lpsolver 0.1.0 → 0.2.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (1165) hide show
  1. checksums.yaml +4 -4
  2. data/Gemfile +1 -0
  3. data/README.md +104 -26
  4. data/ext/lpsolver/Makefile +269 -0
  5. data/ext/lpsolver/ext.c +353 -0
  6. data/ext/lpsolver/ext.o +0 -0
  7. data/ext/lpsolver/extconf.rb +79 -0
  8. data/ext/lpsolver/native.so +0 -0
  9. data/ext/lpsolver-highs/AUTHORS +7 -0
  10. data/ext/lpsolver-highs/BUILD.bazel +243 -0
  11. data/ext/lpsolver-highs/CITATION.cff +29 -0
  12. data/ext/lpsolver-highs/CMakeCache.txt +406 -0
  13. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCCompiler.cmake +81 -0
  14. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCXXCompiler.cmake +101 -0
  15. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_C.bin +0 -0
  16. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_CXX.bin +0 -0
  17. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeSystem.cmake +15 -0
  18. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/CMakeCCompilerId.c +904 -0
  19. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/a.out +0 -0
  20. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/CMakeCXXCompilerId.cpp +919 -0
  21. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/a.out +0 -0
  22. data/ext/lpsolver-highs/CMakeFiles/CMakeConfigureLog.yaml +576 -0
  23. data/ext/lpsolver-highs/CMakeFiles/cmake.check_cache +1 -0
  24. data/ext/lpsolver-highs/CMakeLists.txt +983 -0
  25. data/ext/lpsolver-highs/CODE_OF_CONDUCT.md +128 -0
  26. data/ext/lpsolver-highs/CONTRIBUTING.md +31 -0
  27. data/ext/lpsolver-highs/FEATURES.md +61 -0
  28. data/ext/lpsolver-highs/LICENSE.txt +21 -0
  29. data/ext/lpsolver-highs/MODULE.bazel +38 -0
  30. data/ext/lpsolver-highs/README.md +281 -0
  31. data/ext/lpsolver-highs/THIRD_PARTY_NOTICES.md +78 -0
  32. data/ext/lpsolver-highs/Version.txt +4 -0
  33. data/ext/lpsolver-highs/WORKSPACE +33 -0
  34. data/ext/lpsolver-highs/app/CMakeLists.txt +110 -0
  35. data/ext/lpsolver-highs/app/HighsRuntimeOptions.h +292 -0
  36. data/ext/lpsolver-highs/app/RunHighs.cpp +147 -0
  37. data/ext/lpsolver-highs/app/highs_webdemo_shell.html +73 -0
  38. data/ext/lpsolver-highs/build/bin/highs +0 -0
  39. data/ext/lpsolver-highs/build/include/highs/HConfig.h +22 -0
  40. data/ext/lpsolver-highs/build/include/highs/Highs.h +1812 -0
  41. data/ext/lpsolver-highs/build/include/highs/interfaces/highs_c_api.h +2651 -0
  42. data/ext/lpsolver-highs/build/include/highs/io/Filereader.h +45 -0
  43. data/ext/lpsolver-highs/build/include/highs/io/FilereaderLp.h +49 -0
  44. data/ext/lpsolver-highs/build/include/highs/io/FilereaderMps.h +27 -0
  45. data/ext/lpsolver-highs/build/include/highs/io/HMPSIO.h +78 -0
  46. data/ext/lpsolver-highs/build/include/highs/io/HMpsFF.h +245 -0
  47. data/ext/lpsolver-highs/build/include/highs/io/HighsIO.h +118 -0
  48. data/ext/lpsolver-highs/build/include/highs/io/LoadOptions.h +24 -0
  49. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/builder.hpp +25 -0
  50. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/def.hpp +19 -0
  51. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/model.hpp +68 -0
  52. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/reader.hpp +10 -0
  53. data/ext/lpsolver-highs/build/include/highs/ipm/IpxSolution.h +32 -0
  54. data/ext/lpsolver-highs/build/include/highs/ipm/IpxWrapper.h +106 -0
  55. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu.h +161 -0
  56. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_factorize.h +247 -0
  57. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
  58. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_initialize.h +119 -0
  59. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
  60. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
  61. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
  62. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
  63. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
  64. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
  65. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
  66. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
  67. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_object.h +30 -0
  68. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
  69. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
  70. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
  71. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_update.h +125 -0
  72. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_def.h +39 -0
  73. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_file.h +21 -0
  74. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_internal.h +220 -0
  75. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_list.h +173 -0
  76. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_kernel.h +20 -0
  77. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_wrapper.h +47 -0
  78. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basis.h +350 -0
  79. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/conjugate_residuals.h +74 -0
  80. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/control.h +167 -0
  81. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/crossover.h +157 -0
  82. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/diagonal_precond.h +45 -0
  83. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/forrest_tomlin.h +102 -0
  84. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/guess_basis.h +21 -0
  85. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/indexed_vector.h +113 -0
  86. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/info.h +27 -0
  87. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipm.h +94 -0
  88. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_c.h +47 -0
  89. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_config.h +9 -0
  90. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_info.h +111 -0
  91. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_internal.h +89 -0
  92. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_parameters.h +76 -0
  93. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_status.h +57 -0
  94. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/iterate.h +331 -0
  95. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver.h +70 -0
  96. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_basis.h +66 -0
  97. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_diag.h +48 -0
  98. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/linear_operator.h +26 -0
  99. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lp_solver.h +204 -0
  100. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_factorization.h +79 -0
  101. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_update.h +129 -0
  102. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/maxvolume.h +54 -0
  103. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/model.h +413 -0
  104. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/multistream.h +52 -0
