casadi 3.6.4__cp27-none-win_amd64.whl → 3.6.6__cp27-none-win_amd64.whl

casadi/include/include/highs/simplex/HEkkDual.h

@@ -1,515 +0,0 @@
-/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
-/*                                                                       */
-/*    This file is part of the HiGHS linear optimization suite           */
-/*                                                                       */
-/*    Written and engineered 2008-2023 by Julian Hall, Ivet Galabova,    */
-/*    Leona Gottwald and Michael Feldmeier                               */
-/*                                                                       */
-/*    Available as open-source under the MIT License                     */
-/*                                                                       */
-/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
-/**@file simplex/HEkkDual.h
- * @brief Dual simplex solver for HiGHS
- */
-#ifndef SIMPLEX_HEKKDUAL_H_
-#define SIMPLEX_HEKKDUAL_H_
-
-#include <set>
-#include <string>
-#include <vector>
-
-#include "simplex/HEkk.h"
-#include "simplex/HEkkDualRHS.h"
-#include "simplex/HEkkDualRow.h"
-#include "simplex/HSimplex.h"
-#include "util/HVector.h"
-#include "util/HVectorBase.h"
-
-// Limit on the number of column slices for parallel calculations. SIP
-// uses num_threads-2 slices; PAMI uses num_threads-1 slices
-const HighsInt kHighsSlicedLimit = kSimplexConcurrencyLimit;
-// Was 100, but can't see why this should be higher than
-// kSimplexConcurrencyLimit; const double kMaxOkGrowth = 1e4;
-
-/**
- * @brief Dual simplex solver for HiGHS
- */
-class HEkkDual {
- public:
-  HEkkDual(HEkk& simplex)
-      : ekk_instance_(simplex), dualRow(simplex), dualRHS(simplex) {
-    initialiseInstance();
-    dualRow.setup();
-    dualRHS.setup();
-    if (!(ekk_instance_.info_.simplex_strategy == kSimplexStrategyDualPlain))
-      initialiseInstanceParallel(simplex);
-  }
-
-  /**
-   * @brief Solve a model instance
-   */
-  HighsStatus solve(const bool force_phase2 = false);
-
-  const SimplexAlgorithm algorithm = SimplexAlgorithm::kDual;
-
- public:
-  /**
-   * @brief Initialise a dual simplex instance
-   *
-   * Copy dimensions and pointers to matrix, factor and solver-related
-   * model data, plus tolerances. Sets up local std::vectors
-   * (columnDSE, columnBFRT, column, row_ep and row_ap), and buffers
-   * for dualRow and dualRHS.
-   */
-  void initialiseInstance();
-
-  /**
-   * @brief Initialise parallel aspects of a dual simplex instance
-   *
-   * Sets up data structures for SIP or PAMI
-   */
-  void initialiseInstanceParallel(HEkk& simplex);
-
-  /**
-   * @brief Initialise matrix slices and slices of row_ap or dualRow for SIP or
-   * PAMI
-   *
-   * TODO generalise call slice_matrix[i].setup_lgBs so slice can be
-   * used with non-logical initial basis
-   */
-  void initSlice(
-      const HighsInt init_sliced_num  //!< Ideal number of slices - true number
-                                      //!< is modified in light of limits
-  );
-
-  /**
-   * @brief Initialise a dual simplex solve
-   */
-  void initialiseSolve();
-
-  /**
-   * @brief Perform Phase 1 dual simplex iterations
-   */
-  void solvePhase1();
-
-  /**
-   * @brief Perform Phase 2 dual simplex iterations
-   */
-  void solvePhase2();
-
-  /**
-   * @brief Reinvert if INVERT not fresh, then recompute dual and primal values
-   *
-   * Also collects primal infeasibilities and computes the dual objective value
-   */
-
-  void rebuild();
-
-  /**
-   * @brief Remove perturbation and recompute the dual solution
-   *
-   * Also collects primal infeasibilities and computes the dual objective value
-   */
-  void cleanup();
-
-  /**
-   * @brief Perform a single serial dual simplex iteration
-   *
-   * All the methods it calls have as their first line "if (rebuild_reason)
-   * return;", where rebuild_reason is, for example, set to 1 when CHUZR
-   * finds no candidate. This causes a break from the inner loop of
-   * solvePhase% and, hence, a call to rebuild().
