lpsolver 0.1.0 → 0.2.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (1165) hide show
  1. checksums.yaml +4 -4
  2. data/Gemfile +1 -0
  3. data/README.md +104 -26
  4. data/ext/lpsolver/Makefile +269 -0
  5. data/ext/lpsolver/ext.c +353 -0
  6. data/ext/lpsolver/ext.o +0 -0
  7. data/ext/lpsolver/extconf.rb +79 -0
  8. data/ext/lpsolver/native.so +0 -0
  9. data/ext/lpsolver-highs/AUTHORS +7 -0
  10. data/ext/lpsolver-highs/BUILD.bazel +243 -0
  11. data/ext/lpsolver-highs/CITATION.cff +29 -0
  12. data/ext/lpsolver-highs/CMakeCache.txt +406 -0
  13. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCCompiler.cmake +81 -0
  14. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCXXCompiler.cmake +101 -0
  15. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_C.bin +0 -0
  16. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_CXX.bin +0 -0
  17. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeSystem.cmake +15 -0
  18. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/CMakeCCompilerId.c +904 -0
  19. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/a.out +0 -0
  20. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/CMakeCXXCompilerId.cpp +919 -0
  21. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/a.out +0 -0
  22. data/ext/lpsolver-highs/CMakeFiles/CMakeConfigureLog.yaml +576 -0
  23. data/ext/lpsolver-highs/CMakeFiles/cmake.check_cache +1 -0
  24. data/ext/lpsolver-highs/CMakeLists.txt +983 -0
  25. data/ext/lpsolver-highs/CODE_OF_CONDUCT.md +128 -0
  26. data/ext/lpsolver-highs/CONTRIBUTING.md +31 -0
  27. data/ext/lpsolver-highs/FEATURES.md +61 -0
  28. data/ext/lpsolver-highs/LICENSE.txt +21 -0
  29. data/ext/lpsolver-highs/MODULE.bazel +38 -0
  30. data/ext/lpsolver-highs/README.md +281 -0
  31. data/ext/lpsolver-highs/THIRD_PARTY_NOTICES.md +78 -0
  32. data/ext/lpsolver-highs/Version.txt +4 -0
  33. data/ext/lpsolver-highs/WORKSPACE +33 -0
  34. data/ext/lpsolver-highs/app/CMakeLists.txt +110 -0
  35. data/ext/lpsolver-highs/app/HighsRuntimeOptions.h +292 -0
  36. data/ext/lpsolver-highs/app/RunHighs.cpp +147 -0
  37. data/ext/lpsolver-highs/app/highs_webdemo_shell.html +73 -0
  38. data/ext/lpsolver-highs/build/bin/highs +0 -0
  39. data/ext/lpsolver-highs/build/include/highs/HConfig.h +22 -0
  40. data/ext/lpsolver-highs/build/include/highs/Highs.h +1812 -0
  41. data/ext/lpsolver-highs/build/include/highs/interfaces/highs_c_api.h +2651 -0
  42. data/ext/lpsolver-highs/build/include/highs/io/Filereader.h +45 -0
  43. data/ext/lpsolver-highs/build/include/highs/io/FilereaderLp.h +49 -0
  44. data/ext/lpsolver-highs/build/include/highs/io/FilereaderMps.h +27 -0
  45. data/ext/lpsolver-highs/build/include/highs/io/HMPSIO.h +78 -0
  46. data/ext/lpsolver-highs/build/include/highs/io/HMpsFF.h +245 -0
  47. data/ext/lpsolver-highs/build/include/highs/io/HighsIO.h +118 -0
  48. data/ext/lpsolver-highs/build/include/highs/io/LoadOptions.h +24 -0
  49. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/builder.hpp +25 -0
  50. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/def.hpp +19 -0
  51. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/model.hpp +68 -0
  52. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/reader.hpp +10 -0
  53. data/ext/lpsolver-highs/build/include/highs/ipm/IpxSolution.h +32 -0
  54. data/ext/lpsolver-highs/build/include/highs/ipm/IpxWrapper.h +106 -0
  55. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu.h +161 -0
  56. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_factorize.h +247 -0
  57. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
  58. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_initialize.h +119 -0
  59. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
  60. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
  61. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
  62. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
  63. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
  64. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
  65. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
  66. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
  67. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_object.h +30 -0
  68. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
  69. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
  70. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
  71. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_update.h +125 -0
  72. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_def.h +39 -0
  73. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_file.h +21 -0
  74. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_internal.h +220 -0
  75. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_list.h +173 -0
  76. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_kernel.h +20 -0
  77. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_wrapper.h +47 -0
  78. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basis.h +350 -0
  79. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/conjugate_residuals.h +74 -0
  80. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/control.h +167 -0
  81. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/crossover.h +157 -0
  82. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/diagonal_precond.h +45 -0
  83. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/forrest_tomlin.h +102 -0
  84. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/guess_basis.h +21 -0
  85. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/indexed_vector.h +113 -0
  86. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/info.h +27 -0
  87. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipm.h +94 -0
  88. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_c.h +47 -0
  89. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_config.h +9 -0
  90. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_info.h +111 -0
  91. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_internal.h +89 -0
  92. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_parameters.h +76 -0
  93. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_status.h +57 -0
  94. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/iterate.h +331 -0
  95. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver.h +70 -0
  96. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_basis.h +66 -0
  97. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_diag.h +48 -0
  98. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/linear_operator.h +26 -0
  99. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lp_solver.h +204 -0
  100. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_factorization.h +79 -0
