casadi 3.6.4__cp35-none-win_amd64.whl → 3.6.5__cp35-none-win_amd64.whl

casadi/include/include/highs/simplex/HEkk.h

@@ -1,369 +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/HEkk.h
- * @brief Primal simplex solver for HiGHS
- */
-#ifndef SIMPLEX_HEKK_H_
-#define SIMPLEX_HEKK_H_
-
-#include "lp_data/HighsCallback.h"
-#include "simplex/HSimplexNla.h"
-#include "simplex/HighsSimplexAnalysis.h"
-#include "util/HSet.h"
-#include "util/HighsHash.h"
-#include "util/HighsRandom.h"
-
-class HighsLpSolverObject;
-
-class HEkk {
- public:
-  HEkk() {}
-  /**
-   * @brief Interface to simplex solvers
-   */
-  void clear();
-  void clearEkkLp();
-  void clearEkkData();
-  void clearEkkDualize();
-  void clearEkkDualEdgeWeightData();
-  void clearEkkPointers();
-  void clearEkkDataInfo();
-  void clearEkkControlInfo();
-  void clearEkkNlaInfo();
-  void clearEkkAllStatus();
-  void clearEkkDataStatus();
-  void clearNlaStatus();
-  void clearNlaInvertStatus();
-
-  void invalidate();
-  void invalidateBasisMatrix();
-  void invalidateBasis();
-  void invalidateBasisArtifacts();
-
-  void updateStatus(LpAction action);
-  void setNlaPointersForLpAndScale(const HighsLp& lp);
-  void setNlaPointersForTrans(const HighsLp& lp);
-  void setNlaRefactorInfo();
-  void clearHotStart();
-  void btran(HVector& rhs, const double expected_density);
-  void ftran(HVector& rhs, const double expected_density);
-
-  void moveLp(HighsLpSolverObject& solver_object);
-  void setPointers(HighsCallback* callback, HighsOptions* options,
-                   HighsTimer* timer);
-  HighsSparseMatrix* getScaledAMatrixPointer();
-  HighsScale* getScalePointer();
-
-  void initialiseEkk();
-  HighsStatus dualize();
-  HighsStatus undualize();
-  HighsStatus permute();
-  HighsStatus unpermute();
-  HighsStatus solve(const bool force_phase2 = false);
-  HighsStatus setBasis();
-  HighsStatus setBasis(const HighsBasis& highs_basis);
-
-  void freezeBasis(HighsInt& frozen_basis_id);
-  HighsStatus unfreezeBasis(const HighsInt frozen_basis_id);
-  HighsStatus frozenBasisAllDataClear();
-
-  void putIterate();
-  HighsStatus getIterate();
-
-  void addCols(const HighsLp& lp, const HighsSparseMatrix& scaled_a_matrix);
-  void addRows(const HighsLp& lp, const HighsSparseMatrix& scaled_ar_matrix);
-  void deleteCols(const HighsIndexCollection& index_collection);
-  void deleteRows(const HighsIndexCollection& index_collection);
-  void unscaleSimplex(const HighsLp& incumbent_lp);
-  double factorSolveError();
-
-  bool proofOfPrimalInfeasibility();
-  bool proofOfPrimalInfeasibility(HVector& row_ep, const HighsInt move_out,
-                                  const HighsInt row_out);
-
-  double getValueScale(const HighsInt count, const vector<double>& value);
-  double getMaxAbsRowValue(HighsInt row);
-
-  void unitBtranIterativeRefinement(const HighsInt row_out, HVector& row_ep);
-  void unitBtranResidual(const HighsInt row_out, const HVector& row_ep,
-                         HVector& residual, double& residual_norm);
-
-  HighsSolution getSolution();
-  HighsBasis getHighsBasis(HighsLp& use_lp) const;
-
-  const SimplexBasis& getSimplexBasis() { return basis_; }
-
-  HighsStatus initialiseSimplexLpBasisAndFactor(
