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 simplex/HEkkDualRHS.cpp
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* @brief
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*/
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#include "simplex/HEkkDualRHS.h"
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#include <algorithm>
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#include <fstream>
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#include <iostream>
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#include <set>
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#include "../extern/pdqsort/pdqsort.h"
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#include "simplex/SimplexTimer.h"
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using std::fill_n;
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using std::make_pair;
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using std::min;
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using std::nth_element;
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using std::pair;
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void HEkkDualRHS::setup() {
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const HighsInt numRow = ekk_instance_.lp_.num_row_;
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workMark.resize(numRow);
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workIndex.resize(numRow);
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work_infeasibility.resize(numRow);
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partNum = 0;
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partSwitch = 0;
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analysis = &ekk_instance_.analysis_;
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}
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void HEkkDualRHS::chooseNormal(HighsInt* chIndex) {
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// Moved the following to the top to avoid starting the clock for a trivial
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// call. NB Must still call HighsInt to maintain sequence of random numbers
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// for code reproducibility!! Never mind if we're not timing the random number
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// call!!
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// HighsInt random = ekk_instance_.random_.integer();
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if (workCount == 0) {
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*chIndex = -1;
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return;
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}
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// Since chooseNormal calls itself, only start the clock if it's not
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// currently running
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bool keep_timer_running = analysis->simplexTimerRunning(ChuzrDualClock);
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// timer.clock_start[info.clock_[ChuzrDualClock]] < 0;
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if (!keep_timer_running) {
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analysis->simplexTimerStart(ChuzrDualClock);
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}
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std::vector<double>& edge_weight = ekk_instance_.dual_edge_weight_;
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if (workCount < 0) {
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// DENSE mode
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const HighsInt numRow = -workCount;
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HighsInt randomStart = ekk_instance_.random_.integer(numRow);
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double bestMerit = 0;
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HighsInt bestIndex = -1;
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for (HighsInt section = 0; section < 2; section++) {