  101. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_update.h +129 -0
  102. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/maxvolume.h +54 -0
  103. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/model.h +413 -0
  104. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/multistream.h +52 -0
  105. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/normal_matrix.h +44 -0
  106. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/power_method.h +44 -0
  107. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_matrix.h +195 -0
  108. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_utils.h +58 -0
  109. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
  110. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/starting_basis.h +39 -0
  111. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/symbolic_invert.h +29 -0
  112. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/timer.h +25 -0
  113. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/utils.h +37 -0
  114. data/ext/lpsolver-highs/build/include/highs/lp_data/HConst.h +430 -0
  115. data/ext/lpsolver-highs/build/include/highs/lp_data/HStruct.h +213 -0
  116. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsAnalysis.h +23 -0
  117. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallback.h +104 -0
  118. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallbackStruct.h +70 -0
  119. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsDebug.h +34 -0
  120. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsIis.h +139 -0
  121. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfo.h +421 -0
  122. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfoDebug.h +27 -0
  123. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLp.h +97 -0
  124. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpSolverObject.h +47 -0
  125. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpUtils.h +330 -0
  126. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsModelUtils.h +129 -0
  127. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsOptions.h +1715 -0
  128. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsRanging.h +43 -0
  129. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolution.h +179 -0
  130. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolutionDebug.h +87 -0
  131. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolve.h +29 -0
  132. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsStatus.h +29 -0
  133. data/ext/lpsolver-highs/build/include/highs/mip/HighsCliqueTable.h +329 -0
  134. data/ext/lpsolver-highs/build/include/highs/mip/HighsConflictPool.h +109 -0
  135. data/ext/lpsolver-highs/build/include/highs/mip/HighsCutGeneration.h +108 -0
  136. data/ext/lpsolver-highs/build/include/highs/mip/HighsCutPool.h +168 -0
  137. data/ext/lpsolver-highs/build/include/highs/mip/HighsDebugSol.h +133 -0
  138. data/ext/lpsolver-highs/build/include/highs/mip/HighsDomain.h +657 -0
  139. data/ext/lpsolver-highs/build/include/highs/mip/HighsDomainChange.h +48 -0
  140. data/ext/lpsolver-highs/build/include/highs/mip/HighsDynamicRowMatrix.h +104 -0
  141. data/ext/lpsolver-highs/build/include/highs/mip/HighsGFkSolve.h +439 -0
  142. data/ext/lpsolver-highs/build/include/highs/mip/HighsImplications.h +194 -0
  143. data/ext/lpsolver-highs/build/include/highs/mip/HighsLpAggregator.h +50 -0
  144. data/ext/lpsolver-highs/build/include/highs/mip/HighsLpRelaxation.h +361 -0
  145. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipAnalysis.h +71 -0
  146. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolver.h +159 -0
  147. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolverData.h +313 -0
  148. data/ext/lpsolver-highs/build/include/highs/mip/HighsModkSeparator.h +60 -0
  149. data/ext/lpsolver-highs/build/include/highs/mip/HighsNodeQueue.h +312 -0
  150. data/ext/lpsolver-highs/build/include/highs/mip/HighsObjectiveFunction.h +71 -0
  151. data/ext/lpsolver-highs/build/include/highs/mip/HighsPathSeparator.h +39 -0
  152. data/ext/lpsolver-highs/build/include/highs/mip/HighsPrimalHeuristics.h +75 -0
  153. data/ext/lpsolver-highs/build/include/highs/mip/HighsPseudocost.h +366 -0
  154. data/ext/lpsolver-highs/build/include/highs/mip/HighsRedcostFixing.h +42 -0
  155. data/ext/lpsolver-highs/build/include/highs/mip/HighsSearch.h +241 -0
  156. data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparation.h +41 -0
  157. data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparator.h +60 -0
  158. data/ext/lpsolver-highs/build/include/highs/mip/HighsTableauSeparator.h +34 -0
  159. data/ext/lpsolver-highs/build/include/highs/mip/HighsTransformedLp.h +63 -0
  160. data/ext/lpsolver-highs/build/include/highs/mip/MipTimer.h +544 -0
  161. data/ext/lpsolver-highs/build/include/highs/mip/feasibilityjump.hh +800 -0
  162. data/ext/lpsolver-highs/build/include/highs/model/HighsHessian.h +54 -0
  163. data/ext/lpsolver-highs/build/include/highs/model/HighsHessianUtils.h +47 -0
  164. data/ext/lpsolver-highs/build/include/highs/model/HighsModel.h +42 -0
  165. data/ext/lpsolver-highs/build/include/highs/parallel/HighsBinarySemaphore.h +108 -0
  166. data/ext/lpsolver-highs/build/include/highs/parallel/HighsCacheAlign.h +82 -0
  167. data/ext/lpsolver-highs/build/include/highs/parallel/HighsCombinable.h +116 -0
  168. data/ext/lpsolver-highs/build/include/highs/parallel/HighsMutex.h +124 -0
  169. data/ext/lpsolver-highs/build/include/highs/parallel/HighsParallel.h +128 -0
  170. data/ext/lpsolver-highs/build/include/highs/parallel/HighsRaceTimer.h +38 -0
  171. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSchedulerConstants.h +19 -0
  172. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSpinMutex.h +48 -0
  173. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSplitDeque.h +606 -0
  174. data/ext/lpsolver-highs/build/include/highs/parallel/HighsTask.h +170 -0
  175. data/ext/lpsolver-highs/build/include/highs/parallel/HighsTaskExecutor.h +217 -0
  176. data/ext/lpsolver-highs/build/include/highs/pdlp/CupdlpWrapper.h +108 -0
  177. data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpTimer.h +155 -0
  178. data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpWrapper.h +26 -0
  179. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
  180. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
  181. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
  182. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
  183. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
  184. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
  185. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