-   */
-  void iterate();
-
-  /**
-   * @brief Perform a single SIP dual simplex iteration
-   */
-  void iterateTasks();
-
-  /**
-   * @brief Perform a single PAMI dual simplex iteration - source code in
-   * HEkkDualMulti.cpp
-   */
-  void iterateMulti();  // in HEkkDualMulti.cpp
-
-  /**
-   * @brief Pass the data for the serial iteration analysis, report and rebuild
-   * report
-   */
-  void iterationAnalysisData();
-
-  /**
-   * @brief Perform the serial iteration analysis
-   */
-  void iterationAnalysis();
-
-  /**
-   * @brief Pass the data for the PAMI iteration analysis for a minor iteration,
-   * report and rebuild report
-   */
-  void iterationAnalysisMinorData();
-
-  /**
-   * @brief Perform the PAMI iteration analysis for a minor iteration
-   */
-  void iterationAnalysisMinor();
-
-  /**
-   * @brief Pass the data for the PAMI iteration analysis for a major iteration
-   */
-  void iterationAnalysisMajorData();
-
-  /**
-   * @brief Perform the PAMI iteration analysis for a major iteration
-   */
-  void iterationAnalysisMajor();
-
-  /**
-   * @brief Single line report after rebuild or cleanup
-   */
-  void reportRebuild(const HighsInt reason_for_rebuild);
-
-  /**
-   * @brief Choose the index of a good row to leave the basis (CHUZR)
-   */
-  void chooseRow();
-
-  /**
-   * @brief Determine whether the updated_edge_weight is accurate enough to
-   * be accepted, and update the analysis of weight errors
-   */
-  bool acceptDualSteepestEdgeWeight(const double updated_edge_weight);
-
-  /**
-   * @brief Determine whether the updated_edge_weight error should trigger a new
-   * Devex framework
-   */
-  bool newDevexFramework(const double updated_edge_weight);
-
-  /**
-   * @brief Compute pivot row (PRICE) and choose the index of a good column to
-   * enter the basis (CHUZC)
-   */
-  void chooseColumn(HVector* row_ep);
-  void improveChooseColumnRow(HVector* row_ep);
-
-  /**
-   * @brief Choose the index of a good column to enter the basis (CHUZC) by
-   * exploiting slices of the pivotal row - for SIP and PAMI
-   */
-  void chooseColumnSlice(HVector* row_ep);
-
-  /**
-   * @brief Compute the pivotal column (FTRAN)
-   */
-  void updateFtran();
-
-  /**
-   * @brief Compute the RHS changes corresponding to the BFRT
-   * (FTRAN-BFRT)
-   */
-  void updateFtranBFRT();
-
-  /**
-   * @brief Compute the std::vector required to update DSE weights - being
-   * FTRAN applied to the pivotal column (FTRAN-DSE)
-   */
-  void updateFtranDSE(HVector* DSE_Vector  //!< Pivotal column as RHS for FTRAN
-  );
-  /**
-   * @brief Compare the pivot value computed row-wise and column-wise
-   * and determine whether reinversion is advisable
-   */
-  void updateVerify();
-
-  /**
-   * @brief Update the dual values
-   */
-  void updateDual();
-
-  /**
-   * @brief Update the primal values and any edge weights
-   */
-  void updatePrimal(HVector* DSE_Vector  //!< FTRANned pivotal column
-  );
-
-  /**
-   * @brief Update the basic and nonbasic variables, iteration count,
-   * invertible representation of the basis matrix and row-wise
-   * representation of the nonbasic columns, delete the Freelist entry
-   * for the entering column, update the primal value for the row
-   * where the basis change has occurred, and set the corresponding
-   * primal infeasibility value in dualRHS.work_infeasibility, and
-   * then determine whether to reinvert according to the synthetic
-   * clock
-   */
-  void updatePivots();
-
-  void shiftCost(const HighsInt iCol, const double amount);
-  void shiftBack(const HighsInt iCol);
-
-  /**
-   * @brief Initialise a Devex framework: reference set is all basic
-   * variables
-   */
-  void initialiseDevexFramework();
-
-  /**
-   * @brief Interpret the dual edge weight strategy as setting of a mode and
-   * other actions
-   */
-  void interpretDualEdgeWeightStrategy(