  105. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/normal_matrix.h +44 -0
  106. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/power_method.h +44 -0
  107. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_matrix.h +195 -0
  108. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_utils.h +58 -0
  109. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
  110. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/starting_basis.h +39 -0
  111. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/symbolic_invert.h +29 -0
  112. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/timer.h +25 -0
  113. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/utils.h +37 -0
  114. data/ext/lpsolver-highs/build/include/highs/lp_data/HConst.h +430 -0
  115. data/ext/lpsolver-highs/build/include/highs/lp_data/HStruct.h +213 -0
  116. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsAnalysis.h +23 -0
  117. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallback.h +104 -0
  118. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallbackStruct.h +70 -0
  119. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsDebug.h +34 -0
  120. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsIis.h +139 -0
  121. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfo.h +421 -0
  122. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfoDebug.h +27 -0
  123. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLp.h +97 -0
  124. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpSolverObject.h +47 -0
  125. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpUtils.h +330 -0
  126. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsModelUtils.h +129 -0
  127. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsOptions.h +1715 -0
  128. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsRanging.h +43 -0
  129. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolution.h +179 -0
  130. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolutionDebug.h +87 -0
  131. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolve.h +29 -0
  132. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsStatus.h +29 -0
  133. data/ext/lpsolver-highs/build/include/highs/mip/HighsCliqueTable.h +329 -0
  134. data/ext/lpsolver-highs/build/include/highs/mip/HighsConflictPool.h +109 -0
  135. data/ext/lpsolver-highs/build/include/highs/mip/HighsCutGeneration.h +108 -0
  136. data/ext/lpsolver-highs/build/include/highs/mip/HighsCutPool.h +168 -0
  137. data/ext/lpsolver-highs/build/include/highs/mip/HighsDebugSol.h +133 -0
  138. data/ext/lpsolver-highs/build/include/highs/mip/HighsDomain.h +657 -0
  139. data/ext/lpsolver-highs/build/include/highs/mip/HighsDomainChange.h +48 -0
  140. data/ext/lpsolver-highs/build/include/highs/mip/HighsDynamicRowMatrix.h +104 -0
  141. data/ext/lpsolver-highs/build/include/highs/mip/HighsGFkSolve.h +439 -0
  142. data/ext/lpsolver-highs/build/include/highs/mip/HighsImplications.h +194 -0
  143. data/ext/lpsolver-highs/build/include/highs/mip/HighsLpAggregator.h +50 -0
  144. data/ext/lpsolver-highs/build/include/highs/mip/HighsLpRelaxation.h +361 -0
  145. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipAnalysis.h +71 -0
  146. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolver.h +159 -0
  147. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolverData.h +313 -0
  148. data/ext/lpsolver-highs/build/include/highs/mip/HighsModkSeparator.h +60 -0
  149. data/ext/lpsolver-highs/build/include/highs/mip/HighsNodeQueue.h +312 -0
  150. data/ext/lpsolver-highs/build/include/highs/mip/HighsObjectiveFunction.h +71 -0
  151. data/ext/lpsolver-highs/build/include/highs/mip/HighsPathSeparator.h +39 -0
  152. data/ext/lpsolver-highs/build/include/highs/mip/HighsPrimalHeuristics.h +75 -0
  153. data/ext/lpsolver-highs/build/include/highs/mip/HighsPseudocost.h +366 -0
  154. data/ext/lpsolver-highs/build/include/highs/mip/HighsRedcostFixing.h +42 -0
  155. data/ext/lpsolver-highs/build/include/highs/mip/HighsSearch.h +241 -0
  156. data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparation.h +41 -0
  157. data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparator.h +60 -0
  158. data/ext/lpsolver-highs/build/include/highs/mip/HighsTableauSeparator.h +34 -0
  159. data/ext/lpsolver-highs/build/include/highs/mip/HighsTransformedLp.h +63 -0
  160. data/ext/lpsolver-highs/build/include/highs/mip/MipTimer.h +544 -0
  161. data/ext/lpsolver-highs/build/include/highs/mip/feasibilityjump.hh +800 -0
  162. data/ext/lpsolver-highs/build/include/highs/model/HighsHessian.h +54 -0
  163. data/ext/lpsolver-highs/build/include/highs/model/HighsHessianUtils.h +47 -0
  164. data/ext/lpsolver-highs/build/include/highs/model/HighsModel.h +42 -0
  165. data/ext/lpsolver-highs/build/include/highs/parallel/HighsBinarySemaphore.h +108 -0
  166. data/ext/lpsolver-highs/build/include/highs/parallel/HighsCacheAlign.h +82 -0
  167. data/ext/lpsolver-highs/build/include/highs/parallel/HighsCombinable.h +116 -0
  168. data/ext/lpsolver-highs/build/include/highs/parallel/HighsMutex.h +124 -0
  169. data/ext/lpsolver-highs/build/include/highs/parallel/HighsParallel.h +128 -0
  170. data/ext/lpsolver-highs/build/include/highs/parallel/HighsRaceTimer.h +38 -0
  171. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSchedulerConstants.h +19 -0
  172. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSpinMutex.h +48 -0
  173. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSplitDeque.h +606 -0
  174. data/ext/lpsolver-highs/build/include/highs/parallel/HighsTask.h +170 -0
  175. data/ext/lpsolver-highs/build/include/highs/parallel/HighsTaskExecutor.h +217 -0
  176. data/ext/lpsolver-highs/build/include/highs/pdlp/CupdlpWrapper.h +108 -0
  177. data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpTimer.h +155 -0
  178. data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpWrapper.h +26 -0
  179. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
  180. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
  181. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
  182. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
  183. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
  184. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
  185. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
  186. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
  187. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
  188. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/defs.hpp +222 -0
  189. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/linalg.hpp +61 -0
  190. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/logger.hpp +80 -0
  191. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/pdhg.hpp +358 -0
  192. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/restart.hpp +96 -0
  193. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/scaling.hpp +74 -0
  194. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/solver_results.hpp +65 -0
  195. data/ext/lpsolver-highs/build/include/highs/pdqsort/pdqsort.h +532 -0
