ext/lpsolver-highs/extern/amd/License.txt +35 -0
  545. data/ext/lpsolver-highs/extern/amd/SuiteSparse_config.c +54 -0
  546. data/ext/lpsolver-highs/extern/amd/SuiteSparse_config.h +56 -0
  547. data/ext/lpsolver-highs/extern/amd/amd.h +357 -0
  548. data/ext/lpsolver-highs/extern/amd/amd_1.c +172 -0
  549. data/ext/lpsolver-highs/extern/amd/amd_2.c +1761 -0
  550. data/ext/lpsolver-highs/extern/amd/amd_aat.c +179 -0
  551. data/ext/lpsolver-highs/extern/amd/amd_control.c +65 -0
  552. data/ext/lpsolver-highs/extern/amd/amd_defaults.c +37 -0
  553. data/ext/lpsolver-highs/extern/amd/amd_info.c +120 -0
  554. data/ext/lpsolver-highs/extern/amd/amd_internal.h +137 -0
  555. data/ext/lpsolver-highs/extern/amd/amd_order.c +195 -0
  556. data/ext/lpsolver-highs/extern/amd/amd_post_tree.c +105 -0
  557. data/ext/lpsolver-highs/extern/amd/amd_postorder.c +140 -0
  558. data/ext/lpsolver-highs/extern/amd/amd_preprocess.c +107 -0
  559. data/ext/lpsolver-highs/extern/amd/amd_valid.c +93 -0
  560. data/ext/lpsolver-highs/extern/amd/changes.txt +8 -0
  561. data/ext/lpsolver-highs/extern/catch.hpp +18861 -0
  562. data/ext/lpsolver-highs/extern/metis/Changes.txt +31 -0
  563. data/ext/lpsolver-highs/extern/metis/GKlib/GKlib.h +62 -0
  564. data/ext/lpsolver-highs/extern/metis/GKlib/error.c +21 -0
  565. data/ext/lpsolver-highs/extern/metis/GKlib/gk_arch.h +64 -0
  566. data/ext/lpsolver-highs/extern/metis/GKlib/gk_defs.h +19 -0
  567. data/ext/lpsolver-highs/extern/metis/GKlib/gk_macros.h +50 -0
  568. data/ext/lpsolver-highs/extern/metis/GKlib/gk_mkblas.h +51 -0
  569. data/ext/lpsolver-highs/extern/metis/GKlib/gk_mkmemory.h +80 -0
  570. data/ext/lpsolver-highs/extern/metis/GKlib/gk_mkpqueue.h +329 -0
  571. data/ext/lpsolver-highs/extern/metis/GKlib/gk_mkrandom.h +89 -0
  572. data/ext/lpsolver-highs/extern/metis/GKlib/gk_mksort.h +271 -0
  573. data/ext/lpsolver-highs/extern/metis/GKlib/gk_ms_inttypes.h +41 -0
  574. data/ext/lpsolver-highs/extern/metis/GKlib/gk_ms_stat.h +22 -0
  575. data/ext/lpsolver-highs/extern/metis/GKlib/gk_ms_stdint.h +41 -0
  576. data/ext/lpsolver-highs/extern/metis/GKlib/gk_proto.h +50 -0
  577. data/ext/lpsolver-highs/extern/metis/GKlib/gk_struct.h +66 -0
  578. data/ext/lpsolver-highs/extern/metis/GKlib/gk_types.h +15 -0
  579. data/ext/lpsolver-highs/extern/metis/GKlib/mcore.c +176 -0
  580. data/ext/lpsolver-highs/extern/metis/GKlib/memory.c +23 -0
  581. data/ext/lpsolver-highs/extern/metis/GKlib/random.c +37 -0
  582. data/ext/lpsolver-highs/extern/metis/LICENSE.txt +18 -0
  583. data/ext/lpsolver-highs/extern/metis/libmetis/auxapi.c +27 -0
  584. data/ext/lpsolver-highs/extern/metis/libmetis/balance.c +491 -0
  585. data/ext/lpsolver-highs/extern/metis/libmetis/bucketsort.c +44 -0
  586. data/ext/lpsolver-highs/extern/metis/libmetis/coarsen.c +895 -0
  587. data/ext/lpsolver-highs/extern/metis/libmetis/compress.c +231 -0
  588. data/ext/lpsolver-highs/extern/metis/libmetis/contig.c +83 -0
  589. data/ext/lpsolver-highs/extern/metis/libmetis/defs.h +39 -0
  590. data/ext/lpsolver-highs/extern/metis/libmetis/fm.c +527 -0
  591. data/ext/lpsolver-highs/extern/metis/libmetis/gklib.c +55 -0
  592. data/ext/lpsolver-highs/extern/metis/libmetis/gklib_defs.h +33 -0
  593. data/ext/lpsolver-highs/extern/metis/libmetis/graph.c +268 -0
  594. data/ext/lpsolver-highs/extern/metis/libmetis/initpart.c +385 -0
  595. data/ext/lpsolver-highs/extern/metis/libmetis/macros.h +59 -0
  596. data/ext/lpsolver-highs/extern/metis/libmetis/mcutil.c +162 -0
  597. data/ext/lpsolver-highs/extern/metis/libmetis/metislib.h +35 -0
  598. data/ext/lpsolver-highs/extern/metis/libmetis/mmd.c +598 -0
  599. data/ext/lpsolver-highs/extern/metis/libmetis/ometis.c +661 -0
  600. data/ext/lpsolver-highs/extern/metis/libmetis/options.c +260 -0
  601. data/ext/lpsolver-highs/extern/metis/libmetis/proto.h +172 -0
  602. data/ext/lpsolver-highs/extern/metis/libmetis/refine.c +99 -0
  603. data/ext/lpsolver-highs/extern/metis/libmetis/separator.c +57 -0
  604. data/ext/lpsolver-highs/extern/metis/libmetis/sfm.c +581 -0
  605. data/ext/lpsolver-highs/extern/metis/libmetis/srefine.c +152 -0
  606. data/ext/lpsolver-highs/extern/metis/libmetis/stdheaders.h +29 -0
  607. data/ext/lpsolver-highs/extern/metis/libmetis/struct.h +117 -0
  608. data/ext/lpsolver-highs/extern/metis/libmetis/util.c +59 -0
  609. data/ext/lpsolver-highs/extern/metis/libmetis/wspace.c +91 -0
  610. data/ext/lpsolver-highs/extern/metis/metis.h +271 -0
  611. data/ext/lpsolver-highs/extern/pdqsort/license.txt +16 -0
  612. data/ext/lpsolver-highs/extern/pdqsort/pdqsort.h +532 -0
  613. data/ext/lpsolver-highs/extern/rcm/LICENSE +19 -0
  614. data/ext/lpsolver-highs/extern/rcm/rcm.cpp +873 -0
  615. data/ext/lpsolver-highs/extern/rcm/rcm.h +22 -0
  616. data/ext/lpsolver-highs/extern/zstr/LICENSE +21 -0
  617. data/ext/lpsolver-highs/extern/zstr/strict_fstream.hpp +237 -0
  618. data/ext/lpsolver-highs/extern/zstr/zstr.hpp +473 -0
  619. data/ext/lpsolver-highs/flake.lock +61 -0
  620. data/ext/lpsolver-highs/flake.nix +73 -0
  621. data/ext/lpsolver-highs/highs/CMakeLists.txt +499 -0
  622. data/ext/lpsolver-highs/highs/HConfig.h.bazel.in +25 -0
  623. data/ext/lpsolver-highs/highs/HConfig.h.in +22 -0
  624. data/ext/lpsolver-highs/highs/HConfig.h.meson.in +17 -0
  625. data/ext/lpsolver-highs/highs/Highs.h +1812 -0
  626. data/ext/lpsolver-highs/highs/HighsRun.md +143 -0
  627. data/ext/lpsolver-highs/highs/highs_bindings.cpp +1826 -0
  628. data/ext/lpsolver-highs/highs/highspy/__init__.py +93 -0
  629. data/ext/lpsolver-highs/highs/highspy/__init__.pyi +91 -0
  630. data/ext/lpsolver-highs/highs/highspy/_core/__init__.pyi +1058 -0
  631. data/ext/lpsolver-highs/highs/highspy/_core/cb.pyi +118 -0
  632. data/ext/lpsolver-highs/highs/highspy/_core/simplex_constants.pyi +472 -0
  633. data/ext/lpsolver-highs/highs/highspy/highs.py +2430 -0
  634. data/ext/lpsolver-highs/highs/interfaces/highs_c_api.cpp +1812 -0
  635. data/ext/lpsolver-highs/highs/interfaces/highs_c_api.h +2651 -0
  636. data/ext/lpsolver-highs/highs/interfaces/highs_csharp_api.cs +1142 -0
  637. data/ext/lpsolver-highs/highs/interfaces/highs_fortran_api.f90 +873 -0
  638. data/ext/lpsolver-highs/highs/io/Filereader.cpp +87 -0
  639. data/ext/lpsolver-highs/highs/io/Filereader.h +45 -0
  640. data/ext/lpsolver-highs/highs/io/FilereaderLp.cpp +539 -0
  641. data/ext/lpsolver-highs/highs/io/FilereaderLp.h +49 -0
  642. data/ext/lpsolver-highs/highs/io/FilereaderMps.cpp +86 -0
  643. data/ext/lpsolver-highs/highs/io/FilereaderMps.h +27 -0
  644. data/ext/lpsolver-highs/highs/io/HMPSIO.cpp +1001 -0
  645. data/ext/lpsolver-highs/highs/io/HMPSIO.h +78 -0
  646. data/ext/lpsolver-highs/highs/io/HMpsFF.cpp +2113 -0
  647. data/ext/lpsolver-highs/highs/io/HMpsFF.h +245 -0
  648. data/ext/lpsolver-highs/highs/io/HighsIO.cpp +371 -0
  649. data/ext/lpsolver-highs/highs/io/HighsIO.h +118 -0
  650. data/ext/lpsolver-highs/highs/io/LoadOptions.cpp +60 -0
  651. data/ext/lpsolver-highs/highs/io/LoadOptions.h +24 -0
  652. data/ext/lpsolver-highs/highs/io/filereaderlp/LICENSE +19 -0
  653. data/ext/lpsolver-highs/highs/io/filereaderlp/builder.hpp +25 -0
  654. data/ext/lpsolver-highs/highs/io/filereaderlp/def.hpp +19 -0
  655. data/ext/lpsolver-highs/highs/io/filereaderlp/model.hpp +68 -0
  656. data/ext/lpsolver-highs/highs/io/filereaderlp/reader.cpp +1375 -0
  657. data/ext/lpsolver-highs/highs/io/filereaderlp/reader.hpp +10 -0
  658. data/ext/lpsolver-highs/highs/ipm/IpxSolution.h +32 -0
  659. data/ext/lpsolver-highs/highs/ipm/IpxWrapper.cpp +1526 -0
  660. data/ext/lpsolver-highs/highs/ipm/IpxWrapper.h +106 -0
  661. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu.h +161 -0
  662. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_factorize.c +132 -0
  663. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_factorize.h +247 -0
  664. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_get_factors.c +148 -0
  665. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
  666. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_initialize.c +24 -0
  667. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_initialize.h +119 -0
  668. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
  669. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
  670. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
  671. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
