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 util/HFactorRefactor.cpp
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* @brief Types of solution classes
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*/
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#include <cassert>
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#include <cmath>
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#include <iostream>
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#include "util/HFactor.h"
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#include "util/HVectorBase.h"
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// std::max and std::min used in HFactor.h for local in-line
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// functions, so HFactor.h has #include <algorithm>
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using std::fabs;
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void RefactorInfo::clear() {
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this->use = false;
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this->build_synthetic_tick = 0.0;
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this->pivot_var.clear();
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this->pivot_row.clear();
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this->pivot_type.clear();
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}
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HighsInt HFactor::rebuild(HighsTimerClock* factor_timer_clock_pointer) {
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const bool report_lu = false;
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// Check that the refactorization information should be used
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assert(refactor_info_.use);
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/**
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* 0. Clear L and U factor
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*/
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luClear();
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nwork = 0;
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basis_matrix_num_el = 0;
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HighsInt stage = num_row;
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HighsInt rank_deficiency = 0;
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vector<bool> has_pivot;
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has_pivot.assign(num_row, false);
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const bool report_unit = false;
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const bool report_singletons = false;
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const bool report_markowitz = false;
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const bool report_anything =
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report_unit || report_singletons || report_markowitz;
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if (report_anything) printf("\nRefactor\n");
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// Take build_synthetic_tick from the refactor info so that this
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// refactorization doesn't look unrealistically cheap.
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this->build_synthetic_tick = this->refactor_info_.build_synthetic_tick;
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// Check that the refactorization info has been set up
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assert((int)this->refactor_info_.pivot_row.size() >= num_row);
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assert((int)this->refactor_info_.pivot_var.size() >= num_row);
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assert((int)this->refactor_info_.pivot_type.size() >= num_row);
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for (HighsInt iK = 0; iK < num_row; iK++) {
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HighsInt iRow = this->refactor_info_.pivot_row[iK];
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HighsInt iVar = this->refactor_info_.pivot_var[iK];
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int8_t pivot_type = this->refactor_info_.pivot_type[iK];
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assert(!has_pivot[iRow]);
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if (pivot_type == kPivotLogical || pivot_type == kPivotUnit) {
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if (pivot_type == kPivotLogical) {
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//
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// 1.1 Logical column
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if (report_unit) printf("Stage %d: Logical\n", (int)iK);
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assert(iVar >= num_col);
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basis_matrix_num_el++;
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} else if (pivot_type == kPivotUnit) {
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//
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// 1.2 (Structural) unit column
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if (report_unit) printf("Stage %d: Unit\n", (int)iK);
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assert(iVar < num_col);
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HighsInt start = a_start[iVar];
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HighsInt count = a_start[iVar + 1] - start;
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assert(a_index[start] == iRow);
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assert(count == 1 && a_value[start] == 1);
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basis_matrix_num_el++;
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}
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// 1.3 Record unit column
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l_start.push_back(l_index.size());
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u_pivot_index.push_back(iRow);
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u_pivot_value.push_back(1);
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u_start.push_back(u_index.size());
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} else if (pivot_type == kPivotRowSingleton ||
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pivot_type == kPivotColSingleton) {
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//
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// Row or column singleton
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assert(iVar < num_col);
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const HighsInt start = a_start[iVar];
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const HighsInt end = a_start[iVar + 1];
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// Find where the pivot is
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HighsInt pivot_k = -1;
