lpsolver 0.1.0 → 0.2.1

data/ext/lpsolver-highs/build/include/highs/util/HighsTimer.h

@@ -0,0 +1,385 @@
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/*                                                                       */
+/*    This file is part of the HiGHS linear optimization suite           */
+/*                                                                       */
+/*    Available as open-source under the MIT License                     */
+/*                                                                       */
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/**@file util/HighsTimer.h
+ * @brief Profiling facility for computational components in HiGHS
+ */
+#ifndef UTIL_HIGHSTIMER_H_
+#define UTIL_HIGHSTIMER_H_
+
+#include <algorithm>
+#include <cassert>
+#include <chrono>
+#include <cstdio>
+#include <cstdlib>
+#include <string>
+#include <vector>
+
+#include "util/HighsInt.h"
+
+const HighsInt check_clock = -46;
+const HighsInt simplex_no_basis_clock = 8;
+const HighsInt hipo_analytic_centre_clock = 9;
+const HighsInt ipx_analytic_centre_clock = 10;
+const bool kNoClockCalls = false;
+
+/**
+ * @brief Class for profiling facility for computational components in HiGHS
+ */
+class HighsTimer {
+ public:
+  HighsTimer() {
+    num_clock = 0;
+    HighsInt i_clock = clock_def("Run HiGHS");
+    assert(i_clock == 0);
+    (void)i_clock;
+
+    presolve_clock = clock_def("Presolve");
+    solve_clock = clock_def("Solve");
+    postsolve_clock = clock_def("Postsolve");
+    printf_flag = true;
+  }
+
+  /**
+   * @brief Set the printf flag
+   */
+  void setPrintfFlag(const bool output_flag, const bool log_to_console) {
+    this->printf_flag = output_flag ? log_to_console : false;
+  }
+
+  /**
+   * @brief Define a clock
+   */
+  HighsInt clock_def(
+      const char* name)  //!< Full-length name (<=16 characters) for the clock
+  {
+    HighsInt i_clock = num_clock;
+    clock_num_call.push_back(0);
+    clock_start.push_back(initial_clock_start);
+    clock_time.push_back(0);
+    clock_names.push_back(name);
+    num_clock++;
+    return i_clock;
+  }
+
+  /**
+   * @brief Reset a HighsTimer instance to its state after the
+   * constructor
+   */
+  void resetHighsTimer() {
+    this->num_clock = 0;
+    this->clock_num_call.clear();
+    this->clock_start.clear();
+    this->clock_names.clear();
+    HighsInt i_clock = clock_def("Run HiGHS");
+    assert(i_clock == 0);
+    (void)i_clock;
+    this->presolve_clock = clock_def("Presolve");
+    this->solve_clock = clock_def("Solve");
+    this->postsolve_clock = clock_def("Postsolve");
+    this->printf_flag = true;
+  }
+
+  /**
+   * @brief Zero the data for all clocks
+   */
+  void zeroAllClocks() {
+    for (HighsInt i = 0; i < num_clock; i++) {
+      clock_num_call[i] = 0;
+      clock_start[i] = initial_clock_start;
+      clock_time[i] = 0;
+    }
+  }
+
+  /**
+   * @brief write all clocks
+   */
+  void writeAllClocks() {
+    for (HighsInt i = 0; i < num_clock; i++)
+      if (clock_num_call[i])
+        if (printf_flag)
+          printf("Time %7.5f for %9d calls of clock %3d: %s\n", clock_time[i],
+                 int(clock_num_call[i]), int(i), clock_names[i].c_str());
+  }
+
+  /**
+   * @brief Start a clock
+   */
+  void start(const HighsInt i_clock = 0  //!< Index of the clock to be started
+  ) {
+    assert(i_clock >= 0);
+    assert(i_clock < num_clock);
+    // Check that the clock's been stopped. It should be set to
+    // getWallTime() >= 0 (or initialised to initial_clock_start > 0)
+    const bool clock_stopped = clock_start[i_clock] > 0;
+    if (i_clock != hipo_analytic_centre_clock &&
+        i_clock != ipx_analytic_centre_clock) {
+      // Sometimes the analytic centre clock isn't stopped - because
+      // it runs on a separate thread. Although it would be good to
+      // understand this better, for now don't assert that this clock
+      // has stopped
+      if (!clock_stopped) {
+        if (printf_flag)
+          printf("Clock %d - %s - still running\n", int(i_clock),
+                 clock_names[i_clock].c_str());
+      }
+      assert(clock_stopped);