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const HighsInt start = (section == 0) ? randomStart : 0;
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const HighsInt end = (section == 0) ? numRow : randomStart;
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for (HighsInt iRow = start; iRow < end; iRow++) {
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if (work_infeasibility[iRow] > kHighsZero) {
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const double myInfeas = work_infeasibility[iRow];
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const double myWeight = edge_weight[iRow];
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// printf("Dense: Row %4" HIGHSINT_FORMAT " weight = %g\n", iRow,
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// myWeight);
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if (bestMerit * myWeight < myInfeas) {
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bestMerit = myInfeas / myWeight;
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bestIndex = iRow;
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}
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}
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}
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}
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*chIndex = bestIndex;
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} else {
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// SPARSE mode
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HighsInt randomStart = ekk_instance_.random_.integer(workCount);
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double bestMerit = 0;
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HighsInt bestIndex = -1;
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std::vector<double>& edge_weight = ekk_instance_.dual_edge_weight_;
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for (HighsInt section = 0; section < 2; section++) {
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const HighsInt start = (section == 0) ? randomStart : 0;
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const HighsInt end = (section == 0) ? workCount : randomStart;
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for (HighsInt i = start; i < end; i++) {
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HighsInt iRow = workIndex[i];
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if (work_infeasibility[iRow] > kHighsZero) {
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const double myInfeas = work_infeasibility[iRow];
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const double myWeight = edge_weight[iRow];
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/*
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const double myMerit = myInfeas / myWeight;
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printf("CHUZR: iRow = %6" HIGHSINT_FORMAT "; Infeas = %11.4g; Weight =
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%11.4g; Merit = %11.4g\n", iRow, myInfeas, myWeight, myMerit);
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*/
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if (bestMerit * myWeight < myInfeas) {
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bestMerit = myInfeas / myWeight;
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bestIndex = iRow;
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}
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}
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}
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}
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HighsInt createListAgain = 0;
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if (bestIndex == -1) {
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createListAgain = workCutoff > 0;
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} else if (bestMerit <= workCutoff * 0.99) {
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createListAgain = 1;
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}
