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/HighsUtils.cpp
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* @brief Class-independent utilities for HiGHS
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*/
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#include "util/HighsUtils.h"
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#include <algorithm>
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#include <cmath>
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#include <cstdio>
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#include <vector>
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#include "util/HighsSort.h"
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HighsInt create(HighsIndexCollection& index_collection, const HighsInt from_col,
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const HighsInt to_col, const HighsInt dimension) {
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if (from_col < 0) return kIndexCollectionCreateIllegalInterval;
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if (to_col >= dimension) return kIndexCollectionCreateIllegalInterval;
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index_collection.dimension_ = dimension;
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index_collection.is_interval_ = true;
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index_collection.from_ = from_col;
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index_collection.to_ = to_col;
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return kIndexCollectionCreateOk;
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}
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HighsInt create(HighsIndexCollection& index_collection,
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const HighsInt num_set_entries, const HighsInt* set,
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const HighsInt dimension) {
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// Create an index collection for the given set - so long as it is strictly
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// ordered
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if (num_set_entries < 0) return kIndexCollectionCreateIllegalSetSize;
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if (dimension < 0) return kIndexCollectionCreateIllegalSetDimension;
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index_collection.dimension_ = dimension;
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index_collection.is_set_ = true;
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index_collection.set_ = {set, set + num_set_entries};
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index_collection.set_num_entries_ = num_set_entries;
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if (!increasingSetOk(index_collection.set_, 1, 0, true))
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return kIndexCollectionCreateIllegalSetOrder;
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for (HighsInt ix = 0; ix < num_set_entries; ix++)
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if (set[ix] < 0 || set[ix] >= dimension) return -(ix + 1);
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return kIndexCollectionCreateOk;
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}
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HighsInt create(HighsIndexCollection& index_collection, const HighsInt* mask,
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const HighsInt dimension) {
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// Create an index collection for the given mask
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if (dimension < 0) return kIndexCollectionCreateIllegalMaskSize;
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index_collection.dimension_ = dimension;
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index_collection.is_mask_ = true;
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index_collection.mask_ = {mask, mask + dimension};
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return kIndexCollectionCreateOk;
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}
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void highsSparseTranspose(HighsInt numRow, HighsInt numCol,
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const std::vector<HighsInt>& Astart,
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const std::vector<HighsInt>& Aindex,
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const std::vector<double>& Avalue,
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std::vector<HighsInt>& ARstart,
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std::vector<HighsInt>& ARindex,
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std::vector<double>& ARvalue) {
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// Make a AR copy
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std::vector<HighsInt> iwork(numRow, 0);
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ARstart.resize(numRow + 1, 0);
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HighsInt AcountX = Aindex.size();
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ARindex.resize(AcountX);
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ARvalue.resize(AcountX);
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for (HighsInt k = 0; k < AcountX; k++) {
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assert(Aindex[k] < numRow);
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iwork[Aindex[k]]++;
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}
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for (HighsInt i = 1; i <= numRow; i++)
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ARstart[i] = ARstart[i - 1] + iwork[i - 1];
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for (HighsInt i = 0; i < numRow; i++) iwork[i] = ARstart[i];
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for (HighsInt iCol = 0; iCol < numCol; iCol++) {
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for (HighsInt k = Astart[iCol]; k < Astart[iCol + 1]; k++) {
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HighsInt iRow = Aindex[k];
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HighsInt iPut = iwork[iRow]++;
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ARindex[iPut] = iCol;
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ARvalue[iPut] = Avalue[k];
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}
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}
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}
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bool ok(const HighsIndexCollection& index_collection) {
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// Check parameter for each technique of defining an index collection
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if (index_collection.is_interval_) {
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// Changing by interval: check the parameters and that check set and mask
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// are false
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if (index_collection.is_set_) {
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printf("Index collection is both interval and set\n");
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return false;