-      const bool only_from_known_basis = false);
-  void handleRankDeficiency();
-  void initialisePartitionedRowwiseMatrix();
-  bool lpFactorRowCompatible();
-  bool lpFactorRowCompatible(HighsInt expectedNumRow);
-
-  // Interface methods
-  void appendColsToVectors(const HighsInt num_new_col,
-                           const vector<double>& colCost,
-                           const vector<double>& colLower,
-                           const vector<double>& colUpper);
-  void appendRowsToVectors(const HighsInt num_new_row,
-                           const vector<double>& rowLower,
-                           const vector<double>& rowUpper);
-
-  // Make this private later
-  void chooseSimplexStrategyThreads(const HighsOptions& options,
-                                    HighsSimplexInfo& info);
-  // Debug methods
-  void debugInitialise();
-  void debugReportInitialBasis();
-  void debugReporting(
-      const HighsInt save_mod_recover,
-      const HighsInt log_dev_level_ = kHighsLogDevLevelDetailed);
-  void timeReporting(const HighsInt save_mod_recover);
-  HighsDebugStatus debugRetainedDataOk(const HighsLp& lp) const;
-  HighsDebugStatus debugNlaCheckInvert(
-      const std::string message, const HighsInt alt_debug_level = -1) const;
-  bool debugNlaScalingOk(const HighsLp& lp) const;
-
-  // Data members
-  HighsCallback* callback_;
-  HighsOptions* options_;
-  HighsTimer* timer_;
-  HighsSimplexAnalysis analysis_;
-
-  HighsLp lp_;
-  std::string lp_name_;
-  HighsSimplexStatus status_;
-  HighsSimplexInfo info_;
-  HighsModelStatus model_status_;
-  SimplexBasis basis_;
-  HighsHashTable<uint64_t> visited_basis_;
-  HighsRandom random_;
-  std::vector<double> dual_edge_weight_;
-  std::vector<double> scattered_dual_edge_weight_;
-
-  bool simplex_in_scaled_space_;
-  HighsSparseMatrix ar_matrix_;
-  HighsSparseMatrix scaled_a_matrix_;
-  HSimplexNla simplex_nla_;
-  HotStart hot_start_;
-
-  double cost_scale_ = 1;
-  double cost_perturbation_base_;
-  double cost_perturbation_max_abs_cost_;
-  HighsInt iteration_count_ = 0;
-  HighsInt dual_simplex_cleanup_level_ = 0;
-  HighsInt dual_simplex_phase1_cleanup_level_ = 0;
-
-  HighsInt previous_iteration_cycling_detected = -kHighsIInf;
-
-  bool solve_bailout_;
-  bool called_return_from_solve_;
-  SimplexAlgorithm exit_algorithm_;
-  HighsInt return_primal_solution_status_;
-  HighsInt return_dual_solution_status_;
-
-  // Data to be retained after proving primal infeasibility
-  vector<HighsInt> proof_index_;
-  vector<double> proof_value_;
-
-  // Data to be retained when dualizing
-  HighsInt original_num_col_;
-  HighsInt original_num_row_;
-  HighsInt original_num_nz_;
-  double original_offset_;
-  vector<double> original_col_cost_;
-  vector<double> original_col_lower_;
-  vector<double> original_col_upper_;
-  vector<double> original_row_lower_;
-  vector<double> original_row_upper_;
-  //
-  // The upper_bound_col vector accumulates the indices of boxed
-  // variables, whose upper bounds are treated as additional
-  // constraints.
-  //
-  // The upper_bound_row vector accumulates the indices of boxed
-  // constraints, whose upper bounds are treated as additional
-  // constraints.