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if (createListAgain) {
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createInfeasList(0);
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chooseNormal(&bestIndex);
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}
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*chIndex = bestIndex;
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}
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// Since chooseNormal calls itself, only stop the clock if it's not currently
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// running
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if (!keep_timer_running) analysis->simplexTimerStop(ChuzrDualClock);
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}
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void HEkkDualRHS::chooseMultiGlobal(HighsInt* chIndex, HighsInt* chCount,
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HighsInt chLimit) {
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analysis->simplexTimerStart(ChuzrDualClock);
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for (HighsInt i = 0; i < chLimit; i++) chIndex[i] = -1;
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const HighsUInt chooseCHECK = chLimit * 2;
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vector<pair<double, HighsInt>> setP;
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setP.reserve(chooseCHECK);
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std::vector<double>& edge_weight = ekk_instance_.dual_edge_weight_;
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if (workCount < 0) {
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// DENSE mode
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const HighsInt numRow = -workCount;
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HighsInt randomStart = ekk_instance_.random_.integer(numRow);
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double cutoffMerit = 0;
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// Now
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for (HighsInt section = 0; section < 2; section++) {
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const HighsInt start = (section == 0) ? randomStart : 0;
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const HighsInt end = (section == 0) ? numRow : randomStart;
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for (HighsInt iRow = start; iRow < end; iRow++) {
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// Was
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// for (HighsInt iRow = 0; iRow < numRow; iRow++) {
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// Continue
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if (work_infeasibility[iRow] > kHighsZero) {
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const double myInfeas = work_infeasibility[iRow];
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const double myWeight = edge_weight[iRow];
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if (cutoffMerit * myWeight < myInfeas) {
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// Save
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setP.push_back(make_pair(-myInfeas / myWeight, iRow));
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// Shrink
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if (setP.size() >= chooseCHECK) {
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pdqsort(setP.begin(), setP.end());
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setP.resize(chLimit);
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158
|
+
cutoffMerit = -setP.back().first;
|
|
159
|
+
}
|
|
160
|
+
}
|
|
161
|
+
}
|
|
162
|
+
}
|
|
163
|
+
}
|
|
164
|
+
} else {
|
|
165
|
+
// SPARSE Mode
|
|
166
|
+
HighsInt randomStart;
|
|
167
|
+
if (workCount) {
|
|
168
|
+
randomStart = ekk_instance_.random_.integer(workCount);
|
|
169
|
+
} else {
|
|
170
|
+
// workCount = 0
|
|
171
|
+
randomStart = 0;
|
|
172
|
+
}
|
|
173
|
+
double cutoffMerit = 0;
|
|
174
|
+
// Now
|
|
175
|
+
for (HighsInt section = 0; section < 2; section++) {
|
|