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}
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if (index_collection.is_mask_) {
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printf("Index collection is both interval and mask\n");
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return false;
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}
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if (index_collection.from_ < 0) {
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printf("Index interval lower limit is %" HIGHSINT_FORMAT " < 0\n",
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index_collection.from_);
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return false;
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}
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if (index_collection.to_ > index_collection.dimension_ - 1) {
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printf("Index interval upper limit is %" HIGHSINT_FORMAT
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" > %" HIGHSINT_FORMAT "\n",
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index_collection.to_, index_collection.dimension_ - 1);
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return false;
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}
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} else if (index_collection.is_set_) {
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// Changing by set: check the parameters and check that interval and mask
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// are false
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if (index_collection.is_interval_) {
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printf("Index collection is both set and interval\n");
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return false;
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}
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if (index_collection.is_mask_) {
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printf("Index collection is both set and mask\n");
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return false;
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}
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if (index_collection.set_.empty()) {
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printf("Index set is NULL\n");
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return false;
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}
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// Check that the values in the vector of integers are ascending
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const vector<HighsInt>& set = index_collection.set_;
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const HighsInt num_entries = index_collection.set_num_entries_;
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const HighsInt entry_upper = index_collection.dimension_ - 1;
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HighsInt prev_set_entry = -1;
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for (HighsInt k = 0; k < num_entries; k++) {
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if (set[k] < 0 || set[k] > entry_upper) {
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printf("Index set entry set[%" HIGHSINT_FORMAT "] = %" HIGHSINT_FORMAT
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" is out of bounds [0, %" HIGHSINT_FORMAT "]\n",
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k, set[k], entry_upper);
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return false;
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}
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if (set[k] <= prev_set_entry) {
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printf("Index set entry set[%" HIGHSINT_FORMAT "] = %" HIGHSINT_FORMAT
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" is not greater than "
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"previous entry %" HIGHSINT_FORMAT "\n",
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k, set[k], prev_set_entry);
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return false;
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}
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prev_set_entry = set[k];
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}
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150
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// This was the old check done independently, and should be
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// equivalent.
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assert(increasingSetOk(set, 0, entry_upper, true));
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} else if (index_collection.is_mask_) {
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// Changing by mask: check the parameters and check that set and interval
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155
|
+
// are false
|
|
156
|
+
if (index_collection.mask_.empty()) {
|
|
157
|
+
printf("Index mask is NULL\n");
|
|
158
|
+
return false;
|
|
159
|
+
}
|
|
160
|
+
if (index_collection.is_interval_) {
|
|
161
|
+
printf("Index collection is both mask and interval\n");
|
|
162
|
+
return false;
|
|
163
|
+
}
|
|
164
|
+
if (index_collection.is_set_) {
|
|
165
|
+
printf("Index collection is both mask and set\n");
|
|
166
|
+
return false;
|
|
167
|
+
}
|
|
168
|
+
} else {
|
|
169
|
+
// No method defined
|
|
170
|
+
printf("Undefined index collection\n");
|
|
171
|
+
return false;
|
|
172
|
+
}
|
|
173
|
+
return true;
|
|
174
|
+
}
|
|
175
|
+
|
|
176
|
+
void limits(const HighsIndexCollection& index_collection, HighsInt& from_k,
|
|
177
|
+
HighsInt& to_k) {
|
|
178
|
+
if (index_collection.is_interval_) {
|
|
179
|
+
from_k = index_collection.from_;
|
|
180
|
+
to_k = index_collection.to_;
|
|
181
|
+
} else if (index_collection.is_set_) {
|
|
182
|
+
from_k = 0;
|
|
183
|
+
to_k = index_collection.set_num_entries_ - 1;
|
|
184
|
+
} else if (index_collection.is_mask_) {
|
|
185
|
+
from_k = 0;
|
|
186
|
+
to_k = index_collection.dimension_ - 1;
|
|
187
|
+
} else {
|
|
188
|
+
assert(1 == 0);
|
|
189
|
+
}
|
|
190
|
+
}
|
|
191
|
+
|
|
192
|
+
void updateOutInIndex(const HighsIndexCollection& index_collection,
|
|
193
|
+
HighsInt& out_from_ix, HighsInt& out_to_ix,
|
|
194
|
+
HighsInt& in_from_ix, HighsInt& in_to_ix,
|
|
195
|
+
HighsInt& current_set_entry) {
|
|
196
|
+
if (index_collection.is_interval_) {
|
|
197
|
+
out_from_ix = index_collection.from_;
|
|
198
|
+
out_to_ix = index_collection.to_;
|
|
199
|
+
in_from_ix = index_collection.to_ + 1;
|
|
200
|
+
in_to_ix = index_collection.dimension_ - 1;
|
|
201
|
+
} else if (index_collection.is_set_) {
|
|
202
|
+
out_from_ix = index_collection.set_[current_set_entry];
|
|
203
|
+
out_to_ix = out_from_ix;
|
|
204
|
+
current_set_entry++;
|
|
205
|
+
HighsInt current_set_entry0 = current_set_entry;
|
|
206
|
+
for (HighsInt set_entry = current_set_entry0;
|
|
207
|
+
set_entry < index_collection.set_num_entries_; set_entry++) {
|
|
208
|
+
HighsInt ix = index_collection.set_[set_entry];
|
|
209
|
+
if (ix > out_to_ix + 1) break;
|
|
210
|
+
out_to_ix = index_collection.set_[current_set_entry];
|
|
211
|
+
current_set_entry++;
|
|
212
|
+
}
|
|
213
|
+
in_from_ix = out_to_ix + 1;
|
|
214
|
+
if (current_set_entry < index_collection.set_num_entries_) {