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for (HighsInt k = start; k < end; k++) {
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if (a_index[k] == iRow) {
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pivot_k = k;
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break;
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}
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}
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assert(pivot_k >= 0);
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// Check that the pivot isn't too small. Shouldn't happen since
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// this is refactorization
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double abs_pivot = std::fabs(a_value[pivot_k]);
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assert(abs_pivot >= pivot_tolerance);
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if (abs_pivot < pivot_tolerance) {
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rank_deficiency = nwork + 1;
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return rank_deficiency;
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}
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if (pivot_type == kPivotRowSingleton) {
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//
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// 2.2 Deal with row singleton
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const double pivot_multiplier = 1 / a_value[pivot_k];
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if (report_singletons)
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printf("Stage %d: Row singleton (%4d, %g)\n", (int)iK, (int)pivot_k,
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pivot_multiplier);
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for (HighsInt section = 0; section < 2; section++) {
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HighsInt p0 = section == 0 ? start : pivot_k + 1;
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HighsInt p1 = section == 0 ? pivot_k : end;
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for (HighsInt k = p0; k < p1; k++) {
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HighsInt local_iRow = a_index[k];
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if (!has_pivot[local_iRow]) {
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if (report_singletons)
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printf("Row singleton: L En (%4d, %11.4g)\n", (int)local_iRow,
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a_value[k] * pivot_multiplier);
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l_index.push_back(local_iRow);
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l_value.push_back(a_value[k] * pivot_multiplier);
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} else {
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if (report_singletons)
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printf("Row singleton: U En (%4d, %11.4g)\n", (int)local_iRow,
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a_value[k]);
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u_index.push_back(local_iRow);
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u_value.push_back(a_value[k]);
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}
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}
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}
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l_start.push_back(l_index.size());
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if (report_singletons)
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printf("Row singleton: U Pv (%4d, %11.4g)\n", (int)iRow,
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a_value[pivot_k]);
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u_pivot_index.push_back(iRow);
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u_pivot_value.push_back(a_value[pivot_k]);
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u_start.push_back(u_index.size());
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145
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} else {
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146
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//
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147
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// 2.3 Deal with column singleton
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148
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if (report_singletons) printf("Stage %d: Col singleton\n", (int)iK);
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149
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for (HighsInt k = start; k < pivot_k; k++) {
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if (report_singletons)
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151
|
+
printf("Col singleton: U En (%4d, %11.4g)\n", (int)a_index[k],
|
|
152
|
+
a_value[k]);
|
|
153
|
+
u_index.push_back(a_index[k]);
|
|
154
|
+
u_value.push_back(a_value[k]);
|
|
155
|
+
}
|
|
156
|
+
for (HighsInt k = pivot_k + 1; k < end; k++) {
|
|
157
|
+
if (report_singletons)
|
|
158
|
+
printf("Col singleton: U En (%4d, %11.4g)\n", (int)a_index[k],
|
|
159
|
+
a_value[k]);
|
|
160
|
+
u_index.push_back(a_index[k]);
|
|
161
|
+
u_value.push_back(a_value[k]);
|
|
162
|
+
}
|
|
163
|
+
l_start.push_back(l_index.size());
|
|
164
|
+
if (report_singletons)
|
|
165
|
+
printf("Col singleton: U Pv (%4d, %11.4g)\n", (int)iRow,
|
|
166
|
+
a_value[pivot_k]);
|
|
167
|
+
u_pivot_index.push_back(iRow);
|
|
168
|
+
u_pivot_value.push_back(a_value[pivot_k]);
|
|
169
|
+
u_start.push_back(u_index.size());
|
|
170
|
+
}
|
|
171
|
+
} else {
|
|
172
|
+
assert(pivot_type == kPivotMarkowitz);
|
|
173
|
+
stage = iK;
|
|
174
|
+
break;
|
|
175
|
+
}
|
|
176
|
+
basic_index[iRow] = iVar;
|
|
177
|
+
has_pivot[iRow] = true;
|
|
178
|
+
}
|
|
179
|
+
if (report_lu) {
|
|
180
|
+
printf("\nAfter units and singletons\n");
|
|
181
|
+
reportLu(kReportLuBoth, false);
|
|
182
|
+
}
|
|
183
|
+
if (stage < num_row) {
|
|
184
|
+
// Handle the remaining Markowitz pivots
|
|
185
|
+
//
|
|
186
|
+
// First of all complete the L factor with identity columns so
|
|
187
|
+
// that FtranL counts the RHS entries in rows that don't yet have
|
|
188
|
+
// pivots by running to completion. In the hyper-sparse code,
|
|
189
|
+
// these will HOPEFULLY be skipped
|
|
190
|
+
//
|
|
191
|
+
// There are already l_start entries for the first stage rows, but
|
|
192
|
+
// l_pivot_index is not assigned, as u_pivot_index gets copied into it
|
|
193
|
+
l_start.resize(num_row + 1);
|
|
194
|
+
for (HighsInt iK = stage; iK < num_row; iK++) l_start[iK + 1] = l_start[iK];
|
|
195
|
+
l_pivot_index.resize(num_row);
|
|
196
|
+
for (HighsInt iK = 0; iK < num_row; iK++)
|
|
197
|
+
l_pivot_index[iK] = this->refactor_info_.pivot_row[iK];
|
|
198
|
+
// To do hyper-sparse FtranL operations, have to set up l_pivot_lookup.