  186. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
  187. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
  188. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/defs.hpp +222 -0
  189. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/linalg.hpp +61 -0
  190. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/logger.hpp +80 -0
  191. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/pdhg.hpp +358 -0
  192. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/restart.hpp +96 -0
  193. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/scaling.hpp +74 -0
  194. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/solver_results.hpp +65 -0
  195. data/ext/lpsolver-highs/build/include/highs/pdqsort/pdqsort.h +532 -0
  196. data/ext/lpsolver-highs/build/include/highs/presolve/HPresolve.h +505 -0
  197. data/ext/lpsolver-highs/build/include/highs/presolve/HPresolveAnalysis.h +52 -0
  198. data/ext/lpsolver-highs/build/include/highs/presolve/HighsPostsolveStack.h +943 -0
  199. data/ext/lpsolver-highs/build/include/highs/presolve/HighsSymmetry.h +284 -0
  200. data/ext/lpsolver-highs/build/include/highs/presolve/ICrash.h +124 -0
  201. data/ext/lpsolver-highs/build/include/highs/presolve/ICrashUtil.h +62 -0
  202. data/ext/lpsolver-highs/build/include/highs/presolve/ICrashX.h +23 -0
  203. data/ext/lpsolver-highs/build/include/highs/presolve/PresolveComponent.h +90 -0
  204. data/ext/lpsolver-highs/build/include/highs/qpsolver/a_asm.hpp +77 -0
  205. data/ext/lpsolver-highs/build/include/highs/qpsolver/a_quass.hpp +22 -0
  206. data/ext/lpsolver-highs/build/include/highs/qpsolver/basis.hpp +159 -0
  207. data/ext/lpsolver-highs/build/include/highs/qpsolver/crashsolution.hpp +20 -0
  208. data/ext/lpsolver-highs/build/include/highs/qpsolver/dantzigpricing.hpp +80 -0
  209. data/ext/lpsolver-highs/build/include/highs/qpsolver/devexpricing.hpp +108 -0
  210. data/ext/lpsolver-highs/build/include/highs/qpsolver/eventhandler.hpp +30 -0
  211. data/ext/lpsolver-highs/build/include/highs/qpsolver/factor.hpp +408 -0
  212. data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_bounded.hpp +114 -0
  213. data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_highs.hpp +301 -0
  214. data/ext/lpsolver-highs/build/include/highs/qpsolver/gradient.hpp +46 -0
  215. data/ext/lpsolver-highs/build/include/highs/qpsolver/instance.hpp +70 -0
  216. data/ext/lpsolver-highs/build/include/highs/qpsolver/matrix.hpp +342 -0
  217. data/ext/lpsolver-highs/build/include/highs/qpsolver/perturbation.hpp +15 -0
  218. data/ext/lpsolver-highs/build/include/highs/qpsolver/pricing.hpp +22 -0
  219. data/ext/lpsolver-highs/build/include/highs/qpsolver/qpconst.hpp +34 -0
  220. data/ext/lpsolver-highs/build/include/highs/qpsolver/qpvector.hpp +242 -0
  221. data/ext/lpsolver-highs/build/include/highs/qpsolver/quass.hpp +27 -0
  222. data/ext/lpsolver-highs/build/include/highs/qpsolver/ratiotest.hpp +26 -0
  223. data/ext/lpsolver-highs/build/include/highs/qpsolver/runtime.hpp +45 -0
  224. data/ext/lpsolver-highs/build/include/highs/qpsolver/scaling.hpp +15 -0
  225. data/ext/lpsolver-highs/build/include/highs/qpsolver/settings.hpp +84 -0
  226. data/ext/lpsolver-highs/build/include/highs/qpsolver/snippets.hpp +36 -0
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  953. data/ext/lpsolver-highs/highs/parallel/HighsRaceTimer.h +38 -0
  954. data/ext/lpsolver-highs/highs/parallel/HighsSchedulerConstants.h +19 -0
  955. data/ext/lpsolver-highs/highs/parallel/HighsSpinMutex.h +48 -0
  956. data/ext/lpsolver-highs/highs/parallel/HighsSplitDeque.h +606 -0
  957. data/ext/lpsolver-highs/highs/parallel/HighsTask.h +170 -0
  958. data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.cpp +43 -0
  959. data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.h +217 -0
  960. data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.cpp +848 -0
  961. data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.h +108 -0
  962. data/ext/lpsolver-highs/highs/pdlp/HiPdlpTimer.h +155 -0
  963. data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.cpp +141 -0
  964. data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.h +26 -0
  965. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Diff +12 -0
  966. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Meld +7 -0
  967. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Merge +2 -0
  968. data/ext/lpsolver-highs/highs/pdlp/cupdlp/README.md +95 -0
  969. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/CMakeLists.txt +58 -0
  970. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cu +338 -0
  971. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cuh +319 -0
  972. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cu +386 -0
  973. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cuh +149 -0
  974. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cublas.c +154 -0
  975. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cuda_linalg.c +79 -0
  976. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp.h +16 -0
  977. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.c +214 -0
  978. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
  979. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
  980. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.c +802 -0
  981. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
  982. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.c +148 -0
  983. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
  984. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.c +124 -0
  985. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
  986. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.c +425 -0
  987. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
  988. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.c +1498 -0
  989. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
  990. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.c +478 -0
  991. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
  992. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
  993. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.h +212 -0
  994. data/ext/lpsolver-highs/highs/pdlp/cupdlp/glbopts.h +342 -0
  995. data/ext/lpsolver-highs/highs/pdlp/hipdlp/defs.hpp +222 -0
  996. data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.cc +231 -0
  997. data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.hpp +61 -0
  998. data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.cc +225 -0
  999. data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.hpp +80 -0
  1000. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cc +2798 -0