|
|
215
|
+
in_to_ix = index_collection.set_[current_set_entry] - 1;
|
|
216
|
+
} else {
|
|
217
|
+
// Account for getting to the end of the set
|
|
218
|
+
in_to_ix = index_collection.dimension_ - 1;
|
|
219
|
+
}
|
|
220
|
+
} else {
|
|
221
|
+
out_from_ix = in_to_ix + 1;
|
|
222
|
+
out_to_ix = index_collection.dimension_ - 1;
|
|
223
|
+
for (HighsInt ix = in_to_ix + 1; ix < index_collection.dimension_; ix++) {
|
|
224
|
+
if (!index_collection.mask_[ix]) {
|
|
225
|
+
out_to_ix = ix - 1;
|
|
226
|
+
break;
|
|
227
|
+
}
|
|
228
|
+
}
|
|
229
|
+
in_from_ix = out_to_ix + 1;
|
|
230
|
+
in_to_ix = index_collection.dimension_ - 1;
|
|
231
|
+
for (HighsInt ix = out_to_ix + 1; ix < index_collection.dimension_; ix++) {
|
|
232
|
+
if (index_collection.mask_[ix]) {
|
|
233
|
+
in_to_ix = ix - 1;
|
|
234
|
+
break;
|
|
235
|
+
}
|
|
236
|
+
}
|
|
237
|
+
}
|
|
238
|
+
}
|
|
239
|
+
|
|
240
|
+
HighsInt dataSize(const HighsIndexCollection& index_collection) {
|
|
241
|
+
if (index_collection.is_set_) {
|
|
242
|
+
return index_collection.set_num_entries_;
|
|
243
|
+
} else {
|
|
244
|
+
if (index_collection.is_interval_) {
|
|
245
|
+
return index_collection.to_ - index_collection.from_ + 1;
|
|
246
|
+
} else {
|
|
247
|
+
return index_collection.dimension_;
|
|
248
|
+
}
|
|
249
|
+
}
|
|
250
|
+
}
|
|
251
|
+
|
|
252
|
+
bool highsVarTypeUserDataNotNull(const HighsLogOptions& log_options,
|
|
253
|
+
const HighsVarType* user_data,
|
|
254
|
+
const std::string& name) {
|
|
255
|
+
bool null_data = false;
|
|
256
|
+
if (user_data == NULL) {
|
|
257
|
+
highsLogUser(log_options, HighsLogType::kError,
|
|
258
|
+
"User-supplied %s are NULL\n", name.c_str());
|
|
259
|
+
null_data = true;
|
|
260
|
+
}
|
|
261
|
+
assert(!null_data);
|
|
262
|
+
return null_data;
|
|
263
|
+
}
|
|
264
|
+
|
|
265
|
+
bool intUserDataNotNull(const HighsLogOptions& log_options,
|
|
266
|
+
const HighsInt* user_data, const std::string& name) {
|
|
267
|
+
bool null_data = false;
|
|
268
|
+
if (user_data == NULL) {
|
|
269
|
+
highsLogUser(log_options, HighsLogType::kError,
|
|
270
|
+
"User-supplied %s are NULL\n", name.c_str());
|
|
271
|
+
null_data = true;
|
|
272
|
+
}
|
|
273
|
+
assert(!null_data);
|
|
274
|
+
return null_data;
|
|
275
|
+
}
|
|
276
|
+
|
|
277
|
+
bool doubleUserDataNotNull(const HighsLogOptions& log_options,
|
|
278
|
+
const double* user_data, const std::string& name) {
|
|
279
|
+
bool null_data = false;
|
|
280
|
+
if (user_data == NULL) {
|
|
281
|
+
highsLogUser(log_options, HighsLogType::kError,
|
|
282
|
+
"User-supplied %s are NULL\n", name.c_str());
|
|
283
|
+
null_data = true;
|
|
284
|
+
}
|
|
285
|
+
assert(!null_data);
|
|
286
|
+
return null_data;
|
|
287
|
+
}
|
|
288
|
+
|
|
289
|
+
double getNorm2(const std::vector<double>& values) {
|
|
290
|
+
double sum = 0;
|
|
291
|
+
HighsInt values_size = values.size();
|
|
292
|
+
for (HighsInt i = 0; i < values_size; i++) sum += values[i] * values[i];
|
|
293
|
+
return sum;
|
|
294
|
+
}
|
|
295
|
+
|
|
296
|
+
bool highs_isInfinity(double val) {
|
|
297
|
+
if (val >= kHighsInf) return true;
|
|
298
|
+
return false;
|
|
299
|
+
}
|
|
300
|
+
|
|
301
|
+
double highsRelativeDifference(const double v0, const double v1) {
|
|
302
|
+
return fabs(v0 - v1) / std::max(v0, std::max(v1, 1.0));
|
|
303
|
+
}
|
|
304
|
+
|
|
305
|
+
void analyseVectorValues(const HighsLogOptions* log_options,
|
|
306
|
+
const std::string& message, HighsInt vecDim,
|
|
307
|
+
const std::vector<double>& vec, bool analyseValueList,
|
|
308
|
+
const std::string& model_name) {
|
|
309
|
+
assert(vecDim == int(vec.size()));
|
|
310
|
+
if (vecDim == 0) return;
|
|
311
|
+
double log10 = log(10.0);
|
|
312
|
+
const HighsInt nVK = 20;
|
|
313
|
+
HighsInt nNz = 0;
|
|
314
|
+
HighsInt nPosInfV = 0;
|
|
315
|
+
HighsInt nNegInfV = 0;
|
|
316
|
+
std::vector<HighsInt> posVK;
|
|
317
|
+
std::vector<HighsInt> negVK;
|
|
318
|
+
posVK.resize(nVK + 1, 0);
|
|
319
|
+
negVK.resize(nVK + 1, 0);
|
|
320
|
+
|
|
321
|
+
const HighsInt VLsMxZ = 10;
|
|
322
|
+
std::vector<HighsInt> VLsK;
|
|
323
|
+
std::vector<double> VLsV;
|
|
324
|
+
VLsK.resize(VLsMxZ, 0);
|
|
325
|
+
VLsV.resize(VLsMxZ, 0);
|
|
326
|
+
// Ensure that 1.0 and -1.0 are counted
|
|
327
|
+
const HighsInt PlusOneIx = 0;
|
|
328
|
+
const HighsInt MinusOneIx = 1;
|
|
329
|
+
bool excessVLsV = false;
|
|
330
|
+
HighsInt VLsZ = 2;
|
|
331
|
+
VLsV[PlusOneIx] = 1.0;
|
|
332
|
+
VLsV[MinusOneIx] = -1.0;
|
|
333
|
+
double min_abs_value = kHighsInf;
|
|
334
|
+
double max_abs_value = 0;
|
|
335
|
+
for (HighsInt ix = 0; ix < vecDim; ix++) {
|
|
336
|
+
double v = vec[ix];
|
|
337
|
+
double absV = std::fabs(v);
|
|
338
|
+
if (absV) {
|
|
339
|
+
min_abs_value = std::min(absV, min_abs_value);
|
|
340
|
+
max_abs_value = std::max(absV, max_abs_value);
|
|
341
|
+
}
|
|
342
|
+
HighsInt log10V;
|
|
343
|
+
if (absV > 0) {
|
|
344
|
+
// Nonzero value
|
|
345
|
+
nNz++;
|
|
346
|
+
if (highs_isInfinity(-v)) {
|
|
347
|
+
//-Inf value
|
|
348
|
+
nNegInfV++;
|
|
349
|
+
} else if (highs_isInfinity(v)) {
|
|
350
|
+
//+Inf value
|
|
351
|
+
nPosInfV++;
|
|
352
|
+
} else {
|
|
353
|
+
// Finite nonzero value
|
|
354
|
+
if (absV == 1) {
|
|
355
|
+
log10V = 0;
|
|
356
|
+
} else if (absV == 10) {
|
|
357
|
+
log10V = 1;
|
|
358
|
+
} else if (absV == 100) {
|
|
359
|
+
log10V = 2;
|
|
360
|
+
} else if (absV == 1000) {
|
|
361
|
+
log10V = 3;
|
|
362
|
+
} else {
|
|
363
|
+
log10V = log(absV) / log10;
|
|
364
|
+
}
|
|
365
|
+
if (log10V >= 0) {
|
|
366
|
+
HighsInt k = std::min(log10V, nVK);
|
|
367
|
+
posVK[k]++;
|
|
368
|
+
} else {
|
|
369
|
+
HighsInt k = std::min(-log10V, nVK);
|
|
370
|
+
negVK[k]++;
|
|
371
|
+
}
|
|
372
|
+
}
|
|
373
|
+
}
|
|
374
|
+
if (analyseValueList) {
|
|
375
|
+
if (v == 1.0) {
|
|
376
|
+
VLsK[PlusOneIx]++;
|
|
377
|
+
} else if (v == -1.0) {
|
|
378
|
+
VLsK[MinusOneIx]++;
|
|
379
|
+
} else {
|
|
380
|
+
HighsInt fdIx = -1;
|
|
381
|
+
for (HighsInt ix = 2; ix < VLsZ; ix++) {
|
|
382
|
+
if (v == VLsV[ix]) {
|
|
383
|
+
fdIx = ix;
|
|
384
|
+
break;
|
|
385
|
+
}
|
|
386
|
+
}
|
|
387
|
+
if (fdIx == -1) {
|
|
388
|
+
// New value
|
|
389
|
+
if (VLsZ < VLsMxZ) {
|
|
390
|
+
fdIx = VLsZ;
|
|
391
|
+
VLsV[fdIx] = v;
|
|
392
|
+
VLsK[fdIx]++;
|
|
393
|
+
VLsZ++;
|
|
394
|
+
} else {
|
|
395
|
+
excessVLsV = true;
|
|
396
|
+
}
|
|
397
|
+
} else {
|
|
398
|
+
// Existing value
|
|
399
|
+
VLsK[fdIx]++;
|
|
400
|
+
}
|
|
401
|
+
}
|
|
402
|
+
}
|
|
403
|
+
} // for (HighsInt ix = 0; ix < vecDim; ix++)
|
|
404
|
+
// If there are no nonzeros, min_abs_value retains its starting
|
|
405
|
+
// value of inf
|
|
406
|
+
if (!nNz) min_abs_value = 0;
|
|
407
|
+
highsReportDevInfo(
|
|
408
|
+
log_options,
|
|
409
|
+
highsFormatToString(
|
|
410
|
+
"%s of dimension %" HIGHSINT_FORMAT " with %" HIGHSINT_FORMAT
|
|
411
|
+
" nonzeros (%3d%%) in [%11.4g, %11.4g]\n",
|
|
412
|
+
message.c_str(), vecDim, nNz, int(1e2 * double(nNz) / double(vecDim)),
|
|
413
|
+
min_abs_value, max_abs_value));
|
|
414
|
+
if (nNegInfV > 0)
|
|
415
|
+
highsReportDevInfo(
|
|
416
|
+
log_options, highsFormatToString(
|
|
417
|
+
"%12" HIGHSINT_FORMAT " values are -Inf\n", nNegInfV));
|
|
418
|
+
if (nPosInfV > 0)
|
|
419
|
+
highsReportDevInfo(
|
|
420
|
+
log_options, highsFormatToString(
|
|
421
|
+
"%12" HIGHSINT_FORMAT " values are +Inf\n", nPosInfV));
|
|
422
|
+
HighsInt k = nVK;