|
|
199
|
+
l_pivot_lookup.resize(num_row);
|
|
200
|
+
for (HighsInt iRow = 0; iRow < num_row; iRow++) {
|
|
201
|
+
if (iRow < stage) {
|
|
202
|
+
if (l_pivot_lookup[l_pivot_index[iRow]] != iRow) {
|
|
203
|
+
// printf("Strange: Thought that l_pivot_lookup[l_pivot_index[iRow]]
|
|
204
|
+
// == iRow\n");
|
|
205
|
+
}
|
|
206
|
+
}
|
|
207
|
+
l_pivot_lookup[l_pivot_index[iRow]] = iRow;
|
|
208
|
+
}
|
|
209
|
+
// Need to know whether to consider matrix entries for FtranL
|
|
210
|
+
// operation. Initially these correspond to all the rows without
|
|
211
|
+
// pivots
|
|
212
|
+
vector<bool> not_in_bump = has_pivot;
|
|
213
|
+
// Monitor density of FtranL result to possibly switch from exploiting
|
|
214
|
+
// hyper-sparsity
|
|
215
|
+
double expected_density = 0.0;
|
|
216
|
+
// Initialise a HVector in which the L and U entries of the
|
|
217
|
+
// pivotal column will be formed
|
|
218
|
+
HVector column;
|
|
219
|
+
column.setup(num_row);
|
|
220
|
+
for (HighsInt iK = stage; iK < num_row; iK++) {
|
|
221
|
+
HighsInt iRow = this->refactor_info_.pivot_row[iK];
|
|
222
|
+
HighsInt iVar = this->refactor_info_.pivot_var[iK];
|
|
223
|
+
int8_t pivot_type = this->refactor_info_.pivot_type[iK];
|
|
224
|
+
assert(!has_pivot[iRow]);
|
|
225
|
+
assert(pivot_type == kPivotMarkowitz);
|
|
226
|
+
// Set up the column for the FtranL. It contains the matrix
|
|
227
|
+
// entries in rows without pivots, and the remaining entries
|
|
228
|
+
// start forming the U column
|
|
229
|
+
column.clear();
|
|
230
|
+
HighsInt start = a_start[iVar];
|
|
231
|
+
HighsInt end = a_start[iVar + 1];
|
|
232
|
+
for (HighsInt iEl = start; iEl < end; iEl++) {
|
|
233
|
+
HighsInt local_iRow = a_index[iEl];
|
|
234
|
+
if (not_in_bump[local_iRow]) {
|
|
235
|
+
u_index.push_back(local_iRow);
|
|
236
|
+
u_value.push_back(a_value[iEl]);
|
|
237
|
+
} else {
|
|
238
|
+
column.index[column.count++] = local_iRow;
|
|
239
|
+
column.array[local_iRow] = a_value[iEl];
|
|
240
|
+
}
|
|
241
|
+
}
|
|
242
|
+
// Perform FtranL, but don't time it!