  672. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
  673. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
  674. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
  675. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
  676. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_object.c +325 -0
  677. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_object.h +30 -0
  678. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_dense.c +46 -0
  679. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
  680. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_for_update.c +79 -0
  681. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
  682. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_sparse.c +63 -0
  683. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
  684. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_update.c +44 -0
  685. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_update.h +125 -0
  686. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_build_factors.c +441 -0
  687. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_condest.c +124 -0
  688. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_def.h +39 -0
  689. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_dfs.c +141 -0
  690. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_factorize_bump.c +56 -0
  691. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_file.c +184 -0
  692. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_file.h +21 -0
  693. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_garbage_perm.c +53 -0
  694. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_initialize.c +56 -0
  695. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_internal.c +352 -0
  696. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_internal.h +220 -0
  697. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_list.h +173 -0
  698. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_markowitz.c +188 -0
  699. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_matrix_norm.c +51 -0
  700. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_pivot.c +1247 -0
  701. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_residual_test.c +155 -0
  702. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_setup_bump.c +198 -0
  703. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_singletons.c +511 -0
  704. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_solve_dense.c +129 -0
  705. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_solve_for_update.c +360 -0
  706. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_solve_sparse.c +284 -0
  707. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_solve_symbolic.c +48 -0
  708. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_solve_triangular.c +140 -0
  709. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_update.c +908 -0
  710. data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/Auxiliary.cpp +301 -0
  711. data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/Auxiliary.h +104 -0
  712. data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/IntConfig.h +27 -0
  713. data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/KrylovMethods.cpp +193 -0
  714. data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/KrylovMethods.h +30 -0
  715. data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/Log.cpp +60 -0
  716. data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/Log.h +62 -0
  717. data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/OrderingPrint.h +10 -0
  718. data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/VectorOperations.cpp +117 -0
  719. data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/VectorOperations.h +59 -0
  720. data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/mycblas.h +85 -0
  721. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Analyse.cpp +1367 -0
  722. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Analyse.h +122 -0
  723. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/CallAndTimeBlas.cpp +114 -0
  724. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/CallAndTimeBlas.h +46 -0
  725. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/CliqueStack.cpp +82 -0
  726. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/CliqueStack.h +83 -0
  727. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DataCollector.cpp +326 -0
  728. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DataCollector.h +86 -0
  729. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DenseFact.h +48 -0
  730. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DenseFactHybrid.cpp +279 -0
  731. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DenseFactKernel.cpp +284 -0
  732. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DgemmParallel.cpp +38 -0
  733. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DgemmParallel.h +32 -0
  734. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/FactorHiGHS.cpp +57 -0
  735. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/FactorHiGHS.h +112 -0
  736. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/FactorHiGHSSettings.h +63 -0
  737. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Factorise.cpp +405 -0
  738. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Factorise.h +85 -0
  739. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/FormatHandler.cpp +46 -0
  740. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/FormatHandler.h +95 -0
  741. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/HybridHybridFormatHandler.cpp +238 -0
  742. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/HybridHybridFormatHandler.h +31 -0
  743. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/HybridSolveHandler.cpp +272 -0
  744. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/HybridSolveHandler.h +26 -0
  745. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/KrylovMethodsIpm.cpp +83 -0
  746. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/KrylovMethodsIpm.h +45 -0
  747. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Numeric.cpp +54 -0
  748. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Numeric.h +46 -0
  749. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/ReturnValues.h +19 -0
  750. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/SolveHandler.cpp +10 -0
  751. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/SolveHandler.h +48 -0
  752. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Swaps.cpp +70 -0
  753. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Swaps.h +19 -0
  754. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Symbolic.cpp +101 -0
  755. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Symbolic.h +220 -0
  756. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Timing.h +114 -0
  757. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Control.cpp +38 -0
  758. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Control.h +41 -0
  759. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/FactorHiGHSSolver.cpp +887 -0
  760. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/FactorHiGHSSolver.h +92 -0
  761. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Info.h +58 -0
  762. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/IpmData.cpp +8 -0
  763. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/IpmData.h +37 -0
  764. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Iterate.cpp +640 -0
  765. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Iterate.h +172 -0
  766. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/LinearSolver.h +81 -0
  767. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/LogHighs.cpp +71 -0
  768. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/LogHighs.h +33 -0
  769. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Model.cpp +403 -0
  770. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Model.h +136 -0
  771. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Options.h +35 -0
  772. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Parameters.h +63 -0
  773. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/PreProcess.cpp +646 -0
  774. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/PreProcess.h +94 -0
  775. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Refine.cpp +214 -0
  776. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Solver.cpp +1346 -0