|
|
423
|
+
HighsInt vK = posVK[k];
|
|
424
|
+
if (vK > 0)
|
|
425
|
+
highsReportDevInfo(log_options, highsFormatToString(
|
|
426
|
+
"%12" HIGHSINT_FORMAT
|
|
427
|
+
" values satisfy 10^(%3" HIGHSINT_FORMAT
|
|
428
|
+
") <= v < Inf\n",
|
|
429
|
+
vK, k));
|
|
430
|
+
for (HighsInt k = nVK - 1; k >= 0; k--) {
|
|
431
|
+
HighsInt vK = posVK[k];
|
|
432
|
+
if (vK > 0)
|
|
433
|
+
highsReportDevInfo(
|
|
434
|
+
log_options,
|
|
435
|
+
highsFormatToString("%12" HIGHSINT_FORMAT
|
|
436
|
+
" values satisfy 10^(%3" HIGHSINT_FORMAT
|
|
437
|
+
") <= v < 10^(%3" HIGHSINT_FORMAT ")\n",
|
|
438
|
+
vK, k - 1, k));
|
|
439
|
+
}
|
|
440
|
+
for (HighsInt k = 1; k <= nVK; k++) {
|
|
441
|
+
HighsInt vK = negVK[k];
|
|
442
|
+
if (vK > 0)
|
|
443
|
+
highsReportDevInfo(
|
|
444
|
+
log_options,
|
|
445
|
+
highsFormatToString("%12" HIGHSINT_FORMAT
|
|
446
|
+
" values satisfy 10^(%3" HIGHSINT_FORMAT
|
|
447
|
+
") <= v < 10^(%3" HIGHSINT_FORMAT ")\n",
|
|
448
|
+
vK, -k - 1, -k));
|
|
449
|
+
}
|
|
450
|
+
vK = vecDim - nNz;
|
|
451
|
+
if (vK > 0)
|
|
452
|
+
highsReportDevInfo(
|
|
453
|
+
log_options,
|
|
454
|
+
highsFormatToString("%12" HIGHSINT_FORMAT " values are zero\n", vK));
|
|
455
|
+
if (analyseValueList) {
|
|
456
|
+
highsReportDevInfo(log_options,
|
|
457
|
+
highsFormatToString(" Value distribution:"));
|
|
458
|
+
if (excessVLsV)
|
|
459
|
+
highsReportDevInfo(
|
|
460
|
+
log_options,
|
|
461
|
+
highsFormatToString(
|
|
462
|
+
" More than %" HIGHSINT_FORMAT " different values", VLsZ));
|
|
463
|
+
highsReportDevInfo(
|
|
464
|
+
log_options, highsFormatToString("\n Value Count\n"));
|
|
465
|
+
for (HighsInt ix = 0; ix < VLsZ; ix++) {
|
|
466
|
+
if (!VLsK[ix]) continue;
|
|
467
|
+
HighsInt pct = ((100.0 * VLsK[ix]) / vecDim) + 0.5;
|
|
468
|
+
highsReportDevInfo(log_options,
|
|
469
|
+
highsFormatToString(" %12g %12" HIGHSINT_FORMAT
|
|
470
|
+
" (%3" HIGHSINT_FORMAT "%%)\n",
|
|
471
|
+
VLsV[ix], VLsK[ix], pct));
|
|
472
|
+
}
|
|
473
|
+
highsReportDevInfo(
|
|
474
|
+
log_options,
|
|
475
|
+
highsFormatToString("grep_value_distrib,%s,%" HIGHSINT_FORMAT "",
|
|
476
|
+
model_name.c_str(), VLsZ));
|
|
477
|
+
highsReportDevInfo(log_options, highsFormatToString(","));
|
|
478
|
+
if (excessVLsV) highsReportDevInfo(log_options, highsFormatToString("!"));
|
|
479
|
+
for (HighsInt ix = 0; ix < VLsZ; ix++)
|
|
480
|
+
highsReportDevInfo(log_options, highsFormatToString(",%g", VLsV[ix]));
|
|
481
|
+
highsReportDevInfo(log_options, highsFormatToString("\n"));
|
|
482
|
+
}
|
|
483
|
+
}
|
|
484
|
+
|
|
485
|
+
void analyseVectorValues(const HighsLogOptions* log_options,
|
|
486
|
+
const std::string& message, HighsInt vecDim,
|
|
487
|
+
const std::vector<HighsInt>& vec,
|
|
488
|
+
const std::string& model_name) {
|
|
489
|
+
if (vecDim == 0) return;
|
|
490
|
+
const HighsInt VLsMxZ = 10;
|
|
491
|
+
std::vector<std::pair<HighsInt, HighsInt>> VLs;
|
|
492
|
+
bool excessVLsV = false;
|
|
493
|
+
HighsInt VLsZ = 0;
|
|
494
|
+
HighsInt min_value = kHighsIInf;
|
|
495
|
+
HighsInt max_value = 0;
|
|
496
|
+
HighsInt nNz = 0;
|
|
497
|
+
|
|
498
|
+
for (HighsInt ix = 0; ix < vecDim; ix++) {
|
|
499
|
+
HighsInt v = vec[ix];
|
|
500
|
+
min_value = std::min(v, min_value);
|
|
501
|
+
max_value = std::max(v, max_value);
|
|
502
|
+
if (v != 0) nNz++;
|
|
503
|
+
|
|
504
|
+
HighsInt fdIx = -1;
|
|
505
|
+
for (HighsInt ix = 0; ix < VLsZ; ix++) {
|
|
506
|
+
if (v == VLs[ix].first) {
|
|
507
|
+
fdIx = ix;
|
|
508
|
+
break;
|
|
509
|
+
}
|
|
510
|
+
}
|
|
511
|
+
if (fdIx == -1) {
|
|
512
|
+
// New value
|
|
513
|
+
if (VLsZ < VLsMxZ) {
|
|
514
|
+
fdIx = VLsZ;
|
|
515
|
+
VLs.push_back(std::make_pair(v, 1));
|
|
516
|
+
VLsZ++;
|
|
517
|
+
} else {
|
|
518
|
+
excessVLsV = true;
|
|
519
|
+
}
|
|
520
|
+
} else {
|
|
521
|
+
// Existing value
|
|
522
|
+
VLs[fdIx].second++;
|
|
523
|
+
}
|
|
524
|
+
}
|
|
525
|
+
assert(VLsZ == int(VLs.size()));
|
|
526
|
+
std::sort(VLs.begin(), VLs.end());
|
|
527
|
+
highsReportDevInfo(
|
|
528
|
+
log_options,
|
|
529
|
+
highsFormatToString(
|
|
530
|
+
"%s of dimension %d with %d nonzeros (%3d%%) in [%d, %d]\n",
|
|
531
|
+
message.c_str(), int(vecDim), int(nNz), int(100 * nNz / vecDim),
|
|
532
|
+
int(min_value), int(max_value)));
|
|
533
|
+
highsReportDevInfo(log_options,
|
|
534
|
+
highsFormatToString(" Value distribution:"));
|
|
535
|
+
if (excessVLsV)
|
|
536
|
+
highsReportDevInfo(
|
|
537
|
+
log_options,
|
|
538
|
+
highsFormatToString(" More than %" HIGHSINT_FORMAT " different values",
|
|
539
|
+
VLsZ));
|
|
540
|
+
highsReportDevInfo(log_options,
|
|
541
|
+
highsFormatToString("\n Value Count\n"));
|
|
542
|
+
for (HighsInt ix = 0; ix < VLsZ; ix++) {
|
|
543
|
+
if (!VLs[ix].second) continue;
|
|
544
|
+
HighsInt pct = ((100.0 * VLs[ix].second) / vecDim) + 0.5;
|
|
545
|
+
highsReportDevInfo(log_options,
|
|
546
|
+
highsFormatToString(" %12d %12d (%3d%%)\n",
|
|
547
|
+
VLs[ix].first, VLs[ix].second, pct));
|
|
548
|
+
}
|
|
549
|
+
/*
|
|
550
|
+
highsReportDevInfo(log_options,
|
|
551
|
+
highsFormatToString("grep_value_distrib,%s,%"
|
|
552
|
+
HIGHSINT_FORMAT "", model_name.c_str(), VLsZ));
|
|
553
|
+
highsReportDevInfo(log_options, highsFormatToString(","));
|
|
554
|
+
if (excessVLsV) highsReportDevInfo(log_options, highsFormatToString("!"));
|
|
555
|
+
for (HighsInt ix = 0; ix < VLsZ; ix++)
|
|
556
|
+
highsReportDevInfo(log_options, highsFormatToString(",%g", VLs[ix].first));
|
|
557
|
+
highsReportDevInfo(log_options, highsFormatToString("\n"));
|
|
558
|
+
*/
|
|
559
|
+
}
|
|
560
|
+
|
|
561
|
+
void analyseMatrixSparsity(const HighsLogOptions& log_options,
|
|
562
|
+
const char* message, HighsInt numCol,
|
|
563
|
+
HighsInt numRow, const std::vector<HighsInt>& Astart,
|
|
564
|
+
const std::vector<HighsInt>& Aindex) {
|
|
565
|
+
if (numCol == 0) return;
|
|
566
|
+
std::vector<HighsInt> rowCount;
|
|
567
|
+
std::vector<HighsInt> colCount;
|
|
568
|
+
|
|
569
|
+
rowCount.assign(numRow, 0);
|
|
570
|
+
colCount.resize(numCol);
|
|
571
|
+
|
|
572
|
+
for (HighsInt col = 0; col < numCol; col++) {
|
|
573
|
+
colCount[col] = Astart[col + 1] - Astart[col];
|
|
574
|
+
for (HighsInt el = Astart[col]; el < Astart[col + 1]; el++)
|
|
575
|
+
rowCount[Aindex[el]]++;
|
|
576
|
+
}
|
|
577
|
+
analyseVectorValues(&log_options, "Column counts", numCol, colCount);
|
|
578
|
+
analyseVectorValues(&log_options, "Row counts", numRow, rowCount);
|
|
579
|
+
|
|
580
|
+
const HighsInt maxCat = 10;
|
|
581
|
+
std::vector<HighsInt> CatV;
|
|
582
|
+
std::vector<HighsInt> rowCatK;
|
|
583
|
+
std::vector<HighsInt> colCatK;
|
|
584
|
+
CatV.resize(maxCat + 1);
|
|
585
|
+
rowCatK.assign(maxCat + 1, 0);
|
|
586
|
+
colCatK.assign(maxCat + 1, 0);
|
|
587
|
+
|
|
588
|
+
CatV[1] = 1;
|
|
589
|
+
for (HighsInt cat = 2; cat < maxCat + 1; cat++) {
|
|
590
|
+
CatV[cat] = 2 * CatV[cat - 1];
|
|
591
|
+
}
|
|
592
|
+
|
|
593
|
+
HighsInt maxRowCount = 0;
|
|
594
|
+
HighsInt maxColCount = 0;
|
|
595
|
+
for (HighsInt col = 0; col < numCol; col++) {
|
|
596
|
+
maxColCount = std::max(colCount[col], maxColCount);
|
|
597
|
+
HighsInt fdCat = maxCat;
|
|
598
|
+
for (HighsInt cat = 0; cat < maxCat - 1; cat++) {
|
|
599
|
+
if (colCount[col] < CatV[cat + 1]) {
|
|
600
|
+
fdCat = cat;
|
|
601
|
+
break;
|
|
602
|
+
}
|
|
603
|
+
}
|
|
604
|
+
colCatK[fdCat]++;
|
|
605
|
+
}
|
|
606
|
+
|
|
607
|
+
for (HighsInt row = 0; row < numRow; row++) {