176
|
+
const HighsInt start = (section == 0) ? randomStart : 0;
|
|
177
|
+
const HighsInt end = (section == 0) ? workCount : randomStart;
|
|
178
|
+
for (HighsInt i = start; i < end; i++) {
|
|
179
|
+
// Was
|
|
180
|
+
// for (HighsInt i = 0; i < workCount; i++) {
|
|
181
|
+
// Continue
|
|
182
|
+
HighsInt iRow = workIndex[i];
|
|
183
|
+
if (work_infeasibility[iRow] > kHighsZero) {
|
|
184
|
+
const double myInfeas = work_infeasibility[iRow];
|
|
185
|
+
const double myWeight = edge_weight[iRow];
|
|
186
|
+
/*
|
|
187
|
+
const double myMerit = myInfeas / myWeight;
|
|
188
|
+
printf("CHUZR: iRow = %6" HIGHSINT_FORMAT "; Infeas = %11.4g; Weight =
|
|
189
|
+
%11.4g; Merit = %11.4g\n", iRow, myInfeas, myWeight, myMerit);
|
|
190
|
+
*/
|
|
191
|
+
if (cutoffMerit * myWeight < myInfeas) {
|
|
192
|
+
// Save
|
|
193
|
+
setP.push_back(make_pair(-myInfeas / myWeight, iRow));
|
|
194
|
+
// Shrink
|
|
195
|
+
if (setP.size() >= chooseCHECK) {
|
|
196
|
+
pdqsort(setP.begin(), setP.end());
|
|
197
|
+
setP.resize(chLimit);
|
|
198
|
+
cutoffMerit = -setP.back().first;
|
|
199
|
+
}
|
|
200
|
+
}
|
|
201
|
+
}
|
|
202
|
+
}
|
|
203
|
+
}
|
|
204
|
+
}
|
|
205
|
+
|
|
206
|
+
// Store the setP
|
|
207
|
+
pdqsort(setP.begin(), setP.end());
|
|
208
|
+
if ((HighsInt)(setP.size()) > chLimit) setP.resize(chLimit);
|
|
209
|
+
*chCount = static_cast<HighsInt>(setP.size());
|
|
210
|
+
for (size_t i = 0; i < setP.size(); i++) chIndex[i] = setP[i].second;
|
|
211
|
+
analysis->simplexTimerStop(ChuzrDualClock);
|
|
212
|
+
}
|
|
213
|
+
|
|
214
|
+
void HEkkDualRHS::chooseMultiHyperGraphAuto(HighsInt* chIndex,
|
|
215
|
+
HighsInt* chCount,
|
|
216
|
+
HighsInt chLimit) {
|
|
217
|
+
// Automatically decide to use partition or not
|
|
218
|
+
if (partSwitch)
|
|
219
|
+
chooseMultiHyperGraphPart(chIndex, chCount, chLimit);
|
|
220
|
+
else
|
|
221
|
+
chooseMultiGlobal(chIndex, chCount, chLimit);
|
|
222
|
+
}
|
|
223
|
+
|
|
224
|
+
void HEkkDualRHS::chooseMultiHyperGraphPart(HighsInt* chIndex,
|
|
225
|
+
HighsInt* chCount,
|
|
226
|
+
HighsInt chLimit) {
|
|
227
|
+
analysis->simplexTimerStart(ChuzrDualClock);
|
|
228
|
+
|
|
229
|
+
// Force to use partition method, unless doesn't exist
|
|
230
|
+
if (partNum != chLimit) {
|
|
231
|
+
chooseMultiGlobal(chIndex, chCount, chLimit);
|
|
232
|
+
partSwitch = 0;
|
|
233
|
+
analysis->simplexTimerStop(ChuzrDualClock);
|
|
234
|
+
return;
|
|
235
|
+
}
|
|
236
|
+
|
|
237
|
+
// Initialise
|
|
238
|
+
for (HighsInt i = 0; i < chLimit; i++) chIndex[i] = -1;
|
|
239
|
+
*chCount = 0;
|
|
240
|
+
|
|
241
|
+
std::vector<double>& edge_weight = ekk_instance_.dual_edge_weight_;
|
|
242
|
+
if (workCount < 0) {
|
|
243
|
+
// DENSE mode
|
|
244
|
+
const HighsInt numRow = -workCount;
|
|
245
|
+
HighsInt randomStart = ekk_instance_.random_.integer(numRow);
|
|
246
|
+
vector<double> bestMerit(chLimit, 0);
|
|
247
|
+
vector<HighsInt> bestIndex(chLimit, -1);
|
|
248
|
+
for (HighsInt section = 0; section < 2; section++) {
|
|
249
|
+
const HighsInt start = (section == 0) ? randomStart : 0;
|
|
250
|
+
const HighsInt end = (section == 0) ? numRow : randomStart;
|
|
251
|
+
for (HighsInt iRow = start; iRow < end; iRow++) {
|
|
252
|
+
if (work_infeasibility[iRow] > kHighsZero) {
|
|
253
|
+
HighsInt iPart = workPartition[iRow];
|
|
254
|
+
const double myInfeas = work_infeasibility[iRow];
|
|
255
|
+
const double myWeight = edge_weight[iRow];
|
|
256
|
+
if (bestMerit[iPart] * myWeight < myInfeas) {
|
|
257
|
+
bestMerit[iPart] = myInfeas / myWeight;
|
|
258
|
+
bestIndex[iPart] = iRow;
|
|
259
|
+
}
|
|
260
|
+
}
|
|
261
|
+
}
|
|
262
|
+
}
|
|
263
|
+
HighsInt count = 0;
|
|
264
|
+
for (HighsInt i = 0; i < chLimit; i++) {
|
|
265
|
+
if (bestIndex[i] != -1) {
|
|
266
|
+
chIndex[count++] = bestIndex[i];
|
|
267
|
+
}
|
|
268
|
+
}
|
|
269
|
+
*chCount = count;
|
|
270
|
+
} else {
|
|
271
|
+
// SPARSE mode
|
|
272
|
+
if (workCount == 0) {
|
|
273
|
+
analysis->simplexTimerStop(ChuzrDualClock);
|
|
274
|
+
return;
|
|
275
|
+
}
|
|
276
|
+
|
|
277
|
+
HighsInt randomStart = ekk_instance_.random_.integer(workCount);