  777. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Solver.h +338 -0
  778. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Status.h +88 -0
  779. data/ext/lpsolver-highs/highs/ipm/ipx/basiclu_kernel.cc +71 -0
  780. data/ext/lpsolver-highs/highs/ipm/ipx/basiclu_kernel.h +20 -0
  781. data/ext/lpsolver-highs/highs/ipm/ipx/basiclu_wrapper.cc +299 -0
  782. data/ext/lpsolver-highs/highs/ipm/ipx/basiclu_wrapper.h +47 -0
  783. data/ext/lpsolver-highs/highs/ipm/ipx/basis.cc +966 -0
  784. data/ext/lpsolver-highs/highs/ipm/ipx/basis.h +350 -0
  785. data/ext/lpsolver-highs/highs/ipm/ipx/conjugate_residuals.cc +217 -0
  786. data/ext/lpsolver-highs/highs/ipm/ipx/conjugate_residuals.h +74 -0
  787. data/ext/lpsolver-highs/highs/ipm/ipx/control.cc +151 -0
  788. data/ext/lpsolver-highs/highs/ipm/ipx/control.h +167 -0
  789. data/ext/lpsolver-highs/highs/ipm/ipx/crossover.cc +479 -0
  790. data/ext/lpsolver-highs/highs/ipm/ipx/crossover.h +157 -0
  791. data/ext/lpsolver-highs/highs/ipm/ipx/diagonal_precond.cc +70 -0
  792. data/ext/lpsolver-highs/highs/ipm/ipx/diagonal_precond.h +45 -0
  793. data/ext/lpsolver-highs/highs/ipm/ipx/forrest_tomlin.cc +360 -0
  794. data/ext/lpsolver-highs/highs/ipm/ipx/forrest_tomlin.h +102 -0
  795. data/ext/lpsolver-highs/highs/ipm/ipx/guess_basis.cc +233 -0
  796. data/ext/lpsolver-highs/highs/ipm/ipx/guess_basis.h +21 -0
  797. data/ext/lpsolver-highs/highs/ipm/ipx/indexed_vector.cc +30 -0
  798. data/ext/lpsolver-highs/highs/ipm/ipx/indexed_vector.h +113 -0
  799. data/ext/lpsolver-highs/highs/ipm/ipx/info.cc +124 -0
  800. data/ext/lpsolver-highs/highs/ipm/ipx/info.h +27 -0
  801. data/ext/lpsolver-highs/highs/ipm/ipx/ipm.cc +897 -0
  802. data/ext/lpsolver-highs/highs/ipm/ipx/ipm.h +94 -0
  803. data/ext/lpsolver-highs/highs/ipm/ipx/ipx_c.cc +83 -0
  804. data/ext/lpsolver-highs/highs/ipm/ipx/ipx_c.h +47 -0
  805. data/ext/lpsolver-highs/highs/ipm/ipx/ipx_config.h +9 -0
  806. data/ext/lpsolver-highs/highs/ipm/ipx/ipx_info.h +111 -0
  807. data/ext/lpsolver-highs/highs/ipm/ipx/ipx_internal.h +89 -0
  808. data/ext/lpsolver-highs/highs/ipm/ipx/ipx_parameters.h +76 -0
  809. data/ext/lpsolver-highs/highs/ipm/ipx/ipx_status.h +57 -0
  810. data/ext/lpsolver-highs/highs/ipm/ipx/iterate.cc +683 -0
  811. data/ext/lpsolver-highs/highs/ipm/ipx/iterate.h +331 -0
  812. data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver.cc +23 -0
  813. data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver.h +70 -0
  814. data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver_basis.cc +387 -0
  815. data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver_basis.h +66 -0
  816. data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver_diag.cc +120 -0
  817. data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver_diag.h +48 -0
  818. data/ext/lpsolver-highs/highs/ipm/ipx/linear_operator.cc +10 -0
  819. data/ext/lpsolver-highs/highs/ipm/ipx/linear_operator.h +26 -0
  820. data/ext/lpsolver-highs/highs/ipm/ipx/lp_solver.cc +686 -0
  821. data/ext/lpsolver-highs/highs/ipm/ipx/lp_solver.h +204 -0
  822. data/ext/lpsolver-highs/highs/ipm/ipx/lu_factorization.cc +131 -0
  823. data/ext/lpsolver-highs/highs/ipm/ipx/lu_factorization.h +79 -0
  824. data/ext/lpsolver-highs/highs/ipm/ipx/lu_update.cc +62 -0
  825. data/ext/lpsolver-highs/highs/ipm/ipx/lu_update.h +129 -0
  826. data/ext/lpsolver-highs/highs/ipm/ipx/maxvolume.cc +337 -0
  827. data/ext/lpsolver-highs/highs/ipm/ipx/maxvolume.h +54 -0
  828. data/ext/lpsolver-highs/highs/ipm/ipx/model.cc +1528 -0
  829. data/ext/lpsolver-highs/highs/ipm/ipx/model.h +413 -0
  830. data/ext/lpsolver-highs/highs/ipm/ipx/multistream.h +52 -0
  831. data/ext/lpsolver-highs/highs/ipm/ipx/normal_matrix.cc +126 -0
  832. data/ext/lpsolver-highs/highs/ipm/ipx/normal_matrix.h +44 -0
  833. data/ext/lpsolver-highs/highs/ipm/ipx/power_method.h +44 -0
  834. data/ext/lpsolver-highs/highs/ipm/ipx/sparse_matrix.cc +382 -0
  835. data/ext/lpsolver-highs/highs/ipm/ipx/sparse_matrix.h +195 -0
  836. data/ext/lpsolver-highs/highs/ipm/ipx/sparse_utils.cc +92 -0
  837. data/ext/lpsolver-highs/highs/ipm/ipx/sparse_utils.h +58 -0
  838. data/ext/lpsolver-highs/highs/ipm/ipx/splitted_normal_matrix.cc +117 -0
  839. data/ext/lpsolver-highs/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
  840. data/ext/lpsolver-highs/highs/ipm/ipx/starting_basis.cc +182 -0
  841. data/ext/lpsolver-highs/highs/ipm/ipx/starting_basis.h +39 -0
  842. data/ext/lpsolver-highs/highs/ipm/ipx/symbolic_invert.cc +183 -0
  843. data/ext/lpsolver-highs/highs/ipm/ipx/symbolic_invert.h +29 -0
  844. data/ext/lpsolver-highs/highs/ipm/ipx/timer.cc +16 -0
  845. data/ext/lpsolver-highs/highs/ipm/ipx/timer.h +25 -0
  846. data/ext/lpsolver-highs/highs/ipm/ipx/utils.cc +95 -0
  847. data/ext/lpsolver-highs/highs/ipm/ipx/utils.h +37 -0
  848. data/ext/lpsolver-highs/highs/lp_data/HConst.h +430 -0
  849. data/ext/lpsolver-highs/highs/lp_data/HStruct.h +213 -0
  850. data/ext/lpsolver-highs/highs/lp_data/Highs.cpp +4949 -0
  851. data/ext/lpsolver-highs/highs/lp_data/HighsAnalysis.h +23 -0
  852. data/ext/lpsolver-highs/highs/lp_data/HighsCallback.cpp +323 -0
  853. data/ext/lpsolver-highs/highs/lp_data/HighsCallback.h +104 -0
  854. data/ext/lpsolver-highs/highs/lp_data/HighsCallbackStruct.h +70 -0
  855. data/ext/lpsolver-highs/highs/lp_data/HighsDebug.cpp +54 -0
  856. data/ext/lpsolver-highs/highs/lp_data/HighsDebug.h +34 -0
  857. data/ext/lpsolver-highs/highs/lp_data/HighsDeprecated.cpp +181 -0
  858. data/ext/lpsolver-highs/highs/lp_data/HighsIis.cpp +1290 -0
  859. data/ext/lpsolver-highs/highs/lp_data/HighsIis.h +139 -0
  860. data/ext/lpsolver-highs/highs/lp_data/HighsInfo.cpp +426 -0
  861. data/ext/lpsolver-highs/highs/lp_data/HighsInfo.h +421 -0
  862. data/ext/lpsolver-highs/highs/lp_data/HighsInfoDebug.cpp +175 -0
  863. data/ext/lpsolver-highs/highs/lp_data/HighsInfoDebug.h +27 -0
  864. data/ext/lpsolver-highs/highs/lp_data/HighsInterface.cpp +4344 -0
  865. data/ext/lpsolver-highs/highs/lp_data/HighsLp.cpp +564 -0
  866. data/ext/lpsolver-highs/highs/lp_data/HighsLp.h +97 -0
  867. data/ext/lpsolver-highs/highs/lp_data/HighsLpSolverObject.h +47 -0
  868. data/ext/lpsolver-highs/highs/lp_data/HighsLpUtils.cpp +3794 -0
  869. data/ext/lpsolver-highs/highs/lp_data/HighsLpUtils.h +330 -0
  870. data/ext/lpsolver-highs/highs/lp_data/HighsModelUtils.cpp +1650 -0
  871. data/ext/lpsolver-highs/highs/lp_data/HighsModelUtils.h +129 -0
  872. data/ext/lpsolver-highs/highs/lp_data/HighsOptions.cpp +1176 -0
  873. data/ext/lpsolver-highs/highs/lp_data/HighsOptions.h +1715 -0
  874. data/ext/lpsolver-highs/highs/lp_data/HighsRanging.cpp +733 -0
  875. data/ext/lpsolver-highs/highs/lp_data/HighsRanging.h +43 -0
  876. data/ext/lpsolver-highs/highs/lp_data/HighsSolution.cpp +2194 -0
  877. data/ext/lpsolver-highs/highs/lp_data/HighsSolution.h +179 -0
  878. data/ext/lpsolver-highs/highs/lp_data/HighsSolutionDebug.cpp +490 -0
  879. data/ext/lpsolver-highs/highs/lp_data/HighsSolutionDebug.h +87 -0
  880. data/ext/lpsolver-highs/highs/lp_data/HighsSolve.cpp +747 -0
  881. data/ext/lpsolver-highs/highs/lp_data/HighsSolve.h +29 -0
  882. data/ext/lpsolver-highs/highs/lp_data/HighsStatus.cpp +48 -0
  883. data/ext/lpsolver-highs/highs/lp_data/HighsStatus.h +29 -0
  884. data/ext/lpsolver-highs/highs/lp_data/Iis.md +113 -0
  885. data/ext/lpsolver-highs/highs/meson.build +433 -0
  886. data/ext/lpsolver-highs/highs/mip/HighsCliqueTable.cpp +2236 -0
  887. data/ext/lpsolver-highs/highs/mip/HighsCliqueTable.h +329 -0
  888. data/ext/lpsolver-highs/highs/mip/HighsConflictPool.cpp +201 -0
  889. data/ext/lpsolver-highs/highs/mip/HighsConflictPool.h +109 -0
  890. data/ext/lpsolver-highs/highs/mip/HighsCutGeneration.cpp +1491 -0
  891. data/ext/lpsolver-highs/highs/mip/HighsCutGeneration.h +108 -0
  892. data/ext/lpsolver-highs/highs/mip/HighsCutPool.cpp +526 -0
  893. data/ext/lpsolver-highs/highs/mip/HighsCutPool.h +168 -0
  894. data/ext/lpsolver-highs/highs/mip/HighsDebugSol.cpp +313 -0
  895. data/ext/lpsolver-highs/highs/mip/HighsDebugSol.h +133 -0
  896. data/ext/lpsolver-highs/highs/mip/HighsDomain.cpp +3861 -0
  897. data/ext/lpsolver-highs/highs/mip/HighsDomain.h +657 -0
  898. data/ext/lpsolver-highs/highs/mip/HighsDomainChange.h +48 -0
  899. data/ext/lpsolver-highs/highs/mip/HighsDynamicRowMatrix.cpp +199 -0