-      const HighsInt simplex_dual_edge_weight_strategy);
-
-  bool reachedExactObjectiveBound();
-  double computeExactDualObjectiveValue(HVector& dual_col, HVector& dual_row);
-
-  /**
-   * @brief PAMI: Choose the indices of a good set of rows to leave the
-   * basis (CHUZR)
-   */
-  void majorChooseRow();
-
-  /**
-   * @brief PAMI: Perform multiple BTRAN
-   */
-  void majorChooseRowBtran();
-
-  /**
-   * @brief PAMI: Choose the index (from the set of indices) of a good
-   * row to leave the basis (CHUZR-MI)
-   */
-  void minorChooseRow();
-
-  /**
-   * @brief PAMI: Update the data during minor iterations
-   */
-  void minorUpdate();
-
-  /**
-   * @brief PAMI: Update the dual values during minor iterations
-   */
-  void minorUpdateDual();
-
-  /**
-   * @brief PAMI: Update the primal values during minor iterations
-   */
-  void minorUpdatePrimal();
-
-  /**
-   * @brief PAMI: Perform a basis change during minor iterations
-   */
-  void minorUpdatePivots();
-
-  /**
-   * @brief PAMI: Update the tableau rows during minor iterations
-   */
-  void minorUpdateRows();
-
-  /**
-   * @brief PAMI: Initialise a new Devex framework during minor iterations
-   */
-  void minorInitialiseDevexFramework();
-
-  /**
-   * @brief PAMI: Perform updates after a set of minor iterations
-   */
-  void majorUpdate();
-
-  /**
-   * @brief PAMI: Prepare for the FTRANs after a set of minor iterations
-   */
-  void majorUpdateFtranPrepare();
-
-  /**
-   * @brief PAMI: Perform the parallel part of multiple FTRANs after a
-   * set of minor iterations
-   */
-  void majorUpdateFtranParallel();
-
-  /**
-   * @brief PAMI: Perform the final part of multiple FTRANs after a set
-   * of minor iterations
-   */
-  void majorUpdateFtranFinal();
-
-  /**
-   * @brief PAMI: Update the primal values after a set of minor
-   * iterations
-   */
-  void majorUpdatePrimal();
-
-  /**
-   * @brief PAMI: Update the invertible representation of the basis
-   * matrix after a set of minor iterations
-   */
-  void majorUpdateFactor();
-
-  /**
-   * @brief PAMI: Roll back some iterations if numerical trouble
-   * detected when updating the invertible representation of the basis
-   * matrix after a set of minor iterations
-   */
-  void majorRollback();
-
-  // private:
-  void possiblyUseLiDualSteepestEdge();
-  void computeDualInfeasibilitiesWithFixedVariableFlips();
-  void correctDualInfeasibilities(HighsInt& free_infeasibility_count);
-
-  bool proofOfPrimalInfeasibility();
-  void saveDualRay();
-  void assessPhase1Optimality();
-  void assessPhase1OptimalityUnperturbed();
-  void exitPhase1ResetDuals();
-  void reportOnPossibleLpDualInfeasibility();
-
-  bool checkNonUnitWeightError(std::string message);
-  bool dualInfoOk(const HighsLp& lp);
-  bool bailoutOnDualObjective();
-  HighsDebugStatus debugDualSimplex(const std::string message,
-                                    const bool initialise = false);
-
-  bool isBadBasisChange();
-  void assessPossiblyDualUnbounded();
-
-  // Devex scalars
-  HighsInt num_devex_iterations =
-      0;  //!< Number of Devex iterations with the current framework
-  bool new_devex_framework = false;  //!< Set a new Devex framework
-  bool minor_new_devex_framework =
-      false;  //!< Set a new Devex framework in PAMI minor iterations
-
-  // References:
-  HEkk& ekk_instance_;
-
-  // Model
-  HighsInt solver_num_row;
-  HighsInt solver_num_col;
-  HighsInt solver_num_tot;
-
-  const HighsSparseMatrix* a_matrix;
-  const HSimplexNla* simplex_nla;
-  HighsSimplexAnalysis* analysis;
-
-  const int8_t* jMove;
-  const double* workRange;
-  const double* baseLower;
-  const double* baseUpper;
-  double* baseValue;
-  double* workDual;
-  double* workValue;
-  double* colLower;
-  double* colUpper;
-  double* rowLower;
-  double* rowUpper;
-  int8_t* nonbasicFlag;
-
