lpsolver 0.1.0 → 0.2.1

data/ext/lpsolver-highs/highs/util/HFactor.h

@@ -0,0 +1,587 @@
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/*                                                                       */
+/*    This file is part of the HiGHS linear optimization suite           */
+/*                                                                       */
+/*    Available as open-source under the MIT License                     */
+/*                                                                       */
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/**@file util/HFactor.h
+ * @brief Basis matrix factorization, update and solves for HiGHS
+ */
+#ifndef HFACTOR_H_
+#define HFACTOR_H_
+
+#include <algorithm>
+#include <cmath>
+#include <memory>
+#include <vector>
+
+#include "io/HighsIO.h"
+#include "lp_data/HConst.h"
+#include "lp_data/HighsAnalysis.h"
+#include "util/HVector.h"
+#include "util/HighsSparseMatrix.h"
+
+// Uses max and min for local in-line functions
+using std::max;
+// using std::min;
+using std::vector;
+
+const HighsInt kBuildKernelReturnTimeout = -1;
+
+struct InvertibleRepresentation {
+  // Factor L
+  std::vector<HighsInt> l_pivot_index;
+  std::vector<HighsInt> l_pivot_lookup;
+  std::vector<HighsInt> l_start;
+  std::vector<HighsInt> l_index;
+  std::vector<double> l_value;
+  std::vector<HighsInt> lr_start;
+  std::vector<HighsInt> lr_index;
+  std::vector<double> lr_value;
+
+  // Factor U
+  std::vector<HighsInt> u_pivot_lookup;
+  std::vector<HighsInt> u_pivot_index;
+  std::vector<double> u_pivot_value;
+
+  //  HighsInt u_total_x;
+  std::vector<HighsInt> u_start;
+  std::vector<HighsInt> u_last_p;
+  std::vector<HighsInt> u_index;
+  std::vector<double> u_value;
+
+  std::vector<HighsInt> ur_start;
+  std::vector<HighsInt> ur_lastp;
+  std::vector<HighsInt> ur_space;
+  std::vector<HighsInt> ur_index;
+  std::vector<double> ur_value;
+  std::vector<HighsInt> pf_start;
+  std::vector<HighsInt> pf_index;
+  std::vector<double> pf_value;
+  std::vector<HighsInt> pf_pivot_index;
+  std::vector<double> pf_pivot_value;
+  void clear();
+};
+
+/**
+ * @brief Basis matrix factorization, update and solves for HiGHS
+ *
+ * Class for the following
+ *
+ * Basis matrix factorization \f$PBQ=LU\f$
+ *
+ * Update according to \f$B'=B+(\mathbf{a}_q-B\mathbf{e}_p)\mathbf{e}_p^T\f$
+ *
+ * Solves \f$B\mathbf{x}=\mathbf{b}\f$ (FTRAN) and
+ * \f$B^T\mathbf{x}=\mathbf{b}\f$ (BTRAN)
+ *
+ * HFactor is initialised using HFactor::setup, which takes copies of
+ * the pointers to the constraint matrix starts, indices, values and
+ * basic column indices.
+ *
+ * Forming \f$PBQ=LU\f$ (INVERT) is performed using HFactor::build
+ *
+ * Solving \f$B\mathbf{x}=\mathbf{b}\f$ (FTRAN) is performed using
+ * HFactor::ftran
+ *
+ * Solving \f$B^T\mathbf{x}=\mathbf{b}\f$ (BTRAN) is performed using
+ * HFactor::btran
+ *
+ * Updating the invertible representation of the basis matrix
+ * according to \f$B'=B+(\mathbf{a}_q-B\mathbf{e}_p)\mathbf{e}_p^T\f$
+ * is performed by HFactor::update. UPDATE requires vectors
+ * \f$B^{-1}\mathbf{a}_q\f$ and \f$B^{-T}\mathbf{e}_q\f$, together
+ * with the index of the pivotal row.