-  vector<HighsInt> upper_bound_col_;
-  vector<HighsInt> upper_bound_row_;
-
-  double edge_weight_error_;
-
-  double build_synthetic_tick_ = 0;
-  double total_synthetic_tick_ = 0;
-  HighsInt debug_solve_call_num_ = 0;
-  HighsInt debug_basis_id_ = 0;
-  bool time_report_ = false;
-  HighsInt debug_initial_build_synthetic_tick_ = 0;
-  bool debug_solve_report_ = false;
-  bool debug_iteration_report_ = false;
-  bool debug_basis_report_ = false;
-  bool debug_dual_feasible = false;
-  double debug_max_relative_dual_steepest_edge_weight_error = 0;
-
-  std::vector<HighsSimplexBadBasisChangeRecord> bad_basis_change_;
-
- private:
-  bool isUnconstrainedLp();
-  void initialiseForSolve();
-  void setSimplexOptions();
-  void updateSimplexOptions();
-  void initialiseSimplexLpRandomVectors();
-  void setNonbasicMove();
-  bool getNonsingularInverse(const HighsInt solve_phase = 0);
-  bool getBacktrackingBasis();
-  void putBacktrackingBasis();
-  void putBacktrackingBasis(
-      const vector<HighsInt>& basicIndex_before_compute_factor);
-  void computePrimalObjectiveValue();
-  void computeDualObjectiveValue(const HighsInt phase = 2);
-  bool rebuildRefactor(HighsInt rebuild_reason);
-  HighsInt computeFactor();
-  void computeDualSteepestEdgeWeights(const bool initial = false);
-  double computeDualSteepestEdgeWeight(const HighsInt iRow, HVector& row_ep);
-  void updateDualSteepestEdgeWeights(const HighsInt row_out,
-                                     const HighsInt variable_in,
-                                     const HVector* column,
-                                     const double new_pivotal_edge_weight,
-                                     const double Kai,
-                                     const double* dual_steepest_edge_array);
-  void updateDualDevexWeights(const HVector* column,
-                              const double new_pivotal_edge_weight);
-  void resetSyntheticClock();
-  void allocateWorkAndBaseArrays();
-  void initialiseCost(const SimplexAlgorithm algorithm,
-                      const HighsInt solve_phase, const bool perturb = false);
-  void initialiseBound(const SimplexAlgorithm algorithm,
-                       const HighsInt solve_phase, const bool perturb = false);
-  void initialiseLpColCost();
-  void initialiseLpRowCost();
-  void initialiseLpColBound();
-  void initialiseLpRowBound();
-  void initialiseNonbasicValueAndMove();
-  void pivotColumnFtran(const HighsInt iCol, HVector& col_aq);
-  void unitBtran(const HighsInt iRow, HVector& row_ep);
-  void fullBtran(HVector& buffer);
-  void choosePriceTechnique(const HighsInt price_strategy,
-                            const double row_ep_density, bool& use_col_price,
-                            bool& use_row_price_w_switch);
-  void tableauRowPrice(const bool quad_precision, const HVector& row_ep,
-                       HVector& row_ap,
-                       const HighsInt debug_report = kDebugReportOff);
-  void fullPrice(const HVector& full_col, HVector& full_row);
-  void computePrimal();
-  void computeDual();
-  double computeDualForTableauColumn(const HighsInt iVar,
-                                     const HVector& tableau_column);
-  bool reinvertOnNumericalTrouble(const std::string method_name,
-                                  double& numerical_trouble_measure,
-                                  const double alpha_from_col,
-                                  const double alpha_from_row,
-                                  const double numerical_trouble_tolerance);
-
-  void flipBound(const HighsInt iCol);
-  void updateFactor(HVector* column, HVector* row_ep, HighsInt* iRow,
-                    HighsInt* hint);
-
-  void transformForUpdate(HVector* column, HVector* row_ep,
-                          const HighsInt variable_in, HighsInt* row_out);
-
-  void updatePivots(const HighsInt variable_in, const HighsInt row_out,
-                    const HighsInt move_out);