  1001. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cu +497 -0
  1002. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.hpp +358 -0
  1003. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg_kernels.hpp +77 -0
  1004. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdlp_gpu_debug.hpp +62 -0
  1005. data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.cc +132 -0
  1006. data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.hpp +96 -0
  1007. data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.cc +307 -0
  1008. data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.hpp +74 -0
  1009. data/ext/lpsolver-highs/highs/pdlp/hipdlp/solver_results.hpp +65 -0
  1010. data/ext/lpsolver-highs/highs/presolve/HPresolve.cpp +8511 -0
  1011. data/ext/lpsolver-highs/highs/presolve/HPresolve.h +505 -0
  1012. data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.cpp +239 -0
  1013. data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.h +52 -0
  1014. data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.cpp +1368 -0
  1015. data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.h +943 -0
  1016. data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.cpp +1921 -0
  1017. data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.h +284 -0
  1018. data/ext/lpsolver-highs/highs/presolve/ICrash.cpp +474 -0
  1019. data/ext/lpsolver-highs/highs/presolve/ICrash.h +124 -0
  1020. data/ext/lpsolver-highs/highs/presolve/ICrashUtil.cpp +267 -0
  1021. data/ext/lpsolver-highs/highs/presolve/ICrashUtil.h +62 -0
  1022. data/ext/lpsolver-highs/highs/presolve/ICrashX.cpp +173 -0
  1023. data/ext/lpsolver-highs/highs/presolve/ICrashX.h +23 -0
  1024. data/ext/lpsolver-highs/highs/presolve/PresolveComponent.cpp +45 -0
  1025. data/ext/lpsolver-highs/highs/presolve/PresolveComponent.h +90 -0
  1026. data/ext/lpsolver-highs/highs/qpsolver/README.md +185 -0
  1027. data/ext/lpsolver-highs/highs/qpsolver/a_asm.cpp +139 -0
  1028. data/ext/lpsolver-highs/highs/qpsolver/a_asm.hpp +77 -0
  1029. data/ext/lpsolver-highs/highs/qpsolver/a_quass.cpp +194 -0
  1030. data/ext/lpsolver-highs/highs/qpsolver/a_quass.hpp +22 -0
  1031. data/ext/lpsolver-highs/highs/qpsolver/basis.cpp +443 -0
  1032. data/ext/lpsolver-highs/highs/qpsolver/basis.hpp +159 -0
  1033. data/ext/lpsolver-highs/highs/qpsolver/crashsolution.hpp +20 -0
  1034. data/ext/lpsolver-highs/highs/qpsolver/dantzigpricing.hpp +80 -0
  1035. data/ext/lpsolver-highs/highs/qpsolver/devexharrispricing.hpp +98 -0
  1036. data/ext/lpsolver-highs/highs/qpsolver/devexpricing.hpp +108 -0
  1037. data/ext/lpsolver-highs/highs/qpsolver/eventhandler.hpp +30 -0
  1038. data/ext/lpsolver-highs/highs/qpsolver/factor.hpp +408 -0
  1039. data/ext/lpsolver-highs/highs/qpsolver/feasibility_bounded.hpp +114 -0
  1040. data/ext/lpsolver-highs/highs/qpsolver/feasibility_highs.hpp +301 -0
  1041. data/ext/lpsolver-highs/highs/qpsolver/gradient.hpp +46 -0
  1042. data/ext/lpsolver-highs/highs/qpsolver/instance.hpp +70 -0
  1043. data/ext/lpsolver-highs/highs/qpsolver/matrix.hpp +342 -0
  1044. data/ext/lpsolver-highs/highs/qpsolver/perturbation.cpp +41 -0
  1045. data/ext/lpsolver-highs/highs/qpsolver/perturbation.hpp +15 -0
  1046. data/ext/lpsolver-highs/highs/qpsolver/pricing.hpp +22 -0
  1047. data/ext/lpsolver-highs/highs/qpsolver/qpconst.hpp +34 -0
  1048. data/ext/lpsolver-highs/highs/qpsolver/qpvector.hpp +242 -0
  1049. data/ext/lpsolver-highs/highs/qpsolver/quass.cpp +551 -0
  1050. data/ext/lpsolver-highs/highs/qpsolver/quass.hpp +27 -0
  1051. data/ext/lpsolver-highs/highs/qpsolver/ratiotest.cpp +146 -0
  1052. data/ext/lpsolver-highs/highs/qpsolver/ratiotest.hpp +26 -0
  1053. data/ext/lpsolver-highs/highs/qpsolver/reducedcosts.hpp +46 -0
  1054. data/ext/lpsolver-highs/highs/qpsolver/reducedgradient.hpp +95 -0
  1055. data/ext/lpsolver-highs/highs/qpsolver/runtime.hpp +45 -0
  1056. data/ext/lpsolver-highs/highs/qpsolver/scaling.cpp +123 -0
  1057. data/ext/lpsolver-highs/highs/qpsolver/scaling.hpp +15 -0
  1058. data/ext/lpsolver-highs/highs/qpsolver/settings.hpp +84 -0
  1059. data/ext/lpsolver-highs/highs/qpsolver/snippets.hpp +36 -0
  1060. data/ext/lpsolver-highs/highs/qpsolver/statistics.hpp +30 -0
  1061. data/ext/lpsolver-highs/highs/qpsolver/steepestedgepricing.hpp +173 -0
  1062. data/ext/lpsolver-highs/highs/simplex/HApp.h +550 -0
  1063. data/ext/lpsolver-highs/highs/simplex/HEkk.cpp +4404 -0
  1064. data/ext/lpsolver-highs/highs/simplex/HEkk.h +419 -0
  1065. data/ext/lpsolver-highs/highs/simplex/HEkkControl.cpp +146 -0
  1066. data/ext/lpsolver-highs/highs/simplex/HEkkDebug.cpp +1722 -0
  1067. data/ext/lpsolver-highs/highs/simplex/HEkkDual.cpp +3003 -0
  1068. data/ext/lpsolver-highs/highs/simplex/HEkkDual.h +513 -0
  1069. data/ext/lpsolver-highs/highs/simplex/HEkkDualMulti.cpp +1020 -0
  1070. data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.cpp +535 -0
  1071. data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.h +134 -0
  1072. data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.cpp +697 -0
  1073. data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.h +201 -0
  1074. data/ext/lpsolver-highs/highs/simplex/HEkkInterface.cpp +26 -0
  1075. data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.cpp +2984 -0
  1076. data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.h +191 -0
  1077. data/ext/lpsolver-highs/highs/simplex/HSimplex.cpp +330 -0
  1078. data/ext/lpsolver-highs/highs/simplex/HSimplex.h +42 -0
  1079. data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.cpp +145 -0
  1080. data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.h +48 -0
  1081. data/ext/lpsolver-highs/highs/simplex/HSimplexNla.cpp +517 -0
  1082. data/ext/lpsolver-highs/highs/simplex/HSimplexNla.h +158 -0
  1083. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaDebug.cpp +373 -0
  1084. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaFreeze.cpp +28 -0
  1085. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaProductForm.cpp +113 -0
  1086. data/ext/lpsolver-highs/highs/simplex/HSimplexReport.cpp +77 -0
  1087. data/ext/lpsolver-highs/highs/simplex/HSimplexReport.h +21 -0
  1088. data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.cpp +1495 -0
  1089. data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.h +500 -0
  1090. data/ext/lpsolver-highs/highs/simplex/SimplexConst.h +273 -0
  1091. data/ext/lpsolver-highs/highs/simplex/SimplexStruct.h +263 -0
  1092. data/ext/lpsolver-highs/highs/simplex/SimplexTimer.h +414 -0
  1093. data/ext/lpsolver-highs/highs/test_kkt/DevKkt.cpp +469 -0
  1094. data/ext/lpsolver-highs/highs/test_kkt/DevKkt.h +143 -0