+ *
+ * HFactor assumes that the basic column indices are kept up-to-date
+ * externally as basis changes take place. INVERT permutes the basic
+ * column indices, since these define the order of the solution values
+ * after FTRAN, and the assumed order of the RHS before BTRAN
+ *
+ */
+class HFactor {
+ public:
+  HFactor()
+      : build_realTick(0.0),
+        build_synthetic_tick(0.0),
+        rank_deficiency(0),
+        basis_matrix_num_el(0),
+        invert_num_el(0),
+        kernel_dim(0),
+        kernel_num_el(0),
+        num_row(0),
+        num_col(0),
+        num_basic(0),
+        a_matrix_valid(false),
+        a_start(nullptr),
+        a_index(nullptr),
+        a_value(nullptr),
+        basic_index(nullptr),
+        pivot_threshold(0.0),
+        pivot_tolerance(0.0),
+        highs_debug_level(0),
+        time_limit_(0.0),
+        use_original_HFactor_logic(false),
+        debug_report_(false),
+        basis_matrix_limit_size(0),
+        update_method(0),
+        build_timer_(nullptr),
+        nwork(0),
+        u_merit_x(0),
+        // clang-format off
+        u_total_x(0) {};
+  // clang-format on
+
+  /**
+   * @brief Copy problem size and pointers of constraint matrix, and set
+   * up space for INVERT
+   *
+   * Copy problem size and pointers to coefficient matrix, allocate
+   * working buffer for INVERT, allocate space for basis matrix, L, U
+   * factor and Update buffer, allocated space for Markowitz matrices,
+   * count-link-list, L factor and U factor
+   */
+
+  void setup(const HighsSparseMatrix& a_matrix,
+             std::vector<HighsInt>& basic_index,
+             const double pivot_threshold = kDefaultPivotThreshold,
+             const double pivot_tolerance = kDefaultPivotTolerance,
+             const HighsInt highs_debug_level = kHighsDebugLevelMin,
+             const HighsLogOptions* log_options = NULL);
+
+  void setupGeneral(const HighsSparseMatrix* a_matrix, HighsInt num_basic,
+                    HighsInt* basic_index,
+                    const double pivot_threshold = kDefaultPivotThreshold,
+                    const double pivot_tolerance = kDefaultPivotTolerance,
+                    const HighsInt highs_debug_level = kHighsDebugLevelMin,
+                    const HighsLogOptions* log_options = NULL);
+
+  void setup(const HighsInt num_col,   //!< Number of columns
+             const HighsInt num_row,   //!< Number of rows
+             const HighsInt* a_start,  //!< Column starts of constraint matrix
+             const HighsInt* a_index,  //!< Row indices of constraint matrix
+             const double* a_value,    //!< Row values of constraint matrix
+             HighsInt* basic_index,    //!< Indices of basic variables
+             const double pivot_threshold =
+                 kDefaultPivotThreshold,  //!< Pivoting threshold
+             const double pivot_tolerance =
+                 kDefaultPivotTolerance,  //!< Min absolute pivot
+             const HighsInt highs_debug_level = kHighsDebugLevelMin,
+             const HighsLogOptions* log_options = NULL,
+             const bool use_original_HFactor_logic = true,
+             const HighsInt update_method = kUpdateMethodFt);
+
+  void setupGeneral(
+      const HighsInt num_col,    //!< Number of columns
+      const HighsInt num_row,    //!< Number of rows
+      const HighsInt num_basic,  //!< Number of indices in basic_index
+      const HighsInt* a_start,   //!< Column starts of constraint matrix
+      const HighsInt* a_index,   //!< Row indices of constraint matrix
+      const double* a_value,     //!< Row values of constraint matrix
+      HighsInt* basic_index,     //!< Indices of "basic" variables
+      const double pivot_threshold =
+          kDefaultPivotThreshold,  //!< Pivoting threshold
+      const double pivot_tolerance =
+          kDefaultPivotTolerance,  //!< Min absolute pivot
+      const HighsInt highs_debug_level = kHighsDebugLevelMin,
+      const HighsLogOptions* log_options = NULL,
+      const bool use_original_HFactor_logic = true,
+      const HighsInt update_method = kUpdateMethodFt);
+
+  void setupMatrix(
+      const HighsInt* a_start,  //!< Column starts of constraint matrix
+      const HighsInt* a_index,  //!< Row indices of constraint matrix
+      const double* a_value);   //!< Row values of constraint matrix
+  void setupMatrix(const HighsSparseMatrix* a_matrix);
+  /**
+   * @brief Form \f$PBQ=LU\f$ for basis matrix \f$B\f$ or report degree of rank
+   * deficiency.