|
|
243
|
+
ftranL(column, expected_density);
|
|
244
|
+
// Update the running average density
|
|
245
|
+
double local_density = (1.0 * column.count) / num_row;
|
|
246
|
+
expected_density = kRunningAverageMultiplier * local_density +
|
|
247
|
+
(1 - kRunningAverageMultiplier) * expected_density;
|
|
248
|
+
// Strip out small values
|
|
249
|
+
column.tight();
|
|
250
|
+
// Now form the column of L
|
|
251
|
+
//
|
|
252
|
+
// Find the pivot
|
|
253
|
+
HighsInt pivot_k = -1;
|
|
254
|
+
start = 0;
|
|
255
|
+
end = column.count;
|
|
256
|
+
for (HighsInt k = start; k < end; k++) {
|
|
257
|
+
if (column.index[k] == iRow) {
|
|
258
|
+
pivot_k = k;
|
|
259
|
+
break;
|
|
260
|
+
}
|
|
261
|
+
}
|
|
262
|
+
assert(pivot_k >= 0);
|
|
263
|
+
// Check that the pivot isn't too small. Shouldn't happen since
|
|
264
|
+
// this is refactorization
|
|
265
|
+
double abs_pivot = std::fabs(column.array[iRow]);
|
|
266
|
+
assert(abs_pivot >= pivot_tolerance);
|
|
267
|
+
if (abs_pivot < pivot_tolerance) {
|
|
268
|
+
rank_deficiency = num_row - iK;
|
|
269
|
+
return rank_deficiency;
|
|
270
|
+
}
|
|
271
|
+
const double pivot_multiplier = 1 / column.array[iRow];
|
|
272
|
+
for (HighsInt section = 0; section < 2; section++) {
|
|
273
|
+
HighsInt p0 = section == 0 ? start : pivot_k + 1;
|
|
274
|
+
HighsInt p1 = section == 0 ? pivot_k : end;
|
|
275
|
+
for (HighsInt k = p0; k < p1; k++) {
|
|
276
|
+
HighsInt local_iRow = column.index[k];
|
|
277
|
+
if (!has_pivot[local_iRow]) {
|
|
278
|
+
l_index.push_back(local_iRow);
|
|
279
|
+
l_value.push_back(column.array[local_iRow] * pivot_multiplier);
|
|
280
|
+
} else {
|
|
281
|
+
u_index.push_back(local_iRow);
|
|
282
|
+
u_value.push_back(column.array[local_iRow]);
|
|
283
|
+
}
|
|
284
|
+
}
|
|
285
|
+
}
|
|
286
|
+
l_start[iK + 1] = l_index.size();
|
|
287
|
+
u_pivot_index.push_back(iRow);
|
|
288
|
+
u_pivot_value.push_back(column.array[iRow]);
|
|
289
|
+
u_start.push_back(u_index.size());
|
|
290
|
+
basic_index[iRow] = iVar;
|
|
291
|
+
has_pivot[iRow] = true;
|
|
292
|
+
if (report_lu) {
|
|
293
|
+
printf("\nAfter Markowitz %d\n", (int)(iK - stage));
|
|
294
|
+
reportLu(kReportLuBoth, false);
|
|
295
|
+
}
|
|
296
|
+
}
|
|
297
|
+
}
|
|
298
|
+
if (report_lu) {
|
|
299
|
+
printf("\nRefactored INVERT\n");
|
|
300
|
+
reportLu(kReportLuBoth, false);
|
|
301
|
+
}
|
|
302
|
+
buildFinish();
|
|
303
|
+
return 0;
|
|
304
|
+
}
|
|
@@ -0,0 +1,122 @@
|
|
|
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 util/HFactorUtils.cpp
|
|
9
|
+
* @brief Types of solution classes
|
|
10
|
+
*/
|
|
11
|
+
#include "util/HFactor.h"
|
|
12
|
+
|
|
13
|
+
void HFactor::invalidAMatrixAction() {
|
|
14
|
+
this->a_matrix_valid = false;
|
|
15
|
+
refactor_info_.clear();
|
|
16
|
+
}
|
|
17
|
+
|
|
18
|
+
void HFactor::reportLu(const HighsInt l_u_or_both, const bool full) const {
|
|
19
|
+
if (l_u_or_both < kReportLuJustL || l_u_or_both > kReportLuBoth) return;
|
|
20
|
+
if (l_u_or_both & 1) {
|
|
21
|
+
printf("L");
|
|
22
|
+
if (full) printf(" - full");
|
|
23
|
+
printf(":\n");
|
|
24
|
+
|
|
25
|
+
if (full) reportIntVector("l_pivot_lookup", l_pivot_lookup);
|
|
26
|
+
if (full) reportIntVector("l_pivot_index", l_pivot_index);
|
|
27
|
+
reportIntVector("l_start", l_start);
|
|
28
|
+
reportIntVector("l_index", l_index);
|
|
29
|
+
reportDoubleVector("l_value", l_value);
|
|
30
|
+
if (full) {
|
|
31
|
+
reportIntVector("lr_start", lr_start);
|
|
32
|
+
reportIntVector("lr_index", lr_index);
|
|
33
|
+
reportDoubleVector("lr_value", lr_value);
|
|
34
|
+
}
|
|
35
|
+
}
|
|
36
|
+
if (l_u_or_both & 2) {
|
|
37
|
+
printf("U");
|
|
38
|
+
if (full) printf(" - full");
|
|
39
|
+
printf(":\n");
|
|
40
|
+
if (full) reportIntVector("u_pivot_lookup", u_pivot_lookup);
|
|
41
|
+
reportIntVector("u_pivot_index", u_pivot_index);
|
|
42
|
+
reportDoubleVector("u_pivot_value", u_pivot_value);
|
|
43
|
+
reportIntVector("u_start", u_start);
|
|
44
|
+
if (full) reportIntVector("u_last_p", u_last_p);
|
|
45
|
+
reportIntVector("u_index", u_index);
|
|
46
|
+
reportDoubleVector("u_value", u_value);
|
|
47
|
+
if (full) {
|
|
48
|
+
reportIntVector("ur_start", ur_start);
|
|
49
|
+
reportIntVector("ur_lastp", ur_lastp);
|
|
50
|
+
reportIntVector("ur_space", ur_space);
|
|
51
|
+
for (size_t iRow = 0; iRow < ur_start.size(); iRow++) {
|
|
52
|
+
const HighsInt start = ur_start[iRow];
|
|
53
|
+
const HighsInt end = ur_lastp[iRow];
|
|
54
|
+
if (start >= end) continue;
|
|
55
|
+
printf("UR Row %2d: ", (int)iRow);
|
|
56
|
+
for (HighsInt iEl = start; iEl < end; iEl++)
|
|
57
|
+
printf("%11d ", (int)ur_index[iEl]);
|
|
58
|
+
printf("\n ");
|
|
59
|
+
for (HighsInt iEl = start; iEl < end; iEl++)
|
|
60
|
+
printf("%11.4g ", ur_value[iEl]);
|
|
61
|
+
printf("\n");
|
|
62
|
+
}
|
|
63
|
+
// reportIntVector("ur_index", ur_index);
|
|
64
|
+
// reportDoubleVector("ur_value", ur_value);
|
|
65
|
+
}
|
|
66
|
+
}
|
|
67
|
+
if (l_u_or_both == 3 && full) {
|
|
68
|
+
reportDoubleVector("pf_pivot_value", pf_pivot_value);
|
|
69
|
+
reportIntVector("pf_pivot_index", pf_pivot_index);
|
|
70
|
+
reportIntVector("pf_start", pf_start);
|
|
71
|
+
reportIntVector("pf_index", pf_index);
|
|
72
|
+
reportDoubleVector("pf_value", pf_value);
|
|
73
|
+
}
|
|
74
|
+
}
|
|
75
|
+
|
|
76
|
+
void HFactor::reportIntVector(const std::string name,
|
|
77
|
+
const vector<HighsInt> entry) const {
|
|
78
|
+
const HighsInt num_en = entry.size();
|
|
79
|
+
printf("%-12s: siz %4d; cap %4d: ", name.c_str(), (int)num_en,
|
|
80
|
+
(int)entry.capacity());
|
|
81
|
+
for (HighsInt iEn = 0; iEn < num_en; iEn++) {
|
|
82
|
+
if (iEn > 0 && iEn % 10 == 0)
|
|
83
|
+
printf("\n ");
|
|
84
|
+
printf("%11d ", (int)entry[iEn]);
|
|
85
|
+
}
|
|
86
|
+
printf("\n");
|
|
87
|
+
}
|
|
88
|
+
void HFactor::reportDoubleVector(const std::string name,
|
|
89
|
+
const vector<double> entry) const {
|
|
90
|
+
const HighsInt num_en = entry.size();
|
|
91
|
+
printf("%-12s: siz %4d; cap %4d: ", name.c_str(), (int)num_en,
|
|
92
|
+
(int)entry.capacity());
|
|
93
|
+
for (HighsInt iEn = 0; iEn < num_en; iEn++) {
|
|
94
|
+
if (iEn > 0 && iEn % 10 == 0)
|
|
95
|
+
printf("\n ");
|
|
96
|
+
printf("%11.4g ", entry[iEn]);
|
|
97
|
+
}
|
|
98
|
+
printf("\n");
|
|
99
|
+
}
|
|
100
|
+
|
|
101
|
+
void HFactor::reportAsm() const {
|
|
102
|
+
