lpsolver 0.1.0 → 0.2.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/Gemfile +1 -0
- data/README.md +104 -26
- data/ext/lpsolver/Makefile +269 -0
- data/ext/lpsolver/ext.c +353 -0
- data/ext/lpsolver/ext.o +0 -0
- data/ext/lpsolver/extconf.rb +79 -0
- data/ext/lpsolver/native.so +0 -0
- data/ext/lpsolver-highs/AUTHORS +7 -0
- data/ext/lpsolver-highs/BUILD.bazel +243 -0
- data/ext/lpsolver-highs/CITATION.cff +29 -0
- data/ext/lpsolver-highs/CMakeCache.txt +406 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCCompiler.cmake +81 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCXXCompiler.cmake +101 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_C.bin +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_CXX.bin +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeSystem.cmake +15 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/CMakeCCompilerId.c +904 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/a.out +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/CMakeCXXCompilerId.cpp +919 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/a.out +0 -0
- data/ext/lpsolver-highs/CMakeFiles/CMakeConfigureLog.yaml +576 -0
- data/ext/lpsolver-highs/CMakeFiles/cmake.check_cache +1 -0
- data/ext/lpsolver-highs/CMakeLists.txt +983 -0
- data/ext/lpsolver-highs/CODE_OF_CONDUCT.md +128 -0
- data/ext/lpsolver-highs/CONTRIBUTING.md +31 -0
- data/ext/lpsolver-highs/FEATURES.md +61 -0
- data/ext/lpsolver-highs/LICENSE.txt +21 -0
- data/ext/lpsolver-highs/MODULE.bazel +38 -0
- data/ext/lpsolver-highs/README.md +281 -0
- data/ext/lpsolver-highs/THIRD_PARTY_NOTICES.md +78 -0
- data/ext/lpsolver-highs/Version.txt +4 -0
- data/ext/lpsolver-highs/WORKSPACE +33 -0
- data/ext/lpsolver-highs/app/CMakeLists.txt +110 -0
- data/ext/lpsolver-highs/app/HighsRuntimeOptions.h +292 -0
- data/ext/lpsolver-highs/app/RunHighs.cpp +147 -0
- data/ext/lpsolver-highs/app/highs_webdemo_shell.html +73 -0
- data/ext/lpsolver-highs/build/bin/highs +0 -0
- data/ext/lpsolver-highs/build/include/highs/HConfig.h +22 -0
- data/ext/lpsolver-highs/build/include/highs/Highs.h +1812 -0
- data/ext/lpsolver-highs/build/include/highs/interfaces/highs_c_api.h +2651 -0
- data/ext/lpsolver-highs/build/include/highs/io/Filereader.h +45 -0
- data/ext/lpsolver-highs/build/include/highs/io/FilereaderLp.h +49 -0
- data/ext/lpsolver-highs/build/include/highs/io/FilereaderMps.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/io/HMPSIO.h +78 -0
- data/ext/lpsolver-highs/build/include/highs/io/HMpsFF.h +245 -0
- data/ext/lpsolver-highs/build/include/highs/io/HighsIO.h +118 -0
- data/ext/lpsolver-highs/build/include/highs/io/LoadOptions.h +24 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/builder.hpp +25 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/def.hpp +19 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/model.hpp +68 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/reader.hpp +10 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/IpxSolution.h +32 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/IpxWrapper.h +106 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu.h +161 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_factorize.h +247 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_initialize.h +119 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_object.h +30 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_update.h +125 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_def.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_file.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_internal.h +220 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_list.h +173 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_kernel.h +20 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_wrapper.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basis.h +350 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/conjugate_residuals.h +74 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/control.h +167 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/crossover.h +157 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/diagonal_precond.h +45 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/forrest_tomlin.h +102 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/guess_basis.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/indexed_vector.h +113 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/info.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipm.h +94 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_c.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_config.h +9 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_info.h +111 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_internal.h +89 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_parameters.h +76 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_status.h +57 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/iterate.h +331 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver.h +70 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_basis.h +66 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_diag.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/linear_operator.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lp_solver.h +204 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_factorization.h +79 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_update.h +129 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/maxvolume.h +54 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/model.h +413 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/multistream.h +52 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/normal_matrix.h +44 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/power_method.h +44 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_matrix.h +195 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_utils.h +58 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/starting_basis.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/symbolic_invert.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/timer.h +25 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/utils.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HConst.h +430 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HStruct.h +213 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsAnalysis.h +23 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallback.h +104 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallbackStruct.h +70 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsDebug.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsIis.h +139 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfo.h +421 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfoDebug.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLp.h +97 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpSolverObject.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpUtils.h +330 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsModelUtils.h +129 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsOptions.h +1715 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsRanging.h +43 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolution.h +179 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolutionDebug.h +87 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolve.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsStatus.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCliqueTable.h +329 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsConflictPool.h +109 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCutGeneration.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCutPool.h +168 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDebugSol.h +133 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDomain.h +657 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDomainChange.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDynamicRowMatrix.h +104 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsGFkSolve.h +439 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsImplications.h +194 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsLpAggregator.h +50 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsLpRelaxation.h +361 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipAnalysis.h +71 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolver.h +159 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolverData.h +313 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsModkSeparator.h +60 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsNodeQueue.h +312 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsObjectiveFunction.h +71 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPathSeparator.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPrimalHeuristics.h +75 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPseudocost.h +366 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsRedcostFixing.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSearch.h +241 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparation.h +41 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparator.h +60 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsTableauSeparator.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsTransformedLp.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/mip/MipTimer.h +544 -0
- data/ext/lpsolver-highs/build/include/highs/mip/feasibilityjump.hh +800 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsHessian.h +54 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsHessianUtils.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsModel.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsBinarySemaphore.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsCacheAlign.h +82 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsCombinable.h +116 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsMutex.h +124 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsParallel.h +128 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsRaceTimer.h +38 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSchedulerConstants.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSpinMutex.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSplitDeque.h +606 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsTask.h +170 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsTaskExecutor.h +217 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/CupdlpWrapper.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpTimer.h +155 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpWrapper.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/defs.hpp +222 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/linalg.hpp +61 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/logger.hpp +80 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/pdhg.hpp +358 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/restart.hpp +96 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/scaling.hpp +74 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/solver_results.hpp +65 -0
- data/ext/lpsolver-highs/build/include/highs/pdqsort/pdqsort.h +532 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HPresolve.h +505 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HPresolveAnalysis.h +52 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HighsPostsolveStack.h +943 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HighsSymmetry.h +284 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrash.h +124 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrashUtil.h +62 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrashX.h +23 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/PresolveComponent.h +90 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/a_asm.hpp +77 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/a_quass.hpp +22 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/basis.hpp +159 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/crashsolution.hpp +20 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/dantzigpricing.hpp +80 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/devexpricing.hpp +108 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/eventhandler.hpp +30 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/factor.hpp +408 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_bounded.hpp +114 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_highs.hpp +301 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/gradient.hpp +46 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/instance.hpp +70 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/matrix.hpp +342 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/perturbation.hpp +15 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/pricing.hpp +22 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/qpconst.hpp +34 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/qpvector.hpp +242 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/quass.hpp +27 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/ratiotest.hpp +26 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/runtime.hpp +45 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/scaling.hpp +15 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/settings.hpp +84 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/snippets.hpp +36 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/statistics.hpp +30 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/steepestedgepricing.hpp +173 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HApp.h +550 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkk.h +419 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDual.h +513 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRHS.h +134 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRow.h +201 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkPrimal.h +191 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplex.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexDebug.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexNla.h +158 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexReport.h +21 -0