+   *
+   * @return 0 if successful, otherwise rank_deficiency>0
+   *
+   */
+  HighsInt build(HighsTimerClock* factor_timer_clock_pointer = NULL);
+
+  /**
+   * @brief Solve \f$B\mathbf{x}=\mathbf{b}\f$ (FTRAN)
+   */
+  void ftranCall(
+      HVector& vector,                //!< RHS vector \f$\mathbf{b}\f$
+      const double expected_density,  //!< Expected density of the result
+      HighsTimerClock* factor_timer_clock_pointer = NULL) const;
+
+  void ftranCall(std::vector<double>& vector,
+                 HighsTimerClock* factor_timer_clock_pointer = NULL);
+
+  /**
+   * @brief Solve \f$B^T\mathbf{x}=\mathbf{b}\f$ (BTRAN)
+   */
+  void btranCall(
+      HVector& vector,                //!< RHS vector \f$\mathbf{b}\f$
+      const double expected_density,  //!< Expected density of the result
+      HighsTimerClock* factor_timer_clock_pointer = NULL) const;
+
+  void btranCall(std::vector<double>& vector,
+                 HighsTimerClock* factor_timer_clock_pointer = NULL);
+
+  /**
+   * @brief Update according to
+   * \f$B'=B+(\mathbf{a}_q-B\mathbf{e}_p)\mathbf{e}_p^T\f$
+   */
+  void update(HVector* aq,     //!< Vector \f$B^{-1}\mathbf{a}_q\f$
+              HVector* ep,     //!< Vector \f$B^{-T}\mathbf{e}_p\f$
+              HighsInt* iRow,  //!< Index of pivotal row
+              HighsInt* hint   //!< Reinversion status
+  );
+
+  /**
+   * @brief Sets pivoting threshold
+   */
+  bool setPivotThreshold(
+      const double new_pivot_threshold = kDefaultPivotThreshold);
+
+  /**
+   * @brief Sets a time limit
+   */
+  void setTimeLimit(const double time_limit);
+
+  /**
+   * @brief Updates instance with respect to new columns in the
+   * constraint matrix (assuming columns are nonbasic)
+   */
+  void addCols(const HighsInt num_new_col);
+
+  /**
+   * @brief Updates instance with respect to nonbasic columns in the
+   * constraint matrix being deleted
+   */
+  void deleteNonbasicCols(const HighsInt num_deleted_col);
+
+  /**
+   * @brief Updates instance with respect to new rows in the
+   * constraint matrix (assuming slacks are basic)
+   */
+  void addRows(const HighsSparseMatrix* ar_matrix);
+
+  /**
+   * @brief Wall clock time for INVERT
+   */
+  double build_realTick;
+
+  /**
+   * @brief The synthetic clock for INVERT
+   */
+  double build_synthetic_tick;
+
+  // Rank deficiency information
+
+  /**
+   * @brief Degree of rank deficiency in \f$B\f$
+   */
+  HighsInt rank_deficiency;
+
+  /**
+   * @brief Rows not pivoted on
+   */
+  vector<HighsInt> row_with_no_pivot;
+
+  /**
+   * @brief (Basis matrix) columns not pivoted on
+   */
+  vector<HighsInt> col_with_no_pivot;
+
+  /**
+   * @brief Variables not pivoted on
+   */
+  vector<HighsInt> var_with_no_pivot;
+
+  /**
+   * @brief Gets basic_index since it is private
+   */
+  const HighsInt* getBaseIndex() const { return basic_index; }
+
+  /**
+   * @brief Gets a_start since it is private
+   */
+  const HighsInt* getAstart() const { return a_start; }
+
+  /**
+   * @brief Gets a_index since it is private
+   */
+  const HighsInt* getAindex() const { return a_index; }
+
+  /**
+   * @brief Gets a_value since it is private
+   */
+  const double* getAvalue() const { return a_value; }
+
+  void reportLu(const HighsInt l_u_or_both = kReportLuBoth,
+                const bool full = true) const;
+  void reportAsm() const;
+
+  InvertibleRepresentation getInvert() const;
+  void setInvert(const InvertibleRepresentation& invert);
+
+  void setDebugReport(const bool debug_report) {
+    this->debug_report_ = debug_report;
+  }
+