  196. data/ext/lpsolver-highs/build/include/highs/presolve/HPresolve.h +505 -0
  197. data/ext/lpsolver-highs/build/include/highs/presolve/HPresolveAnalysis.h +52 -0
  198. data/ext/lpsolver-highs/build/include/highs/presolve/HighsPostsolveStack.h +943 -0
  199. data/ext/lpsolver-highs/build/include/highs/presolve/HighsSymmetry.h +284 -0
  200. data/ext/lpsolver-highs/build/include/highs/presolve/ICrash.h +124 -0
  201. data/ext/lpsolver-highs/build/include/highs/presolve/ICrashUtil.h +62 -0
  202. data/ext/lpsolver-highs/build/include/highs/presolve/ICrashX.h +23 -0
  203. data/ext/lpsolver-highs/build/include/highs/presolve/PresolveComponent.h +90 -0
  204. data/ext/lpsolver-highs/build/include/highs/qpsolver/a_asm.hpp +77 -0
  205. data/ext/lpsolver-highs/build/include/highs/qpsolver/a_quass.hpp +22 -0
  206. data/ext/lpsolver-highs/build/include/highs/qpsolver/basis.hpp +159 -0
  207. data/ext/lpsolver-highs/build/include/highs/qpsolver/crashsolution.hpp +20 -0
  208. data/ext/lpsolver-highs/build/include/highs/qpsolver/dantzigpricing.hpp +80 -0
  209. data/ext/lpsolver-highs/build/include/highs/qpsolver/devexpricing.hpp +108 -0
  210. data/ext/lpsolver-highs/build/include/highs/qpsolver/eventhandler.hpp +30 -0
  211. data/ext/lpsolver-highs/build/include/highs/qpsolver/factor.hpp +408 -0
  212. data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_bounded.hpp +114 -0
  213. data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_highs.hpp +301 -0
  214. data/ext/lpsolver-highs/build/include/highs/qpsolver/gradient.hpp +46 -0
  215. data/ext/lpsolver-highs/build/include/highs/qpsolver/instance.hpp +70 -0
  216. data/ext/lpsolver-highs/build/include/highs/qpsolver/matrix.hpp +342 -0
  217. data/ext/lpsolver-highs/build/include/highs/qpsolver/perturbation.hpp +15 -0
  218. data/ext/lpsolver-highs/build/include/highs/qpsolver/pricing.hpp +22 -0
  219. data/ext/lpsolver-highs/build/include/highs/qpsolver/qpconst.hpp +34 -0
  220. data/ext/lpsolver-highs/build/include/highs/qpsolver/qpvector.hpp +242 -0
  221. data/ext/lpsolver-highs/build/include/highs/qpsolver/quass.hpp +27 -0
  222. data/ext/lpsolver-highs/build/include/highs/qpsolver/ratiotest.hpp +26 -0
  223. data/ext/lpsolver-highs/build/include/highs/qpsolver/runtime.hpp +45 -0
  224. data/ext/lpsolver-highs/build/include/highs/qpsolver/scaling.hpp +15 -0
  225. data/ext/lpsolver-highs/build/include/highs/qpsolver/settings.hpp +84 -0
  226. data/ext/lpsolver-highs/build/include/highs/qpsolver/snippets.hpp +36 -0
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  953. data/ext/lpsolver-highs/highs/parallel/HighsRaceTimer.h +38 -0
  954. data/ext/lpsolver-highs/highs/parallel/HighsSchedulerConstants.h +19 -0
  955. data/ext/lpsolver-highs/highs/parallel/HighsSpinMutex.h +48 -0
  956. data/ext/lpsolver-highs/highs/parallel/HighsSplitDeque.h +606 -0
  957. data/ext/lpsolver-highs/highs/parallel/HighsTask.h +170 -0
  958. data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.cpp +43 -0
  959. data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.h +217 -0
  960. data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.cpp +848 -0
  961. data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.h +108 -0
  962. data/ext/lpsolver-highs/highs/pdlp/HiPdlpTimer.h +155 -0
  963. data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.cpp +141 -0
  964. data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.h +26 -0
  965. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Diff +12 -0
  966. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Meld +7 -0
  967. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Merge +2 -0
  968. data/ext/lpsolver-highs/highs/pdlp/cupdlp/README.md +95 -0
  969. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/CMakeLists.txt +58 -0
  970. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cu +338 -0
  971. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cuh +319 -0
  972. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cu +386 -0
  973. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cuh +149 -0
  974. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cublas.c +154 -0
  975. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cuda_linalg.c +79 -0
  976. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp.h +16 -0
  977. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.c +214 -0
  978. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
  979. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
  980. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.c +802 -0
  981. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
  982. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.c +148 -0
  983. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
  984. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.c +124 -0
  985. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
  986. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.c +425 -0
  987. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
  988. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.c +1498 -0
  989. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
  990. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.c +478 -0
  991. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
  992. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
  993. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.h +212 -0
  994. data/ext/lpsolver-highs/highs/pdlp/cupdlp/glbopts.h +342 -0
  995. data/ext/lpsolver-highs/highs/pdlp/hipdlp/defs.hpp +222 -0
  996. data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.cc +231 -0
  997. data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.hpp +61 -0
  998. data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.cc +225 -0
  999. data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.hpp +80 -0
  1000. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cc +2798 -0
  1001. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cu +497 -0
  1002. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.hpp +358 -0
  1003. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg_kernels.hpp +77 -0
  1004. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdlp_gpu_debug.hpp +62 -0
  1005. data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.cc +132 -0
  1006. data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.hpp +96 -0
  1007. data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.cc +307 -0
  1008. data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.hpp +74 -0
  1009. data/ext/lpsolver-highs/highs/pdlp/hipdlp/solver_results.hpp +65 -0
  1010. data/ext/lpsolver-highs/highs/presolve/HPresolve.cpp +8511 -0
  1011. data/ext/lpsolver-highs/highs/presolve/HPresolve.h +505 -0
  1012. data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.cpp +239 -0
  1013. data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.h +52 -0
  1014. data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.cpp +1368 -0
  1015. data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.h +943 -0