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- data/ext/lpsolver-highs/highs/qpsolver/README.md +185 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_asm.cpp +139 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_asm.hpp +77 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_quass.cpp +194 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_quass.hpp +22 -0
- data/ext/lpsolver-highs/highs/qpsolver/basis.cpp +443 -0
- data/ext/lpsolver-highs/highs/qpsolver/basis.hpp +159 -0
- data/ext/lpsolver-highs/highs/qpsolver/crashsolution.hpp +20 -0
- data/ext/lpsolver-highs/highs/qpsolver/dantzigpricing.hpp +80 -0
- data/ext/lpsolver-highs/highs/qpsolver/devexharrispricing.hpp +98 -0
- data/ext/lpsolver-highs/highs/qpsolver/devexpricing.hpp +108 -0
- data/ext/lpsolver-highs/highs/qpsolver/eventhandler.hpp +30 -0
- data/ext/lpsolver-highs/highs/qpsolver/factor.hpp +408 -0
- data/ext/lpsolver-highs/highs/qpsolver/feasibility_bounded.hpp +114 -0
- data/ext/lpsolver-highs/highs/qpsolver/feasibility_highs.hpp +301 -0
- data/ext/lpsolver-highs/highs/qpsolver/gradient.hpp +46 -0
- data/ext/lpsolver-highs/highs/qpsolver/instance.hpp +70 -0
- data/ext/lpsolver-highs/highs/qpsolver/matrix.hpp +342 -0
- data/ext/lpsolver-highs/highs/qpsolver/perturbation.cpp +41 -0
- data/ext/lpsolver-highs/highs/qpsolver/perturbation.hpp +15 -0
- data/ext/lpsolver-highs/highs/qpsolver/pricing.hpp +22 -0
- data/ext/lpsolver-highs/highs/qpsolver/qpconst.hpp +34 -0
- data/ext/lpsolver-highs/highs/qpsolver/qpvector.hpp +242 -0
- data/ext/lpsolver-highs/highs/qpsolver/quass.cpp +551 -0
- data/ext/lpsolver-highs/highs/qpsolver/quass.hpp +27 -0
- data/ext/lpsolver-highs/highs/qpsolver/ratiotest.cpp +146 -0
- data/ext/lpsolver-highs/highs/qpsolver/ratiotest.hpp +26 -0
- data/ext/lpsolver-highs/highs/qpsolver/reducedcosts.hpp +46 -0
- data/ext/lpsolver-highs/highs/qpsolver/reducedgradient.hpp +95 -0
- data/ext/lpsolver-highs/highs/qpsolver/runtime.hpp +45 -0
- data/ext/lpsolver-highs/highs/qpsolver/scaling.cpp +123 -0
- data/ext/lpsolver-highs/highs/qpsolver/scaling.hpp +15 -0
- data/ext/lpsolver-highs/highs/qpsolver/settings.hpp +84 -0
- data/ext/lpsolver-highs/highs/qpsolver/snippets.hpp +36 -0
- data/ext/lpsolver-highs/highs/qpsolver/statistics.hpp +30 -0
- data/ext/lpsolver-highs/highs/qpsolver/steepestedgepricing.hpp +173 -0
- data/ext/lpsolver-highs/highs/simplex/HApp.h +550 -0
- data/ext/lpsolver-highs/highs/simplex/HEkk.cpp +4404 -0
- data/ext/lpsolver-highs/highs/simplex/HEkk.h +419 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkControl.cpp +146 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDebug.cpp +1722 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDual.cpp +3003 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDual.h +513 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualMulti.cpp +1020 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.cpp +535 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.h +134 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.cpp +697 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.h +201 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkInterface.cpp +26 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.cpp +2984 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.h +191 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplex.cpp +330 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplex.h +42 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.cpp +145 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.h +48 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNla.cpp +517 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNla.h +158 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaDebug.cpp +373 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaFreeze.cpp +28 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaProductForm.cpp +113 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexReport.cpp +77 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexReport.h +21 -0
- data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.cpp +1495 -0
- data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.h +500 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexConst.h +273 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexStruct.h +263 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexTimer.h +414 -0
- data/ext/lpsolver-highs/highs/test_kkt/DevKkt.cpp +469 -0
- data/ext/lpsolver-highs/highs/test_kkt/DevKkt.h +143 -0
- data/ext/lpsolver-highs/highs/test_kkt/KktCh2.cpp +305 -0
- data/ext/lpsolver-highs/highs/test_kkt/KktCh2.h +79 -0
- data/ext/lpsolver-highs/highs/util/FactorTimer.h +199 -0
- data/ext/lpsolver-highs/highs/util/HFactor.cpp +2597 -0
- data/ext/lpsolver-highs/highs/util/HFactor.h +587 -0
- data/ext/lpsolver-highs/highs/util/HFactorConst.h +81 -0
- data/ext/lpsolver-highs/highs/util/HFactorDebug.cpp +231 -0
- data/ext/lpsolver-highs/highs/util/HFactorDebug.h +55 -0
- data/ext/lpsolver-highs/highs/util/HFactorExtend.cpp +229 -0
- data/ext/lpsolver-highs/highs/util/HFactorRefactor.cpp +304 -0
- data/ext/lpsolver-highs/highs/util/HFactorUtils.cpp +122 -0
- data/ext/lpsolver-highs/highs/util/HSet.cpp +197 -0
- data/ext/lpsolver-highs/highs/util/HSet.h +89 -0
- data/ext/lpsolver-highs/highs/util/HVector.h +22 -0
- data/ext/lpsolver-highs/highs/util/HVectorBase.cpp +271 -0
- data/ext/lpsolver-highs/highs/util/HVectorBase.h +102 -0
- data/ext/lpsolver-highs/highs/util/HighsCDouble.h +323 -0
- data/ext/lpsolver-highs/highs/util/HighsComponent.h +53 -0
- data/ext/lpsolver-highs/highs/util/HighsDataStack.h +83 -0
- data/ext/lpsolver-highs/highs/util/HighsDisjointSets.h +107 -0
- data/ext/lpsolver-highs/highs/util/HighsHash.cpp +10 -0
- data/ext/lpsolver-highs/highs/util/HighsHash.h +1274 -0
- data/ext/lpsolver-highs/highs/util/HighsHashTree.h +1461 -0
- data/ext/lpsolver-highs/highs/util/HighsInt.h +36 -0
- data/ext/lpsolver-highs/highs/util/HighsIntegers.h +212 -0
- data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.cpp +267 -0
- data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.h +203 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixPic.cpp +146 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixPic.h +37 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixSlice.h +561 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.cpp +407 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.h +57 -0