+    }
+    // Set the start to be the negation of the WallTick to check that
+    // the clock's been started when it's next stopped
+    if (i_clock == check_clock) {
+      if (printf_flag)
+        printf("HighsTimer: starting clock %d: %s\n", int(check_clock),
+               this->clock_names[check_clock].c_str());
+    }
+    clock_start[i_clock] = -getWallTime();
+  }
+
+  /**
+   * @brief Stop a clock
+   */
+  void stop(const HighsInt i_clock = 0  //!< Index of the clock to be stopped
+  ) {
+    assert(i_clock >= 0);
+    assert(i_clock < num_clock);
+    // Check that the clock's been started. It should be set to
+    // -getWallTime() <= 0
+    const bool clock_stopped = clock_start[i_clock] > 0;
+    if (clock_stopped) {
+      if (printf_flag)
+        printf("Clock %d - %s - not running\n", int(i_clock),
+               clock_names[i_clock].c_str());
+    }
+    assert(!clock_stopped);
+    double wall_time = getWallTime();
+    double callClockTimes = wall_time + clock_start[i_clock];
+    clock_time[i_clock] += callClockTimes;
+    clock_num_call[i_clock]++;
+    // Set the start to be the WallTick to check that the clock's been
+    // stopped when it's next started
+    if (i_clock == check_clock) {
+      if (printf_flag)
+        printf("HighsTimer: stopping clock %d: %s\n", int(check_clock),
+               this->clock_names[check_clock].c_str());
+    }
+    clock_start[i_clock] = wall_time;
+  }
+
+  /**
+   * @brief Read the time of a clock
+   */
+  double read(const HighsInt i_clock = 0  //!< Index of the clock to be read
+  ) const {
+    assert(i_clock >= 0);
+    assert(i_clock < num_clock);
+    if (i_clock == check_clock) {
+      std::string clock_name = this->clock_names[check_clock];
+      if (printf_flag)
+        printf("HighsTimer: reading clock %d: %s\n", int(check_clock),
+               clock_name.c_str());
+    }
+    double read_time;
+    if (clock_start[i_clock] < 0) {
+      // The clock's been started, so find the current time
+      double wall_time = getWallTime();
+      read_time = clock_time[i_clock] + wall_time + clock_start[i_clock];
+    } else {
+      // The clock is currently stopped, so read the current time
+      read_time = clock_time[i_clock];
+    }
+    return read_time;
+  }
+
+  /**
+   * @brief Return whether a clock is running
+   */
+  bool running(const HighsInt i_clock = 0  //!< Index of the clock to be read
+  ) const {
+    assert(i_clock >= 0);
+    assert(i_clock < num_clock);
+    if (i_clock == check_clock) {
+      if (printf_flag)
+        printf("HighsTimer: querying clock %d: %s - with start record %g\n",
+               int(check_clock), this->clock_names[check_clock].c_str(),
+               clock_start[i_clock]);
+    }
+    return clock_start[i_clock] < 0;
+  }
+
+  /**
+   * @brief Return number of calls to a clock
+   */
+  HighsInt numCall(
+      const HighsInt i_clock = 0  //!< Index of the clock to be read
+  ) const {
+    assert(i_clock >= 0);
+    assert(i_clock < num_clock);
+    return clock_num_call[i_clock];
+  }
+
+  /**
+   * @brief Add number of calls and time to a clock
+   */
+  void add(const HighsInt i_clock,  //!< Index of the clock to be read
+           const HighsInt num_call, const double time = 0) {
+    assert(i_clock >= 0);
+    assert(i_clock < num_clock);
+    clock_num_call[i_clock] += num_call;
+    clock_time[i_clock] += time;
+  }
+
+  /**
+   * @brief Report timing information for the clock indices in the list
+   */
+  bool report(const char* grep_stamp,  //!< Character string used to extract
+                                       //!< output using grep
+              std::vector<HighsInt>& clock_list,  //!< List of indices to report
+              double ideal_sum_time = 0  //!< Ideal value for times to sum to
+  ) const {
+    const double tolerance_percent_report = 1.0;
+    return reportOnTolerance(grep_stamp, clock_list, ideal_sum_time,
+                             tolerance_percent_report);
+  }
+
+  bool reportOnTolerance(
+      const char*
+          grep_stamp,  //!< Character string used to extract output using grep