|
|
278
|
+
vector<double> bestMerit(chLimit, 0);
|
|
279
|
+
vector<HighsInt> bestIndex(chLimit, -1);
|
|
280
|
+
for (HighsInt section = 0; section < 2; section++) {
|
|
281
|
+
const HighsInt start = (section == 0) ? randomStart : 0;
|
|
282
|
+
const HighsInt end = (section == 0) ? workCount : randomStart;
|
|
283
|
+
for (HighsInt i = start; i < end; i++) {
|
|
284
|
+
HighsInt iRow = workIndex[i];
|
|
285
|
+
if (work_infeasibility[iRow] > kHighsZero) {
|
|
286
|
+
HighsInt iPart = workPartition[iRow];
|
|
287
|
+
const double myInfeas = work_infeasibility[iRow];
|
|
288
|
+
const double myWeight = edge_weight[iRow];
|
|
289
|
+
if (bestMerit[iPart] * myWeight < myInfeas) {
|
|
290
|
+
bestMerit[iPart] = myInfeas / myWeight;
|
|
291
|
+
bestIndex[iPart] = iRow;
|
|
292
|
+
}
|
|
293
|
+
}
|
|
294
|
+
}
|
|
295
|
+
}
|
|
296
|
+
HighsInt count = 0;
|
|
297
|
+
for (HighsInt i = 0; i < chLimit; i++) {
|
|
298
|
+
if (bestIndex[i] != -1) {
|
|
299
|
+
chIndex[count++] = bestIndex[i];
|
|
300
|
+
}
|
|
301
|
+
}
|
|
302
|
+
*chCount = count;
|
|
303
|
+
}
|
|
304
|
+
|
|
305
|
+
analysis->simplexTimerStop(ChuzrDualClock);
|
|
306
|
+
}
|
|
307
|
+
|
|
308
|
+
bool HEkkDualRHS::updatePrimal(HVector* column, double theta) {
|
|
309
|
+
analysis->simplexTimerStart(UpdatePrimalClock);
|
|
310
|
+
|
|
311
|
+
const HighsInt numRow = ekk_instance_.lp_.num_row_;
|
|
312
|
+
const HighsInt columnCount = column->count;
|
|
313
|
+
const HighsInt* variable_index = column->index.data();
|
|
314
|
+
const double* columnArray = column->array.data();
|
|
315
|
+
|
|
316
|
+
const double* baseLower = ekk_instance_.info_.baseLower_.data();
|
|
317
|
+
const double* baseUpper = ekk_instance_.info_.baseUpper_.data();
|
|
318
|
+
const double Tp = ekk_instance_.options_->primal_feasibility_tolerance;
|
|
319
|
+
double* baseValue = ekk_instance_.info_.baseValue_.data();
|
|
320
|
+
|
|
321
|
+
HighsInt num_excessive_primal = 0;
|
|
322
|
+
bool updatePrimal_inDense = columnCount < 0 || columnCount > 0.4 * numRow;
|
|
323
|
+
|
|
324
|
+
const HighsInt to_entry = updatePrimal_inDense ? numRow : columnCount;
|
|
325
|
+
for (HighsInt iEntry = 0; iEntry < to_entry; iEntry++) {
|
|
326
|
+
const HighsInt iRow =
|
|
327
|
+
updatePrimal_inDense ? iEntry : variable_index[iEntry];
|
|
328
|
+
baseValue[iRow] -= theta * columnArray[iRow];
|
|
329
|
+
// @primal_infeasibility calculation
|
|
330
|
+
const double value = baseValue[iRow];
|
|
331
|
+
const double lower = baseLower[iRow];
|
|
332
|
+
const double upper = baseUpper[iRow];
|
|
333
|
+
double primal_infeasibility = 0;
|
|
334
|
+
if (value < lower - Tp) {
|
|
335
|
+
primal_infeasibility = lower - value;
|
|
336
|
+
} else if (value > upper + Tp) {
|
|
337
|
+
primal_infeasibility = value - upper;
|
|
338
|
+
}
|
|
339
|
+
if (ekk_instance_.info_.store_squared_primal_infeasibility)
|
|
340
|
+
work_infeasibility[iRow] = primal_infeasibility * primal_infeasibility;
|
|
341
|
+
else
|
|
342
|
+
work_infeasibility[iRow] = fabs(primal_infeasibility);
|
|
343
|
+
if (baseValue[iRow] <= -kExcessivePrimalValue ||
|
|
344
|
+
baseValue[iRow] >= kExcessivePrimalValue)
|
|
345
|
+
num_excessive_primal++;
|
|
346
|
+
}
|
|
347
|
+
analysis->simplexTimerStop(UpdatePrimalClock);
|
|
348
|
+
// Flag detection of excessive values in return
|
|
349
|
+
if (num_excessive_primal) return false;
|
|
350
|
+
return true;
|
|
351
|
+
}
|
|
352
|
+
|
|
353
|
+
void HEkkDualRHS::updatePivots(const HighsInt iRow, const double value) {
|
|
354
|
+
// Update the primal value for the row (iRow) where the basis change
|
|
355
|
+
// has occurred, and set the corresponding primal infeasibility
|
|
356
|
+
// value in work_infeasibility
|
|
357
|
+
//
|
|
358
|
+
const double Tp = ekk_instance_.options_->primal_feasibility_tolerance;
|
|
359
|
+
ekk_instance_.info_.baseValue_[iRow] = value;
|
|
360
|
+
// @primal_infeasibility calculation
|
|
361
|
+
const double lower = ekk_instance_.info_.baseLower_[iRow];
|
|
362
|
+
const double upper = ekk_instance_.info_.baseUpper_[iRow];
|
|
363
|
+
double primal_infeasibility = 0;
|
|
364
|