|
|
608
|
+
maxRowCount = std::max(rowCount[row], maxRowCount);
|
|
609
|
+
HighsInt fdCat = maxCat;
|
|
610
|
+
for (HighsInt cat = 0; cat < maxCat - 1; cat++) {
|
|
611
|
+
if (rowCount[row] < CatV[cat + 1]) {
|
|
612
|
+
fdCat = cat;
|
|
613
|
+
break;
|
|
614
|
+
}
|
|
615
|
+
}
|
|
616
|
+
rowCatK[fdCat]++;
|
|
617
|
+
}
|
|
618
|
+
|
|
619
|
+
highsLogDev(log_options, HighsLogType::kInfo, "\n%s\n\n", message);
|
|
620
|
+
HighsInt lastRpCat = -1;
|
|
621
|
+
for (HighsInt cat = 0; cat < maxCat + 1; cat++) {
|
|
622
|
+
if (colCatK[cat]) lastRpCat = cat;
|
|
623
|
+
}
|
|
624
|
+
HighsInt cat = maxCat;
|
|
625
|
+
if (colCatK[cat]) lastRpCat = cat;
|
|
626
|
+
HighsInt pct;
|
|
627
|
+
double v;
|
|
628
|
+
for (HighsInt cat = 0; cat < lastRpCat; cat++) {
|
|
629
|
+
v = 100 * colCatK[cat];
|
|
630
|
+
v = v / numCol + 0.5;
|
|
631
|
+
pct = v;
|
|
632
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
633
|
+
"%12" HIGHSINT_FORMAT " (%3" HIGHSINT_FORMAT
|
|
634
|
+
"%%) columns of count in [%3" HIGHSINT_FORMAT
|
|
635
|
+
", %3" HIGHSINT_FORMAT "]\n",
|
|
636
|
+
colCatK[cat], pct, CatV[cat], CatV[cat + 1] - 1);
|
|
637
|
+
}
|
|
638
|
+
|
|
639
|
+
cat = lastRpCat;
|
|
640
|
+
v = 100 * colCatK[cat];
|
|
641
|
+
v = v / numCol + 0.5;
|
|
642
|
+
pct = v;
|
|
643
|
+
if (cat == maxCat) {
|
|
644
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
645
|
+
"%12" HIGHSINT_FORMAT " (%3" HIGHSINT_FORMAT
|
|
646
|
+
"%%) columns of count in [%3" HIGHSINT_FORMAT ", inf]\n",
|
|
647
|
+
colCatK[cat], pct, CatV[cat]);
|
|
648
|
+
} else {
|
|
649
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
650
|
+
"%12" HIGHSINT_FORMAT " (%3" HIGHSINT_FORMAT
|
|
651
|
+
"%%) columns of count in [%3" HIGHSINT_FORMAT
|
|
652
|
+
", %3" HIGHSINT_FORMAT "]\n",
|
|
653
|
+
colCatK[cat], pct, CatV[cat], CatV[cat + 1] - 1);
|
|
654
|
+
}
|
|
655
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
656
|
+
"Max count is %" HIGHSINT_FORMAT " / %" HIGHSINT_FORMAT "\n\n",
|
|
657
|
+
maxColCount, numRow);
|
|
658
|
+
|
|
659
|
+
lastRpCat = -1;
|
|
660
|
+
for (HighsInt cat = 0; cat < maxCat + 1; cat++) {
|
|
661
|
+
if (rowCatK[cat]) lastRpCat = cat;
|
|
662
|
+
}
|
|
663
|
+
cat = maxCat;
|
|
664
|
+
if (rowCatK[cat]) lastRpCat = cat;
|
|
665
|
+
pct = 0;
|
|
666
|
+
v = 0;
|
|
667
|
+
for (HighsInt cat = 0; cat < lastRpCat; cat++) {
|
|
668
|
+
v = 100 * rowCatK[cat];
|
|
669
|
+
v = v / numRow + 0.5;
|
|
670
|
+
pct = v;
|
|
671
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
672
|
+
"%12" HIGHSINT_FORMAT " (%3" HIGHSINT_FORMAT
|
|
673
|
+
"%%) rows of count in [%3" HIGHSINT_FORMAT
|
|
674
|
+
", %3" HIGHSINT_FORMAT "]\n",
|
|
675
|
+
rowCatK[cat], pct, CatV[cat], CatV[cat + 1] - 1);
|
|
676
|
+
}
|
|
677
|
+
|
|
678
|
+
cat = lastRpCat;
|
|
679
|
+
v = 100 * rowCatK[cat];
|
|
680
|
+
v = v / numRow + 0.5;
|
|
681
|
+
pct = v;
|
|
682
|
+
if (cat == maxCat) {
|
|
683
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
684
|
+
"%12" HIGHSINT_FORMAT " (%3" HIGHSINT_FORMAT
|
|
685
|
+
"%%) rows of count in [%3" HIGHSINT_FORMAT ", inf]\n",
|
|
686
|
+
rowCatK[cat], pct, CatV[cat]);
|
|
687
|
+
} else {
|
|
688
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
689
|
+
"%12" HIGHSINT_FORMAT " (%3" HIGHSINT_FORMAT
|
|
690
|
+
"%%) rows of count in [%3" HIGHSINT_FORMAT
|
|
691
|
+
", %3" HIGHSINT_FORMAT "]\n",
|
|
692
|
+
rowCatK[cat], pct, CatV[cat], CatV[cat + 1] - 1);
|
|
693
|
+
}
|
|
694
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
695
|
+
"Max count is %" HIGHSINT_FORMAT " / %" HIGHSINT_FORMAT "\n",
|
|
696
|
+
maxRowCount, numCol);
|
|
697
|
+
}
|
|
698
|
+
|
|
699
|
+
bool initialiseValueDistribution(const std::string& distribution_name,
|
|
700
|
+
const std::string& value_name,
|
|
701
|
+
const double min_value_limit,
|
|
702
|
+
const double max_value_limit,
|
|
703
|
+
const double base_value_limit,
|
|
704
|
+
HighsValueDistribution& value_distribution) {
|
|
705
|
+
assert(min_value_limit > 0);
|
|
706
|
+
assert(max_value_limit > 0);
|
|
707
|
+
assert(base_value_limit > 1);
|
|
708
|
+
value_distribution.distribution_name_ = distribution_name;
|
|
709
|
+
value_distribution.value_name_ = value_name;
|
|
710
|
+
if (min_value_limit <= 0) return false;
|
|
711
|
+
if (max_value_limit < min_value_limit) return false;
|
|
712
|
+
HighsInt num_count;
|
|
713
|
+
if (min_value_limit == max_value_limit) {
|
|
714
|
+
// For counting values below and above a value
|
|
715
|
+
num_count = 1;
|
|
716
|
+
} else {
|
|
717
|
+
if (base_value_limit <= 0) return false;
|
|
718
|
+
const double log_ratio = log(max_value_limit / min_value_limit);
|
|
719
|
+
const double log_base_value_limit = log(base_value_limit);
|
|
720
|
+
// printf("initialiseValueDistribution: log_ratio = %g;
|
|
721
|
+
// log_base_value_limit = %g; log_ratio/log_base_value_limit = %g\n",
|
|
722
|
+
// log_ratio, log_base_value_limit, log_ratio/log_base_value_limit);
|
|
723
|
+
num_count = log_ratio / log_base_value_limit + 1;
|
|
724
|
+
}
|
|
725
|
+
// printf("initialiseValueDistribution: num_count = %" HIGHSINT_FORMAT "\n",
|
|
726
|
+
// num_count);
|
|
727
|
+
value_distribution.count_.assign(num_count + 1, 0);
|
|
728
|
+
value_distribution.limit_.assign(num_count, 0);
|
|
729
|
+
value_distribution.limit_[0] = min_value_limit;
|
|
730
|
+
// printf("Interval 0 is [%10.4g, %10.4g)\n", 0.0,
|
|
731
|
+
// value_distribution.limit_[0]);
|
|
732
|
+
for (HighsInt i = 1; i < num_count; i++) {
|
|
733
|
+
value_distribution.limit_[i] =
|
|
734
|
+
base_value_limit * value_distribution.limit_[i - 1];
|
|
735
|
+
// printf("Interval %2" HIGHSINT_FORMAT " is [%10.4g, %10.4g)\n", i,
|
|
736
|
+
// value_distribution.limit_[i-1], value_distribution.limit_[i]);
|
|
737
|
+
}
|
|
738
|
+
// printf("Interval %2" HIGHSINT_FORMAT " is [%10.4g, inf)\n", num_count,
|
|
739
|
+
// value_distribution.limit_[num_count-1]);
|
|
740
|
+
value_distribution.num_count_ = num_count;
|
|
741
|
+
value_distribution.num_zero_ = 0;
|
|
742
|
+
value_distribution.num_one_ = 0;
|
|
743
|
+
value_distribution.min_value_ = kHighsInf;
|
|
744
|
+
value_distribution.max_value_ = 0;
|
|
745
|
+
value_distribution.sum_count_ = 0;
|
|
746
|
+
return true;
|
|
747
|
+
}
|
|
748
|
+
|
|
749
|
+
bool updateValueDistribution(const double value,
|
|
750
|
+
HighsValueDistribution& value_distribution) {
|
|
751
|
+
if (value_distribution.num_count_ < 0) return false;
|
|
752
|
+
value_distribution.sum_count_++;
|
|
753
|
+
const double abs_value = fabs(value);
|
|
754
|
+
value_distribution.min_value_ =
|
|
755
|
+
std::min(abs_value, value_distribution.min_value_);
|
|
756
|
+
value_distribution.max_value_ =
|
|
757
|
+
std::max(abs_value, value_distribution.max_value_);
|
|
758
|
+
if (!abs_value) {
|
|
759
|
+
value_distribution.num_zero_++;
|
|
760
|
+
return true;
|
|
761
|
+
}
|
|
762
|
+
if (abs_value == 1.0) {
|
|
763
|
+
value_distribution.num_one_++;
|
|
764
|
+
return true;
|
|
765
|
+
}
|
|
766
|
+
for (HighsInt i = 0; i < value_distribution.num_count_; i++) {
|
|
767
|
+
if (abs_value < value_distribution.limit_[i]) {
|
|
768
|
+
value_distribution.count_[i]++;
|
|
769
|
+
return true;
|
|
770
|
+
}
|
|
771
|
+
}
|
|
772
|
+
value_distribution.count_[value_distribution.num_count_]++;
|
|
773
|
+
return true;
|
|
774
|
+
}
|
|
775
|
+
|
|
776
|
+
double doublePercentage(const HighsInt of, const HighsInt in) {
|
|
777