  1016. data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.cpp +1921 -0
  1017. data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.h +284 -0
  1018. data/ext/lpsolver-highs/highs/presolve/ICrash.cpp +474 -0
  1019. data/ext/lpsolver-highs/highs/presolve/ICrash.h +124 -0
  1020. data/ext/lpsolver-highs/highs/presolve/ICrashUtil.cpp +267 -0
  1021. data/ext/lpsolver-highs/highs/presolve/ICrashUtil.h +62 -0
  1022. data/ext/lpsolver-highs/highs/presolve/ICrashX.cpp +173 -0
  1023. data/ext/lpsolver-highs/highs/presolve/ICrashX.h +23 -0
  1024. data/ext/lpsolver-highs/highs/presolve/PresolveComponent.cpp +45 -0
  1025. data/ext/lpsolver-highs/highs/presolve/PresolveComponent.h +90 -0
  1026. data/ext/lpsolver-highs/highs/qpsolver/README.md +185 -0
  1027. data/ext/lpsolver-highs/highs/qpsolver/a_asm.cpp +139 -0
  1028. data/ext/lpsolver-highs/highs/qpsolver/a_asm.hpp +77 -0
  1029. data/ext/lpsolver-highs/highs/qpsolver/a_quass.cpp +194 -0
  1030. data/ext/lpsolver-highs/highs/qpsolver/a_quass.hpp +22 -0
  1031. data/ext/lpsolver-highs/highs/qpsolver/basis.cpp +443 -0
  1032. data/ext/lpsolver-highs/highs/qpsolver/basis.hpp +159 -0
  1033. data/ext/lpsolver-highs/highs/qpsolver/crashsolution.hpp +20 -0
  1034. data/ext/lpsolver-highs/highs/qpsolver/dantzigpricing.hpp +80 -0
  1035. data/ext/lpsolver-highs/highs/qpsolver/devexharrispricing.hpp +98 -0
  1036. data/ext/lpsolver-highs/highs/qpsolver/devexpricing.hpp +108 -0
  1037. data/ext/lpsolver-highs/highs/qpsolver/eventhandler.hpp +30 -0
  1038. data/ext/lpsolver-highs/highs/qpsolver/factor.hpp +408 -0
  1039. data/ext/lpsolver-highs/highs/qpsolver/feasibility_bounded.hpp +114 -0
  1040. data/ext/lpsolver-highs/highs/qpsolver/feasibility_highs.hpp +301 -0
  1041. data/ext/lpsolver-highs/highs/qpsolver/gradient.hpp +46 -0
  1042. data/ext/lpsolver-highs/highs/qpsolver/instance.hpp +70 -0
  1043. data/ext/lpsolver-highs/highs/qpsolver/matrix.hpp +342 -0
  1044. data/ext/lpsolver-highs/highs/qpsolver/perturbation.cpp +41 -0
  1045. data/ext/lpsolver-highs/highs/qpsolver/perturbation.hpp +15 -0
  1046. data/ext/lpsolver-highs/highs/qpsolver/pricing.hpp +22 -0
  1047. data/ext/lpsolver-highs/highs/qpsolver/qpconst.hpp +34 -0
  1048. data/ext/lpsolver-highs/highs/qpsolver/qpvector.hpp +242 -0
  1049. data/ext/lpsolver-highs/highs/qpsolver/quass.cpp +551 -0
  1050. data/ext/lpsolver-highs/highs/qpsolver/quass.hpp +27 -0
  1051. data/ext/lpsolver-highs/highs/qpsolver/ratiotest.cpp +146 -0
  1052. data/ext/lpsolver-highs/highs/qpsolver/ratiotest.hpp +26 -0
  1053. data/ext/lpsolver-highs/highs/qpsolver/reducedcosts.hpp +46 -0
  1054. data/ext/lpsolver-highs/highs/qpsolver/reducedgradient.hpp +95 -0
  1055. data/ext/lpsolver-highs/highs/qpsolver/runtime.hpp +45 -0
  1056. data/ext/lpsolver-highs/highs/qpsolver/scaling.cpp +123 -0
  1057. data/ext/lpsolver-highs/highs/qpsolver/scaling.hpp +15 -0
  1058. data/ext/lpsolver-highs/highs/qpsolver/settings.hpp +84 -0
  1059. data/ext/lpsolver-highs/highs/qpsolver/snippets.hpp +36 -0
  1060. data/ext/lpsolver-highs/highs/qpsolver/statistics.hpp +30 -0
  1061. data/ext/lpsolver-highs/highs/qpsolver/steepestedgepricing.hpp +173 -0
  1062. data/ext/lpsolver-highs/highs/simplex/HApp.h +550 -0
  1063. data/ext/lpsolver-highs/highs/simplex/HEkk.cpp +4404 -0
  1064. data/ext/lpsolver-highs/highs/simplex/HEkk.h +419 -0
  1065. data/ext/lpsolver-highs/highs/simplex/HEkkControl.cpp +146 -0
  1066. data/ext/lpsolver-highs/highs/simplex/HEkkDebug.cpp +1722 -0
  1067. data/ext/lpsolver-highs/highs/simplex/HEkkDual.cpp +3003 -0
  1068. data/ext/lpsolver-highs/highs/simplex/HEkkDual.h +513 -0
  1069. data/ext/lpsolver-highs/highs/simplex/HEkkDualMulti.cpp +1020 -0
  1070. data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.cpp +535 -0
  1071. data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.h +134 -0
  1072. data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.cpp +697 -0
  1073. data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.h +201 -0
  1074. data/ext/lpsolver-highs/highs/simplex/HEkkInterface.cpp +26 -0
  1075. data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.cpp +2984 -0
  1076. data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.h +191 -0
  1077. data/ext/lpsolver-highs/highs/simplex/HSimplex.cpp +330 -0
  1078. data/ext/lpsolver-highs/highs/simplex/HSimplex.h +42 -0
  1079. data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.cpp +145 -0
  1080. data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.h +48 -0
  1081. data/ext/lpsolver-highs/highs/simplex/HSimplexNla.cpp +517 -0
  1082. data/ext/lpsolver-highs/highs/simplex/HSimplexNla.h +158 -0
  1083. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaDebug.cpp +373 -0
  1084. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaFreeze.cpp +28 -0
  1085. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaProductForm.cpp +113 -0
  1086. data/ext/lpsolver-highs/highs/simplex/HSimplexReport.cpp +77 -0
  1087. data/ext/lpsolver-highs/highs/simplex/HSimplexReport.h +21 -0
  1088. data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.cpp +1495 -0
  1089. data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.h +500 -0
  1090. data/ext/lpsolver-highs/highs/simplex/SimplexConst.h +273 -0
  1091. data/ext/lpsolver-highs/highs/simplex/SimplexStruct.h +263 -0
  1092. data/ext/lpsolver-highs/highs/simplex/SimplexTimer.h +414 -0
  1093. data/ext/lpsolver-highs/highs/test_kkt/DevKkt.cpp +469 -0
  1094. data/ext/lpsolver-highs/highs/test_kkt/DevKkt.h +143 -0
  1095. data/ext/lpsolver-highs/highs/test_kkt/KktCh2.cpp +305 -0
  1096. data/ext/lpsolver-highs/highs/test_kkt/KktCh2.h +79 -0
  1097. data/ext/lpsolver-highs/highs/util/FactorTimer.h +199 -0
  1098. data/ext/lpsolver-highs/highs/util/HFactor.cpp +2597 -0
  1099. data/ext/lpsolver-highs/highs/util/HFactor.h +587 -0
  1100. data/ext/lpsolver-highs/highs/util/HFactorConst.h +81 -0
  1101. data/ext/lpsolver-highs/highs/util/HFactorDebug.cpp +231 -0
  1102. data/ext/lpsolver-highs/highs/util/HFactorDebug.h +55 -0
  1103. data/ext/lpsolver-highs/highs/util/HFactorExtend.cpp +229 -0
  1104. data/ext/lpsolver-highs/highs/util/HFactorRefactor.cpp +304 -0
  1105. data/ext/lpsolver-highs/highs/util/HFactorUtils.cpp +122 -0
  1106. data/ext/lpsolver-highs/highs/util/HSet.cpp +197 -0
  1107. data/ext/lpsolver-highs/highs/util/HSet.h +89 -0
  1108. data/ext/lpsolver-highs/highs/util/HVector.h +22 -0
  1109. data/ext/lpsolver-highs/highs/util/HVectorBase.cpp +271 -0
  1110. data/ext/lpsolver-highs/highs/util/HVectorBase.h +102 -0
  1111. data/ext/lpsolver-highs/highs/util/HighsCDouble.h +323 -0
  1112. data/ext/lpsolver-highs/highs/util/HighsComponent.h +53 -0
  1113. data/ext/lpsolver-highs/highs/util/HighsDataStack.h +83 -0
  1114. data/ext/lpsolver-highs/highs/util/HighsDisjointSets.h +107 -0
  1115. data/ext/lpsolver-highs/highs/util/HighsHash.cpp +10 -0
  1116. data/ext/lpsolver-highs/highs/util/HighsHash.h +1274 -0
  1117. data/ext/lpsolver-highs/highs/util/HighsHashTree.h +1461 -0