for (HighsInt count = 1; count <= num_row; count++) {
|
|
103
|
+
if (col_link_first[count] < 0) continue;
|
|
104
|
+
for (HighsInt j = col_link_first[count]; j != -1; j = col_link_next[j]) {
|
|
105
|
+
double min_pivot = mc_min_pivot[j];
|
|
106
|
+
HighsInt start = mc_start[j];
|
|
107
|
+
HighsInt end = start + mc_count_a[j];
|
|
108
|
+
printf("Col %4d: count = %2d; min_pivot = %10.4g; [%4d, %4d)\n", (int)j,
|
|
109
|
+
(int)count, min_pivot, (int)start, (int)end);
|
|
110
|
+
for (HighsInt k = start; k < end; k++) {
|
|
111
|
+
HighsInt i = mc_index[k];
|
|
112
|
+
double value = mc_value[k];
|
|
113
|
+
// if (abs_value < 1e-8) continue;
|
|
114
|
+
HighsInt row_count = mr_count[i];
|
|
115
|
+
double merit_local = 1.0 * (count - 1) * (row_count - 1);
|
|
116
|
+
printf(" Row %4d; Count = %2d; Merit = %11.4g; Value = %11.4g: %s\n",
|
|
117
|
+
(int)i, (int)row_count, merit_local, value,
|
|
118
|
+
std::abs(value) >= min_pivot ? "OK" : "");
|
|
119
|
+
}
|
|
120
|
+
}
|
|
121
|
+
}
|
|
122
|
+
}
|
|
@@ -0,0 +1,197 @@
|
|
|
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 util/HSet.cpp
|
|
9
|
+
* @brief
|
|
10
|
+
*/
|
|
11
|
+
#include "util/HSet.h"
|
|
12
|
+
|
|
13
|
+
#include <cassert>
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14
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15
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bool HSet::setup(const HighsInt size, const HighsInt max_entry,
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16
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const bool output_flag, FILE* log_file, const bool debug,
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17
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const bool allow_assert) {
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18
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setup_ = false;
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19
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if (size <= 0) return false;
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20
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if (max_entry < min_entry) return false;
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21
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max_entry_ = max_entry;
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22
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debug_ = debug;
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23
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allow_assert_ = allow_assert;
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24
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output_flag_ = output_flag;
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25
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log_file_ = log_file;
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26
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entry_.resize(size);
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27
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pointer_.assign(max_entry_ + 1, no_pointer);
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28
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count_ = 0;
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29
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setup_ = true;
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30
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return true;
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31
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}
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32
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33
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void HSet::clear() {
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34
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if (!setup_) setup(1, 0);
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35
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pointer_.assign(max_entry_ + 1, no_pointer);
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36
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count_ = 0;
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37
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if (debug_) debug();
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38
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}
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39
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+
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40
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bool HSet::add(const HighsInt entry) {
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41
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if (entry < min_entry) return false;
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42
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if (!setup_) setup(1, entry);
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43
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if (entry > max_entry_) {
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44
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// Entry exceeds what's allowable so far so can't be in the list
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45
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pointer_.resize(entry + 1);
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46
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for (HighsInt ix = max_entry_ + 1; ix < entry; ix++)
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47
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pointer_[ix] = no_pointer;
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48
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max_entry_ = entry;
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49
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} else if (pointer_[entry] > no_pointer) {
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50
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// Duplicate
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51
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if (debug_) debug();
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52
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return false;