- data/ext/lpsolver-highs/highs/util/HighsMemoryAllocation.h +63 -0
- data/ext/lpsolver-highs/highs/util/HighsRandom.h +242 -0
- data/ext/lpsolver-highs/highs/util/HighsRbTree.h +452 -0
- data/ext/lpsolver-highs/highs/util/HighsSort.cpp +364 -0
- data/ext/lpsolver-highs/highs/util/HighsSort.h +131 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.cpp +1746 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.h +151 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseVectorSum.h +95 -0
- data/ext/lpsolver-highs/highs/util/HighsSplay.h +135 -0
- data/ext/lpsolver-highs/highs/util/HighsTimer.h +385 -0
- data/ext/lpsolver-highs/highs/util/HighsUtils.cpp +1259 -0
- data/ext/lpsolver-highs/highs/util/HighsUtils.h +272 -0
- data/ext/lpsolver-highs/highs/util/stringutil.cpp +131 -0
- data/ext/lpsolver-highs/highs/util/stringutil.h +46 -0
- data/ext/lpsolver-highs/highs.pc.in +12 -0
- data/ext/lpsolver-highs/meson.build +198 -0
- data/ext/lpsolver-highs/meson_options.txt +31 -0
- data/ext/lpsolver-highs/nuget/HiGHS_Logo.png +0 -0
- data/ext/lpsolver-highs/nuget/Highs.csproj +25 -0
- data/ext/lpsolver-highs/nuget/Highs.csproj.in +36 -0
- data/ext/lpsolver-highs/nuget/HowToAlternative.md +77 -0
- data/ext/lpsolver-highs/nuget/README.md +38 -0
- data/ext/lpsolver-highs/nuget/arm-toolchain.cmake +15 -0
- data/ext/lpsolver-highs/nuget/build_linux-arm.sh +13 -0
- data/ext/lpsolver-highs/nuget/build_linux.sh +10 -0
- data/ext/lpsolver-highs/nuget/build_windows.ps1 +27 -0
- data/ext/lpsolver-highs/nuget/generatePackage.ps1 +28 -0
- data/ext/lpsolver-highs/pyproject.toml +221 -0
- data/ext/lpsolver-highs/subprojects/pybind11.wrap +13 -0
- data/ext/lpsolver-highs/tests/test_highspy.py +2310 -0
- data/ext/lpsolver-highs/version.rc.in +50 -0
- data/lib/lpsolver/highs +0 -0
- data/lib/lpsolver/model.rb +35 -7
- data/lib/lpsolver/native.so +0 -0
- data/lib/lpsolver/native_model.rb +261 -0
- data/lib/lpsolver/solution.rb +93 -8
- data/lib/lpsolver/version.rb +1 -1
- data/lpsolver.gemspec +4 -1
- metadata +1176 -4
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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
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/* */
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/* This file is part of the HiGHS linear optimization suite */
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/* */
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/* Available as open-source under the MIT License */
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/* */
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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
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/**@file presolve/ICrashUtil.cpp
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* @brief
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* @author Julian Hall, Ivet Galabova, Qi Huangfu and Michael Feldmeier
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*/
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#include "presolve/ICrashUtil.h"
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#include <algorithm>
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#include <cmath>
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#include "io/HighsIO.h"
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#include "lp_data/HighsLp.h"
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#include "lp_data/HighsLpUtils.h"
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#include "lp_data/HighsSolution.h"
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#include "util/HighsUtils.h"
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void convertToMinimization(HighsLp& lp) {
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if (lp.sense_ != ObjSense::kMinimize) {
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for (int col = 0; col < lp.num_col_; col++)
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lp.col_cost_[col] = -lp.col_cost_[col];
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}
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}
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bool isEqualityProblem(const HighsLp& lp) {
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for (int row = 0; row < lp.num_row_; row++)
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if (lp.row_lower_[row] != lp.row_upper_[row]) return false;
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return true;
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}
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double vectorProduct(const std::vector<double>& v1,
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const std::vector<double>& v2) {
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assert(v1.size() == v2.size());
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double sum = 0;
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for (int i = 0; i < (int)v1.size(); i++) sum += v1[i] * v2[i];
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return sum;
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}
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void muptiplyByTranspose(const HighsLp& lp, const std::vector<double>& v,
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std::vector<double>& result) {
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assert((int)result.size() == lp.num_col_);
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assert((int)v.size() == lp.num_row_);
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result.assign(lp.num_col_, 0);
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for (int col = 0; col < lp.num_col_; col++) {
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for (int k = lp.a_matrix_.start_[col]; k < lp.a_matrix_.start_[col + 1];
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k++) {
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const int row = lp.a_matrix_.index_[k];
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result.at(col) += lp.a_matrix_.value_[k] * v[row];
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}
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}
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}
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void printMinorIterationDetails(const double iteration, const double col,
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const double old_value, const double update,
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const double ctx, const std::vector<double>& r,
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const double quadratic_objective,