  1095. data/ext/lpsolver-highs/highs/test_kkt/KktCh2.cpp +305 -0
  1096. data/ext/lpsolver-highs/highs/test_kkt/KktCh2.h +79 -0
  1097. data/ext/lpsolver-highs/highs/util/FactorTimer.h +199 -0
  1098. data/ext/lpsolver-highs/highs/util/HFactor.cpp +2597 -0
  1099. data/ext/lpsolver-highs/highs/util/HFactor.h +587 -0
  1100. data/ext/lpsolver-highs/highs/util/HFactorConst.h +81 -0
  1101. data/ext/lpsolver-highs/highs/util/HFactorDebug.cpp +231 -0
  1102. data/ext/lpsolver-highs/highs/util/HFactorDebug.h +55 -0
  1103. data/ext/lpsolver-highs/highs/util/HFactorExtend.cpp +229 -0
  1104. data/ext/lpsolver-highs/highs/util/HFactorRefactor.cpp +304 -0
  1105. data/ext/lpsolver-highs/highs/util/HFactorUtils.cpp +122 -0
  1106. data/ext/lpsolver-highs/highs/util/HSet.cpp +197 -0
  1107. data/ext/lpsolver-highs/highs/util/HSet.h +89 -0
  1108. data/ext/lpsolver-highs/highs/util/HVector.h +22 -0
  1109. data/ext/lpsolver-highs/highs/util/HVectorBase.cpp +271 -0
  1110. data/ext/lpsolver-highs/highs/util/HVectorBase.h +102 -0
  1111. data/ext/lpsolver-highs/highs/util/HighsCDouble.h +323 -0
  1112. data/ext/lpsolver-highs/highs/util/HighsComponent.h +53 -0
  1113. data/ext/lpsolver-highs/highs/util/HighsDataStack.h +83 -0
  1114. data/ext/lpsolver-highs/highs/util/HighsDisjointSets.h +107 -0
  1115. data/ext/lpsolver-highs/highs/util/HighsHash.cpp +10 -0
  1116. data/ext/lpsolver-highs/highs/util/HighsHash.h +1274 -0
  1117. data/ext/lpsolver-highs/highs/util/HighsHashTree.h +1461 -0
  1118. data/ext/lpsolver-highs/highs/util/HighsInt.h +36 -0
  1119. data/ext/lpsolver-highs/highs/util/HighsIntegers.h +212 -0
  1120. data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.cpp +267 -0
  1121. data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.h +203 -0
  1122. data/ext/lpsolver-highs/highs/util/HighsMatrixPic.cpp +146 -0
  1123. data/ext/lpsolver-highs/highs/util/HighsMatrixPic.h +37 -0
  1124. data/ext/lpsolver-highs/highs/util/HighsMatrixSlice.h +561 -0
  1125. data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.cpp +407 -0
  1126. data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.h +57 -0
  1127. data/ext/lpsolver-highs/highs/util/HighsMemoryAllocation.h +63 -0
  1128. data/ext/lpsolver-highs/highs/util/HighsRandom.h +242 -0
  1129. data/ext/lpsolver-highs/highs/util/HighsRbTree.h +452 -0
  1130. data/ext/lpsolver-highs/highs/util/HighsSort.cpp +364 -0
  1131. data/ext/lpsolver-highs/highs/util/HighsSort.h +131 -0
  1132. data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.cpp +1746 -0
  1133. data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.h +151 -0
  1134. data/ext/lpsolver-highs/highs/util/HighsSparseVectorSum.h +95 -0
  1135. data/ext/lpsolver-highs/highs/util/HighsSplay.h +135 -0
  1136. data/ext/lpsolver-highs/highs/util/HighsTimer.h +385 -0
  1137. data/ext/lpsolver-highs/highs/util/HighsUtils.cpp +1259 -0
  1138. data/ext/lpsolver-highs/highs/util/HighsUtils.h +272 -0
  1139. data/ext/lpsolver-highs/highs/util/stringutil.cpp +131 -0
  1140. data/ext/lpsolver-highs/highs/util/stringutil.h +46 -0
  1141. data/ext/lpsolver-highs/highs.pc.in +12 -0
  1142. data/ext/lpsolver-highs/meson.build +198 -0
  1143. data/ext/lpsolver-highs/meson_options.txt +31 -0
  1144. data/ext/lpsolver-highs/nuget/HiGHS_Logo.png +0 -0
  1145. data/ext/lpsolver-highs/nuget/Highs.csproj +25 -0
  1146. data/ext/lpsolver-highs/nuget/Highs.csproj.in +36 -0
  1147. data/ext/lpsolver-highs/nuget/HowToAlternative.md +77 -0
  1148. data/ext/lpsolver-highs/nuget/README.md +38 -0
  1149. data/ext/lpsolver-highs/nuget/arm-toolchain.cmake +15 -0
  1150. data/ext/lpsolver-highs/nuget/build_linux-arm.sh +13 -0
  1151. data/ext/lpsolver-highs/nuget/build_linux.sh +10 -0
  1152. data/ext/lpsolver-highs/nuget/build_windows.ps1 +27 -0
  1153. data/ext/lpsolver-highs/nuget/generatePackage.ps1 +28 -0
  1154. data/ext/lpsolver-highs/pyproject.toml +221 -0
  1155. data/ext/lpsolver-highs/subprojects/pybind11.wrap +13 -0
  1156. data/ext/lpsolver-highs/tests/test_highspy.py +2310 -0
  1157. data/ext/lpsolver-highs/version.rc.in +50 -0
  1158. data/lib/lpsolver/highs +0 -0
  1159. data/lib/lpsolver/model.rb +35 -7
  1160. data/lib/lpsolver/native.so +0 -0
  1161. data/lib/lpsolver/native_model.rb +261 -0
  1162. data/lib/lpsolver/solution.rb +93 -8
  1163. data/lib/lpsolver/version.rb +1 -1
  1164. data/lpsolver.gemspec +4 -1
  1165. metadata +1176 -4
@@ -0,0 +1,373 @@
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/HSimplexNlaDebug.cpp
9
+ *
10
+ * @brief Debugging code for simplex NLA
11
+ */
12
+ #include "simplex/HSimplexNla.h"
13
+ #include "util/HighsRandom.h"
14
+
15
+ // #include <stdio.h>
16
+
17
+ const double kResidualLargeError = 1e-8;
18
+ const double kResidualExcessiveError = sqrt(kResidualLargeError);
19
+
20
+ const double kSolveLargeError = 1e-8;
21
+ const double kSolveExcessiveError = sqrt(kSolveLargeError);
22
+
23
+ HighsDebugStatus HSimplexNla::debugCheckInvert(
24
+ const std::string message, const HighsInt alt_debug_level) const {
25
+ // Sometimes a value other than highs_debug_level is passed as
26
+ // alt_debug_level, either to force debugging, or to limit
27
+ // debugging. If no value is passed, then alt_debug_level = -1, and
28
+ // highs_debug_level is used
29
+ const HighsInt use_debug_level = alt_debug_level >= 0
30
+ ? alt_debug_level
31
+ : this->options_->highs_debug_level;
32
+ if (use_debug_level < kHighsDebugLevelCostly)
33
+ return HighsDebugStatus::kNotChecked;
34
+ // If highs_debug_level isn't being used, then indicate that it's
35
+ // being forced, and also force reporting of OK errors
36
+ const bool force = alt_debug_level > this->options_->highs_debug_level;
37
+ if (force)
38
+ highsLogDev(this->options_->log_options, HighsLogType::kInfo,
39
+ "CheckNlaINVERT: Forcing debug\n");
40
+
41
+ HighsDebugStatus return_status = HighsDebugStatus::kNotChecked;
42
+ return_status = HighsDebugStatus::kOk;
43
+
44
+ const HighsInt num_row = this->lp_->num_row_;
45
+ const HighsInt num_col = this->lp_->num_col_;
46
+ const vector<HighsInt>& a_matrix_start = this->lp_->a_matrix_.start_;
47
+ const vector<HighsInt>& a_matrix_index = this->lp_->a_matrix_.index_;
48
+ const vector<double>& a_matrix_value = this->lp_->a_matrix_.value_;
49
+ const HighsInt* basic_index = this->basic_index_;
50
+ const HighsOptions* options = this->options_;
51
+ // Make sure that this isn't called between the matrix and LP resizing
52
+ assert(num_row == this->lp_->a_matrix_.num_row_);
53
+ assert(num_col == this->lp_->a_matrix_.num_col_);
54
+ const bool report = (options->log_dev_level != 0);
55
+
56