+      std::vector<HighsInt>& clock_list,  //!< List of indices to report
+      double ideal_sum_time = 0,          //!< Ideal value for times to sum to
+      double tolerance_percent_report =
+          0  //!< Lower bound on percentage of total time
+             //!< before an individual clock is reported
+  ) const {
+    size_t num_clock_list_entries = clock_list.size();
+    double current_run_highs_time = read();
+    bool non_null_report = false;
+    if (!printf_flag) return non_null_report;
+    // Check validity of the clock list and check no clocks are still
+    // running, determine whether there are any times to report and
+    // determine the total clock times
+    HighsInt sum_calls = 0;
+    double sum_clock_times = 0;
+    for (size_t i = 0; i < num_clock_list_entries; i++) {
+      HighsInt iClock = clock_list[i];
+      assert(iClock >= 0);
+      assert(iClock < num_clock);
+      // Check that the clock's not still running. It should be set to
+      // getWallTime() >= 0 (or initialised to initial_clock_start > 0)
+      const bool clock_stopped = clock_start[iClock] > 0;
+      if (iClock != hipo_analytic_centre_clock &&
+          iClock != ipx_analytic_centre_clock) {
+        // Sometimes the analytic centre clock isn't stopped - because
+        // it runs on a separate thread. Although it would be good to
+        // understand this better, for now don't assert that this clock
+        // has stopped
+        if (!clock_stopped) {
+          printf("Clock %d - %s - still running\n", int(iClock),
+                 clock_names[iClock].c_str());
+        }
+        assert(clock_stopped);
+      }
+      sum_calls += clock_num_call[iClock];
+      sum_clock_times += clock_time[iClock];
+    }
+    if (!sum_calls) return non_null_report;
+    if (sum_clock_times < 0) return non_null_report;
+
+    std::vector<double> percent_sum_clock_times(num_clock_list_entries);
+    double max_percent_sum_clock_times = 0;
+    for (size_t i = 0; i < num_clock_list_entries; i++) {
+      HighsInt iClock = clock_list[i];
+      percent_sum_clock_times[i] = 100.0 * clock_time[iClock] / sum_clock_times;
+      max_percent_sum_clock_times =
+          (std::max)(percent_sum_clock_times[i], max_percent_sum_clock_times);
+    }
+    if (max_percent_sum_clock_times < tolerance_percent_report)
+      return non_null_report;
+
+    non_null_report = true;
+
+    // Report one line per clock, the time, number of calls and time per call
+    printf("\n%s-time  Operation                       :    Time     ( Total",
+           grep_stamp);
+    if (ideal_sum_time > 0) printf(";  Ideal");
+    printf(";  Local):    Calls  Time/Call\n");
+    // Convert approximate seconds
+    double sum_time = 0;
+    for (size_t i = 0; i < num_clock_list_entries; i++) {
+      HighsInt iClock = clock_list[i];
+      double time = clock_time[iClock];
+      double percent_run_highs = 100.0 * time / current_run_highs_time;
+      double time_per_call = 0;
+      if (clock_num_call[iClock] > 0) {
+        time_per_call = time / clock_num_call[iClock];
+        const bool report_time =
+            tolerance_percent_report > 0
+                ? percent_sum_clock_times[i] >= tolerance_percent_report
+                : clock_num_call[iClock] > 0;
+        if (report_time) {
+          printf("%s-time  %-32s: %11.4e (%5.1f%%", grep_stamp,
+                 clock_names[iClock].c_str(), time, percent_run_highs);
+          if (ideal_sum_time > 0) {
+            double percent_ideal = 100.0 * time / ideal_sum_time;
+            printf("; %5.1f%%", percent_ideal);
+          }
+          printf("; %5.1f%%):%9ld %11.4e\n", percent_sum_clock_times[i],
+                 static_cast<long int>(clock_num_call[iClock]), time_per_call);
+        }
+      }
+      sum_time += time;
+    }
+    double percent_sum_clock_times_all = 100.0;
+    assert(sum_time == sum_clock_times);
+    double percent_run_highs = 100.0 * sum_time / current_run_highs_time;
+    printf("%s-time  SUM                             : %11.4e (%5.1f%%",
+           grep_stamp, sum_time, percent_run_highs);
+    if (ideal_sum_time > 0) {