-  // Retained value
-  bool initial_basis_is_logical_;
-
-  // Options
-  EdgeWeightMode edge_weight_mode;
-  bool allow_dual_steepest_edge_to_devex_switch;
-
-  double Tp;  // Tolerance for primal
-  double primal_feasibility_tolerance;
-
-  double Td;  // Tolerance for dual
-  double dual_feasibility_tolerance;
-  double objective_bound;
-
-  bool force_phase2;
-  HighsInt solve_phase;
-  HighsInt rebuild_reason;
-
-  HVector row_ep;
-  HVector row_ap;
-  HVector col_aq;
-  HVector col_BFRT;
-  HVector col_DSE;
-
-  HVector dev_row_ep;
-  HVector dev_col_DSE;
-
-  HEkkDualRow dualRow;
-
-  // Solving related buffers
-  HighsInt dualInfeasCount;
-
-  HEkkDualRHS dualRHS;
-
-  // Simplex pivotal information
-  HighsInt row_out;
-  HighsInt variable_out;
-  HighsInt move_out;  // -1 from small to lower, +1 to upper
-  HighsInt variable_in;
-  double delta_primal;
-  double theta_dual;
-  double theta_primal;
-  double alpha_col;
-  double alpha_row;
-  double numericalTrouble;
-  // (Local) value of computed weight
-  double computed_edge_weight;
-
-  bool check_invert_condition = false;
-
-  // Partitioned coefficient matrix
-  HighsInt slice_num;
-  HighsInt slice_PRICE;
-  HighsInt slice_start[kHighsSlicedLimit + 1];
-  HighsSparseMatrix slice_a_matrix[kHighsSlicedLimit];
-  HighsSparseMatrix slice_ar_matrix[kHighsSlicedLimit];
-  HVector slice_row_ap[kHighsSlicedLimit];
-  std::vector<HEkkDualRow> slice_dualRow;
-
-  /**
-   * @brief Multiple CHUZR data
-   */
-  struct MChoice {
-    HighsInt row_out;
-    double baseValue;
-    double baseLower;
-    double baseUpper;
-    double infeasValue;
-    double infeasEdWt;
-    double infeasLimit;
-    HVector row_ep;
-    HVector col_aq;
-    HVector col_BFRT;
-  };
-
-  /**
-   * @brief Multiple minor iteration data
-   */
-  struct MFinish {
-    HighsInt move_in;
-    double shiftOut;
-    std::vector<HighsInt> flipList;
-
-    HighsInt row_out;
-    HighsInt variable_out;
-    HighsInt variable_in;
-    double alpha_row;
-    double theta_primal;
-    double basicBound;
-    double basicValue;
-    double EdWt;
-    HVector_ptr row_ep;
-    HVector_ptr col_aq;
-    HVector_ptr col_BFRT;
-  };
-
-  HighsInt multi_num;
-  HighsInt multi_chosen;
-  HighsInt multi_iChoice;
-  HighsInt multi_nFinish;
-  HighsInt multi_iteration;
-  HighsInt multi_chooseAgain;
-  MChoice multi_choice[kSimplexConcurrencyLimit];
-  MFinish multi_finish[kSimplexConcurrencyLimit];
-};
-
-#endif /* SIMPLEX_HEKKDUAL_H_ */

casadi/include/include/highs/simplex/HEkkDualRHS.h

@@ -1,138 +0,0 @@
-/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
-/*                                                                       */
-/*    This file is part of the HiGHS linear optimization suite           */
-/*                                                                       */
-/*    Written and engineered 2008-2023 by Julian Hall, Ivet Galabova,    */
-/*    Leona Gottwald and Michael Feldmeier                               */
-/*                                                                       */
-/*    Available as open-source under the MIT License                     */
-/*                                                                       */
-/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
-/**@file simplex/HEkkDualRHS.h
- * @brief Dual simplex optimality test for HiGHS
- */
-#ifndef SIMPLEX_HEKKDUALRHS_H_
-#define SIMPLEX_HEKKDUALRHS_H_
-
-#include <vector>
-
-#include "simplex/HEkk.h"
-#include "util/HVector.h"
-
-/**
- * @brief Dual simplex optimality test for HiGHS
- *
- * Performs the optimality test and some update primal/weight tasks
- */
-class HEkkDualRHS {
- public:
-  HEkkDualRHS(HEkk& simplex) : ekk_instance_(simplex) {}
-
-  /**
-   * @brief Defines space for Mark, Index and Array, EdWt and EdWtFull
-   *
-   * Mark (markers of primal infeasibilities?)