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53
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}
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54
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// New entry
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55
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HighsInt size = entry_.size();
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56
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if (count_ == size) {
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57
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size++;
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58
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entry_.resize(size);
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59
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}
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60
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pointer_[entry] = count_;
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61
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entry_[count_++] = entry;
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62
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if (debug_) debug();
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63
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return true;
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64
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}
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65
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+
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66
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bool HSet::remove(const HighsInt entry) {
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67
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if (!setup_) {
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68
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setup(1, 0);
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69
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if (debug_) debug();
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70
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return false;
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71
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}
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72
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if (entry < min_entry) return false;
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73
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if (entry > max_entry_) return false;
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74
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HighsInt pointer = pointer_[entry];
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75
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if (pointer == no_pointer) return false;
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76
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pointer_[entry] = no_pointer;
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77
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if (pointer < count_ - 1) {
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78
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HighsInt last_entry = entry_[count_ - 1];
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79
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entry_[pointer] = last_entry;
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80
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pointer_[last_entry] = pointer;
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81
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}
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82
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count_--;
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83
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if (debug_) debug();
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84
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return true;
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85
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}
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86
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87
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bool HSet::in(const HighsInt entry) const {
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88
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if (entry < min_entry) return false;
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89
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if (entry > max_entry_) return false;
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90
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return pointer_[entry] != no_pointer;
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91
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}
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92
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+
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93
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bool HSet::debug() const {
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94
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if (!setup_) {
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95
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if (output_flag_) fprintf(log_file_, "HSet: ERROR setup_ not called\n");
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96
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if (allow_assert_) assert(setup_);
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97
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return false;
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98
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}
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99
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bool max_entry_ok = max_entry_ >= min_entry;
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100
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if (!max_entry_ok) {
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101
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if (output_flag_) {