|
+
return ((100.0 * of) / in);
|
|
778
|
+
}
|
|
779
|
+
|
|
780
|
+
HighsInt integerPercentage(const HighsInt of, const HighsInt in) {
|
|
781
|
+
const double double_percentage = ((100.0 * of) / in) + 0.4999;
|
|
782
|
+
return (HighsInt)double_percentage;
|
|
783
|
+
}
|
|
784
|
+
|
|
785
|
+
bool logValueDistribution(const HighsLogOptions& log_options,
|
|
786
|
+
const HighsValueDistribution& value_distribution,
|
|
787
|
+
const HighsInt mu) {
|
|
788
|
+
if (value_distribution.sum_count_ <= 0) return false;
|
|
789
|
+
const HighsInt num_count = value_distribution.num_count_;
|
|
790
|
+
if (num_count < 0) return false;
|
|
791
|
+
if (value_distribution.distribution_name_ != "")
|
|
792
|
+
highsLogDev(log_options, HighsLogType::kInfo, "\n%s\n",
|
|
793
|
+
value_distribution.distribution_name_.c_str());
|
|
794
|
+
std::string value_name = value_distribution.value_name_;
|
|
795
|
+
bool not_reported_ones = true;
|
|
796
|
+
HighsInt sum_count =
|
|
797
|
+
value_distribution.num_zero_ + value_distribution.num_one_;
|
|
798
|
+
const double min_value = value_distribution.min_value_;
|
|
799
|
+
for (HighsInt i = 0; i < num_count + 1; i++)
|
|
800
|
+
sum_count += value_distribution.count_[i];
|
|
801
|
+
if (!sum_count) return false;
|
|
802
|
+
highsLogDev(log_options, HighsLogType::kInfo, "Min value = %g\n", min_value);
|
|
803
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
804
|
+
" Minimum %svalue is %10.4g", value_name.c_str(), min_value);
|
|
805
|
+
if (mu > 0) {
|
|
806
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
807
|
+
" corresponding to %10" HIGHSINT_FORMAT
|
|
808
|
+
" / %10" HIGHSINT_FORMAT "\n",
|
|
809
|
+
(HighsInt)(min_value * mu), mu);
|
|
810
|
+
} else {
|
|
811
|
+
highsLogDev(log_options, HighsLogType::kInfo, "\n");
|
|
812
|
+
}
|
|
813
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
814
|
+
" Maximum %svalue is %10.4g", value_name.c_str(),
|
|
815
|
+
value_distribution.max_value_);
|
|
816
|
+
if (mu > 0) {
|
|
817
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
818
|
+
" corresponding to %10" HIGHSINT_FORMAT
|
|
819
|
+
" / %10" HIGHSINT_FORMAT "\n",
|
|
820
|
+
(HighsInt)(value_distribution.max_value_ * mu), mu);
|
|
821
|
+
} else {
|
|
822
|
+
highsLogDev(log_options, HighsLogType::kInfo, "\n");
|
|
823
|
+
}
|
|
824
|
+
HighsInt sum_report_count = 0;
|
|
825
|
+
double percentage;
|
|
826
|
+
HighsInt int_percentage;
|
|
827
|
+
HighsInt count = value_distribution.num_zero_;
|
|
828
|
+
if (count) {
|
|
829
|
+
percentage = doublePercentage(count, sum_count);
|
|
830
|
+
int_percentage = percentage;
|
|
831
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
832
|
+
"%12" HIGHSINT_FORMAT " %svalues (%3" HIGHSINT_FORMAT
|
|
833
|
+
"%%) are %10.4g\n",
|
|
834
|
+
count, value_name.c_str(), int_percentage, 0.0);
|
|
835
|
+
sum_report_count += count;
|
|
836
|
+
}
|
|
837
|
+
count = value_distribution.count_[0];
|
|
838
|
+
if (count) {
|
|
839
|
+
percentage = doublePercentage(count, sum_count);
|
|
840
|
+
int_percentage = percentage;
|
|
841
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
842
|
+
"%12" HIGHSINT_FORMAT " %svalues (%3" HIGHSINT_FORMAT
|
|
843
|
+
"%%) in (%10.4g, %10.4g)",
|
|
844
|
+
count, value_name.c_str(), int_percentage, 0.0,
|
|
845
|
+
value_distribution.limit_[0]);
|
|
846
|
+
sum_report_count += count;
|
|
847
|
+
if (mu > 0) {
|
|
848
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
849
|
+
" corresponding to (%10" HIGHSINT_FORMAT
|
|
850
|
+
", %10" HIGHSINT_FORMAT ")\n",
|
|
851
|
+
0, (HighsInt)(value_distribution.limit_[0] * mu));
|
|
852
|
+
} else {
|
|
853
|
+
highsLogDev(log_options, HighsLogType::kInfo, "\n");
|
|
854
|
+
}
|
|
855
|
+
}
|
|
856
|
+
for (HighsInt i = 1; i < num_count; i++) {
|
|
857
|
+
if (not_reported_ones && value_distribution.limit_[i - 1] >= 1.0) {
|
|
858
|
+
count = value_distribution.num_one_;
|
|
859
|
+
if (count) {
|
|
860
|
+
percentage = doublePercentage(count, sum_count);
|
|
861
|
+
int_percentage = percentage;
|
|
862
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
863
|
+
"%12" HIGHSINT_FORMAT " %svalues (%3" HIGHSINT_FORMAT
|
|
864
|
+
"%%) are %10.4g",
|
|
865
|
+
count, value_name.c_str(), int_percentage, 1.0);
|
|
866
|
+
sum_report_count += count;
|
|
867
|
+
if (mu > 0) {
|
|
868
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
869
|
+
" corresponding to %10" HIGHSINT_FORMAT "\n", mu);
|
|
870
|
+
} else {
|
|
871
|
+
highsLogDev(log_options, HighsLogType::kInfo, "\n");
|
|
872
|
+
}
|
|
873
|
+
}
|
|
874
|
+
not_reported_ones = false;
|
|
875
|
+
}
|
|
876
|
+
count = value_distribution.count_[i];
|
|
877
|
+
if (count) {
|
|
878
|
+
percentage = doublePercentage(count, sum_count);
|
|
879
|
+
int_percentage = percentage;
|
|
880
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
881
|
+
"%12" HIGHSINT_FORMAT " %svalues (%3" HIGHSINT_FORMAT
|
|
882
|
+
"%%) in [%10.4g, %10.4g)",
|
|
883
|
+
count, value_name.c_str(), int_percentage,
|
|
884
|
+
value_distribution.limit_[i - 1],
|
|
885
|
+
value_distribution.limit_[i]);
|
|
886
|
+
sum_report_count += count;
|
|
887
|
+
if (mu > 0) {
|
|
888
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
889
|
+
" corresponding to [%10" HIGHSINT_FORMAT
|
|
890
|
+
", %10" HIGHSINT_FORMAT ")\n",
|
|
891
|
+
(HighsInt)(value_distribution.limit_[i - 1] * mu),
|
|
892
|
+
(HighsInt)(value_distribution.limit_[i] * mu));
|
|
893
|
+
} else {
|
|
894
|
+
highsLogDev(log_options, HighsLogType::kInfo, "\n");
|
|
895
|
+
}
|
|
896
|
+
}
|
|
897
|
+
}
|
|
898
|
+
if (not_reported_ones && value_distribution.limit_[num_count - 1] >= 1.0) {
|
|
899
|
+
count = value_distribution.num_one_;
|
|
900
|
+
if (count) {
|
|
901
|
+
percentage = doublePercentage(count, sum_count);
|
|
902
|
+
int_percentage = percentage;
|
|
903
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
904
|
+
"%12" HIGHSINT_FORMAT " %svalues (%3" HIGHSINT_FORMAT
|
|
905
|
+
"%%) are %10.4g",
|
|
906
|
+
count, value_name.c_str(), int_percentage, 1.0);
|
|
907
|
+
sum_report_count += count;
|
|
908
|
+
if (mu > 0) {
|
|
909
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
910
|
+
" corresponding to %10" HIGHSINT_FORMAT "\n", mu);
|
|
911
|
+
} else {
|
|
912
|
+
highsLogDev(log_options, HighsLogType::kInfo, "\n");
|
|
913
|
+
}
|
|
914
|
+
}
|
|
915
|
+
not_reported_ones = false;
|
|
916
|
+
}
|
|
917
|
+
count = value_distribution.count_[num_count];
|
|
918
|
+
if (count) {
|
|
919
|
+
percentage = doublePercentage(count, sum_count);
|
|
920
|
+
int_percentage = percentage;
|
|
921
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
922
|
+
"%12" HIGHSINT_FORMAT " %svalues (%3" HIGHSINT_FORMAT
|
|
923
|
+
"%%) in [%10.4g, inf)",
|
|
924
|
+
count, value_name.c_str(), int_percentage,
|
|
925
|
+
value_distribution.limit_[num_count - 1]);
|
|
926
|
+
sum_report_count += count;
|
|
927
|
+
if (mu > 0) {
|
|
928
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
929
|
+
" corresponding to [%10" HIGHSINT_FORMAT ", inf)\n",
|
|
930
|
+
(HighsInt)(value_distribution.limit_[num_count - 1] * mu));
|
|
931
|
+
} else {
|
|
932
|
+
highsLogDev(log_options, HighsLogType::kInfo, "\n");
|
|
933
|
+
}
|
|
934
|
+
}
|
|
935
|
+
if (not_reported_ones) {
|
|
936
|
+
count = value_distribution.num_one_;
|
|
937
|
+
if (count) {
|
|
938
|
+
percentage = doublePercentage(count, sum_count);
|
|
939
|
+
int_percentage = percentage;
|