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HighsLogOptions options) {
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double rnorm = getNorm2(r);
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std::stringstream ss;
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ss << "iter " << iteration;
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ss << ", col " << col;
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ss << ", update " << update;
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ss << ", old_value " << old_value;
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ss << ", new_value " << old_value + update;
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ss << ", ctx " << ctx;
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ss << ", r " << rnorm;
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ss << ", quadratic_objective " << quadratic_objective;
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ss << std::endl;
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// std::cout << ss.str();
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highsLogUser(options, HighsLogType::kInfo, ss.str().c_str());
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}
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bool initialize(const HighsLp& lp, HighsSolution& solution,
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std::vector<double>& lambda) {
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// Clear and resize primal column solution.
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solution.clear();
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solution.col_value.resize(lp.num_col_);
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for (int col = 0; col < lp.num_col_; col++) {
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if (lp.col_lower_[col] <= 0 && lp.col_upper_[col] >= 0)
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solution.col_value[col] = 0;
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else if (lp.col_lower_[col] > 0)
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solution.col_value[col] = lp.col_lower_[col];
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else if (lp.col_upper_[col] < 0)
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solution.col_value[col] = lp.col_upper_[col];
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else {
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printf("ICrash error: setting initial value for column %d\n", col);
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return false;
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}
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}
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lambda.resize(lp.num_row_);
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lambda.assign(lp.num_row_, 0);
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return true;
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}
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double minimizeComponentQP(const int col, const double mu, const HighsLp& lp,
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double& objective, std::vector<double>& residual,
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HighsSolution& sol) {
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// Minimize quadratic for column col.
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// Formulas for a and b when minimizing for x_j
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// a = (1/(2*mu)) * sum_i a_ij^2
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// b = -(1/(2*mu)) sum_i (2 * a_ij * (sum_{k!=j} a_ik * x_k - b_i))
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// b / 2 = -(1/(2*mu)) sum_i (2 * a_ij
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double a = 0.0;
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double b = 0.0;
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for (int k = lp.a_matrix_.start_[col]; k < lp.a_matrix_.start_[col + 1];
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k++) {
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int row = lp.a_matrix_.index_[k];
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a += lp.a_matrix_.value_[k] * lp.a_matrix_.value_[k];
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// matlab but with b = b / 2
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double bracket =
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-residual[row] - lp.a_matrix_.value_[k] * sol.col_value[col];
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// clp minimizing for delta_x
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// double bracket_clp = - residual_[row];
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b += lp.a_matrix_.value_[k] * bracket;
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}
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a = (0.5 / mu) * a;
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b = (0.5 / mu) * b + 0.5 * lp.col_cost_[col];
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double theta = -b / a;
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double delta_x = 0;
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// matlab
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double new_x;
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if (theta > 0)
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new_x = std::min(theta, lp.col_upper_[col]);
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else
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new_x = std::max(theta, lp.col_lower_[col]);
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delta_x = new_x - sol.col_value[col];
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// clp minimizing for delta_x
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// if (theta > 0)
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// delta_x = std::min(theta, lp_.col_upper_[col] - col_value_[col]);
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// else
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// delta_x = std::max(theta, lp_.col_lower_[col] - col_value_[col]);
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sol.col_value[col] += delta_x;
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// std::cout << "col " << col << ": " << delta_x << std::endl;
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// Update objective, row_value, residual after each component update.
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objective += lp.col_cost_[col] * delta_x;
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for (int k = lp.a_matrix_.start_[col]; k < lp.a_matrix_.start_[col + 1];
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+
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
|