  900. data/ext/lpsolver-highs/highs/mip/HighsDynamicRowMatrix.h +104 -0
  901. data/ext/lpsolver-highs/highs/mip/HighsFeasibilityJump.cpp +139 -0
  902. data/ext/lpsolver-highs/highs/mip/HighsGFkSolve.cpp +106 -0
  903. data/ext/lpsolver-highs/highs/mip/HighsGFkSolve.h +439 -0
  904. data/ext/lpsolver-highs/highs/mip/HighsImplications.cpp +915 -0
  905. data/ext/lpsolver-highs/highs/mip/HighsImplications.h +194 -0
  906. data/ext/lpsolver-highs/highs/mip/HighsLpAggregator.cpp +56 -0
  907. data/ext/lpsolver-highs/highs/mip/HighsLpAggregator.h +50 -0
  908. data/ext/lpsolver-highs/highs/mip/HighsLpRelaxation.cpp +1609 -0
  909. data/ext/lpsolver-highs/highs/mip/HighsLpRelaxation.h +361 -0
  910. data/ext/lpsolver-highs/highs/mip/HighsMipAnalysis.cpp +313 -0
  911. data/ext/lpsolver-highs/highs/mip/HighsMipAnalysis.h +71 -0
  912. data/ext/lpsolver-highs/highs/mip/HighsMipSolver.cpp +1002 -0
  913. data/ext/lpsolver-highs/highs/mip/HighsMipSolver.h +159 -0
  914. data/ext/lpsolver-highs/highs/mip/HighsMipSolverData.cpp +2936 -0
  915. data/ext/lpsolver-highs/highs/mip/HighsMipSolverData.h +313 -0
  916. data/ext/lpsolver-highs/highs/mip/HighsModkSeparator.cpp +267 -0
  917. data/ext/lpsolver-highs/highs/mip/HighsModkSeparator.h +60 -0
  918. data/ext/lpsolver-highs/highs/mip/HighsNodeQueue.cpp +443 -0
  919. data/ext/lpsolver-highs/highs/mip/HighsNodeQueue.h +312 -0
  920. data/ext/lpsolver-highs/highs/mip/HighsObjectiveFunction.cpp +124 -0
  921. data/ext/lpsolver-highs/highs/mip/HighsObjectiveFunction.h +71 -0
  922. data/ext/lpsolver-highs/highs/mip/HighsPathSeparator.cpp +549 -0
  923. data/ext/lpsolver-highs/highs/mip/HighsPathSeparator.h +39 -0
  924. data/ext/lpsolver-highs/highs/mip/HighsPrimalHeuristics.cpp +1673 -0
  925. data/ext/lpsolver-highs/highs/mip/HighsPrimalHeuristics.h +75 -0
  926. data/ext/lpsolver-highs/highs/mip/HighsPseudocost.cpp +129 -0
  927. data/ext/lpsolver-highs/highs/mip/HighsPseudocost.h +366 -0
  928. data/ext/lpsolver-highs/highs/mip/HighsRedcostFixing.cpp +316 -0
  929. data/ext/lpsolver-highs/highs/mip/HighsRedcostFixing.h +42 -0
  930. data/ext/lpsolver-highs/highs/mip/HighsSearch.cpp +1881 -0
  931. data/ext/lpsolver-highs/highs/mip/HighsSearch.h +241 -0
  932. data/ext/lpsolver-highs/highs/mip/HighsSeparation.cpp +186 -0
  933. data/ext/lpsolver-highs/highs/mip/HighsSeparation.h +41 -0
  934. data/ext/lpsolver-highs/highs/mip/HighsSeparator.cpp +39 -0
  935. data/ext/lpsolver-highs/highs/mip/HighsSeparator.h +60 -0
  936. data/ext/lpsolver-highs/highs/mip/HighsTableauSeparator.cpp +244 -0
  937. data/ext/lpsolver-highs/highs/mip/HighsTableauSeparator.h +34 -0
  938. data/ext/lpsolver-highs/highs/mip/HighsTransformedLp.cpp +563 -0
  939. data/ext/lpsolver-highs/highs/mip/HighsTransformedLp.h +63 -0
  940. data/ext/lpsolver-highs/highs/mip/MipTimer.h +544 -0
  941. data/ext/lpsolver-highs/highs/mip/feasibilityjump.hh +800 -0
  942. data/ext/lpsolver-highs/highs/model/HighsHessian.cpp +263 -0
  943. data/ext/lpsolver-highs/highs/model/HighsHessian.h +54 -0
  944. data/ext/lpsolver-highs/highs/model/HighsHessianUtils.cpp +584 -0
  945. data/ext/lpsolver-highs/highs/model/HighsHessianUtils.h +47 -0
  946. data/ext/lpsolver-highs/highs/model/HighsModel.cpp +46 -0
  947. data/ext/lpsolver-highs/highs/model/HighsModel.h +42 -0
  948. data/ext/lpsolver-highs/highs/parallel/HighsBinarySemaphore.h +108 -0
  949. data/ext/lpsolver-highs/highs/parallel/HighsCacheAlign.h +82 -0
  950. data/ext/lpsolver-highs/highs/parallel/HighsCombinable.h +116 -0
  951. data/ext/lpsolver-highs/highs/parallel/HighsMutex.h +124 -0
  952. data/ext/lpsolver-highs/highs/parallel/HighsParallel.h +128 -0
  953. data/ext/lpsolver-highs/highs/parallel/HighsRaceTimer.h +38 -0
  954. data/ext/lpsolver-highs/highs/parallel/HighsSchedulerConstants.h +19 -0
  955. data/ext/lpsolver-highs/highs/parallel/HighsSpinMutex.h +48 -0
  956. data/ext/lpsolver-highs/highs/parallel/HighsSplitDeque.h +606 -0
  957. data/ext/lpsolver-highs/highs/parallel/HighsTask.h +170 -0
  958. data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.cpp +43 -0
  959. data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.h +217 -0
  960. data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.cpp +848 -0
  961. data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.h +108 -0
  962. data/ext/lpsolver-highs/highs/pdlp/HiPdlpTimer.h +155 -0
  963. data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.cpp +141 -0
  964. data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.h +26 -0
  965. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Diff +12 -0
  966. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Meld +7 -0
  967. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Merge +2 -0
  968. data/ext/lpsolver-highs/highs/pdlp/cupdlp/README.md +95 -0
  969. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/CMakeLists.txt +58 -0
  970. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cu +338 -0
  971. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cuh +319 -0
  972. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cu +386 -0
  973. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cuh +149 -0
  974. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cublas.c +154 -0
  975. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cuda_linalg.c +79 -0
  976. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp.h +16 -0
  977. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.c +214 -0
  978. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
  979. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
  980. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.c +802 -0
  981. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
  982. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.c +148 -0
  983. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
  984. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.c +124 -0
  985. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
  986. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.c +425 -0
  987. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
  988. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.c +1498 -0
  989. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
  990. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.c +478 -0
  991. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
  992. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
  993. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.h +212 -0
  994. data/ext/lpsolver-highs/highs/pdlp/cupdlp/glbopts.h +342 -0
  995. data/ext/lpsolver-highs/highs/pdlp/hipdlp/defs.hpp +222 -0
  996. data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.cc +231 -0
  997. data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.hpp +61 -0
  998. data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.cc +225 -0
  999. data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.hpp +80 -0
  1000. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cc +2798 -0
  1001. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cu +497 -0
  1002. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.hpp +358 -0
  1003. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg_kernels.hpp +77 -0
  1004. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdlp_gpu_debug.hpp +62 -0
  1005. data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.cc +132 -0
  1006. data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.hpp +96 -0
  1007. data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.cc +307 -0
  1008. data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.hpp +74 -0
  1009. data/ext/lpsolver-highs/highs/pdlp/hipdlp/solver_results.hpp +65 -0
  1010. data/ext/lpsolver-highs/highs/presolve/HPresolve.cpp +8511 -0
  1011. data/ext/lpsolver-highs/highs/presolve/HPresolve.h +505 -0
  1012. data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.cpp +239 -0
  1013. data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.h +52 -0
  1014. data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.cpp +1368 -0
  1015. data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.h +943 -0
  1016. data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.cpp +1921 -0
  1017. data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.h +284 -0
  1018. data/ext/lpsolver-highs/highs/presolve/ICrash.cpp +474 -0