-   * Index and Array (for ??)
-   * EdWt (for gathered DSE weights)
-   * EdWtFull (for scattered SED weights)
-   */
-  void setup();
-
-  /**
-   * @brief Choose the row index of a good variable to leave the basis (CHUZR)
-   */
-  void chooseNormal(
-      HighsInt* chIndex  //!< Row index of variable chosen to leave the basis
-  );
-
-  /**
-   * @brief Choose a set of row indices of good variables to leave the basis
-   * (Multiple CHUZR)
-   */
-  void chooseMultiGlobal(
-      HighsInt* chIndex,  //!< Set of indices of chosen rows
-      HighsInt* chCount,  //!< Number of chosen rows
-      HighsInt chLimit    //!< Limit on number of of chosen rows
-  );
-
-  /**
-   * @brief Choose a set of row indices of good variables to leave the basis
-   * (Multiple CHUZR)
-   */
-  void chooseMultiHyperGraphAuto(
-      HighsInt* chIndex,  //!< Set of indices of chosen rows
-      HighsInt* chCount,  //!< Number of chosen rows
-      HighsInt chLimit    //!< Limit on number of of chosen rows
-  );
-
-  /**
-   * @brief Choose a set of row indices of good variables to leave the basis
-   * (Multiple CHUZR)
-   */
-  void chooseMultiHyperGraphPart(
-      HighsInt* chIndex,  //!< Set of indices of chosen rows
-      HighsInt* chCount,  //!< Number of chosen rows
-      HighsInt chLimit    //!< Limit on number of of chosen rows
-  );
-
-  /**
-   * @brief Update the primal values by adding a multiple of a given
-   * std::vector, returning false if infinite values are created
-   */
-  bool updatePrimal(
-      HVector* column,  //!< Column to add into primal values
-      double theta      //!< Multiple of column to add into primal values
-  );
-
-  /**
-   * @brief Update the primal value for the row where the basis change has
-   * occurred
-   */
-  void updatePivots(
-      const HighsInt iRow,  //!< row where the basis change has occurred
-      const double value    //!< New primal value in this row
-  );
-
-  /**
-   * @brief Update the list of primal infeasibilities using indices of primal
-   * values which have changed
-   */
-  void updateInfeasList(HVector* column  //!< Changes in primal values
-  );
-
-  /**
-   * @brief Create the list of greatest primal infeasibilities for efficient
-   * CHUZR
-   */
-  void createInfeasList(double columnDensity);
-  /**
-   * @brief Create the std::vector of primal infeasibilities
-   *
-   */
-  void createArrayOfPrimalInfeasibilities();
-
-  void assessOptimality();
-
-  // References:
-  HEkk& ekk_instance_;
-
-  double workCutoff;   //!< Limit for row to be in list with greatest primal
-                       //!< infeasibilities
-  HighsInt workCount;  //!< Number of rows in list with greatest primal
-                       //!< infeasibilities
-  std::vector<char> workMark;  //!< Flag set if row is in list of those with
-                               //!< greatest primal infeasibilities
-  std::vector<HighsInt>
-      workIndex;  //!< List of rows with greatest primal infeasibilities
-  std::vector<double> work_infeasibility;
-
-  HighsInt partNum;
-  HighsInt partNumRow;
-  HighsInt partNumCol;
-  HighsInt partNumCut;
-  HighsInt partSwitch;
-  std::vector<HighsInt> workPartition;
-  HighsSimplexAnalysis* analysis;
-};
-
-#endif /* SIMPLEX_HEKKDUALRHS_H_ */