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102
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fprintf(log_file_,
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103
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"HSet: ERROR max_entry_ = %" HIGHSINT_FORMAT
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104
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" < %" HIGHSINT_FORMAT "\n",
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105
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max_entry_, min_entry);
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106
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print();
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107
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}
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108
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if (allow_assert_) assert(max_entry_ok);
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109
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return false;
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|
110
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}
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111
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HighsInt size = entry_.size();
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112
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bool size_count_ok = size >= count_;
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113
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if (!size_count_ok) {
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114
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if (output_flag_) {
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115
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fprintf(log_file_,
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116
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"HSet: ERROR entry_.size() = %" HIGHSINT_FORMAT
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117
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" is less than count_ = %" HIGHSINT_FORMAT "\n",
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118
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size, count_);
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119
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print();
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120
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}
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121
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if (allow_assert_) assert(size_count_ok);
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122
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return false;
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123
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}
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124
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// Check pointer_ is consistent with count_ and entry_
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125
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HighsInt count = 0;
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126
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for (HighsInt ix = 0; ix <= max_entry_; ix++) {
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127
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HighsInt pointer = pointer_[ix];
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128
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if (pointer == no_pointer) continue;
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129
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bool pointer_ok = pointer >= 0 && pointer < count_;
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130
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if (!pointer_ok) {
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131
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if (output_flag_) {
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132
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fprintf(log_file_,
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133
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"HSet: ERROR pointer_[%" HIGHSINT_FORMAT "] = %" HIGHSINT_FORMAT
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134
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" is not in [0, %" HIGHSINT_FORMAT "]\n",
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135
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ix, pointer, count_);
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136
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print();
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137
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}
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138
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if (allow_assert_) assert(pointer_ok);
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139
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return false;
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|
140
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+
}
|
|
141
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+
count++;
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|
142
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+
HighsInt entry = entry_[pointer];
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|
143
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+
bool entry_ok = entry == ix;
|
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144
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+
if (!entry_ok) {
|
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145
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+
if (output_flag_) {
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146
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fprintf(log_file_,
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147
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+
"HSet: ERROR entry_[%" HIGHSINT_FORMAT "] is %" HIGHSINT_FORMAT
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148
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", not %" HIGHSINT_FORMAT "\n",
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149