+  // Information required to perform refactorization of the current
+  // basis
+  RefactorInfo refactor_info_;
+
+  // Properties of data held in HFactor.h
+  HighsInt basis_matrix_num_el;
+  HighsInt invert_num_el;
+  HighsInt kernel_dim;
+  HighsInt kernel_num_el;
+
+  /**
+   * Data of the factor
+   */
+
+  // private:
+  // Problem size, coefficient matrix and update method
+  HighsInt num_row;
+  HighsInt num_col;
+  HighsInt num_basic;
+  double inv_num_row;  // 1.0/num_row
+
+ private:
+  bool a_matrix_valid;
+  const HighsInt* a_start;
+  const HighsInt* a_index;
+  const double* a_value;
+  HighsInt* basic_index;
+  double pivot_threshold;
+  double pivot_tolerance;
+  HighsInt highs_debug_level;
+  double time_limit_;
+
+  struct LogData {
+    bool output_flag;
+    bool log_to_console;
+    HighsInt log_dev_level;
+  };
+  std::unique_ptr<LogData> log_data;
+  HighsLogOptions log_options;
+
+  bool use_original_HFactor_logic;
+  bool debug_report_;
+  HighsInt basis_matrix_limit_size;
+  HighsInt update_method;
+
+  // Internal timing
+  HighsTimer* build_timer_;
+
+  // Working buffer
+  HighsInt nwork;
+  vector<HighsInt> iwork;
+  vector<double> dwork;
+
+  // Basis matrix
+  vector<HighsInt> b_var;  // Temp
+  vector<HighsInt> b_start;
+  vector<HighsInt> b_index;
+  vector<double> b_value;
+
+  // Permutation
+  vector<HighsInt> permute;
+
+  // Kernel matrix
+  vector<HighsInt> mc_var;  // Temp
+  vector<HighsInt> mc_start;
+  vector<HighsInt> mc_count_a;
+  vector<HighsInt> mc_count_n;
+  vector<HighsInt> mc_space;
+  vector<HighsInt> mc_index;
+  vector<double> mc_value;
+  vector<double> mc_min_pivot;
+
+  // Row wise kernel matrix
+  vector<HighsInt> mr_start;
+  vector<HighsInt> mr_count;
+  vector<HighsInt> mr_space;
+  vector<HighsInt> mr_count_before;
+  vector<HighsInt> mr_index;
+
+  // Kernel column buffer
+  vector<HighsInt> mwz_column_index;
+  vector<char> mwz_column_mark;
+  vector<double> mwz_column_array;
+
+  // Count link list
+  vector<HighsInt> col_link_first;
+  vector<HighsInt> col_link_next;
+  vector<HighsInt> col_link_last;
+
+  vector<HighsInt> row_link_first;
+  vector<HighsInt> row_link_next;
+  vector<HighsInt> row_link_last;
+
+  // Factor L
+  vector<HighsInt> l_pivot_lookup;
+  vector<HighsInt> l_pivot_index;
+
+  vector<HighsInt> l_start;
+  vector<HighsInt> l_index;
+  vector<double> l_value;
+  vector<HighsInt> lr_start;
+  vector<HighsInt> lr_index;
+  vector<double> lr_value;
+
+  // Factor U
+  vector<HighsInt> u_pivot_lookup;
+  vector<HighsInt> u_pivot_index;
+  vector<double> u_pivot_value;
+
+  HighsInt u_merit_x;  // Only in PF and MPF
+  HighsInt u_total_x;  // Only in PF and MPF
+  vector<HighsInt> u_start;
+  vector<HighsInt> u_last_p;
+  vector<HighsInt> u_index;
+  vector<double> u_value;
+  vector<HighsInt> ur_start;
+  vector<HighsInt> ur_lastp;
+  vector<HighsInt> ur_space;
+  vector<HighsInt> ur_index;
+  vector<double> ur_value;
+
+  // Update buffer
+  vector<double> pf_pivot_value;
+  vector<HighsInt> pf_pivot_index;
+  vector<HighsInt> pf_start;
+  vector<HighsInt> pf_index;
+  vector<double> pf_value;
+
+  HVector rhs_;
+
+  // Implementation
+  void buildSimple();
+  //    void buildKernel();
+  HighsInt buildKernel();
+  void buildHandleRankDeficiency();
+  void buildReportRankDeficiency();
+  void buildMarkSingC();
+  void buildFinish();
+  void zeroCol(const HighsInt iCol);
+  void luClear();
+  // Rebuild using refactor information
+  HighsInt rebuild(HighsTimerClock* factor_timer_clock_pointer);
+
+  // Action to take when pointers to the A matrix are no longer valid