  1118. data/ext/lpsolver-highs/highs/util/HighsInt.h +36 -0
  1119. data/ext/lpsolver-highs/highs/util/HighsIntegers.h +212 -0
  1120. data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.cpp +267 -0
  1121. data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.h +203 -0
  1122. data/ext/lpsolver-highs/highs/util/HighsMatrixPic.cpp +146 -0
  1123. data/ext/lpsolver-highs/highs/util/HighsMatrixPic.h +37 -0
  1124. data/ext/lpsolver-highs/highs/util/HighsMatrixSlice.h +561 -0
  1125. data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.cpp +407 -0
  1126. data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.h +57 -0
  1127. data/ext/lpsolver-highs/highs/util/HighsMemoryAllocation.h +63 -0
  1128. data/ext/lpsolver-highs/highs/util/HighsRandom.h +242 -0
  1129. data/ext/lpsolver-highs/highs/util/HighsRbTree.h +452 -0
  1130. data/ext/lpsolver-highs/highs/util/HighsSort.cpp +364 -0
  1131. data/ext/lpsolver-highs/highs/util/HighsSort.h +131 -0
  1132. data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.cpp +1746 -0
  1133. data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.h +151 -0
  1134. data/ext/lpsolver-highs/highs/util/HighsSparseVectorSum.h +95 -0
  1135. data/ext/lpsolver-highs/highs/util/HighsSplay.h +135 -0
  1136. data/ext/lpsolver-highs/highs/util/HighsTimer.h +385 -0
  1137. data/ext/lpsolver-highs/highs/util/HighsUtils.cpp +1259 -0
  1138. data/ext/lpsolver-highs/highs/util/HighsUtils.h +272 -0
  1139. data/ext/lpsolver-highs/highs/util/stringutil.cpp +131 -0
  1140. data/ext/lpsolver-highs/highs/util/stringutil.h +46 -0
  1141. data/ext/lpsolver-highs/highs.pc.in +12 -0
  1142. data/ext/lpsolver-highs/meson.build +198 -0
  1143. data/ext/lpsolver-highs/meson_options.txt +31 -0
  1144. data/ext/lpsolver-highs/nuget/HiGHS_Logo.png +0 -0
  1145. data/ext/lpsolver-highs/nuget/Highs.csproj +25 -0
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  1152. data/ext/lpsolver-highs/nuget/build_windows.ps1 +27 -0
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  1154. data/ext/lpsolver-highs/pyproject.toml +221 -0
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  1156. data/ext/lpsolver-highs/tests/test_highspy.py +2310 -0
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  1158. data/lib/lpsolver/highs +0 -0
  1159. data/lib/lpsolver/model.rb +35 -7
  1160. data/lib/lpsolver/native.so +0 -0
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  1162. data/lib/lpsolver/solution.rb +93 -8
  1163. data/lib/lpsolver/version.rb +1 -1
  1164. data/lpsolver.gemspec +4 -1
  1165. metadata +1176 -4
@@ -0,0 +1,201 @@
1
+ /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
2
+ /* */
3
+ /* This file is part of the HiGHS linear optimization suite */
4
+ /* */
5
+ /* Available as open-source under the MIT License */
6
+ /* */
7
+ /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
8
+ /**@file simplex/HEkkDualRow.h
9
+ * @brief Dual simplex ratio test for HiGHS
10
+ */
11
+ #ifndef SIMPLEX_HEKKDUALROW_H_
12
+ #define SIMPLEX_HEKKDUALROW_H_
13
+
14
+ #include <set>
15
+ #include <vector>
16
+
17
+ #include "simplex/HEkk.h"
18
+ #include "util/HVector.h"
19
+
20
+ const double kInitialTotalChange = 1e-12;
21
+ const double kInitialRemainTheta = 1e100;
22
+ const double kMaxSelectTheta = 1e18;
23
+
24
+ /**
25
+ * @brief Dual simplex ratio test for HiGHS
26
+ *
27
+ * Performs the dual bound-flipping ratio test and some update
28
+ * dual/flip tasks
29
+ */
30
+ class HEkkDualRow {
31
+ public:
32
+ HEkkDualRow(HEkk& simplex) : ekk_instance_(simplex) {}
33
+
34
+ /**
35
+ * @brief Calls setupSlice to set up the packed indices and values for
36
+ * the dual ratio test
37
+ */
38
+ void setup();
39
+
40
+ /**
41
+ * @brief Set up the packed indices and values for the dual ratio test
42
+ *
43
+ * Done either for the whole pivotal row (see HEkkDualRow::setup), or
44
+ * just for a slice (see HEkkDual::initSlice)
45
+ */
46
+ void setupSlice(HighsInt size //!< Dimension of slice
47
+ );
48
+ /**
49
+ * @brief Clear the packed data by zeroing packCount and workCount
50
+ */
51
+ void clear();
52
+
53
+ /**
54
+ * @brief Pack the indices and values for the row.
55
+ *
56
+ * Offset of numCol is used when packing row_ep
57
+ */
58
+ void chooseMakepack(const HVector* row, //!< Row to be packed
59
+ const HighsInt offset //!< Offset for indices
60
+ );
61
+ /**
62
+ * @brief Determine the possible variables - candidates for CHUZC
63
+ *
64
+ * TODO: Check with Qi what this is doing
65
+ */
66
+ void choosePossible();
67
+
68
+ /**
69
+ * @brief Join pack of possible candidates in this row with possible
70
+ * candidates in otherRow
71
+ */
72
+ void chooseJoinpack(
73
+ const HEkkDualRow* otherRow //!< Other row to join with this
74
+ );
75
+ /**
76
+ * @brief Chooses the entering variable via BFRT and EXPAND
77
+ *
78
+ * Can fail when there are excessive dual values due to EXPAND
79
+ * perturbation not being relatively too small, returns positive if
80
+ * dual unboundedness is suspected
81
+ */
82
+ HighsInt chooseFinal();
83
+
84
+ /**
85
+ * @brief Identifies the groups of degenerate nodes in BFRT after a
86
+ * heap sort of ratios
87
+ */
88
+ bool chooseFinalWorkGroupQuad();
89
+ bool quadChooseFinalWorkGroupQuad();
90
+ bool chooseFinalWorkGroupHeap();
91
+
92
+ void chooseFinalLargeAlpha(
93
+ HighsInt& breakIndex, HighsInt& breakGroup, HighsInt pass_workCount,
94
+ const std::vector<std::pair<HighsInt, double>>& pass_workData,
95
+ const std::vector<HighsInt>& pass_workGroup);
96
+
97
+ void reportWorkDataAndGroup(
98
+ const std::string message, const HighsInt reportWorkCount,
99
+ const std::vector<std::pair<HighsInt, double>>& reportWorkData,
100
+ const std::vector<HighsInt>& reportWorkGroup);
101
+ bool compareWorkDataAndGroup();
102
+
103
+ /**
104
+ * @brief Update bounds when flips have occurred, and accumulate the
105
+ * RHS for the FTRAN required to update the primal values after BFRT
106
+ */
107
+ void updateFlip(HVector* bfrtColumn //!< RHS for FTRAN BFRT
108
+ );
109
+ /**
110
+ * @brief Update the dual values
111
+ */
112
+ void updateDual(
113
+ double theta //!< Multiple of pivotal row to add HighsInt to duals
114
+ // HighsInt variable_out //!< Index of leaving column
115
+ );
116
+ /**
117
+ * @brief Create a list of nonbasic free columns
118
+ */
119
+ void createFreelist();
120
+
121
+ /**
122
+ * @brief Set a value of nonbasicMove for all free columns to
123
+ * prevent their dual values from being changed
124
+ */
125
+ void createFreemove(HVector* row_ep //!< Row of \f$B^{-1}\f$ to be used to
126
+ //!< compute pivotal row entry
127
+ );
128
+ /**
129
+ * @brief Reset the nonbasicMove values for free columns
130
+ */
131
+ void deleteFreemove();
132
+
133
+ /**
134
+ * @brief Delete the list of nonbasic free columns
135
+ */
136
+ void deleteFreelist(
137
+ HighsInt iColumn //!< Index of column to remove from Freelist
138
+ );
139
+
140
+ /**
141
+ * @brief Compute (contribution to) the Devex weight
142
+ */
143
+ void computeDevexWeight(const HighsInt slice = -1);
144
+
145