+      double percent_ideal = 100.0 * sum_time / ideal_sum_time;
+      printf("; %5.1f%%", percent_ideal);
+    }
+    printf("; %5.1f%%)\n", percent_sum_clock_times_all);
+    printf("%s-time  TOTAL                           : %11.4e\n", grep_stamp,
+           current_run_highs_time);
+    return non_null_report;
+  }
+
+  /**
+   * @brief Return the current wall-clock time
+   */
+  double getWallTime() const {
+    using namespace std::chrono;
+    const double wall_time = kNoClockCalls
+                                 ? 0
+                                 : duration_cast<duration<double> >(
+                                       wall_clock::now().time_since_epoch())
+                                       .count();
+    return wall_time;
+  }
+
+  virtual ~HighsTimer() = default;
+
+  // private:
+  using wall_clock = std::chrono::high_resolution_clock;
+  using time_point = wall_clock::time_point;
+
+  // Dummy positive start time for clocks - so they can be checked as
+  // having been stopped
+  const double initial_clock_start = 1.0;
+
+  HighsInt num_clock = 0;
+  std::vector<HighsInt> clock_num_call;
+  std::vector<double> clock_start;
+  std::vector<double> clock_time;
+  std::vector<std::string> clock_names;
+  // Fundamental clocks
+  HighsInt presolve_clock;
+  HighsInt solve_clock;
+  HighsInt postsolve_clock;
+  bool printf_flag;
+};
+
+#endif /* UTIL_HIGHSTIMER_H_ */

data/ext/lpsolver-highs/build/include/highs/util/HighsUtils.h

@@ -0,0 +1,272 @@
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/*                                                                       */
+/*    This file is part of the HiGHS linear optimization suite           */
+/*                                                                       */
+/*    Available as open-source under the MIT License                     */
+/*                                                                       */
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/**@file util/HUtils.h
+ * @brief Class-independent utilities for HiGHS
+ */
+#ifndef UTIL_HIGHSUTILS_H_
+#define UTIL_HIGHSUTILS_H_
+
+#include <cassert>
+#include <string>
+#include <vector>
+
+#include "lp_data/HighsOptions.h"
+
+const HighsInt kIndexCollectionCreateOk = 0;
+const HighsInt kIndexCollectionCreateIllegalInterval = 1;
+const HighsInt kIndexCollectionCreateIllegalSetSize = 1;
+const HighsInt kIndexCollectionCreateIllegalSetDimension = 2;
+const HighsInt kIndexCollectionCreateIllegalSetOrder = 3;
+const HighsInt kIndexCollectionCreateIllegalMaskSize = 1;
+
+void highsSparseTranspose(HighsInt numRow, HighsInt numCol,
+                          const std::vector<HighsInt>& Astart,
+                          const std::vector<HighsInt>& Aindex,
+                          const std::vector<double>& Avalue,
+                          std::vector<HighsInt>& ARstart,
+                          std::vector<HighsInt>& ARindex,
+                          std::vector<double>& ARvalue);
+
+struct HighsIndexCollection {
+  HighsInt dimension_ = -1;
+  bool is_interval_ = false;
+  HighsInt from_ = -1;
+  HighsInt to_ = -2;
+  bool is_set_ = false;
+  HighsInt set_num_entries_ = -1;
+  std::vector<HighsInt> set_;
+  bool is_mask_ = false;
+  std::vector<HighsInt> mask_;
+};
+
+struct HighsValueDistribution {
+  std::string distribution_name_;
+  std::string value_name_;
+  HighsInt num_count_;
+  HighsInt num_zero_;
+  HighsInt num_one_;
+  double min_value_;
+  double max_value_;
+  std::vector<double> limit_;
+  std::vector<HighsInt> count_;
+  HighsInt sum_count_;
+};
+
+struct HighsScatterData {
+  HighsInt max_num_point_;
+  HighsInt num_point_;
+  HighsInt last_point_;
+  std::vector<double> value0_;
+  std::vector<double> value1_;
+  bool have_regression_coeff_;
+  double linear_coeff0_;
+  double linear_coeff1_;
+  double linear_regression_error_;
+  double log_coeff0_;
+  double log_coeff1_;
+  double log_regression_error_;
+  HighsInt num_error_comparison_;
+  HighsInt num_awful_linear_;
+  HighsInt num_awful_log_;
+  HighsInt num_bad_linear_;
+  HighsInt num_bad_log_;
+  HighsInt num_fair_linear_;
+  HighsInt num_fair_log_;
+  HighsInt num_better_linear_;