|
940
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
941
|
+
"%12" HIGHSINT_FORMAT " %svalues (%3" HIGHSINT_FORMAT
|
|
942
|
+
"%%) are %10.4g",
|
|
943
|
+
count, value_name.c_str(), int_percentage, 1.0);
|
|
944
|
+
sum_report_count += count;
|
|
945
|
+
if (mu > 0) {
|
|
946
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
947
|
+
" corresponding to %10" HIGHSINT_FORMAT "\n", mu);
|
|
948
|
+
} else {
|
|
949
|
+
highsLogDev(log_options, HighsLogType::kInfo, "\n");
|
|
950
|
+
}
|
|
951
|
+
}
|
|
952
|
+
}
|
|
953
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
954
|
+
"%12" HIGHSINT_FORMAT " %svalues\n", sum_count,
|
|
955
|
+
value_name.c_str());
|
|
956
|
+
if (sum_report_count != sum_count)
|
|
957
|
+
highsLogDev(log_options, HighsLogType::kInfo,
|
|
958
|
+
"ERROR: %" HIGHSINT_FORMAT
|
|
959
|
+
" = sum_report_count != sum_count = %" HIGHSINT_FORMAT "\n",
|
|
960
|
+
sum_report_count, sum_count);
|
|
961
|
+
return true;
|
|
962
|
+
}
|
|
963
|
+
|
|
964
|
+
bool initialiseScatterData(const HighsInt max_num_point,
|
|
965
|
+
HighsScatterData& scatter_data) {
|
|
966
|
+
if (max_num_point < 1) return false;
|
|
967
|
+
scatter_data.max_num_point_ = max_num_point;
|
|
968
|
+
scatter_data.num_point_ = 0;
|
|
969
|
+
scatter_data.last_point_ = -1;
|
|
970
|
+
scatter_data.value0_.resize(max_num_point);
|
|
971
|
+
scatter_data.value1_.resize(max_num_point);
|
|
972
|
+
scatter_data.have_regression_coeff_ = false;
|
|
973
|
+
scatter_data.num_error_comparison_ = 0;
|
|
974
|
+
scatter_data.num_awful_linear_ = 0;
|
|
975
|
+
scatter_data.num_awful_log_ = 0;
|
|
976
|
+
scatter_data.num_bad_linear_ = 0;
|
|
977
|
+
scatter_data.num_bad_log_ = 0;
|
|
978
|
+
scatter_data.num_fair_linear_ = 0;
|
|
979
|
+
scatter_data.num_fair_log_ = 0;
|
|
980
|
+
scatter_data.num_better_linear_ = 0;
|
|
981
|
+
scatter_data.num_better_log_ = 0;
|
|
982
|
+
return true;
|
|
983
|
+
}
|
|
984
|
+
|
|
985
|
+
bool updateScatterData(const double value0, const double value1,
|
|
986
|
+
HighsScatterData& scatter_data) {
|
|
987
|
+
if (value0 <= 0 || value1 <= 0) return false;
|
|
988
|
+
scatter_data.num_point_++;
|
|
989
|
+
scatter_data.last_point_++;
|
|
990
|
+
if (scatter_data.last_point_ == scatter_data.max_num_point_)
|
|
991
|
+
scatter_data.last_point_ = 0;
|
|
992
|
+
scatter_data.value0_[scatter_data.last_point_] = value0;
|
|
993
|
+
scatter_data.value1_[scatter_data.last_point_] = value1;
|
|
994
|
+
return true;
|
|
995
|
+
}
|
|
996
|
+
|
|
997
|
+
bool regressScatterData(HighsScatterData& scatter_data) {
|
|
998
|
+
if (scatter_data.num_point_ < 5) return true;
|
|
999
|
+
double log_x;
|
|
1000
|
+
double log_y;
|
|
1001
|
+
double sum_log_x = 0;
|
|
1002
|
+
double sum_log_y = 0;
|
|
1003
|
+
double sum_log_xlog_x = 0;
|
|
1004
|
+
double sum_log_xlog_y = 0;
|
|
1005
|
+
double x;
|
|
1006
|
+
double y;
|
|
1007
|
+
double sum_x = 0;
|
|
1008
|
+
double sum_y = 0;
|
|
1009
|
+
double sum_xx = 0;
|
|
1010
|
+
double sum_xy = 0;
|
|
1011
|
+
HighsInt point_num = 0;
|
|
1012
|
+
for (HighsInt pass = 0; pass < 2; pass++) {
|
|
1013
|
+
HighsInt from_point;
|
|
1014
|
+
HighsInt to_point;
|
|
1015
|
+
if (pass == 0) {
|
|
1016
|
+
from_point = scatter_data.last_point_;
|
|
1017
|
+
to_point = std::min(scatter_data.num_point_, scatter_data.max_num_point_);
|
|
1018
|
+
} else {
|
|
1019
|
+
from_point = 0;
|
|
1020
|
+
to_point = scatter_data.last_point_;
|
|
1021
|
+
}
|
|
1022
|
+
for (HighsInt point = from_point; point < to_point; point++) {
|
|
1023
|
+
point_num++;
|
|
1024
|
+
x = scatter_data.value0_[point];
|
|
1025
|
+
y = scatter_data.value1_[point];
|
|
1026
|
+
sum_x += x;
|
|
1027
|
+
sum_y += y;
|
|
1028
|
+
sum_xx += x * x;
|
|
1029
|
+
sum_xy += x * y;
|
|
1030
|
+
log_x = log(x);
|
|
1031
|
+
log_y = log(y);
|
|
1032
|
+
sum_log_x += log_x;
|
|
1033
|
+
sum_log_y += log_y;
|
|
1034
|
+
sum_log_xlog_x += log_x * log_x;
|
|
1035
|
+
sum_log_xlog_y += log_x * log_y;
|
|
1036
|
+
}
|
|
1037
|
+
}
|
|
1038
|
+
double double_num = 1.0 * point_num;
|
|
1039
|
+
// Linear regression
|
|
1040
|
+
double det = double_num * sum_xx - sum_x * sum_x;
|
|
1041
|
+
if (fabs(det) < 1e-8) return true;
|
|
1042
|
+
scatter_data.linear_coeff0_ = (sum_xx * sum_y - sum_x * sum_xy) / det;
|
|
1043
|
+
scatter_data.linear_coeff1_ = (-sum_x * sum_y + double_num * sum_xy) / det;
|
|
1044
|
+
// Log regression
|
|
1045
|
+
det = double_num * sum_log_xlog_x - sum_log_x * sum_log_x;
|
|
1046
|
+
if (fabs(det) < 1e-8) return true;
|
|
1047
|
+
scatter_data.log_coeff0_ =
|
|
1048
|
+
(sum_log_xlog_x * sum_log_y - sum_log_x * sum_log_xlog_y) / det;
|
|
1049
|
+
scatter_data.log_coeff0_ = exp(scatter_data.log_coeff0_);
|
|
1050
|
+
scatter_data.log_coeff1_ =
|
|
1051
|
+
(-sum_log_x * sum_log_y + double_num * sum_log_xlog_y) / det;
|
|
1052
|
+
// Look at the errors in the two approaches
|
|
1053
|
+
scatter_data.have_regression_coeff_ = true;
|
|
1054
|
+
if (scatter_data.num_point_ < scatter_data.max_num_point_) return true;
|
|
1055
|
+
|
|
1056
|
+
scatter_data.num_error_comparison_++;
|
|
1057
|
+
computeScatterDataRegressionError(scatter_data);
|
|
1058
|
+
const double linear_error = scatter_data.linear_regression_error_;
|
|
1059
|
+
const double log_error = scatter_data.log_regression_error_;
|
|
1060
|
+
|
|
1061
|
+
const bool report_awful_error = false;
|
|
1062
|
+
if (linear_error > awful_regression_error ||
|
|
1063
|
+
log_error > awful_regression_error) {
|
|
1064
|
+
if (linear_error > awful_regression_error) {
|
|
1065
|
+
scatter_data.num_awful_linear_++;
|
|
1066
|
+
if (report_awful_error)
|
|
1067
|
+
printf("Awful linear regression error = %g\n", linear_error);
|
|
1068
|
+
}
|
|
1069
|
+
if (log_error > awful_regression_error) {
|
|
1070
|
+
scatter_data.num_awful_log_++;
|
|
1071
|
+
if (report_awful_error)
|
|
1072
|
+
printf("Awful log regression error = %g\n", log_error);
|
|
1073
|
+
}
|
|
1074
|
+
if (report_awful_error)
|
|
1075
|
+
computeScatterDataRegressionError(scatter_data, true);
|
|
1076
|
+
}
|
|
1077
|
+
if (linear_error > bad_regression_error) scatter_data.num_bad_linear_++;
|
|
1078
|
+
if (log_error > bad_regression_error) scatter_data.num_bad_log_++;
|
|
1079
|
+
if (linear_error > fair_regression_error) scatter_data.num_fair_linear_++;
|
|
1080
|
+
if (log_error > fair_regression_error) scatter_data.num_fair_log_++;
|
|
1081
|
+
if (linear_error < log_error) {
|
|
1082
|
+
scatter_data.num_better_linear_++;
|
|
1083
|
+
} else if (linear_error > log_error) {
|
|
1084
|
+
scatter_data.num_better_log_++;
|
|
1085
|
+
}
|
|
1086
|
+
// printf("Linear regression error = %g\n", linear_error);
|
|
1087
|
+
// printf("Log regression error = %g\n", log_error);
|
|
1088
|
+
return true;
|
|
1089
|
+
}
|
|
1090
|
+
|
|
1091
|
+
bool predictFromScatterData(const HighsScatterData& scatter_data,
|
|
1092
|
+
const double value0, double& predicted_value1,
|
|
1093
|
+
const bool log_regression) {
|
|
1094
|
+
if (!scatter_data.have_regression_coeff_) return false;
|
|
1095
|
+
if (log_regression) {
|
|
1096
|
+
predicted_value1 =
|
|
1097
|
+
scatter_data.log_coeff0_ * pow(value0, scatter_data.log_coeff1_);
|
|
1098
|
+
return true;
|
|
1099
|
+
} else {
|
|
1100
|
+
predicted_value1 =
|
|
1101
|
+
scatter_data.linear_coeff0_ + scatter_data.linear_coeff1_ * value0;
|
|
1102
|
+
return true;
|
|
1103
|
+
}
|
|
1104
|
+
}
|
|
1105
|
+
|
|
1106
|
+