+ HighsInt debugFindInWorkData(
146
+ const HighsInt iCol, const HighsInt count,
147
+ const std::vector<std::pair<HighsInt, double>>& workData_) const;
148
+ HighsInt debugChooseColumnInfeasibilities() const;
149
+ void debugReportBfrtVar(
150
+ const HighsInt ix,
151
+ const std::vector<std::pair<HighsInt, double>>& pass_workData) const;
152
+ // References:
153
+ HEkk& ekk_instance_;
154
+
155
+ HighsInt workSize = -1; //!< Size of the HEkkDualRow slice: Initialise it
156
+ //!< here to avoid compiler warning
157
+ const HighsInt* workNumTotPermutation =
158
+ nullptr; //!< Pointer to ekk_instance_.numTotPermutation();
159
+ const int8_t* workMove =
160
+ nullptr; //!< Pointer to ekk_instance_.basis_.nonbasicMove_;
161
+ const double* workDual =
162
+ nullptr; //!< Pointer to ekk_instance_.info_.workDual_;
163
+ const double* workRange =
164
+ nullptr; //!< Pointer to ekk_instance_.info_.workRange_;
165
+ const HighsInt* work_devex_index =
166
+ nullptr; //!< Pointer to
167
+ //!< ekk_instance_.info_.devex_index_;
168
+
169
+ // Freelist:
170
+ std::set<HighsInt> freeList; //!< Freelist itself
171
+
172
+ // packed data:
173
+ HighsInt packCount = 0; //!< number of packed indices/values
174
+ std::vector<HighsInt> packIndex; //!< Packed indices
175
+ std::vector<double> packValue; //!< Packed values
176
+
177
+ // (Local) value of computed weight
178
+ double computed_edge_weight = 0.;
179
+
180
+ double workDelta = 0.; //!< Local copy of dual.delta_primal
181
+ double workAlpha = 0.; //!< Original copy of pivotal computed row-wise
182
+ double workTheta = 0.; //!< Original copy of dual step workDual[workPivot] /
183
+ //!< workAlpha;
184
+ HighsInt workPivot = 0; //!< Index of the column entering the basis
185
+ HighsInt workCount = 0; //!< Number of BFRT flips
186
+
187
+ std::vector<std::pair<HighsInt, double>>
188
+ workData; //!< Index-Value pairs for ratio test
189
+ std::vector<HighsInt>
190
+ workGroup; //!< Pointers into workData for degenerate nodes in BFRT
191
+
192
+ // Independent identifiers for heap-based sort in BFRT
193
+ HighsInt alt_workCount = 0;
194
+ std::vector<std::pair<HighsInt, double>> original_workData;
195
+ std::vector<std::pair<HighsInt, double>> sorted_workData;
196
+ std::vector<HighsInt> alt_workGroup;
197
+
198
+ HighsSimplexAnalysis* analysis = nullptr;
199
+ };
200
+
201
+ #endif /* SIMPLEX_HEKKDUALROW_H_ */
@@ -0,0 +1,191 @@
1
+ /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
2
+ /* */
3
+ /* This file is part of the HiGHS linear optimization suite */
4
+ /* */
5
+ /* Available as open-source under the MIT License */
6
+ /* */
7
+ /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
8
+ /**@file simplex/HEkkPrimal.h
9
+ * @brief Phase 2 primal simplex solver for HiGHS
10
+ */
11
+ #ifndef SIMPLEX_HEKKPRIMAL_H_
12
+ #define SIMPLEX_HEKKPRIMAL_H_
13
+
14
+ #include <utility>
15
+
16
+ #include "simplex/HEkk.h"
17
+ #include "util/HSet.h"
18
+
19
+ using std::pair;
20
+
21
+ const SimplexAlgorithm algorithm = SimplexAlgorithm::kPrimal;
22
+
23
+ /**
24
+ * @brief Primal simplex solver for HiGHS
25
+ */
26
+
27
+ class HEkkPrimal {
28
+ public:
29
+ HEkkPrimal(HEkk& simplex) : ekk_instance_(simplex) { initialiseInstance(); }
30
+ /**
31
+ * @brief Solve a model instance
32
+ */
33
+ HighsStatus solve(const bool force_phase2 = false);
34
+
35
+ private:
36
+ /**
37
+ * @brief Initialise a primal simplex instance
38
+ */
39
+ void initialiseInstance();
40
+ /**
41
+ * @brief Initialise a primal simplex solve
42
+ */
43
+ void initialiseSolve();
44
+ void solvePhase1();
45
+ void solvePhase2();
46
+ void cleanup();
47
+ void rebuild();
48
+
49
+ void iterate();
50
+ void chuzc();
51
+ void chooseColumn(const bool hyper_sparse = false);
52
+ bool useVariableIn();
53
+ void phase1ChooseRow();
54
+ void chooseRow();
55
+
56
+ void considerBoundSwap();
57
+ void assessPivot();
58
+
59
+ void update();
60
+
61
+ void updateDual();
62
+
63
+ void hyperChooseColumn();
64
+ void hyperChooseColumnStart();
65
+ void hyperChooseColumnClear();
66
+ void hyperChooseColumnChangedInfeasibility(const double infeasibility,
67
+ const HighsInt iCol);
68
+ void hyperChooseColumnBasicFeasibilityChange();
69
+ void hyperChooseColumnDualChange();
70
+
71
+ void phase1ComputeDual();
72
+ void phase1UpdatePrimal();
73
+ void basicFeasibilityChangeBtran();
74
+ void basicFeasibilityChangePrice();
75
+ void basicFeasibilityChangeUpdateDual();
76
+
77
+ void phase2UpdatePrimal(const bool initialise = false);
78
+
79
+ void considerInfeasibleValueIn();
80
+
81
+ void initialiseDevexFramework();
82
+ void updateDevex();
83
+ void computePrimalSteepestEdgeWeights();
84
+ double computePrimalSteepestEdgeWeight(const HighsInt iVar,
85
+ HVector& local_col_aq);
86
+ void updatePrimalSteepestEdgeWeights();
87
+ void updateDualSteepestEdgeWeights();
88
+ void updateFtranDSE(HVector& col_steepest_edge);
89
+ void updateBtranPSE(HVector& col_steepest_edge);
90
+
91
+ void updateVerify();
92
+
93
+ void iterationAnalysisData();
94
+ void iterationAnalysis();
95
+ void localReportIterHeader();
96
+ void localReportIter(const bool header = false);
97
+ void reportRebuild(const HighsInt reason_for_rebuild = -1);
98
+ void getNonbasicFreeColumnSet();
99
+ void removeNonbasicFreeColumn();
100
+ void adjustPerturbedEquationOut();
101
+ void getBasicPrimalInfeasibility();
102
+ bool correctPrimal(const bool initialise = false);
103
+ void shiftBound(const bool lower, const HighsInt iVar, const double value,
104
+ const double random_value, double& bound, double& shift);
105
+ void savePrimalRay();
106
+ HighsDebugStatus debugPrimalSimplex(const std::string message,
107
+ const bool initialise = false);
108
+ HighsDebugStatus debugPrimalSteepestEdgeWeights(const std::string message);
109
+ HighsDebugStatus debugPrimalSteepestEdgeWeights(
110
+ const HighsInt alt_debug_level = -1);
111
+
112
+ bool isBadBasisChange();
113
+
114
+ // References:
115
+ HEkk& ekk_instance_;
116
+
117
+ // Pointers:
118
+ HighsSimplexAnalysis* analysis;
119
+
120
+ // Class data members
121
+ HighsInt num_col;
122
+ HighsInt num_row;
123
+ HighsInt num_tot;
124
+ HighsInt solve_phase;
125
+ EdgeWeightMode edge_weight_mode;
126
+ double primal_feasibility_tolerance;
127
+ double dual_feasibility_tolerance;
128
+ double objective_target;
129
+ HighsInt rebuild_reason;
130
+ // Pivot related
131
+ HighsInt variable_in;
132
+ HighsInt move_in;
133
+ HighsInt row_out;
134
+ HighsInt variable_out;
135
+ HighsInt move_out;
136
+ double theta_dual;
137
+ double theta_primal;
138
+ double value_in;
139
+ double alpha_col;
140
+ double alpha_row;
141
+ double numericalTrouble;
142
+
143
+ HighsInt num_flip_since_rebuild;
144
+ // Primal phase 1 tools
145
+ vector<pair<double, HighsInt>> ph1SorterR;
146
+ vector<pair<double, HighsInt>> ph1SorterT;
147
+ // Edge weights
148
+ // Edge weight
149
+ vector<double> edge_weight_;
150
+ HighsInt num_devex_iterations_;
151
+ HighsInt num_bad_devex_weight_;
152
+ vector<HighsInt> devex_index_;
153
+ // Nonbasic free column data.