  1019. data/ext/lpsolver-highs/highs/presolve/ICrash.h +124 -0
  1020. data/ext/lpsolver-highs/highs/presolve/ICrashUtil.cpp +267 -0
  1021. data/ext/lpsolver-highs/highs/presolve/ICrashUtil.h +62 -0
  1022. data/ext/lpsolver-highs/highs/presolve/ICrashX.cpp +173 -0
  1023. data/ext/lpsolver-highs/highs/presolve/ICrashX.h +23 -0
  1024. data/ext/lpsolver-highs/highs/presolve/PresolveComponent.cpp +45 -0
  1025. data/ext/lpsolver-highs/highs/presolve/PresolveComponent.h +90 -0
  1026. data/ext/lpsolver-highs/highs/qpsolver/README.md +185 -0
  1027. data/ext/lpsolver-highs/highs/qpsolver/a_asm.cpp +139 -0
  1028. data/ext/lpsolver-highs/highs/qpsolver/a_asm.hpp +77 -0
  1029. data/ext/lpsolver-highs/highs/qpsolver/a_quass.cpp +194 -0
  1030. data/ext/lpsolver-highs/highs/qpsolver/a_quass.hpp +22 -0
  1031. data/ext/lpsolver-highs/highs/qpsolver/basis.cpp +443 -0
  1032. data/ext/lpsolver-highs/highs/qpsolver/basis.hpp +159 -0
  1033. data/ext/lpsolver-highs/highs/qpsolver/crashsolution.hpp +20 -0
  1034. data/ext/lpsolver-highs/highs/qpsolver/dantzigpricing.hpp +80 -0
  1035. data/ext/lpsolver-highs/highs/qpsolver/devexharrispricing.hpp +98 -0
  1036. data/ext/lpsolver-highs/highs/qpsolver/devexpricing.hpp +108 -0
  1037. data/ext/lpsolver-highs/highs/qpsolver/eventhandler.hpp +30 -0
  1038. data/ext/lpsolver-highs/highs/qpsolver/factor.hpp +408 -0
  1039. data/ext/lpsolver-highs/highs/qpsolver/feasibility_bounded.hpp +114 -0
  1040. data/ext/lpsolver-highs/highs/qpsolver/feasibility_highs.hpp +301 -0
  1041. data/ext/lpsolver-highs/highs/qpsolver/gradient.hpp +46 -0
  1042. data/ext/lpsolver-highs/highs/qpsolver/instance.hpp +70 -0
  1043. data/ext/lpsolver-highs/highs/qpsolver/matrix.hpp +342 -0
  1044. data/ext/lpsolver-highs/highs/qpsolver/perturbation.cpp +41 -0
  1045. data/ext/lpsolver-highs/highs/qpsolver/perturbation.hpp +15 -0
  1046. data/ext/lpsolver-highs/highs/qpsolver/pricing.hpp +22 -0
  1047. data/ext/lpsolver-highs/highs/qpsolver/qpconst.hpp +34 -0
  1048. data/ext/lpsolver-highs/highs/qpsolver/qpvector.hpp +242 -0
  1049. data/ext/lpsolver-highs/highs/qpsolver/quass.cpp +551 -0
  1050. data/ext/lpsolver-highs/highs/qpsolver/quass.hpp +27 -0
  1051. data/ext/lpsolver-highs/highs/qpsolver/ratiotest.cpp +146 -0
  1052. data/ext/lpsolver-highs/highs/qpsolver/ratiotest.hpp +26 -0
  1053. data/ext/lpsolver-highs/highs/qpsolver/reducedcosts.hpp +46 -0
  1054. data/ext/lpsolver-highs/highs/qpsolver/reducedgradient.hpp +95 -0
  1055. data/ext/lpsolver-highs/highs/qpsolver/runtime.hpp +45 -0
  1056. data/ext/lpsolver-highs/highs/qpsolver/scaling.cpp +123 -0
  1057. data/ext/lpsolver-highs/highs/qpsolver/scaling.hpp +15 -0
  1058. data/ext/lpsolver-highs/highs/qpsolver/settings.hpp +84 -0
  1059. data/ext/lpsolver-highs/highs/qpsolver/snippets.hpp +36 -0
  1060. data/ext/lpsolver-highs/highs/qpsolver/statistics.hpp +30 -0
  1061. data/ext/lpsolver-highs/highs/qpsolver/steepestedgepricing.hpp +173 -0
  1062. data/ext/lpsolver-highs/highs/simplex/HApp.h +550 -0
  1063. data/ext/lpsolver-highs/highs/simplex/HEkk.cpp +4404 -0
  1064. data/ext/lpsolver-highs/highs/simplex/HEkk.h +419 -0
  1065. data/ext/lpsolver-highs/highs/simplex/HEkkControl.cpp +146 -0
  1066. data/ext/lpsolver-highs/highs/simplex/HEkkDebug.cpp +1722 -0
  1067. data/ext/lpsolver-highs/highs/simplex/HEkkDual.cpp +3003 -0
  1068. data/ext/lpsolver-highs/highs/simplex/HEkkDual.h +513 -0
  1069. data/ext/lpsolver-highs/highs/simplex/HEkkDualMulti.cpp +1020 -0
  1070. data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.cpp +535 -0
  1071. data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.h +134 -0
  1072. data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.cpp +697 -0
  1073. data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.h +201 -0
  1074. data/ext/lpsolver-highs/highs/simplex/HEkkInterface.cpp +26 -0
  1075. data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.cpp +2984 -0
  1076. data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.h +191 -0
  1077. data/ext/lpsolver-highs/highs/simplex/HSimplex.cpp +330 -0
  1078. data/ext/lpsolver-highs/highs/simplex/HSimplex.h +42 -0
  1079. data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.cpp +145 -0
  1080. data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.h +48 -0
  1081. data/ext/lpsolver-highs/highs/simplex/HSimplexNla.cpp +517 -0
  1082. data/ext/lpsolver-highs/highs/simplex/HSimplexNla.h +158 -0
  1083. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaDebug.cpp +373 -0
  1084. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaFreeze.cpp +28 -0
  1085. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaProductForm.cpp +113 -0
  1086. data/ext/lpsolver-highs/highs/simplex/HSimplexReport.cpp +77 -0
  1087. data/ext/lpsolver-highs/highs/simplex/HSimplexReport.h +21 -0
  1088. data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.cpp +1495 -0
  1089. data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.h +500 -0
  1090. data/ext/lpsolver-highs/highs/simplex/SimplexConst.h +273 -0
  1091. data/ext/lpsolver-highs/highs/simplex/SimplexStruct.h +263 -0
  1092. data/ext/lpsolver-highs/highs/simplex/SimplexTimer.h +414 -0
  1093. data/ext/lpsolver-highs/highs/test_kkt/DevKkt.cpp +469 -0
  1094. data/ext/lpsolver-highs/highs/test_kkt/DevKkt.h +143 -0
  1095. data/ext/lpsolver-highs/highs/test_kkt/KktCh2.cpp +305 -0
  1096. data/ext/lpsolver-highs/highs/test_kkt/KktCh2.h +79 -0
  1097. data/ext/lpsolver-highs/highs/util/FactorTimer.h +199 -0
  1098. data/ext/lpsolver-highs/highs/util/HFactor.cpp +2597 -0
  1099. data/ext/lpsolver-highs/highs/util/HFactor.h +587 -0
  1100. data/ext/lpsolver-highs/highs/util/HFactorConst.h +81 -0
  1101. data/ext/lpsolver-highs/highs/util/HFactorDebug.cpp +231 -0
  1102. data/ext/lpsolver-highs/highs/util/HFactorDebug.h +55 -0
  1103. data/ext/lpsolver-highs/highs/util/HFactorExtend.cpp +229 -0
  1104. data/ext/lpsolver-highs/highs/util/HFactorRefactor.cpp +304 -0
  1105. data/ext/lpsolver-highs/highs/util/HFactorUtils.cpp +122 -0
  1106. data/ext/lpsolver-highs/highs/util/HSet.cpp +197 -0
  1107. data/ext/lpsolver-highs/highs/util/HSet.h +89 -0
  1108. data/ext/lpsolver-highs/highs/util/HVector.h +22 -0
  1109. data/ext/lpsolver-highs/highs/util/HVectorBase.cpp +271 -0
  1110. data/ext/lpsolver-highs/highs/util/HVectorBase.h +102 -0
  1111. data/ext/lpsolver-highs/highs/util/HighsCDouble.h +323 -0
  1112. data/ext/lpsolver-highs/highs/util/HighsComponent.h +53 -0
  1113. data/ext/lpsolver-highs/highs/util/HighsDataStack.h +83 -0
  1114. data/ext/lpsolver-highs/highs/util/HighsDisjointSets.h +107 -0
  1115. data/ext/lpsolver-highs/highs/util/HighsHash.cpp +10 -0
  1116. data/ext/lpsolver-highs/highs/util/HighsHash.h +1274 -0
  1117. data/ext/lpsolver-highs/highs/util/HighsHashTree.h +1461 -0
  1118. data/ext/lpsolver-highs/highs/util/HighsInt.h +36 -0
  1119. data/ext/lpsolver-highs/highs/util/HighsIntegers.h +212 -0
  1120. data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.cpp +267 -0
  1121. data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.h +203 -0
  1122. data/ext/lpsolver-highs/highs/util/HighsMatrixPic.cpp +146 -0
  1123. data/ext/lpsolver-highs/highs/util/HighsMatrixPic.h +37 -0
  1124. data/ext/lpsolver-highs/highs/util/HighsMatrixSlice.h +561 -0
  1125. data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.cpp +407 -0
  1126. data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.h +57 -0
  1127. data/ext/lpsolver-highs/highs/util/HighsMemoryAllocation.h +63 -0
  1128. data/ext/lpsolver-highs/highs/util/HighsRandom.h +242 -0
  1129. data/ext/lpsolver-highs/highs/util/HighsRbTree.h +452 -0
  1130. data/ext/lpsolver-highs/highs/util/HighsSort.cpp +364 -0
  1131. data/ext/lpsolver-highs/highs/util/HighsSort.h +131 -0
  1132. data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.cpp +1746 -0
  1133. data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.h +151 -0
  1134. data/ext/lpsolver-highs/highs/util/HighsSparseVectorSum.h +95 -0
  1135. data/ext/lpsolver-highs/highs/util/HighsSplay.h +135 -0
  1136. data/ext/lpsolver-highs/highs/util/HighsTimer.h +385 -0
  1137. data/ext/lpsolver-highs/highs/util/HighsUtils.cpp +1259 -0
  1138. data/ext/lpsolver-highs/highs/util/HighsUtils.h +272 -0
  1139. data/ext/lpsolver-highs/highs/util/stringutil.cpp +131 -0
  1140. data/ext/lpsolver-highs/highs/util/stringutil.h +46 -0
  1141. data/ext/lpsolver-highs/highs.pc.in +12 -0