+
if (value < lower - Tp) {
|
|
365
|
+
primal_infeasibility = lower - value;
|
|
366
|
+
} else if (value > upper + Tp) {
|
|
367
|
+
primal_infeasibility = value - upper;
|
|
368
|
+
}
|
|
369
|
+
if (ekk_instance_.info_.store_squared_primal_infeasibility)
|
|
370
|
+
work_infeasibility[iRow] = primal_infeasibility * primal_infeasibility;
|
|
371
|
+
else
|
|
372
|
+
work_infeasibility[iRow] = fabs(primal_infeasibility);
|
|
373
|
+
}
|
|
374
|
+
|
|
375
|
+
void HEkkDualRHS::updateInfeasList(HVector* column) {
|
|
376
|
+
const HighsInt columnCount = column->count;
|
|
377
|
+
const HighsInt* variable_index = column->index.data();
|
|
378
|
+
|
|
379
|
+
// DENSE mode: disabled
|
|
380
|
+
if (workCount < 0) return;
|
|
381
|
+
|
|
382
|
+
analysis->simplexTimerStart(UpdatePrimalClock);
|
|
383
|
+
|
|
384
|
+
std::vector<double>& edge_weight = ekk_instance_.dual_edge_weight_;
|
|
385
|
+
if (workCutoff <= 0) {
|
|
386
|
+
// The regular sparse way
|
|
387
|
+
for (HighsInt i = 0; i < columnCount; i++) {
|
|
388
|
+
HighsInt iRow = variable_index[i];
|
|
389
|
+
if (workMark[iRow] == 0) {
|
|
390
|
+
if (work_infeasibility[iRow]) {
|
|
391
|
+
workIndex[workCount++] = iRow;
|
|
392
|
+
workMark[iRow] = 1;
|
|
393
|
+
}
|
|
394
|
+
}
|
|
395
|
+
}
|
|
396
|
+
} else {
|
|
397
|
+
// The hyper sparse way
|
|
398
|
+
for (HighsInt i = 0; i < columnCount; i++) {
|
|
399
|
+
HighsInt iRow = variable_index[i];
|
|
400
|
+
if (workMark[iRow] == 0) {
|
|
401
|
+
if (work_infeasibility[iRow] > edge_weight[iRow] * workCutoff) {
|
|
402
|
+
workIndex[workCount++] = iRow;
|
|
403
|
+
workMark[iRow] = 1;
|
|
404
|
+
}
|
|
405
|
+
}
|
|
406
|
+
}
|
|
407
|
+
}
|
|
408
|
+
|
|
409
|
+
analysis->simplexTimerStop(UpdatePrimalClock);
|
|
410
|
+
}
|
|
411
|
+
|
|
412
|
+
void HEkkDualRHS::createArrayOfPrimalInfeasibilities() {
|
|
413
|
+
HighsInt numRow = ekk_instance_.lp_.num_row_;
|
|
414
|
+
const double* baseValue = ekk_instance_.info_.baseValue_.data();
|
|
415
|
+
const double* baseLower = ekk_instance_.info_.baseLower_.data();
|
|
416
|
+
const double* baseUpper = ekk_instance_.info_.baseUpper_.data();
|
|
417
|
+
const double Tp = ekk_instance_.options_->primal_feasibility_tolerance;
|
|
418
|
+
for (HighsInt i = 0; i < numRow; i++) {
|
|
419
|
+
// @primal_infeasibility calculation
|
|
420
|
+
const double value = baseValue[i];
|
|
421
|
+
const double lower = baseLower[i];
|
|
422
|
+
const double upper = baseUpper[i];
|
|
423
|
+
double primal_infeasibility = 0;
|
|
424
|
+
if (value < lower - Tp) {
|
|
425
|
+
primal_infeasibility = lower - value;
|
|
426
|
+
} else if (value > upper + Tp) {
|
|
427
|
+
primal_infeasibility = value - upper;
|
|
428
|
+
}
|
|
429
|
+
if (ekk_instance_.info_.store_squared_primal_infeasibility)
|
|
430
|
+
work_infeasibility[i] = primal_infeasibility * primal_infeasibility;
|
|
431
|
+
else
|
|
432
|
+
work_infeasibility[i] = fabs(primal_infeasibility);
|
|
433
|
+
}
|
|
434
|
+
}
|
|
435
|
+
|
|
436
|
+
void HEkkDualRHS::createInfeasList(double columnDensity) {
|
|
437
|
+
HighsInt numRow = ekk_instance_.lp_.num_row_;
|
|
438
|
+
double* dwork = ekk_instance_.scattered_dual_edge_weight_.data();
|
|
439
|
+
|
|
440
|
+
// 1. Build the full list
|
|
441
|
+
fill_n(workMark.data(), numRow, 0);
|
|
442
|
+
workCount = 0;
|
|
443
|
+
workCutoff = 0;
|
|
444
|
+
for (HighsInt iRow = 0; iRow < numRow; iRow++) {
|
|
445
|
+
if (work_infeasibility[iRow]) {
|
|
446
|
+
workMark[iRow] = 1;
|
|
447
|
+
workIndex[workCount++] = iRow;
|
|
448
|
+
}
|
|
449
|
+
}
|
|
450
|
+
|
|
451
|
+
// 2. See if it worth to try to go sparse
|
|
452
|
+
// (Many candidates, really sparse RHS)
|
|
453
|
+
std::vector<double>& edge_weight = ekk_instance_.dual_edge_weight_;
|
|
454
|
+
if (workCount > max(numRow * 0.01, 500.0) && columnDensity < 0.05) {
|
|
455
|
+
HighsInt icutoff = max(workCount * 0.001, 500.0);
|
|
456
|
+
double maxMerit = 0;
|
|
457
|
+
for (HighsInt iRow = 0, iPut = 0; iRow < numRow; iRow++)
|
|
458
|
+
if (workMark[iRow]) {
|
|
459
|
+
double myMerit = work_infeasibility[iRow] / edge_weight[iRow];
|
|
460
|
+