154
+ HighsInt num_free_col;
155
+ HSet nonbasic_free_col_set;
156
+ // Hyper-sparse CHUZC data
157
+ bool use_hyper_chuzc = false;
158
+ bool initialise_hyper_chuzc;
159
+ bool done_next_chuzc;
160
+ const HighsInt max_num_hyper_chuzc_candidates = 50;
161
+ HighsInt num_hyper_chuzc_candidates;
162
+ vector<HighsInt> hyper_chuzc_candidate;
163
+ vector<double> hyper_chuzc_measure;
164
+ HSet hyper_chuzc_candidate_set;
165
+ double max_hyper_chuzc_non_candidate_measure;
166
+ double max_changed_measure_value;
167
+ HighsInt max_changed_measure_column;
168
+ const bool report_hyper_chuzc = false;
169
+ // Solve buffer
170
+ HVector row_ep;
171
+ HVector row_ap;
172
+ HVector col_aq;
173
+ HVector col_basic_feasibility_change;
174
+ HVector row_basic_feasibility_change;
175
+ HVector col_steepest_edge;
176
+ HighsRandom random_; // Just for checking PSE weights
177
+
178
+ double max_max_local_primal_infeasibility_;
179
+ double max_max_ignored_violation_;
180
+ double max_max_primal_correction_;
181
+ HighsInt last_header_iteration_count_;
182
+
183
+ const HighsInt primal_correction_strategy =
184
+ kSimplexPrimalCorrectionStrategyAlways;
185
+ double debug_max_relative_primal_steepest_edge_weight_error = 0;
186
+
187
+ const HighsInt check_iter = 9999999;
188
+ const HighsInt check_column = -2133;
189
+ };
190
+
191
+ #endif /* SIMPLEX_HEKKPRIMAL_H_ */
@@ -0,0 +1,42 @@
1
+ /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
2
+ /* */
3
+ /* This file is part of the HiGHS linear optimization suite */
4
+ /* */
5
+ /* Available as open-source under the MIT License */
6
+ /* */
7
+ /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
8
+ /**@file lp_data/HSimplex.h
9
+ * @brief
10
+ */
11
+ #ifndef SIMPLEX_HSIMPLEX_H_
12
+ #define SIMPLEX_HSIMPLEX_H_
13
+
14
+ #include "lp_data/HighsInfo.h"
15
+ #include "lp_data/HighsLp.h"
16
+
17
+ void appendNonbasicColsToBasis(HighsLp& lp, HighsBasis& highs_basis,
18
+ HighsInt XnumNewCol);
19
+ void appendNonbasicColsToBasis(HighsLp& lp, SimplexBasis& basis,
20
+ HighsInt XnumNewCol);
21
+
22
+ void appendBasicRowsToBasis(HighsLp& lp, HighsBasis& highs_basis,
23
+ HighsInt XnumNewRow);
24
+ void appendBasicRowsToBasis(HighsLp& lp, SimplexBasis& basis,
25
+ HighsInt XnumNewRow);
26
+
27
+ void getUnscaledInfeasibilities(const HighsOptions& options,
28
+ const HighsScale& scale,
29
+ const SimplexBasis& basis,
30
+ const HighsSimplexInfo& info,
31
+ HighsInfo& highs_info);
32
+
33
+ void setSolutionStatus(HighsInfo& highs_info);
34
+ // SCALE:
35
+
36
+ void scaleSimplexCost(const HighsOptions& options, HighsLp& lp,
37
+ double& cost_scale);
38
+ void unscaleSimplexCost(HighsLp& lp, double cost_scale);
39
+
40
+ bool isBasisRightSize(const HighsLp& lp, const SimplexBasis& basis);
41
+
42
+ #endif // SIMPLEX_HSIMPLEX_H_
@@ -0,0 +1,48 @@
1
+ /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
2
+ /* */
3
+ /* This file is part of the HiGHS linear optimization suite */
4
+ /* */
5
+ /* Available as open-source under the MIT License */
6
+ /* */
7
+ /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
8
+ /**@file lp_data/HSimplexDebug.h
9
+ * @brief
10
+ */
11
+ #ifndef SIMPLEX_HSIMPLEXDEBUG_H_
12
+ #define SIMPLEX_HSIMPLEXDEBUG_H_
13
+
14
+ #include <set>
15
+
16
+ #include "lp_data/HighsLpSolverObject.h"
17
+
18
+ // Methods for Ekk
19
+
20
+ void debugDualChuzcFailNorms(
21
+ const HighsInt workCount,
22
+ const std::vector<std::pair<HighsInt, double>>& workData,
23
+ double& workDataNorm, const HighsInt numVar, const double* workDual,
24
+ double& workDualNorm);
25
+
26
+ HighsDebugStatus debugDualChuzcFailQuad0(
27
+ const HighsOptions& options, const HighsInt workCount,
28
+ const std::vector<std::pair<HighsInt, double>>& workData,
29
+ const HighsInt numVar, const double* workDual, const double selectTheta,
30
+ const double remainTheta, const bool force = false);
31
+
32
+ HighsDebugStatus debugDualChuzcFailQuad1(
33
+ const HighsOptions& options, const HighsInt workCount,
34
+ const std::vector<std::pair<HighsInt, double>>& workData,
35
+ const HighsInt numVar, const double* workDual, const double selectTheta,
36
+ const bool force = false);
37
+
38
+ HighsDebugStatus debugDualChuzcFailHeap(
39
+ const HighsOptions& options, const HighsInt workCount,
40
+ const std::vector<std::pair<HighsInt, double>>& workData,
41
+ const HighsInt numVar, const double* workDual, const double selectTheta,
42
+ const bool force = false);
43
+
44
+ HighsDebugStatus debugNonbasicFlagConsistent(const HighsOptions& options,
45
+ const HighsLp& lp,
46
+ const SimplexBasis& basis);
47
+
48
+ #endif // SIMPLEX_HSIMPLEXDEBUG_H_
@@ -0,0 +1,158 @@
1
+ /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
2
+ /* */
3
+ /* This file is part of the HiGHS linear optimization suite */
4
+ /* */
5
+ /* Available as open-source under the MIT License */
6
+ /* */
7
+ /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
8
+ /**@file simplex/HSimplexNla.h
9
+ *
10
+ * @brief Interface to HFactor allowing non-HFactor updates, NLA-only
11
+ * scaling and shifting of NLA analysis below simplex level.