bool computeScatterDataRegressionError(HighsScatterData& scatter_data,
|
|
1107
|
+
const bool print) {
|
|
1108
|
+
if (!scatter_data.have_regression_coeff_) return false;
|
|
1109
|
+
if (scatter_data.num_point_ < scatter_data.max_num_point_) return false;
|
|
1110
|
+
double sum_log_error = 0;
|
|
1111
|
+
if (print)
|
|
1112
|
+
printf(
|
|
1113
|
+
"Log regression\nPoint Value0 Value1 PredValue1 Error\n");
|
|
1114
|
+
for (HighsInt point = 0; point < scatter_data.max_num_point_; point++) {
|
|
1115
|
+
double value0 = scatter_data.value0_[point];
|
|
1116
|
+
double value1 = scatter_data.value1_[point];
|
|
1117
|
+
double predicted_value1;
|
|
1118
|
+
if (predictFromScatterData(scatter_data, value0, predicted_value1, true)) {
|
|
1119
|
+
double error = fabs(predicted_value1 - value1); // / fabs(value1);
|
|
1120
|
+
if (
|
|
1121
|
+
// 10*error > awful_regression_error &&
|
|
1122
|
+
print)
|
|
1123
|
+
printf("%5" HIGHSINT_FORMAT " %10.4g %10.4g %10.4g %10.4g\n", point,
|
|
1124
|
+
value0, value1, predicted_value1, error);
|
|
1125
|
+
sum_log_error += error;
|
|
1126
|
+
}
|
|
1127
|
+
}
|
|
1128
|
+
if (print)
|
|
1129
|
+
printf(" %10.4g\n", sum_log_error);
|
|
1130
|
+
double sum_linear_error = 0;
|
|
1131
|
+
if (print)
|
|
1132
|
+
printf(
|
|
1133
|
+
"Linear regression\nPoint Value0 Value1 PredValue1 "
|
|
1134
|
+
"Error\n");
|
|
1135
|
+
for (HighsInt point = 0; point < scatter_data.max_num_point_; point++) {
|
|
1136
|
+
double value0 = scatter_data.value0_[point];
|
|
1137
|
+
double value1 = scatter_data.value1_[point];
|
|
1138
|
+
double predicted_value1;
|
|
1139
|
+
if (predictFromScatterData(scatter_data, value0, predicted_value1)) {
|
|
1140
|
+
double error = fabs(predicted_value1 - value1); // / fabs(value1);
|
|
1141
|
+
if (
|
|
1142
|
+
// 10*error > awful_regression_error &&
|
|
1143
|
+
print)
|
|
1144
|
+
printf("%5" HIGHSINT_FORMAT " %10.4g %10.4g %10.4g %10.4g\n", point,
|
|
1145
|
+
value0, value1, predicted_value1, error);
|
|
1146
|
+
sum_linear_error += error;
|
|
1147
|
+
}
|
|
1148
|
+
}
|
|
1149
|
+
if (print)
|
|
1150
|
+
printf(" %10.4g\n", sum_linear_error);
|
|
1151
|
+
scatter_data.log_regression_error_ = sum_log_error;
|
|
1152
|
+
scatter_data.linear_regression_error_ = sum_linear_error;
|
|
1153
|
+
return true;
|
|
1154
|
+
}
|
|
1155
|
+
|
|
1156
|
+
bool printScatterData(const std::string& name,
|
|
1157
|
+
const HighsScatterData& scatter_data) {
|
|
1158
|
+
if (!scatter_data.num_point_) return true;
|
|
1159
|
+
double x;
|
|
1160
|
+
double y;
|
|
1161
|
+
HighsInt point_num = 0;
|
|
1162
|
+
printf("%s scatter data\n", name.c_str());
|
|
1163
|
+
const HighsInt to_point =
|
|
1164
|
+
std::min(scatter_data.num_point_, scatter_data.max_num_point_);
|
|
1165
|
+
for (HighsInt point = scatter_data.last_point_ + 1; point < to_point;
|
|
1166
|
+
point++) {
|
|
1167
|
+
point_num++;
|
|
1168
|
+
x = scatter_data.value0_[point];
|
|
1169
|
+
y = scatter_data.value1_[point];
|
|
1170
|
+
printf("%" HIGHSINT_FORMAT ",%10.4g,%10.4g,%" HIGHSINT_FORMAT "\n", point,
|
|
1171
|
+
x, y, point_num);
|
|
1172
|
+
}
|
|
1173
|
+
for (HighsInt point = 0; point <= scatter_data.last_point_; point++) {
|
|
1174
|
+
point_num++;
|
|
1175
|
+
x = scatter_data.value0_[point];
|
|
1176
|
+
y = scatter_data.value1_[point];
|
|
1177
|
+
printf("%" HIGHSINT_FORMAT ",%10.4g,%10.4g,%" HIGHSINT_FORMAT "\n", point,
|
|
1178
|
+
x, y, point_num);
|
|
1179
|
+
}
|
|
1180
|
+
printf("Linear regression coefficients,%10.4g,%10.4g\n",
|
|
1181
|
+
scatter_data.linear_coeff0_, scatter_data.linear_coeff1_);
|
|
1182
|
+
printf("Log regression coefficients,%10.4g,%10.4g\n",
|
|
1183
|
+
scatter_data.log_coeff0_, scatter_data.log_coeff1_);
|
|
1184
|
+
return true;
|
|
1185
|
+
}
|
|
1186
|
+
|
|
1187
|
+
void printScatterDataRegressionComparison(
|
|
1188
|
+
const std::string& name, const HighsScatterData& scatter_data) {
|
|
1189
|
+
if (!scatter_data.num_error_comparison_) return;
|
|
1190
|
+
printf("\n%s scatter data regression\n", name.c_str());
|
|
1191
|
+
printf("%10" HIGHSINT_FORMAT " regression error comparisons\n",
|
|
1192
|
+
scatter_data.num_error_comparison_);
|
|
1193
|
+
printf("%10" HIGHSINT_FORMAT " regression awful linear (>%10.4g)\n",
|
|
1194
|
+
scatter_data.num_awful_linear_, awful_regression_error);
|
|
1195
|
+
printf("%10" HIGHSINT_FORMAT " regression awful log (>%10.4g)\n",
|
|
1196
|
+
scatter_data.num_awful_log_, awful_regression_error);
|
|
1197
|
+
printf("%10" HIGHSINT_FORMAT " regression bad linear (>%10.4g)\n",
|
|
1198
|
+
scatter_data.num_bad_linear_, bad_regression_error);
|
|
1199
|
+
printf("%10" HIGHSINT_FORMAT " regression bad log (>%10.4g)\n",
|
|
1200
|
+
scatter_data.num_bad_log_, bad_regression_error);
|
|
1201
|
+
printf("%10" HIGHSINT_FORMAT " regression fair linear (>%10.4g)\n",
|
|
1202
|
+
scatter_data.num_fair_linear_, fair_regression_error);
|
|
1203
|
+
printf("%10" HIGHSINT_FORMAT " regression fair log (>%10.4g)\n",
|
|
1204
|
+
scatter_data.num_fair_log_, fair_regression_error);
|
|
1205
|
+
printf("%10" HIGHSINT_FORMAT " regression better linear\n",
|
|
1206
|
+
scatter_data.num_better_linear_);
|
|
1207
|
+
printf("%10" HIGHSINT_FORMAT " regression better log\n",
|
|
1208
|
+
scatter_data.num_better_log_);
|
|
1209
|
+
}
|
|
1210
|
+
|
|
1211
|
+
double nearestPowerOfTwoScale(const double value) {
|
|
1212
|
+
int exp_scale;
|
|
1213
|
+
// Decompose value into a normalized fraction and an integral power
|
|
1214
|
+
// of two.
|
|
1215
|
+
//
|
|
1216
|
+
// If arg is zero, returns zero and stores zero in *exp. Otherwise
|
|
1217
|
+
// (if arg is not zero), if no errors occur, returns the value x in
|
|
1218
|
+
// the range (-1;-0.5], [0.5; 1) and stores an integer value in *exp
|
|
1219
|
+
// such that x×2(*exp)=arg
|
|
1220
|
+
double check_x = std::frexp(value, &exp_scale);
|
|
1221
|
+
if (std::fabs(check_x) == 0.5) {
|
|
1222
|
+
check_x *= 2;
|
|
1223
|
+
exp_scale--;
|
|
1224
|
+
}
|
|
1225
|
+
const double check_value = check_x * std::pow(2, exp_scale);
|
|
1226
|
+
assert(check_value == value);
|
|
1227
|
+
exp_scale = -exp_scale;
|
|
1228
|
+
// Multiply a floating point value x(=1) by the number 2 raised to
|
|
1229
|
+
// the exp power
|
|
1230
|
+
double scale = std::ldexp(1, exp_scale);
|
|
1231
|
+
return scale;
|
|
1232
|
+
}
|
|
1233
|
+
|
|
1234
|
+
void highsAssert(const bool assert_condition, const std::string& message) {
|
|
1235
|
+
if (assert_condition) return;
|
|
1236
|
+
printf("Failing highsAssert(\"%s\")\n", message.c_str());
|
|
1237
|
+
#ifdef NDEBUG
|
|
1238
|
+
// Standard assert won't trigger abort, so do it explicitly
|
|
1239
|
+
printf("assert(%s) failed ...\n", message.c_str());
|
|
1240
|
+
fflush(stdout);
|
|
1241
|
+
abort();
|
|
1242
|
+
#else
|
|
1243
|
+
// Standard assert
|
|
1244
|
+
assert(assert_condition);
|
|
1245
|
+
#endif
|
|
1246
|
+
}
|
|
1247
|
+
|
|
1248
|
+
bool highsPause(const bool pause_condition, const std::string& message) {
|
|
1249
|
+
if (!pause_condition) return pause_condition;
|
|
1250
|
+
printf("Satisfying highsPause(\"%s\")\n", message.c_str());
|
|
1251
|
+
char str[100];
|
|
1252
|
+
printf("Enter any value to continue:");
|
|
1253
|
+
fflush(stdout);
|
|
1254
|
+
if (fgets(str, 100, stdin) != nullptr) {
|
|
1255
|
+
printf("You entered: \"%s\"\n", str);
|
|
1256
|
+
fflush(stdout);
|
|
1257
|
+
}
|
|
1258
|
+
return pause_condition;
|
|
1259
|
+
}
|