+  void invalidAMatrixAction();
+
+  void reportIntVector(const std::string name,
+                       const vector<HighsInt> entry) const;
+  void reportDoubleVector(const std::string name,
+                          const vector<double> entry) const;
+
+  void ftranL(HVector& vector, const double expected_density,
+              HighsTimerClock* factor_timer_clock_pointer = NULL) const;
+  void btranL(HVector& vector, const double expected_density,
+              HighsTimerClock* factor_timer_clock_pointer = NULL) const;
+  void ftranU(HVector& vector, const double expected_density,
+              HighsTimerClock* factor_timer_clock_pointer = NULL) const;
+  void btranU(HVector& vector, const double expected_density,
+              HighsTimerClock* factor_timer_clock_pointer = NULL) const;
+
+  void ftranFT(HVector& vector) const;
+  void btranFT(HVector& vector) const;
+  void ftranPF(HVector& vector) const;
+  void btranPF(HVector& vector) const;
+  void ftranMPF(HVector& vector) const;
+  void btranMPF(HVector& vector) const;
+  void ftranAPF(HVector& vector) const;
+  void btranAPF(HVector& vector) const;
+
+  void updateCFT(HVector* aq, HVector* ep, HighsInt* iRow);
+  void updateFT(HVector* aq, HVector* ep, HighsInt iRow);
+  void updatePF(HVector* aq, HighsInt iRow, HighsInt* hint);
+  void updateMPF(HVector* aq, HVector* ep, HighsInt iRow, HighsInt* hint);
+  void updateAPF(HVector* aq, HVector* ep, HighsInt iRow);
+
+  /**
+   * Local in-line functions
+   */
+  void colInsert(const HighsInt iCol, const HighsInt iRow, const double value) {
+    const HighsInt iput = mc_start[iCol] + mc_count_a[iCol]++;
+    mc_index[iput] = iRow;
+    mc_value[iput] = value;
+  }
+  void colStoreN(const HighsInt iCol, const HighsInt iRow, const double value) {
+    const HighsInt iput =
+        mc_start[iCol] + mc_space[iCol] - (++mc_count_n[iCol]);
+    mc_index[iput] = iRow;
+    mc_value[iput] = value;
+  }
+  void colFixMax(const HighsInt iCol) {
+    double max_value = 0;
+    for (HighsInt k = mc_start[iCol]; k < mc_start[iCol] + mc_count_a[iCol];
+         k++)
+      max_value = max(max_value, fabs(mc_value[k]));
+    mc_min_pivot[iCol] = max_value * pivot_threshold;
+  }
+
+  double colDelete(const HighsInt iCol, const HighsInt iRow) {
+    HighsInt idel = mc_start[iCol];
+    HighsInt imov = idel + (--mc_count_a[iCol]);
+    while (mc_index[idel] != iRow) idel++;
+    double pivot_multiplier = mc_value[idel];
+    mc_index[idel] = mc_index[imov];
+    mc_value[idel] = mc_value[imov];
+    return pivot_multiplier;
+  }
+
+  void rowInsert(const HighsInt iCol, const HighsInt iRow) {
+    HighsInt iput = mr_start[iRow] + mr_count[iRow]++;
+    mr_index[iput] = iCol;
+  }
+
+  void rowDelete(const HighsInt iCol, const HighsInt iRow) {
+    HighsInt idel = mr_start[iRow];
+    HighsInt imov = idel + (--mr_count[iRow]);
+    while (mr_index[idel] != iCol) idel++;
+    mr_index[idel] = mr_index[imov];
+  }
+
+  void clinkAdd(const HighsInt index, const HighsInt count) {
+    const HighsInt mover = col_link_first[count];
+    col_link_last[index] = -2 - count;
+    col_link_next[index] = mover;
+    col_link_first[count] = index;
+    if (mover >= 0) col_link_last[mover] = index;
+  }
+
+  void clinkDel(const HighsInt index) {
+    const HighsInt xlast = col_link_last[index];
+    const HighsInt xnext = col_link_next[index];
+    if (xlast >= 0)
+      col_link_next[xlast] = xnext;
+    else
+      col_link_first[-xlast - 2] = xnext;
+    if (xnext >= 0) col_link_last[xnext] = xlast;
+  }
+