12
+ */
13
+ #ifndef HSIMPLEXNLA_H_
14
+ #define HSIMPLEXNLA_H_
15
+
16
+ #include "lp_data/HighsDebug.h"
17
+ #include "simplex/HighsSimplexAnalysis.h"
18
+ #include "simplex/SimplexStruct.h"
19
+ #include "util/HFactor.h"
20
+
21
+ const HighsInt kReportItemLimit = 25;
22
+ const double kDensityForIndexing = 0.4;
23
+
24
+ struct ProductFormUpdate {
25
+ bool valid_ = false;
26
+ HighsInt num_row_;
27
+ HighsInt update_count_;
28
+ vector<HighsInt> pivot_index_;
29
+ vector<double> pivot_value_;
30
+ vector<HighsInt> start_;
31
+ vector<HighsInt> index_;
32
+ vector<double> value_;
33
+ void clear();
34
+ void setup(const HighsInt num_row, const double expected_density);
35
+ HighsInt update(HVector* aq, HighsInt* iRow);
36
+ void btran(HVector& rhs) const;
37
+ void ftran(HVector& rhs) const;
38
+ };
39
+
40
+ struct SimplexIterate {
41
+ bool valid_ = false;
42
+ SimplexBasis basis_;
43
+ InvertibleRepresentation invert_;
44
+ std::vector<double> dual_edge_weight_;
45
+ void clear();
46
+ };
47
+
48
+ class HSimplexNla {
49
+ private:
50
+ void setup(const HighsLp* lp, HighsInt* basic_index,
51
+ const HighsOptions* options, HighsTimer* timer,
52
+ HighsSimplexAnalysis* analysis,
53
+ const HighsSparseMatrix* factor_a_matrix,
54
+ const double factor_pivot_threshold);
55
+
56
+ void setLpAndScalePointers(const HighsLp* lp);
57
+ void setBasicIndexPointers(HighsInt* basic_index);
58
+ void setPointers(const HighsLp* for_lp,
59
+ const HighsSparseMatrix* factor_a_matrix = NULL,
60
+ HighsInt* basic_index = NULL,
61
+ const HighsOptions* options = NULL, HighsTimer* timer = NULL,
62
+ HighsSimplexAnalysis* analysis = NULL);
63
+ void clear();
64
+ HighsInt invert();
65
+ void btran(HVector& rhs, const double expected_density,
66
+ HighsTimerClock* factor_timer_clock_pointer = NULL) const;
67
+ void ftran(HVector& rhs, const double expected_density,
68
+ HighsTimerClock* factor_timer_clock_pointer = NULL) const;
69
+ void btranInScaledSpace(
70
+ HVector& rhs, const double expected_density,
71
+ HighsTimerClock* factor_timer_clock_pointer = NULL) const;
72
+ void ftranInScaledSpace(
73
+ HVector& rhs, const double expected_density,
74
+ HighsTimerClock* factor_timer_clock_pointer = NULL) const;
75
+ void update(HVector* aq, HVector* ep, HighsInt* iRow, HighsInt* hint);
76
+
77
+ void putInvert();
78
+ void getInvert();
79
+
80
+ void transformForUpdate(HVector* column, HVector* row_ep,
81
+ const HighsInt variable_in, const HighsInt row_out);
82
+ double variableScaleFactor(const HighsInt iVar) const;
83
+ double basicColScaleFactor(const HighsInt iCol) const;
84
+ double pivotInScaledSpace(const HVector* aq, const HighsInt variable_in,
85
+ const HighsInt row_out) const;
86
+ void setPivotThreshold(const double new_pivot_threshold);
87
+
88
+ void passLpPointer(const HighsLp* lp);
89
+ void passScalePointer(const HighsScale* scale);
90
+ void applyBasisMatrixColScale(HVector& rhs) const;
91
+ void applyBasisMatrixRowScale(HVector& rhs) const;
92
+ void unapplyBasisMatrixRowScale(HVector& rhs) const;
93
+ double rowEp2NormInScaledSpace(const HighsInt iRow,
94
+ const HVector& row_ep) const;
95
+ void addCols(const HighsLp* updated_lp);
96
+ void addRows(const HighsLp* updated_lp, HighsInt* basic_index,
97
+ const HighsSparseMatrix* scaled_ar_matrix);
98
+ bool sparseLoopStyle(const HighsInt count, const HighsInt dim,
99
+ HighsInt& to_entry) const;
100
+ void reportVector(const std::string message, const HighsInt num_index,
101
+ const vector<double> vector_value,
102
+ const vector<HighsInt> vector_index,
103
+ const bool force) const;
104
+ void reportArray(const std::string message, const HVector* vector,
105
+ const bool force = false) const;
106
+ void reportArray(const std::string message, const HighsInt offset,
107
+ const HVector* vector, const bool force = false) const;
108
+ void reportArraySparse(const std::string message, const HVector* vector,
109
+ const bool force = false) const;
110
+ void reportArraySparse(const std::string message, const HighsInt offset,
111
+ const HVector* vector, const bool force = false) const;
112
+ void reportPackValue(const std::string message, const HVector* vector,
113
+ const bool force = false) const;
114
+ // Debug methods
115
+ HighsDebugStatus debugCheckData(const std::string message = "") const;
116
+ HighsDebugStatus debugCheckInvert(const std::string message,
117
+ const HighsInt alt_debug_level = -1) const;
118
+ double debugInvertResidualError(const bool transposed,
119
+ const HVector& solution,
120
+ HVector& residual) const;
121
+ HighsDebugStatus debugReportInvertSolutionError(const bool transposed,
122
+ const HVector& true_solution,
123
+ const HVector& solution,
124
+ HVector& residual,
125
+ const bool force) const;
126
+ HighsDebugStatus debugReportInvertSolutionError(
127
+ const std::string source, const bool transposed,
128
+ const double solve_error_norm, const double residual_error_norm,
129
+ const bool force) const;
130
+
131
+ // References:
132
+ //
133
+ // Pointers:
134
+
135
+ // Class data members
136
+ const HighsLp* lp_;
137
+ const HighsScale* scale_;
138
+ HighsInt* basic_index_;
139
+ const HighsOptions* options_;
140
+ HighsTimer* timer_;
141
+ HighsSimplexAnalysis* analysis_;
142
+
143
+ HFactor factor_;
144
+
145
+ bool report_;
146
+ double build_synthetic_tick_;
147
+
148
+ ProductFormUpdate update_;
149
+
150
+ // Simplex iterate data
151
+ SimplexIterate simplex_iterate_;
152
+
153
+ friend class HEkk;
154
+ friend class HEkkPrimal;
155
+ friend class HEkkDual;
156
+ };
157
+
158
+ #endif /* HSIMPLEXNLA_H_ */
@@ -0,0 +1,21 @@
1
+ /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
2
+ /* */
3
+ /* This file is part of the HiGHS linear optimization suite */
4
+ /* */
5
+ /* Available as open-source under the MIT License */
6
+ /* */
7
+ /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
8
+ /**@file lp_data/HSimplexReport.h
9
+ * @brief
10
+ */
11
+ #ifndef SIMPLEX_HSIMPLEXREPORT_H_
12
+ #define SIMPLEX_HSIMPLEXREPORT_H_
13
+
14
+ #include "lp_data/HighsOptions.h"
15
+ #include "simplex/HSimplex.h"
16
+
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+ void reportSimplexPhaseIterations(const HighsLogOptions& log_options,
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+ const HighsInt iteration_count,
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+ HighsSimplexInfo& info,
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+ const bool initialise = false);
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+ #endif // SIMPLEX_HSIMPLEXREPORT_H_