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+
pointer, entry, ix);
|
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150
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print();
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151
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+
}
|
|
152
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if (allow_assert_) assert(entry_ok);
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153
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return false;
|
|
154
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+
}
|
|
155
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+
}
|
|
156
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+
bool count_ok = count == count_;
|
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157
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+
if (!count_ok) {
|
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158
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+
if (output_flag_) {
|
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159
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+
fprintf(log_file_,
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160
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"HSet: ERROR pointer_ has %" HIGHSINT_FORMAT
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161
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" pointers, not %" HIGHSINT_FORMAT "\n",
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162
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count, count_);
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163
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+
print();
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164
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+
}
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165
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if (allow_assert_) assert(count_ok);
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166
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return false;
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167
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+
}
|
|
168
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+
return true;
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169
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+
}
|
|
170
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+
|
|
171
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+
void HSet::print() const {
|
|
172
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+
if (!setup_) return;
|
|
173
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+
if (log_file_ == NULL) return;
|
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174
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+
HighsInt size = entry_.size();
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175
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fprintf(log_file_, "\nSet(%" HIGHSINT_FORMAT ", %" HIGHSINT_FORMAT "):\n",
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176
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size, max_entry_);
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177
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+
fprintf(log_file_, "Pointers: Pointers|");
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178
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+
for (HighsInt ix = 0; ix <= max_entry_; ix++) {
|
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179
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if (pointer_[ix] != no_pointer)
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180
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fprintf(log_file_, " %4" HIGHSINT_FORMAT "", pointer_[ix]);
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181
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+
}
|
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182
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+
fprintf(log_file_, "\n");
|
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183
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+
fprintf(log_file_, " Entries |");
|
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184
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+
for (HighsInt ix = 0; ix <= max_entry_; ix++) {
|
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185
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+
if (pointer_[ix] != no_pointer)
|
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186
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+
fprintf(log_file_, " %4" HIGHSINT_FORMAT "", ix);
|
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187
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+
}
|
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188
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+
fprintf(log_file_, "\n");
|
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189
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+
fprintf(log_file_, "Entries: Indices |");
|
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190
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+
for (HighsInt ix = 0; ix < count_; ix++)
|
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191
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+
fprintf(log_file_, " %4" HIGHSINT_FORMAT "", ix);
|
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192
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+
fprintf(log_file_, "\n");
|
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193
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+
fprintf(log_file_, " Entries |");
|
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194
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+
for (HighsInt ix = 0; ix < count_; ix++)
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195
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+
fprintf(log_file_, " %4" HIGHSINT_FORMAT "", entry_[ix]);
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196
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+
fprintf(log_file_, "\n");
|
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197
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+
}
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