+  HighsInt num_better_log_;
+};
+
+const double awful_regression_error = 2.0;
+const double bad_regression_error = 0.2;
+const double fair_regression_error = 0.02;
+
+HighsInt create(HighsIndexCollection& index_collection, const HighsInt from_col,
+                const HighsInt to_col, const HighsInt dimension);
+
+HighsInt create(HighsIndexCollection& index_collection,
+                const HighsInt num_set_entries, const HighsInt* set,
+                const HighsInt dimension);
+
+HighsInt create(HighsIndexCollection& index_collection, const HighsInt* mask,
+                const HighsInt dimension);
+
+bool ok(const HighsIndexCollection& index_collection);
+
+void limits(const HighsIndexCollection& index_collection, HighsInt& from_k,
+            HighsInt& to_k);
+
+void updateOutInIndex(const HighsIndexCollection& index_collection,
+                      HighsInt& out_from_ix, HighsInt& out_to_ix,
+                      HighsInt& in_from_ix, HighsInt& in_to_ix,
+                      HighsInt& current_set_entry);
+
+HighsInt dataSize(const HighsIndexCollection& index_collection);
+
+bool highsVarTypeUserDataNotNull(const HighsLogOptions& log_options,
+                                 const HighsVarType* user_data,
+                                 const std::string& name);
+bool intUserDataNotNull(const HighsLogOptions& log_options,
+                        const HighsInt* user_data, const std::string& name);
+bool doubleUserDataNotNull(const HighsLogOptions& log_options,
+                           const double* user_data, const std::string& name);
+
+double getNorm2(const std::vector<double>& values);
+
+/**
+ * @brief Logical check of double being +Infinity
+ */
+bool highs_isInfinity(double val  //!< Value being tested against +Infinity
+);
+/**
+ * @brief Returns the relative difference of two doubles
+ */
+double highsRelativeDifference(const double v0, const double v1);
+
+/**
+ * @brief Analyse the values of a vector, assessing how many are in
+ * each power of ten, and possibly analyse the distribution of
+ * different values
+ *
+ * NB If log_options is a null pointer then printf is used
+ */
+void analyseVectorValues(
+    const HighsLogOptions* log_options,
+    const std::string& message,      //!< Message to be printed
+    HighsInt vecDim,                 //!< Dimension of vector
+    const std::vector<double>& vec,  //!< Vector of values
+    bool analyseValueList = false,   //!< Possibly analyse the distribution of
+                                     //!< different values in the vector
+    const std::string& model_name =
+        "Unknown"  //!< Model name to report if analysing distribution of
+                   //!< different values in the vector
+);
+
+void analyseVectorValues(
+    const HighsLogOptions* log_options,
+    const std::string& message,        //!< Message to be printed
+    HighsInt vecDim,                   //!< Dimension of vector
+    const std::vector<HighsInt>& vec,  //!< Vector of values
+    const std::string& model_name =
+        "Unknown"  //!< Model name to report if analysing distribution of
+                   //!< different values in the vector
+);
+
+void analyseMatrixSparsity(
+    const HighsLogOptions& log_options,
+    const char* message,                  //!< Message to be printed
+    HighsInt numCol,                      //!< Number of columns
+    HighsInt numRow,                      //!< Number of rows
+    const std::vector<HighsInt>& Astart,  //!< Matrix column starts
+    const std::vector<HighsInt>& Aindex   //!< Matrix row indices
+);
+
+bool initialiseValueDistribution(const std::string& distribution_name,
+                                 const std::string& value_name,
+                                 const double min_value_limit,
+                                 const double max_value_limit,
+                                 const double base_value_limit,
+                                 HighsValueDistribution& value_distribution);
+
+bool updateValueDistribution(const double value,
+                             HighsValueDistribution& value_distribution);
+