if (maxMerit < myMerit) maxMerit = myMerit;
|
|
461
|
+
dwork[iPut++] = -myMerit;
|
|
462
|
+
}
|
|
463
|
+
nth_element(dwork, dwork + icutoff, dwork + workCount);
|
|
464
|
+
double cutMerit = -dwork[icutoff];
|
|
465
|
+
workCutoff = min(maxMerit * 0.99999, cutMerit * 1.00001);
|
|
466
|
+
|
|
467
|
+
// Create again
|
|
468
|
+
fill_n(workMark.data(), numRow, 0);
|
|
469
|
+
workCount = 0;
|
|
470
|
+
for (HighsInt iRow = 0; iRow < numRow; iRow++) {
|
|
471
|
+
if (work_infeasibility[iRow] >= edge_weight[iRow] * workCutoff) {
|
|
472
|
+
workIndex[workCount++] = iRow;
|
|
473
|
+
workMark[iRow] = 1;
|
|
474
|
+
}
|
|
475
|
+
}
|
|
476
|
+
|
|
477
|
+
// Reduce by drop smaller
|
|
478
|
+
if (workCount > icutoff * 1.5) {
|
|
479
|
+
// Firstly take up "icutoff" number of elements
|
|
480
|
+
HighsInt fullCount = workCount;
|
|
481
|
+
workCount = icutoff;
|
|
482
|
+
for (HighsInt i = icutoff; i < fullCount; i++) {
|
|
483
|
+
HighsInt iRow = workIndex[i];
|
|
484
|
+
if (work_infeasibility[iRow] > edge_weight[iRow] * cutMerit) {
|
|
485
|
+
workIndex[workCount++] = iRow;
|
|
486
|
+
} else {
|
|
487
|
+
workMark[iRow] = 0;
|
|
488
|
+
}
|
|
489
|
+
}
|
|
490
|
+
}
|
|
491
|
+
}
|
|
492
|
+
|
|
493
|
+
// 3. If there are still too many candidates: disable them
|
|
494
|
+
if (workCount > 0.2 * numRow) {
|
|
495
|
+
workCount = -numRow;
|
|
496
|
+
workCutoff = 0;
|
|
497
|
+
}
|
|
498
|
+
}
|
|
499
|
+
|
|
500
|
+
void HEkkDualRHS::assessOptimality() {
|
|
501
|
+
HighsInt num_work_infeasibilities = 0;
|
|
502
|
+
double max_work_infeasibility = 0;
|
|
503
|
+
const HighsInt num_row = ekk_instance_.lp_.num_row_;
|
|
504
|
+
for (HighsInt iRow = 0; iRow < num_row; iRow++) {
|
|
505
|
+
if (work_infeasibility[iRow] > kHighsZero) {
|
|
506
|
+
num_work_infeasibilities++;
|
|
507
|
+
max_work_infeasibility =
|
|
508
|
+
std::max(work_infeasibility[iRow], max_work_infeasibility);
|
|
509
|
+
}
|
|
510
|
+
}
|
|
511
|
+
ekk_instance_.computeSimplexPrimalInfeasible();
|
|
512
|
+
const HighsInt num_primal_infeasibilities =
|
|
513
|
+
ekk_instance_.info_.num_primal_infeasibilities;
|
|
514
|
+
const double max_primal_infeasibility =
|
|
515
|
+
ekk_instance_.info_.max_primal_infeasibility;
|
|
516
|
+
const bool regular_report = false;
|
|
517
|
+
if (regular_report ||
|
|
518
|
+
(num_work_infeasibilities && !num_primal_infeasibilities)) {
|
|
519
|
+
printf(
|
|
520
|
+
"assessOptimality: %6d rows; workCount = %4d (%6.4f) "
|
|
521
|
+
"num / max infeasibilities: work = %4d / %11.4g; simplex = %4d / "
|
|
522
|
+
"%11.4g: %s\n",
|
|
523
|
+
(int)num_row, (int)workCount,
|
|
524
|
+
workCount > 0 ? (1.0 * workCount) / num_row : 0,
|
|
525
|
+
(int)num_work_infeasibilities, max_work_infeasibility,
|
|
526
|
+
(int)num_primal_infeasibilities, max_primal_infeasibility,
|
|
527
|
+
num_primal_infeasibilities == 0 ? "Optimal" : "");
|
|
528
|
+
if (num_work_infeasibilities && !num_primal_infeasibilities) {
|
|
529
|
+
printf("assessOptimality: call %d; tick %d; iter %d\n",
|
|
530
|
+
(int)ekk_instance_.debug_solve_call_num_,
|
|
531
|
+
(int)ekk_instance_.debug_initial_build_synthetic_tick_,
|
|
532
|
+
(int)ekk_instance_.iteration_count_);
|
|
533
|
+
}
|
|
534
|
+
}
|
|
535
|
+
}
|
|
@@ -0,0 +1,134 @@
|
|
|
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 simplex/HEkkDualRHS.h
|
|
9
|
+
* @brief Dual simplex optimality test for HiGHS
|
|
10
|
+
*/
|
|
11
|
+
#ifndef SIMPLEX_HEKKDUALRHS_H_
|
|
12
|
+
#define SIMPLEX_HEKKDUALRHS_H_
|
|
13
|
+
|
|
14
|
+
#include <vector>
|
|
15
|
+
|
|
16
|
+
#include "simplex/HEkk.h"
|
|
17
|
+
#include "util/HVector.h"
|
|
18
|
+
|
|
19
|
+
/**
|
|
20
|
+
* @brief Dual simplex optimality test for HiGHS
|
|
21
|
+
*
|
|
22
|
+
* Performs the optimality test and some update primal/weight tasks
|
|
23
|
+
*/
|
|
24
|
+
class HEkkDualRHS {
|
|
25
|
+
public:
|
|
26
|
+
HEkkDualRHS(HEkk& simplex) : ekk_instance_(simplex) {}
|
|
27
|
+
|
|
28
|
+
/**
|
|
29
|
+
* @brief Defines space for Mark, Index and Array, EdWt and EdWtFull
|
|
30
|
+
*
|
|
31
|
+
* Mark (markers of primal infeasibilities?)
|
|
32
|
+
* Index and Array (for ??)