  1142. data/ext/lpsolver-highs/meson.build +198 -0
  1143. data/ext/lpsolver-highs/meson_options.txt +31 -0
  1144. data/ext/lpsolver-highs/nuget/HiGHS_Logo.png +0 -0
  1145. data/ext/lpsolver-highs/nuget/Highs.csproj +25 -0
  1146. data/ext/lpsolver-highs/nuget/Highs.csproj.in +36 -0
  1147. data/ext/lpsolver-highs/nuget/HowToAlternative.md +77 -0
  1148. data/ext/lpsolver-highs/nuget/README.md +38 -0
  1149. data/ext/lpsolver-highs/nuget/arm-toolchain.cmake +15 -0
  1150. data/ext/lpsolver-highs/nuget/build_linux-arm.sh +13 -0
  1151. data/ext/lpsolver-highs/nuget/build_linux.sh +10 -0
  1152. data/ext/lpsolver-highs/nuget/build_windows.ps1 +27 -0
  1153. data/ext/lpsolver-highs/nuget/generatePackage.ps1 +28 -0
  1154. data/ext/lpsolver-highs/pyproject.toml +221 -0
  1155. data/ext/lpsolver-highs/subprojects/pybind11.wrap +13 -0
  1156. data/ext/lpsolver-highs/tests/test_highspy.py +2310 -0
  1157. data/ext/lpsolver-highs/version.rc.in +50 -0
  1158. data/lib/lpsolver/highs +0 -0
  1159. data/lib/lpsolver/model.rb +35 -7
  1160. data/lib/lpsolver/native.so +0 -0
  1161. data/lib/lpsolver/native_model.rb +261 -0
  1162. data/lib/lpsolver/solution.rb +93 -8
  1163. data/lib/lpsolver/version.rb +1 -1
  1164. data/lpsolver.gemspec +4 -1
  1165. metadata +1176 -4
@@ -0,0 +1,267 @@
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 presolve/ICrashUtil.cpp
9
+ * @brief
10
+ * @author Julian Hall, Ivet Galabova, Qi Huangfu and Michael Feldmeier
11
+ */
12
+ #include "presolve/ICrashUtil.h"
13
+
14
+ #include <algorithm>
15
+ #include <cmath>
16
+
17
+ #include "io/HighsIO.h"
18
+ #include "lp_data/HighsLp.h"
19
+ #include "lp_data/HighsLpUtils.h"
20
+ #include "lp_data/HighsSolution.h"
21
+ #include "util/HighsUtils.h"
22
+
23
+ void convertToMinimization(HighsLp& lp) {
24
+ if (lp.sense_ != ObjSense::kMinimize) {
25
+ for (int col = 0; col < lp.num_col_; col++)
26
+ lp.col_cost_[col] = -lp.col_cost_[col];
27
+ }
28
+ }
29
+
30
+ bool isEqualityProblem(const HighsLp& lp) {
31
+ for (int row = 0; row < lp.num_row_; row++)
32
+ if (lp.row_lower_[row] != lp.row_upper_[row]) return false;
33
+
34
+ return true;
35
+ }
36
+
37
+ double vectorProduct(const std::vector<double>& v1,
38
+ const std::vector<double>& v2) {
39
+ assert(v1.size() == v2.size());
40
+ double sum = 0;
41
+ for (int i = 0; i < (int)v1.size(); i++) sum += v1[i] * v2[i];
42
+ return sum;
43
+ }
44
+
45
+ void muptiplyByTranspose(const HighsLp& lp, const std::vector<double>& v,
46
+ std::vector<double>& result) {
47
+ assert((int)result.size() == lp.num_col_);
48
+ assert((int)v.size() == lp.num_row_);
49
+
50
+ result.assign(lp.num_col_, 0);
51
+ for (int col = 0; col < lp.num_col_; col++) {
52
+ for (int k = lp.a_matrix_.start_[col]; k < lp.a_matrix_.start_[col + 1];
53
+ k++) {
54
+ const int row = lp.a_matrix_.index_[k];
55
+ result.at(col) += lp.a_matrix_.value_[k] * v[row];
56
+ }
57
+ }
58
+ }
59
+
60
+ void printMinorIterationDetails(const double iteration, const double col,
61
+ const double old_value, const double update,
62
+ const double ctx, const std::vector<double>& r,
63
+ const double quadratic_objective,
64
+ HighsLogOptions options) {
65
+ double rnorm = getNorm2(r);
66
+ std::stringstream ss;
67
+ ss << "iter " << iteration;
68
+ ss << ", col " << col;
69
+ ss << ", update " << update;
70
+ ss << ", old_value " << old_value;
71
+ ss << ", new_value " << old_value + update;
72
+ ss << ", ctx " << ctx;
73
+ ss << ", r " << rnorm;
74
+ ss << ", quadratic_objective " << quadratic_objective;
75
+ ss << std::endl;
76
+
77
+ // std::cout << ss.str();
78
+ highsLogUser(options, HighsLogType::kInfo, ss.str().c_str());
79
+ }
80
+
81
+ bool initialize(const HighsLp& lp, HighsSolution& solution,
82
+ std::vector<double>& lambda) {
83
+ // Clear and resize primal column solution.
84
+ solution.clear();
85
+ solution.col_value.resize(lp.num_col_);
86
+
87
+ for (int col = 0; col < lp.num_col_; col++) {
88
+ if (lp.col_lower_[col] <= 0 && lp.col_upper_[col] >= 0)
89
+ solution.col_value[col] = 0;
90
+ else if (lp.col_lower_[col] > 0)
91
+ solution.col_value[col] = lp.col_lower_[col];
92
+ else if (lp.col_upper_[col] < 0)
93
+ solution.col_value[col] = lp.col_upper_[col];
94
+ else {
95
+ printf("ICrash error: setting initial value for column %d\n", col);
96
+ return false;
97
+ }
98
+ }
99
+
100
+ lambda.resize(lp.num_row_);
101
+ lambda.assign(lp.num_row_, 0);
102
+
103
+ return true;
104
+ }
105
+
106
+ double minimizeComponentQP(const int col, const double mu, const HighsLp& lp,
107
+ double& objective, std::vector<double>& residual,
108
+ HighsSolution& sol) {
109
+ // Minimize quadratic for column col.
110
+
111
+ // Formulas for a and b when minimizing for x_j
112
+ // a = (1/(2*mu)) * sum_i a_ij^2
113
+ // b = -(1/(2*mu)) sum_i (2 * a_ij * (sum_{k!=j} a_ik * x_k - b_i))
114
+ // b / 2 = -(1/(2*mu)) sum_i (2 * a_ij
115
+ double a = 0.0;
116
+ double b = 0.0;
117
+
118
+ for (int k = lp.a_matrix_.start_[col]; k < lp.a_matrix_.start_[col + 1];
119
+ k++) {
120
+ int row = lp.a_matrix_.index_[k];
121
+ a += lp.a_matrix_.value_[k] * lp.a_matrix_.value_[k];
122
+ // matlab but with b = b / 2
123
+ double bracket =
124
+ -residual[row] - lp.a_matrix_.value_[k] * sol.col_value[col];
125
+ // clp minimizing for delta_x
126
+ // double bracket_clp = - residual_[row];
127
+ b += lp.a_matrix_.value_[k] * bracket;
128
+ }
129
+
130
+ a = (0.5 / mu) * a;
131
+ b = (0.5 / mu) * b + 0.5 * lp.col_cost_[col];
132
+
133
+ double theta = -b / a;
134
+ double delta_x = 0;
135
+
136
+ // matlab
137
+ double new_x;
138
+ if (theta > 0)
139
+ new_x = std::min(theta, lp.col_upper_[col]);
140
+ else
141
+ new_x = std::max(theta, lp.col_lower_[col]);
142
+ delta_x = new_x - sol.col_value[col];
143
+
144
+ // clp minimizing for delta_x
145
+ // if (theta > 0)
146
+ // delta_x = std::min(theta, lp_.col_upper_[col] - col_value_[col]);
147
+ // else
148
+ // delta_x = std::max(theta, lp_.col_lower_[col] - col_value_[col]);
149
+
150
+ sol.col_value[col] += delta_x;
151
+
152
+ // std::cout << "col " << col << ": " << delta_x << std::endl;
153
+
154
+ // Update objective, row_value, residual after each component update.
155
+ objective += lp.col_cost_[col] * delta_x;
156
+ for (int k = lp.a_matrix_.start_[col]; k < lp.a_matrix_.start_[col + 1];
157
+ k++) {
158
+ int row = lp.a_matrix_.index_[k];
159
+ sol.row_value[row] += lp.a_matrix_.value_[k] * delta_x;
160
+ residual[row] = std::fabs(lp.row_upper_[row] - sol.row_value[row]);
161
+ }
162
+
163
+ return delta_x;
164
+ }
165
+
166
+ double minimizeComponentIca(const int col, const double mu,
167
+ const std::vector<double>& lambda,
168
+ const HighsLp& lp, double& objective,
169
+ std::vector<double>& residual, HighsSolution& sol) {
170
+ // Minimize quadratic for column col.
171
+
172
+ // Formulas for a and b when minimizing for x_j
173
+ // a = (1/(2*mu)) * sum_i a_ij^2
174
+ // b = -(1/(2*mu)) sum_i (2 * a_ij * (sum_{k!=j} a_ik * x_k - b_i)) + c_j (\)
175
+ // + sum_i a_ij * lambda_i
176
+ // b / 2 = -(1/(2*mu)) sum_i (2 * a_ij
177
+ double a = 0.0;
178
+ double b = 0.0;
179
+
180
+ for (int k = lp.a_matrix_.start_[col]; k < lp.a_matrix_.start_[col + 1];
181
+ k++) {
182
+ int row = lp.a_matrix_.index_[k];
183
+ a += lp.a_matrix_.value_[k] * lp.a_matrix_.value_[k];
184
+ // matlab but with b = b / 2
185
+ double bracket =
186
+ -residual[row] - lp.a_matrix_.value_[k] * sol.col_value[col];
187
+ bracket += lambda[row];
188
+ // clp minimizing for delta_x
189
+ // double bracket_clp = - residual_[row];
190
+ b += lp.a_matrix_.value_[k] * bracket;
191
+ }
192
+
193
+ a = (0.5 / mu) * a;
194
+ b = (0.5 / mu) * b + 0.5 * lp.col_cost_[col];
195
+
196
+ double theta = -b / a;
197
+ double delta_x = 0;
198
+
199
+ // matlab
200
+ double new_x;
201
+ if (theta > 0)
202
+ new_x = std::min(theta, lp.col_upper_[col]);
203
+ else
204
+ new_x = std::max(theta, lp.col_lower_[col]);
205
+ delta_x = new_x - sol.col_value[col];
206
+
207
+ // clp minimizing for delta_x
208
+ // if (theta > 0)
209
+ // delta_x = std::min(theta, lp_.col_upper_[col] - col_value_[col]);
210
+ // else
211
+ // delta_x = std::max(theta, lp_.col_lower_[col] - col_value_[col]);
212
+
213
+ sol.col_value[col] += delta_x;
214
+
215
+ // std::cout << "col " << col << ": " << delta_x << std::endl;
216
+
217
+ // Update objective, row_value, residual after each component update.