+ highsLogDev(options->log_options, HighsLogType::kInfo, "\nCheckINVERT: %s\n",
57
+ message.c_str());
58
+
59
+ HVector column;
60
+ HVector rhs;
61
+ column.setup(num_row);
62
+ rhs.setup(num_row);
63
+ HVector residual;
64
+ double expected_density = 1;
65
+
66
+ const bool random_ftran_test = true;
67
+ const bool report_basis = options->log_dev_level > 1 && num_row < 20;
68
+ if (random_ftran_test) {
69
+ // Solve for a random solution
70
+ HighsRandom random(1);
71
+ // Solve Bx=b
72
+ column.clear();
73
+ rhs.clear();
74
+ column.count = -1;
75
+ if (report_basis)
76
+ highsLogDev(options_->log_options, HighsLogType::kInfo, "Basis:");
77
+ for (HighsInt iRow = 0; iRow < num_row; iRow++) {
78
+ rhs.index[rhs.count++] = iRow;
79
+ double value = random.fraction();
80
+ column.array[iRow] = value;
81
+ HighsInt iCol = basic_index[iRow];
82
+ if (report_basis)
83
+ highsLogDev(options_->log_options, HighsLogType::kInfo, " %1d",
84
+ (int)iCol);
85
+ if (iCol < num_col) {
86
+ for (HighsInt iEl = a_matrix_start[iCol];
87
+ iEl < a_matrix_start[iCol + 1]; iEl++) {
88
+ HighsInt index = a_matrix_index[iEl];
89
+ rhs.array[index] += value * a_matrix_value[iEl];
90
+ }
91
+ } else {
92
+ HighsInt index = iCol - num_col;
93
+ assert(index < num_row);
94
+ rhs.array[index] += value;
95
+ }
96
+ }
97
+ if (report_basis)
98
+ highsLogDev(options_->log_options, HighsLogType::kInfo, "\n");
99
+ residual = rhs;
100
+ // if (options->log_dev_level) {
101
+ // reportArray("Random solution before FTRAN", &column, true);
102
+ // reportArray("Random RHS before FTRAN", &rhs, true);
103
+ // }
104
+ this->ftran(rhs, expected_density);
105
+
106
+ return_status =
107
+ debugReportInvertSolutionError(false, column, rhs, residual, force);
108
+ }
109
+
110
+ const bool random_btran_test = true;
111
+ if (random_btran_test) {
112
+ // Solve B^Tx=b
113
+ rhs.clear();
114
+ for (HighsInt iRow = 0; iRow < num_row; iRow++) {
115
+ rhs.index[rhs.count++] = iRow;
116
+ HighsInt iCol = basic_index[iRow];
117
+ if (iCol < num_col) {
118
+ for (HighsInt iEl = a_matrix_start[iCol];
119
+ iEl < a_matrix_start[iCol + 1]; iEl++) {
120
+ rhs.array[iRow] +=
121
+ column.array[a_matrix_index[iEl]] * a_matrix_value[iEl];
122
+ }
123
+ } else {
124
+ rhs.array[iRow] += column.array[iCol - num_col];
125
+ }
126
+ }
127
+ residual = rhs;
128
+ this->btran(rhs, expected_density);
129
+
130
+ return_status =
131
+ debugReportInvertSolutionError(true, column, rhs, residual, force);
132
+ }
133
+
134
+ if (use_debug_level < kHighsDebugLevelExpensive) return return_status;
135
+
136
+ std::string value_adjective;
137
+ expected_density = 0;
138
+ double inverse_error_norm = 0;
139
+ double residual_error_norm = 0;
140
+ const bool test_inverse_ftran = true;
141
+ if (test_inverse_ftran) {
142
+ // Solve BX=B
143
+ HighsInt check_col = -1;
144
+ for (HighsInt iRow = 0; iRow < num_row; iRow++) {
145
+ HighsInt iCol = basic_index[iRow];
146
+ column.clear();
147
+ column.packFlag = true;
148
+ if (iCol < num_col) {
149
+ for (HighsInt k = a_matrix_start[iCol]; k < a_matrix_start[iCol + 1];
150
+ k++) {
151
+ HighsInt index = a_matrix_index[k];
152
+ column.array[index] = a_matrix_value[k];
153
+ column.index[column.count++] = index;
154
+ }
155
+ } else {
156
+ HighsInt index = iCol - num_col;
157
+ column.array[index] = 1.0;
158
+ column.index[column.count++] = index;
159
+ }
160
+ const bool report_col = report && iRow == check_col;
161
+ if (report_col) {
162
+ reportArray("Check col before FTRAN", &column, true);
163
+ // factor_.reportLu(kReportLuBoth, true);
164
+ }
165
+ HVector residual = column;
166
+ this->ftran(column, expected_density);
167
+ if (report_col) reportArray("Check col after FTRAN", &column, true);
168
+ double inverse_col_error_norm = 0;
169
+ for (HighsInt lc_iRow = 0; lc_iRow < num_row; lc_iRow++) {
170
+ double ckValue = lc_iRow == iRow ? 1 : 0;
171
+ double inverse_error = fabs(column.array[lc_iRow] - ckValue);
172
+ inverse_col_error_norm =
173
+ std::max(inverse_error, inverse_col_error_norm);
174
+ }
175
+ // Extra printing of intermediate errors
176
+ if (report_col)
177
+ highsLogDev(
178
+ options->log_options, HighsLogType::kInfo,
179
+ "CheckINVERT: Basic column %2d = %2d has inverse error %11.4g\n",
180
+ (int)iRow, int(iCol), inverse_col_error_norm);
181
+ inverse_error_norm = std::max(inverse_col_error_norm, inverse_error_norm);
182
+ double residual_col_error_norm =
183
+ debugInvertResidualError(false, column, residual);
184
+ residual_error_norm =
185
+ std::max(residual_col_error_norm, residual_error_norm);
186
+ }
187
+ return_status = debugReportInvertSolutionError(
188
+ "inverse", false, inverse_error_norm, residual_error_norm, force);
189
+ }
190
+
191
+ const bool test_inverse_btran = true;
192
+ if (test_inverse_btran) {
193
+ // Solve B^TX=B^T
194
+ HighsInt check_row = -2;
195
+ inverse_error_norm = 0;
196
+ residual_error_norm = 0;
197
+ for (HighsInt iRow = 0; iRow < num_row; iRow++) {
198
+ column.clear();
199
+ column.packFlag = true;
200
+ for (HighsInt iCol = 0; iCol < num_row; iCol++) {
201
+ HighsInt iVar = basic_index[iCol];
202
+ if (iVar < num_col) {
203
+ for (HighsInt k = a_matrix_start[iVar]; k < a_matrix_start[iVar + 1];
204
+ k++) {
205
+ if (a_matrix_index[k] == iRow) {
206
+ column.array[iCol] = a_matrix_value[k];
207
+ break;
208
+ }
209
+ }
210
+ } else {
211
+ if (iVar == num_col + iRow) column.array[iCol] = 1.0;
212
+ }
213
+ }
214
+ for (HighsInt iCol = 0; iCol < num_row; iCol++) {
215
+ if (column.array[iCol]) column.index[column.count++] = iCol;
216
+ }
217
+ const bool report_row = report && iRow == check_row;
218
+ if (report_row) {
219
+ reportArray("Check col before BTRAN", &column, true);
220
+ // factor_.reportLu(kReportLuBoth, true);
221
+ }
222
+ HVector residual = column;
223
+ this->btran(column, expected_density);
224
+ if (report_row) reportArray("Check col after BTRAN", &column, true);
225
+ double inverse_col_error_norm = 0;
226
+ for (HighsInt lc_iRow = 0; lc_iRow < num_row; lc_iRow++) {
227
+ double value = column.array[lc_iRow];
228
+ double ckValue = lc_iRow == iRow ? 1 : 0;
229
+ double inverse_error = fabs(value - ckValue);
230
+ inverse_col_error_norm =
231
+ std::max(inverse_error, inverse_col_error_norm);
232
+ }
233
+ // Extra printing of intermediate errors
234
+ if (report_row)
235
+ highsLogDev(
236
+ options->log_options, HighsLogType::kInfo,
237
+ "CheckINVERT: Basis matrix row %2d has inverse error %11.4g\n",
238
+ (int)iRow, inverse_col_error_norm);
239
+ inverse_error_norm = std::max(inverse_col_error_norm, inverse_error_norm);
240
+ double residual_col_error_norm =
241
+ debugInvertResidualError(true, column, residual);