+  void rlinkAdd(const HighsInt index, const HighsInt count) {
+    const HighsInt mover = row_link_first[count];
+    row_link_last[index] = -2 - count;
+    row_link_next[index] = mover;
+    row_link_first[count] = index;
+    if (mover >= 0) row_link_last[mover] = index;
+  }
+
+  void rlinkDel(const HighsInt index) {
+    const HighsInt xlast = row_link_last[index];
+    const HighsInt xnext = row_link_next[index];
+    if (xlast >= 0)
+      row_link_next[xlast] = xnext;
+    else
+      row_link_first[-xlast - 2] = xnext;
+    if (xnext >= 0) row_link_last[xnext] = xlast;
+  }
+  friend class HSimplexNla;
+};
+
+#endif /* HFACTOR_H_ */

data/ext/lpsolver-highs/highs/util/HFactorConst.h

@@ -0,0 +1,81 @@
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/*                                                                       */
+/*    This file is part of the HiGHS linear optimization suite           */
+/*                                                                       */
+/*    Available as open-source under the MIT License                     */
+/*                                                                       */
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/**@file util/HFactorConst.h
+ * @brief Constants for basis matrix factorization, update and solves for HiGHS
+ */
+#ifndef HFACTORCONST_H_
+#define HFACTORCONST_H_
+
+#include "util/HighsInt.h"
+
+enum UPDATE_METHOD {
+  kUpdateMethodFt = 1,
+  kUpdateMethodPf = 2,
+  kUpdateMethodMpf = 3,
+  kUpdateMethodApf = 4
+};
+/**
+ * Limits and default value of pivoting threshold
+ */
+const double kMinPivotThreshold = 8e-4;
+const double kDefaultPivotThreshold = 0.1;
+const double kPivotThresholdChangeFactor = 5.0;
+const double kMaxPivotThreshold = 0.5;
+/**
+ * Limits and default value of minimum absolute pivot
+ */
+const double kMinPivotTolerance = 0;
+const double kDefaultPivotTolerance = 1e-10;
+const double kMaxPivotTolerance = 1.0;
+/**
+ * Necessary thresholds for expected density to trigger
+ * hyper-sparse TRANs,
+ */
+const double kHyperFtranL = 0.15;
+const double kHyperFtranU = 0.10;
+const double kHyperBtranL = 0.10;
+const double kHyperBtranU = 0.15;
+/**
+ * Necessary threshold for RHS density to trigger hyper-sparse TRANs,
+ */
+const double kHyperCancel = 0.05;
+/**
+ * Threshold for result density for it to be considered as
+ * hyper-sparse - only for reporting
+ */
+const double kHyperResult = 0.10;
+
+/**
+ * Parameters for reinversion on synthetic clock
+ */
+const double kMultiBuildSyntheticTickMu = 1.0;
+const double kNumericalTroubleTolerance = 1e-7;
+const double kMultiNumericalTroubleTolerance = 1e-7;
+
+const HighsInt kSyntheticTickReinversionMinUpdateCount = 50;
+const HighsInt kMultiSyntheticTickReinversionMinUpdateCount =
+    kSyntheticTickReinversionMinUpdateCount;
+
+// Constants defining the space available for dimension-related
+// identifiers like starts, and multipliers (of
+// basis_matrix_limit_size, the basis matrix limit size) for
+// fill-related identifiers like indices/values in Markowitz, and
+// update.
+const HighsInt kMCExtraEntriesMultiplier = 2;
+const HighsInt kMRExtraEntriesMultiplier = 2;
+const HighsInt kLFactorExtraEntriesMultiplier = 3;
+const HighsInt kUFactorExtraVectors = 1000;
+const HighsInt kUFactorExtraEntriesMultiplier = 3;
+const HighsInt kPFFPivotEntries = 1000;
+const HighsInt kPFVectors = 2000;
+const HighsInt kPFEntriesMultiplier = 4;
+const HighsInt kNewLRRowsExtraNz = 100;
+
+enum ReportLuOption { kReportLuJustL = 1, kReportLuJustU, kReportLuBoth };
+
+#endif /* HFACTORCONST_H_ */