218
+ objective += lp.col_cost_[col] * delta_x;
219
+ for (int k = lp.a_matrix_.start_[col]; k < lp.a_matrix_.start_[col + 1];
220
+ k++) {
221
+ int row = lp.a_matrix_.index_[k];
222
+ residual[row] -= lp.a_matrix_.value_[k] * delta_x;
223
+ sol.row_value[row] += lp.a_matrix_.value_[k] * delta_x;
224
+ // residual[row] = fabs(lp.row_upper_[row] - sol.row_value[row]); # ~~~
225
+ }
226
+
227
+ return delta_x;
228
+ }
229
+
230
+ void updateResidual(bool piecewise, const HighsLp& lp, const HighsSolution& sol,
231
+ std::vector<double>& residual) {
232
+ residual.clear();
233
+ residual.assign(lp.num_row_, 0);
234
+
235
+ if (!piecewise) {
236
+ assert(isEqualityProblem(lp));
237
+ for (int row = 0; row < lp.num_row_; row++)
238
+ residual[row] = std::fabs(lp.row_upper_[row] - sol.row_value[row]);
239
+ } else {
240
+ // piecewise
241
+ for (int row = 0; row < lp.num_row_; row++) {
242
+ double value = 0;
243
+ if (sol.row_value[row] <= lp.row_lower_[row])
244
+ value = lp.row_lower_[row] - sol.row_value[row];
245
+ else if (sol.row_value[row] >= lp.row_upper_[row])
246
+ value = sol.row_value[row] - lp.row_upper_[row];
247
+
248
+ residual[row] = value;
249
+ }
250
+ }
251
+ }
252
+
253
+ void updateResidualFast(const HighsLp& lp, const HighsSolution& sol,
254
+ std::vector<double>& residual) {
255
+ assert(isEqualityProblem(lp));
256
+ for (int row = 0; row < lp.num_row_; row++) {
257
+ residual[row] = std::fabs(lp.row_upper_[row] - sol.row_value[row]);
258
+ }
259
+ }
260
+
261
+ // Allows negative residuals
262
+ void updateResidualIca(const HighsLp& lp, const HighsSolution& sol,
263
+ std::vector<double>& residual) {
264
+ assert(isEqualityProblem(lp));
265
+ for (int row = 0; row < lp.num_row_; row++)
266
+ residual[row] = lp.row_upper_[row] - sol.row_value[row];
267
+ }
@@ -0,0 +1,62 @@
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 presolve/ICrashUtil.h
9
+ * @brief
10
+ * @author Julian Hall, Ivet Galabova, Qi Huangfu and Michael Feldmeier
11
+ */
12
+ #ifndef PRESOLVE_ICRASH_UTIL_H_
13
+ #define PRESOLVE_ICRASH_UTIL_H_
14
+
15
+ #include <vector>
16
+
17
+ #include "io/HighsIO.h"
18
+
19
+ class HighsLp;
20
+ struct HighsSolution;
21
+
22
+ void convertToMinimization(HighsLp& lp);
23
+
24
+ bool isEqualityProblem(const HighsLp& lp);
25
+
26
+ double vectorProduct(const std::vector<double>& v1,
27
+ const std::vector<double>& v2);
28
+
29
+ // Calculates value of A^t*v in result.
30
+ void muptiplyByTranspose(const HighsLp& lp, const std::vector<double>& v,
31
+ std::vector<double>& result);
32
+
33
+ void printMinorIterationDetails(const double iteration, const double col,
34
+ const double old_value, const double update,
35
+ const double ctx, const std::vector<double>& r,
36
+ const double quadratic_objective,
37
+ HighsLogOptions options);
38
+
39
+ bool initialize(const HighsLp& lp, HighsSolution& solution,
40
+ std::vector<double>& lambda);
41
+
42
+ double minimizeComponentQP(const int col, const double mu, const HighsLp& lp,
43
+ double& objective, std::vector<double>& residual,
44
+ HighsSolution& sol);
45
+
46
+ double minimizeComponentIca(const int col, const double mu,
47
+ const std::vector<double>& lambda,
48
+ const HighsLp& lp, double& objective,
49
+ std::vector<double>& residual, HighsSolution& sol);
50
+
51
+ // todo:
52
+ double minimizeComponentBreakpoints();
53
+
54
+ void updateResidual(bool piecewise, const HighsLp& lp, const HighsSolution& sol,
55
+ std::vector<double>& residual);
56
+ void updateResidualFast(const HighsLp& lp, const HighsSolution& sol,
57
+ std::vector<double>& residual);
58
+
59
+ // Allows negative residuals
60
+ void updateResidualIca(const HighsLp& lp, const HighsSolution& sol,
61
+ std::vector<double>& residual);
62
+ #endif
@@ -0,0 +1,173 @@
1
+ /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
2
+ /* */
3
+ /* This file is part of the HiGHS linear optimization suite */
4
+ /* */
5
+ /* Available as open-source under the MIT License */
6
+ /* */
7
+ /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
8
+ #include "presolve/ICrashX.h"
9
+
10
+ #include <algorithm>
11
+ #include <iostream>
12
+
13
+ #include "HConfig.h"
14
+ #include "io/HighsIO.h"
15
+ #include "ipm/IpxWrapper.h"
16
+
17
+ HighsStatus callCrossover(const HighsOptions& options, const HighsLp& lp,
18
+ HighsBasis& highs_basis,
19
+ HighsSolution& highs_solution,
20
+ HighsModelStatus& model_status, HighsInfo& highs_info,
21
+ HighsCallback& highs_callback) {
22
+ ipx::Int num_col, num_row;
23
+ double offset;
24
+ std::vector<ipx::Int> Ap, Ai;
25
+ std::vector<double> objective, col_lb, col_ub, Av, rhs;
26
+ std::vector<char> constraint_type;
27
+
28
+ fillInIpxData(lp, num_col, num_row, offset, objective, col_lb, col_ub, Ap, Ai,
29
+ Av, rhs, constraint_type);
30
+ // if (res != IpxStatus::OK) return HighsStatus::kError;
31
+
32
+ const HighsLogOptions& log_options = options.log_options;
33
+
34
+ ipx::Parameters parameters;
35
+ parameters.run_crossover = 1; // 1 = "on"
36
+ parameters.crash_basis = 1; // 0 = slack basis; 1 = crash basis
37
+ parameters.display = 1;
38
+ if (!options.output_flag) parameters.display = 0;
39
+ // Modify parameters.debug according to log_dev_level
40
+ parameters.debug = 0;
41
+ if (options.log_dev_level == kHighsLogDevLevelDetailed) {
42
+ // Default options.log_dev_level setting is kHighsLogDevLevelNone, yielding
43
+ // default setting debug = 0
44
+ } else if (options.log_dev_level == kHighsLogDevLevelInfo) {
45
+ parameters.debug = 2;
46
+ } else if (options.log_dev_level == kHighsLogDevLevelVerbose) {
47
+ parameters.debug = 4;
48
+ }
49
+ parameters.highs_logging = true;
50
+ parameters.log_options = &options.log_options;
51
+
52
+ ipx::LpSolver lps;
53
+ lps.SetParameters(parameters);
54
+
55
+ // Set pointer to any callback
56
+ lps.SetCallback(&highs_callback);
57
+
58
+ ipx::Int load_status = lps.LoadModel(
59
+ num_col, offset, objective.data(), col_lb.data(), col_ub.data(), num_row,
60
+ Ap.data(), Ai.data(), Av.data(), rhs.data(), constraint_type.data());
61
+ if (load_status != 0) {
62
+ highsLogUser(log_options, HighsLogType::kError,
63
+ "Error loading ipx model\n");
64
+ return HighsStatus::kError;
65
+ }
66
+
67
+ // Set x values within bounds.
68
+ std::vector<double> x(highs_solution.col_value);
69
+ for (int i = 0; i < num_col; i++) {
70
+ x[i] = std::max(x[i], col_lb[i]);
71
+ x[i] = std::min(x[i], col_ub[i]);
72
+ }
73
+
74
+ // Build slack variables from rhs-A*x but subject to sign conditions.