+HighsInt integerPercentage(const HighsInt of, const HighsInt in);
+double doublePercentage(const HighsInt of, const HighsInt in);
+
+bool logValueDistribution(const HighsLogOptions& log_options,
+                          const HighsValueDistribution& value_distribution,
+                          const HighsInt mu = 0);
+bool initialiseScatterData(const HighsInt max_num_point,
+                           HighsScatterData& scatter_data);
+bool updateScatterData(const double value0, const double value1,
+                       HighsScatterData& scatter_data);
+bool regressScatterData(HighsScatterData& scatter_data);
+bool predictFromScatterData(const HighsScatterData& scatter_data,
+                            const double value0, double& predicted_value1,
+                            const bool log_regression = false);
+bool printScatterData(const std::string& name,
+                      const HighsScatterData& scatter_data);
+void printScatterDataRegressionComparison(const std::string& name,
+                                          const HighsScatterData& scatter_data);
+bool computeScatterDataRegressionError(HighsScatterData& scatter_data,
+                                       const bool print = false);
+
+double nearestPowerOfTwoScale(const double value);
+
+// If assert_condition is false then, if NDEBUG is defined message is
+// printed and abort() is called, otherwise assert is called
+void highsAssert(const bool assert_condition, const std::string& message = "");
+
+// If pause_condition is true, then keyboard input is required. Allows
+// breakpoints in VScode where optimization might prevent them.
+bool highsPause(const bool pause_condition, const std::string& message = "");
+
+// Utility for computing fractional part
+template <typename T>
+inline T fractionality(T input, T* intval = nullptr) {
+  using std::abs;
+  using std::round;
+  T val = round(input);
+  if (intval != nullptr) *intval = val;
+  return abs(input - val);
+}
+
+inline std::pair<double, double> infeasibility(const double lower,
+                                               const double value,
+                                               const double upper,
+                                               const double tolerance) {
+  using std::fabs;
+  using std::min;
+  double residual = 0;
+  double infeasibility = 0;
+  // Determine the infeasibility exceeding the tolerance used in
+  // computing the number of infeasibilities in a basic solution -
+  // which defines its feasibility
+  //
+  // @primal_infeasibility calculation
+  if (value < lower - tolerance) infeasibility = lower - value;
+  if (value > upper + tolerance) infeasibility = value - upper;
+  // Determine the residual used in computing the sum of
+  // infeasibilities and max infeasibility - which are just for
+  // reporting
+  if (tolerance > 0) {
+    if (value < lower) residual = lower - value;
+    if (value > upper) residual = value - upper;
+  } else {
+    residual = infeasibility;
+  }
+  // Now, if the bound defining the residual is large, it's possible
+  // for the infeasibility to be zero, but the residual to exceed the
+  // tolerance due to numerical rounding
+  //
+  // Case in point is #2653 where row 1 has l = 157345 and the
+  // activity gives zero infeasibility, but a residual of
+  // 1.00000761449e-06, exceeding the tolerance of 1e-6 by delta =
+  // 7.61449e-12.
+  //
+  // Now delta / l = 4.83937e-17, which is less than machine precision
+  // (2.22045e-16), so the reliable residual value should ignore this
+  // delta.
+  //
+  // In general, it might be possible to subtract delta from the
+  // residual conditional on (something like)
+  //
+  // delta < 1e1 * max(1.0, fabs(bound_value)) * kHighsMacheps
+  //
+  // to give a reasonable value but, in practice, when infeasibility is
+  // 0, it would seem fine to set
+  //
+  // residual = min(residual, tolerance)
+  //
+  // so that values of maximum infeasibility defined by residual
+  // doesn't exceed the tolerance
+  //
+  if (infeasibility == 0) residual = min(residual, tolerance);
+  return std::make_pair(infeasibility, residual);
+}
+#endif  // UTIL_HIGHSUTILS_H_