242
+ residual_error_norm =
243
+ std::max(residual_col_error_norm, residual_error_norm);
244
+ }
245
+ return_status = debugReportInvertSolutionError(
246
+ "inverse", true, inverse_error_norm, residual_error_norm, force);
247
+ }
248
+
249
+ return return_status;
250
+ }
251
+
252
+ double HSimplexNla::debugInvertResidualError(const bool transposed,
253
+ const HVector& solution,
254
+ HVector& residual) const {
255
+ const HighsInt num_row = this->lp_->num_row_;
256
+ const HighsInt num_col = this->lp_->num_col_;
257
+ const vector<HighsInt>& a_matrix_start = this->lp_->a_matrix_.start_;
258
+ const vector<HighsInt>& a_matrix_index = this->lp_->a_matrix_.index_;
259
+ const vector<double>& a_matrix_value = this->lp_->a_matrix_.value_;
260
+ const HighsInt* basic_index = this->basic_index_;
261
+
262
+ if (transposed) {
263
+ for (HighsInt iRow = 0; iRow < num_row; iRow++) {
264
+ HighsInt iCol = basic_index[iRow];
265
+ if (iCol < num_col) {
266
+ for (HighsInt iEl = a_matrix_start[iCol];
267
+ iEl < a_matrix_start[iCol + 1]; iEl++) {
268
+ HighsInt index = a_matrix_index[iEl];
269
+ double value = solution.array[index];
270
+ residual.array[iRow] -= value * a_matrix_value[iEl];
271
+ }
272
+ } else {
273
+ HighsInt index = iCol - num_col;
274
+ double value = solution.array[index];
275
+ residual.array[iRow] -= value;
276
+ }
277
+ }
278
+ } else {
279
+ for (HighsInt iRow = 0; iRow < num_row; iRow++) {
280
+ double value = solution.array[iRow];
281
+ HighsInt iCol = basic_index[iRow];
282
+ if (iCol < num_col) {
283
+ for (HighsInt iEl = a_matrix_start[iCol];
284
+ iEl < a_matrix_start[iCol + 1]; iEl++) {
285
+ HighsInt index = a_matrix_index[iEl];
286
+ residual.array[index] -= value * a_matrix_value[iEl];
287
+ }
288
+ } else {
289
+ HighsInt index = iCol - num_col;
290
+ residual.array[index] -= value;
291
+ }
292
+ }
293
+ }
294
+
295
+ double residual_error_norm = 0;
296
+ for (HighsInt iRow = 0; iRow < num_row; iRow++) {
297
+ double residual_error = fabs(residual.array[iRow]);
298
+ residual_error_norm = std::max(residual_error, residual_error_norm);
299
+ }
300
+ return residual_error_norm;
301
+ }
302
+
303
+ HighsDebugStatus HSimplexNla::debugReportInvertSolutionError(
304
+ const bool transposed, const HVector& true_solution,
305
+ const HVector& solution, HVector& residual, const bool force) const {
306
+ const HighsInt num_row = this->lp_->num_row_;
307
+ double solve_error_norm = 0;
308
+ for (HighsInt iRow = 0; iRow < num_row; iRow++) {
309
+ double solve_error = fabs(solution.array[iRow] - true_solution.array[iRow]);
310
+ solve_error_norm = std::max(solve_error, solve_error_norm);
311
+ }
312
+ double residual_error_norm =
313
+ debugInvertResidualError(transposed, solution, residual);
314
+
315
+ return debugReportInvertSolutionError("random solution", transposed,
316
+ solve_error_norm, residual_error_norm,
317
+ force);
318
+ }
319
+
320
+ HighsDebugStatus HSimplexNla::debugReportInvertSolutionError(
321
+ const std::string source, const bool transposed,
322
+ const double solve_error_norm, const double residual_error_norm,
323
+ const bool force) const {
324
+ const HighsOptions* options = this->options_;
325
+ std::string value_adjective;
326
+ HighsLogType report_level;
327
+ HighsDebugStatus return_status = HighsDebugStatus::kOk;
328
+ std::string type = "";
329
+ if (transposed) type = "transposed ";
330
+ if (solve_error_norm) {
331
+ if (solve_error_norm > kSolveExcessiveError) {
332
+ value_adjective = "Excessive";
333
+ report_level = HighsLogType::kError;
334
+ } else if (solve_error_norm > kSolveLargeError) {
335
+ value_adjective = "Large";
336
+ report_level = HighsLogType::kWarning;
337
+ } else {
338
+ value_adjective = "Small";
339
+ report_level = HighsLogType::kInfo;
340
+ }
341
+ if (force) report_level = HighsLogType::kInfo;
342
+ // printf("%s\n", value_adjective.c_str());
343
+ // printf("%g\n", solve_error_norm);
344
+ // printf("%s\n", type.c_str());
345
+ // printf("%s\n", source.c_str());
346
+ highsLogDev(options->log_options, report_level,
347
+ "CheckINVERT: %-9s (%9.4g) norm for %s%s solve error\n",
348
+ value_adjective.c_str(), solve_error_norm, type.c_str(),
349
+ source.c_str());
350
+ }
351
+
352
+ if (residual_error_norm) {
353
+ if (residual_error_norm > kResidualExcessiveError) {
354
+ value_adjective = "Excessive";
355
+ report_level = HighsLogType::kError;
356
+ return_status = HighsDebugStatus::kError;
357
+ } else if (residual_error_norm > kResidualLargeError) {
358
+ value_adjective = "Large";
359
+ report_level = HighsLogType::kWarning;
360
+ return_status = HighsDebugStatus::kWarning;
361
+ } else {
362
+ value_adjective = "Small";
363
+ report_level = HighsLogType::kInfo;
364
+ }
365
+ if (force) report_level = HighsLogType::kInfo;
366
+ highsLogDev(options->log_options, report_level,
367
+ "CheckINVERT: %-9s (%9.4g) norm for %s%s "
368
+ "residual error\n",
369
+ value_adjective.c_str(), residual_error_norm, type.c_str(),
370
+ source.c_str());
371
+ }
372
+ return return_status;
373
+ }
@@ -0,0 +1,28 @@
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/HSimplexNlaFreeze.cpp
9
+ *
10
+ * @brief Interface to HFactor allowing non-HFactor updates, NLA-only
11
+ * scaling and shifting of NLA analysis below simplex level.
12
+ */
13
+ #include <stdio.h>
14
+
15
+ #include "simplex/HSimplexNla.h"
16
+
17
+ void SimplexIterate::clear() {
18
+ this->valid_ = false;
19
+ this->basis_.clear();
20
+ this->invert_.clear();
21
+ this->dual_edge_weight_.clear();
22
+ }
23
+
24
+ void HSimplexNla::putInvert() {
25
+ simplex_iterate_.valid_ = true;
26
+ simplex_iterate_.invert_ = factor_.getInvert();
27
+ }
28
+ void HSimplexNla::getInvert() { factor_.setInvert(simplex_iterate_.invert_); }
@@ -0,0 +1,113 @@
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/HSimplexNlaProductForm.cpp
9
+ *
10
+ * @brief Product form update methods for simplex NLA
11
+ */
12
+ #include "simplex/HSimplexNla.h"
13
+
14
+ // #include <stdio.h>
15
+ #include <algorithm>
16
+
17
+ using std::fabs;
18
+ const HighsInt kProductFormExtraEntries = 1000;
19
+ const HighsInt kProductFormMaxUpdates = 50;
20
+ const double kProductFormPivotTolerance = 1e-8;
21
+
22
+ void ProductFormUpdate::clear() {
23
+ valid_ = false;
24
+ num_row_ = 0;
25
+ update_count_ = 0;
26
+ pivot_index_.clear();
27
+ pivot_value_.clear();
28
+ start_.clear();
29
+ index_.clear();
30
+ value_.clear();
31
+ }
32
+
33
+ void ProductFormUpdate::setup(const HighsInt num_row,
34
+ const double expected_density) {
35
+ valid_ = true;
36
+ num_row_ = num_row;
37
+ update_count_ = 0;
38
+ start_.push_back(0);
39
+ HighsInt reserve_entry_space =