|
|
33
|
+
* EdWt (for gathered DSE weights)
|
|
34
|
+
* EdWtFull (for scattered SED weights)
|
|
35
|
+
*/
|
|
36
|
+
void setup();
|
|
37
|
+
|
|
38
|
+
/**
|
|
39
|
+
* @brief Choose the row index of a good variable to leave the basis (CHUZR)
|
|
40
|
+
*/
|
|
41
|
+
void chooseNormal(
|
|
42
|
+
HighsInt* chIndex //!< Row index of variable chosen to leave the basis
|
|
43
|
+
);
|
|
44
|
+
|
|
45
|
+
/**
|
|
46
|
+
* @brief Choose a set of row indices of good variables to leave the basis
|
|
47
|
+
* (Multiple CHUZR)
|
|
48
|
+
*/
|
|
49
|
+
void chooseMultiGlobal(HighsInt* chIndex, //!< Set of indices of chosen rows
|
|
50
|
+
HighsInt* chCount, //!< Number of chosen rows
|
|
51
|
+
HighsInt chLimit //!< Limit on number of chosen rows
|
|
52
|
+
);
|
|
53
|
+
|
|
54
|
+
/**
|
|
55
|
+
* @brief Choose a set of row indices of good variables to leave the basis
|
|
56
|
+
* (Multiple CHUZR)
|
|
57
|
+
*/
|
|
58
|
+
void chooseMultiHyperGraphAuto(
|
|
59
|
+
HighsInt* chIndex, //!< Set of indices of chosen rows
|
|
60
|
+
HighsInt* chCount, //!< Number of chosen rows
|
|
61
|
+
HighsInt chLimit //!< Limit on number of chosen rows
|
|
62
|
+
);
|
|
63
|
+
|
|
64
|
+
/**
|
|
65
|
+
* @brief Choose a set of row indices of good variables to leave the basis
|
|
66
|
+
* (Multiple CHUZR)
|
|
67
|
+
*/
|
|
68
|
+
void chooseMultiHyperGraphPart(
|
|
69
|
+
HighsInt* chIndex, //!< Set of indices of chosen rows
|
|
70
|
+
HighsInt* chCount, //!< Number of chosen rows
|
|
71
|
+
HighsInt chLimit //!< Limit on number of chosen rows
|
|
72
|
+
);
|
|
73
|
+
|
|
74
|
+
/**
|
|
75
|
+
* @brief Update the primal values by adding a multiple of a given
|
|
76
|
+
* std::vector, returning false if infinite values are created
|
|
77
|
+
*/
|
|
78
|
+
bool updatePrimal(
|
|
79
|
+
HVector* column, //!< Column to add into primal values
|
|
80
|
+
double theta //!< Multiple of column to add into primal values
|
|
81
|
+
);
|
|
82
|
+
|
|
83
|
+
/**
|
|
84
|
+
* @brief Update the primal value for the row where the basis change has
|
|
85
|
+
* occurred
|
|
86
|
+
*/
|
|
87
|
+
void updatePivots(
|
|
88
|
+
const HighsInt iRow, //!< row where the basis change has occurred
|
|
89
|
+
const double value //!< New primal value in this row
|
|
90
|
+
);
|
|
91
|
+
|
|
92
|
+
/**
|
|
93
|
+
* @brief Update the list of primal infeasibilities using indices of primal
|
|
94
|
+
* values which have changed
|
|
95
|
+
*/
|
|
96
|
+
void updateInfeasList(HVector* column //!< Changes in primal values
|
|
97
|
+
);
|
|
98
|
+
|
|
99
|
+
/**
|
|
100
|
+
* @brief Create the list of greatest primal infeasibilities for efficient
|
|
101
|
+
* CHUZR
|
|
102
|
+
*/
|
|
103
|
+
void createInfeasList(double columnDensity);
|
|
104
|
+
/**
|
|
105
|
+
* @brief Create the std::vector of primal infeasibilities
|
|
106
|
+
*
|
|
107
|
+
*/
|
|
108
|
+
void createArrayOfPrimalInfeasibilities();
|
|
109
|
+
|
|
110
|
+
void assessOptimality();
|
|
111
|
+
|
|
112
|
+
// References:
|
|
113
|
+
HEkk& ekk_instance_;
|
|
114
|
+
|
|
115
|
+
double workCutoff; //!< Limit for row to be in list with greatest primal
|
|
116
|
+
//!< infeasibilities
|
|
117
|
+
HighsInt workCount; //!< Number of rows in list with greatest primal
|
|
118
|
+
//!< infeasibilities
|
|
119
|
+
std::vector<char> workMark; //!< Flag set if row is in list of those with
|
|
120
|
+
//!< greatest primal infeasibilities
|
|
121
|
+
std::vector<HighsInt>
|
|
122
|
+
workIndex; //!< List of rows with greatest primal infeasibilities
|
|
123
|
+
std::vector<double> work_infeasibility;
|
|
124
|
+
|
|
125
|
+
HighsInt partNum;
|
|
126
|
+
HighsInt partNumRow;
|
|
127
|
+
HighsInt partNumCol;
|
|
128
|
+
HighsInt partNumCut;
|
|
129
|
+
HighsInt partSwitch;
|
|
130
|
+
std::vector<HighsInt> workPartition;
|
|
131
|
+
HighsSimplexAnalysis* analysis;
|
|
132
|
+
};
|
|
133
|
+
|
|
134
|
+
#endif /* SIMPLEX_HEKKDUALRHS_H_ */
|