75
+ std::vector<double> slack(rhs);
76
+ for (int i = 0; i < num_col; i++) {
77
+ for (int p = Ap[i]; p < Ap[i + 1]; ++p) slack[Ai[p]] -= Av[p] * x[i];
78
+ }
79
+ for (int i = 0; i < num_row; i++) {
80
+ switch (constraint_type[i]) {
81
+ case '=':
82
+ slack[i] = 0.0;
83
+ break;
84
+ case '<':
85
+ slack[i] = std::max(slack[i], 0.0);
86
+ break;
87
+ case '>':
88
+ slack[i] = std::min(slack[i], 0.0);
89
+ break;
90
+ }
91
+ }
92
+ ipx::Int crossover_status;
93
+ if (highs_solution.dual_valid &&
94
+ (HighsInt)highs_solution.col_dual.size() == num_col &&
95
+ (HighsInt)highs_solution.row_dual.size() == num_row) {
96
+ highsLogUser(log_options, HighsLogType::kInfo,
97
+ "Calling IPX crossover with primal and dual values\n");
98
+ crossover_status = lps.CrossoverFromStartingPoint(
99
+ x.data(), slack.data(), highs_solution.row_dual.data(),
100
+ highs_solution.col_dual.data());
101
+ } else {
102
+ highsLogUser(log_options, HighsLogType::kInfo,
103
+ "Calling IPX crossover with only primal values\n");
104
+ crossover_status = lps.CrossoverFromStartingPoint(x.data(), slack.data(),
105
+ nullptr, nullptr);
106
+ }
107
+
108
+ if (crossover_status != 0) {
109
+ highsLogUser(log_options, HighsLogType::kError,
110
+ "IPX crossover error: flag = %d\n", (int)crossover_status);
111
+ return HighsStatus::kError;
112
+ }
113
+ ipx::Info ipx_info = lps.GetInfo();
114
+ highs_info.crossover_iteration_count += (HighsInt)ipx_info.updates_crossover;
115
+ const bool imprecise_solution =
116
+ ipx_info.status_crossover == IPX_STATUS_imprecise;
117
+ if (ipx_info.status_crossover != IPX_STATUS_optimal &&
118
+ ipx_info.status_crossover != IPX_STATUS_imprecise &&
119
+ ipx_info.status_crossover != IPX_STATUS_time_limit) {
120
+ highsLogUser(log_options, HighsLogType::kError,
121
+ "IPX crossover failed: status = %d\n",
122
+ (int)ipx_info.status_crossover);
123
+ return HighsStatus::kError;
124
+ }
125
+ if (ipx_info.status_crossover == IPX_STATUS_time_limit) {
126
+ model_status = HighsModelStatus::kTimeLimit;
127
+ return HighsStatus::kWarning;
128
+ }
129
+
130
+ // Get basis
131
+ IpxSolution ipx_solution;
132
+ ipx_solution.num_col = num_col;
133
+ ipx_solution.num_row = num_row;
134
+ ipx_solution.ipx_col_value.resize(num_col);
135
+ ipx_solution.ipx_row_value.resize(num_row);
136
+ ipx_solution.ipx_col_dual.resize(num_col);
137
+ ipx_solution.ipx_row_dual.resize(num_row);
138
+ ipx_solution.ipx_row_status.resize(num_row);
139
+ ipx_solution.ipx_col_status.resize(num_col);
140
+ ipx::Int errflag = lps.GetBasicSolution(
141
+ ipx_solution.ipx_col_value.data(), ipx_solution.ipx_row_value.data(),
142
+ ipx_solution.ipx_row_dual.data(), ipx_solution.ipx_col_dual.data(),
143
+ ipx_solution.ipx_row_status.data(), ipx_solution.ipx_col_status.data());
144
+ if (errflag != 0) {
145
+ highsLogUser(log_options, HighsLogType::kError,
146
+ "IPX crossover getting basic solution: flag = %d\n",
147
+ (int)errflag);
148
+ return HighsStatus::kError;
149
+ }
150
+
151
+ // Convert the IPX basic solution to a HiGHS basic solution
152
+ HighsStatus status = ipxBasicSolutionToHighsBasicSolution(
153
+ options.log_options, lp, rhs, constraint_type, ipx_solution, highs_basis,
154
+ highs_solution);
155
+
156
+ if (status != HighsStatus::kOk) {
157
+ highsLogUser(
158
+ log_options, HighsLogType::kError,
159
+ "Failed to convert IPX basic solution to Highs basic solution\n");
160
+ return HighsStatus::kError;
161
+ }
162
+ highs_info.basis_validity =
163
+ highs_basis.valid ? kBasisValidityValid : kBasisValidityInvalid;
164
+ HighsStatus return_status;
165
+ if (imprecise_solution) {
166
+ model_status = HighsModelStatus::kUnknown;
167
+ return_status = HighsStatus::kWarning;
168
+ } else {
169
+ model_status = HighsModelStatus::kOptimal;
170
+ return_status = HighsStatus::kOk;
171
+ }
172
+ return return_status;
173
+ }
@@ -0,0 +1,23 @@
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
+ #ifndef PRESOLVE_ICRASHX_H_
9
+ #define PRESOLVE_ICRASHX_H_
10
+
11
+ #include <iostream>
12
+
13
+ #include "HConfig.h"
14
+ #include "lp_data/HighsLp.h"
15
+ #include "lp_data/HighsSolution.h"
16
+
17
+ HighsStatus callCrossover(const HighsOptions& options, const HighsLp& lp,
18
+ HighsBasis& highs_basis,
19
+ HighsSolution& highs_solution,
20
+ HighsModelStatus& model_status, HighsInfo& highs_info,
21
+ HighsCallback& highs_callback);
22
+
23
+ #endif
@@ -0,0 +1,45 @@
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 PresolveComponent.cpp
9
+ * @brief The HiGHS class
10
+ */
11
+
12
+ #include "presolve/PresolveComponent.h"
13
+
14
+ #include "presolve/HPresolve.h"
15
+
16
+ HighsStatus PresolveComponent::init(const HighsLp& lp, HighsTimer& timer,
17
+ bool mip) {
18
+ data_.postSolveStack.initializeIndexMaps(lp.num_row_, lp.num_col_);
19
+ data_.reduced_lp_ = lp;
20
+ this->timer = &timer;
21
+ return HighsStatus::kOk;
22
+ }
23
+
24
+ void PresolveComponent::negateReducedLpColDuals() {
25
+ for (HighsInt col = 0; col < data_.reduced_lp_.num_col_; col++)
26
+ data_.recovered_solution_.col_dual[col] =
27
+ -data_.recovered_solution_.col_dual[col];
28
+ return;
29
+ }
30
+
31
+ HighsPresolveStatus PresolveComponent::run() {
32
+ presolve::HPresolve presolve;
33
+ if (!presolve.okSetInput(data_.reduced_lp_, *options_,
34
+ options_->presolve_reduction_limit, timer)) {
35
+ presolve_status_ = HighsPresolveStatus::kOutOfMemory;
36
+ return presolve_status_;
37
+ }
38
+
39
+ presolve.run(data_.postSolveStack);
40
+ data_.presolve_log_ = presolve.getPresolveLog();
41
+ presolve_status_ = presolve.getPresolveStatus();
42
+ return presolve_status_;
43
+ }
44
+
45
+ void PresolveComponent::clear() { data_.clear(); }
@@ -0,0 +1,90 @@
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 PresolveComponent.h
9
+ * @brief The HiGHS class
10
+ */
11
+ #ifndef PRESOLVE_PRESOLVE_COMPONENT_H_
12
+ #define PRESOLVE_PRESOLVE_COMPONENT_H_
13
+
14
+ // Not all necessary, but copied from Presolve.h to avoid non-Linux
15
+ // failures
16
+ #include <list>
17
+ #include <map>
18
+ #include <stack>
19
+ #include <string>
20
+ #include <utility>
21
+
22
+ #include "lp_data/HighsLp.h"
23
+ #include "presolve/HighsPostsolveStack.h"
24
+ #include "util/HighsComponent.h"
25
+ #include "util/HighsTimer.h"
26
+
27
+ // Class defining the Presolve Component to be used in HiGHS.
28
+ // What used to be in Presolve.h but allowing for further testing and dev.
29
+
30
+ // The structure of component is general, of the presolve component - presolve
31
+ // specific.
32
+
33
+ struct PresolveComponentData : public HighsComponentData {
34
+ HighsLp reduced_lp_;
35
+ presolve::HighsPostsolveStack postSolveStack;
36
+ HighsSolution recovered_solution_;
37
+ HighsBasis recovered_basis_;
38
+ HighsPresolveLog presolve_log_;
39
+
40
+ void clear() {
41
+ is_valid = false;
42
+
43
+ postSolveStack = presolve::HighsPostsolveStack();
44
+
45
+ reduced_lp_.clear();
46
+ recovered_solution_.clear();
47
+ recovered_basis_.clear();
48
+ }
49
+
50
+ virtual ~PresolveComponentData() = default;
51
+ };
52
+
53
+ // HighsComponentInfo is a placeholder for details we want to query from outside
54
+ // of HiGHS like execution information. Times are recorded at the end of
55
+ // Highs::run()
56
+ struct PresolveComponentInfo : public HighsComponentInfo {
57
+ HighsInt n_rows_removed = 0;
58
+ HighsInt n_cols_removed = 0;
59
+ HighsInt n_nnz_removed = 0;
60
+
61
+ double presolve_time = 0;
62
+ double postsolve_time = 0;
63
+
64
+ virtual ~PresolveComponentInfo() = default;
65
+ };
66
+
67
+ class PresolveComponent : public HighsComponent {
68
+ public:
69
+ void clear() override;
70
+
71
+ HighsStatus init(const HighsLp& lp, HighsTimer& timer, bool mip = false);
72
+
73
+ HighsPresolveStatus run();
74
+
75
+ HighsLp& getReducedProblem() { return data_.reduced_lp_; }
76
+ HighsPresolveLog& getPresolveLog() { return data_.presolve_log_; }
77
+
78
+ void negateReducedLpColDuals();
79
+
80
+ PresolveComponentInfo info_;
81
+ PresolveComponentData data_;
82
+ const HighsOptions* options_;
83
+ HighsTimer* timer;
84
+
85
+ HighsPresolveStatus presolve_status_ = HighsPresolveStatus::kNotPresolved;
86
+ HighsPostsolveStatus postsolve_status_ = HighsPostsolveStatus::kNotPresolved;
87
+
88
+ virtual ~PresolveComponent() = default;
89
+ };
90
+ #endif