40
+ kProductFormExtraEntries +
41
+ kProductFormMaxUpdates * num_row * expected_density;
42
+ index_.reserve(reserve_entry_space);
43
+ value_.reserve(reserve_entry_space);
44
+ }
45
+
46
+ HighsInt ProductFormUpdate::update(HVector* aq, HighsInt* pivot_row) {
47
+ assert(0 <= *pivot_row && *pivot_row < num_row_);
48
+ if (update_count_ >= kProductFormMaxUpdates)
49
+ return kRebuildReasonUpdateLimitReached;
50
+ double pivot = aq->array[*pivot_row];
51
+ if (fabs(pivot) < kProductFormPivotTolerance)
52
+ return kRebuildReasonPossiblySingularBasis;
53
+ pivot_index_.push_back(*pivot_row);
54
+ pivot_value_.push_back(pivot);
55
+ for (HighsInt iX = 0; iX < aq->count; iX++) {
56
+ HighsInt iRow = aq->index[iX];
57
+ if (iRow == *pivot_row) continue;
58
+ index_.push_back(iRow);
59
+ value_.push_back(aq->array[iRow]);
60
+ }
61
+ start_.push_back(index_.size());
62
+ update_count_++;
63
+ return kRebuildReasonNo;
64
+ }
65
+
66
+ void ProductFormUpdate::btran(HVector& rhs) const {
67
+ if (!valid_) return;
68
+ assert(rhs.size == num_row_);
69
+ assert((int)start_.size() == update_count_ + 1);
70
+ for (HighsInt iX = update_count_ - 1; iX >= 0; iX--) {
71
+ const HighsInt pivot_index = pivot_index_[iX];
72
+ double pivot_value = rhs.array[pivot_index];
73
+ for (HighsInt iEl = start_[iX]; iEl < start_[iX + 1]; iEl++)
74
+ pivot_value -= value_[iEl] * rhs.array[index_[iEl]];
75
+ pivot_value /= pivot_value_[iX];
76
+ if (rhs.array[pivot_index] == 0) rhs.index[rhs.count++] = pivot_index;
77
+ rhs.array[pivot_index] =
78
+ (fabs(pivot_value) < kHighsTiny) ? 1e-100 : pivot_value;
79
+ }
80
+ }
81
+
82
+ void ProductFormUpdate::ftran(HVector& rhs) const {
83
+ if (!valid_) return;
84
+ assert(rhs.size == num_row_);
85
+ assert((int)start_.size() == update_count_ + 1);
86
+ // Use the zeroed rhs.cwork to record whether a row is in the index
87
+ // list. If RHS fill-in occurs in a row, then we have to add it to
88
+ // the list. We're not tracking cancellation, so we don't need to
89
+ // know where a row appears in the list
90
+ vector<char>& in_index = rhs.cwork;
91
+ for (HighsInt iX = 0; iX < rhs.count; iX++) in_index[rhs.index[iX]] = 1;
92
+
93
+ for (HighsInt iX = 0; iX < update_count_; iX++) {
94
+ const HighsInt pivot_index = pivot_index_[iX];
95
+ double pivot_value = rhs.array[pivot_index];
96
+ if (fabs(pivot_value) > kHighsTiny) {
97
+ assert(in_index[pivot_index]);
98
+ pivot_value /= pivot_value_[iX];
99
+ rhs.array[pivot_index] = pivot_value;
100
+ for (HighsInt iEl = start_[iX]; iEl < start_[iX + 1]; iEl++) {
101
+ HighsInt iRow = index_[iEl];
102
+ rhs.array[iRow] -= pivot_value * value_[iEl];
103
+ if (in_index[iRow]) continue;
104
+ in_index[iRow] = 1;
105
+ rhs.index[rhs.count++] = iRow;
106
+ }
107
+ } else {
108
+ rhs.array[pivot_index] = 0;
109
+ }
110
+ }
111
+ // Zero the in_index entries used to point into the index list
112
+ for (HighsInt iX = 0; iX < rhs.count; iX++) in_index[rhs.index[iX]] = 0;
113
+ }
@@ -0,0 +1,77 @@
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 lp_data/HSimplexDebug.cpp
9
+ * @brief
10
+ */
11
+
12
+ #include "simplex/HSimplexReport.h"
13
+
14
+ #include <sstream>
15
+
16
+ void reportSimplexPhaseIterations(const HighsLogOptions& log_options,
17
+ const HighsInt iteration_count,
18
+ HighsSimplexInfo& info,
19
+ const bool initialise) {
20
+ if (info.run_quiet) return;
21
+ if (initialise) {
22
+ info.iteration_count0 = iteration_count;
23
+ info.dual_phase1_iteration_count0 = info.dual_phase1_iteration_count;
24
+ info.dual_phase2_iteration_count0 = info.dual_phase2_iteration_count;
25
+ info.primal_phase1_iteration_count0 = info.primal_phase1_iteration_count;
26
+ info.primal_phase2_iteration_count0 = info.primal_phase2_iteration_count;
27
+ info.primal_bound_swap0 = info.primal_bound_swap;
28
+ return;
29
+ }
30
+ const HighsInt delta_iteration_count =
31
+ iteration_count - info.iteration_count0;
32
+ const HighsInt delta_dual_phase1_iteration_count =
33
+ info.dual_phase1_iteration_count - info.dual_phase1_iteration_count0;
34
+ const HighsInt delta_dual_phase2_iteration_count =
35
+ info.dual_phase2_iteration_count - info.dual_phase2_iteration_count0;
36
+ const HighsInt delta_primal_phase1_iteration_count =
37
+ info.primal_phase1_iteration_count - info.primal_phase1_iteration_count0;
38
+ const HighsInt delta_primal_phase2_iteration_count =
39
+ info.primal_phase2_iteration_count - info.primal_phase2_iteration_count0;
40
+ const HighsInt delta_primal_bound_swap =
41
+ info.primal_bound_swap - info.primal_bound_swap0;
42
+
43
+ HighsInt check_delta_iteration_count =
44
+ delta_dual_phase1_iteration_count + delta_dual_phase2_iteration_count +
45
+ delta_primal_phase1_iteration_count + delta_primal_phase2_iteration_count;
46
+ if (check_delta_iteration_count != delta_iteration_count) {
47
+ highsLogUser(
48
+ log_options, HighsLogType::kError,
49
+ "Iteration total error %" HIGHSINT_FORMAT " + %" HIGHSINT_FORMAT
50
+ " + %" HIGHSINT_FORMAT " + %" HIGHSINT_FORMAT " = %" HIGHSINT_FORMAT
51
+ " != %" HIGHSINT_FORMAT "\n",
52
+ delta_dual_phase1_iteration_count, delta_dual_phase2_iteration_count,
53
+ delta_primal_phase1_iteration_count,
54
+ delta_primal_phase2_iteration_count, check_delta_iteration_count,
55
+ delta_iteration_count);
56
+ }
57
+ std::stringstream iteration_report;
58
+ if (delta_dual_phase1_iteration_count) {
59
+ iteration_report << "DuPh1 " << delta_dual_phase1_iteration_count << "; ";
60
+ }
61
+ if (delta_dual_phase2_iteration_count) {
62
+ iteration_report << "DuPh2 " << delta_dual_phase2_iteration_count << "; ";
63
+ }
64
+ if (delta_primal_phase1_iteration_count) {
65
+ iteration_report << "PrPh1 " << delta_primal_phase1_iteration_count << "; ";
66
+ }
67
+ if (delta_primal_phase2_iteration_count) {
68
+ iteration_report << "PrPh2 " << delta_primal_phase2_iteration_count << "; ";
69
+ }
70
+ if (delta_primal_bound_swap) {
71
+ iteration_report << "PrSwap " << delta_primal_bound_swap << "; ";
72
+ }
73
+
74
+ highsLogDev(log_options, HighsLogType::kInfo,
75
+ "Simplex iterations: %sTotal %" HIGHSINT_FORMAT "\n",
76
+ iteration_report.str().c_str(), delta_iteration_count);
77
+ }
@@ -0,0 +1,21 @@
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 lp_data/HSimplexReport.h
9
+ * @brief
10
+ */
11
+ #ifndef SIMPLEX_HSIMPLEXREPORT_H_
12
+ #define SIMPLEX_HSIMPLEXREPORT_H_
13
+
14
+ #include "lp_data/HighsOptions.h"
15
+ #include "simplex/HSimplex.h"
16
+
17
+ void reportSimplexPhaseIterations(const HighsLogOptions& log_options,
18
+ const HighsInt iteration_count,
19
+ HighsSimplexInfo& info,
20
+ const bool initialise = false);
21
+ #endif // SIMPLEX_HSIMPLEXREPORT_H_