-  bool isBadBasisChange(const SimplexAlgorithm algorithm,
-                        const HighsInt variable_in, const HighsInt row_out,
-                        const HighsInt rebuild_reason);
-  void updateMatrix(const HighsInt variable_in, const HighsInt variable_out);
-
-  void computeInfeasibilitiesForReporting(
-      const SimplexAlgorithm algorithm,
-      const HighsInt solve_phase = kSolvePhase2);
-  void computeSimplexInfeasible();
-  void computeSimplexPrimalInfeasible();
-  void computeSimplexDualInfeasible();
-  void computeSimplexLpDualInfeasible();
-
-  void invalidatePrimalInfeasibilityRecord();
-  void invalidatePrimalMaxSumInfeasibilityRecord();
-  void invalidateDualInfeasibilityRecord();
-  void invalidateDualMaxSumInfeasibilityRecord();
-  bool bailout();
-  HighsStatus returnFromEkkSolve(const HighsStatus return_status);
-  HighsStatus returnFromSolve(const HighsStatus return_status);
-
-  double computeBasisCondition();
-  void initialiseAnalysis();
-  std::string rebuildReason(const HighsInt rebuild_reason);
-
-  void clearBadBasisChange(
-      const BadBasisChangeReason reason = BadBasisChangeReason::kAll);
-  void updateBadBasisChange(const HVector& col_aq, double theta_primal);
-
-  HighsInt addBadBasisChange(const HighsInt row_out,
-                             const HighsInt variable_out,
-                             const HighsInt variable_in,
-                             const BadBasisChangeReason reason,
-                             const bool taboo = false);
-  void clearBadBasisChangeTabooFlag();
-  bool tabooBadBasisChange();
-  void applyTabooRowOut(vector<double>& values, const double overwrite_with);
-  void unapplyTabooRowOut(vector<double>& values);
-  void applyTabooVariableIn(vector<double>& values,
-                            const double overwrite_with);
-  void unapplyTabooVariableIn(vector<double>& values);
-  bool logicalBasis() const;
-  // Methods in HEkkControl
-  void initialiseControl();
-  void assessDSEWeightError(const double computed_edge_weight,
-                            const double updated_edge_weight);
-  void updateOperationResultDensity(const double local_density,
-                                    double& density);
-  bool switchToDevex();
-
-  // private debug methods
-  HighsDebugStatus debugSimplex(const std::string message,
-                                const SimplexAlgorithm algorithm,
-                                const HighsInt phase,
-                                const bool initialise = false) const;
-  void debugReportReinvertOnNumericalTrouble(
-      const std::string method_name, const double numerical_trouble_measure,
-      const double alpha_from_col, const double alpha_from_row,
-      const double numerical_trouble_tolerance, const bool reinvert) const;
-
-  HighsDebugStatus debugUpdatedDual(const double updated_dual,
-                                    const double computed_dual) const;
-
-  HighsDebugStatus debugBasisCorrect(const HighsLp* lp = NULL) const;
-  HighsDebugStatus debugBasisConsistent() const;
-  HighsDebugStatus debugNonbasicFlagConsistent() const;
-  HighsDebugStatus debugNonbasicMove(const HighsLp* lp = NULL) const;
-  HighsDebugStatus debugOkForSolve(const SimplexAlgorithm algorithm,
-                                   const HighsInt phase) const;
-  bool debugWorkArraysOk(const SimplexAlgorithm algorithm,
-                         const HighsInt phase) const;
-  bool debugOneNonbasicMoveVsWorkArraysOk(const HighsInt var) const;
-
-  HighsDebugStatus debugNonbasicFreeColumnSet(
-      const HighsInt num_free_col, const HSet nonbasic_free_col_set) const;
-  HighsDebugStatus debugRowMatrix() const;
-  HighsDebugStatus devDebugDualSteepestEdgeWeights(const std::string message);
-  HighsDebugStatus debugDualSteepestEdgeWeights(
-      const HighsInt alt_debug_level = -1);
-  HighsDebugStatus debugSimplexDualInfeasible(const std::string message,
-                                              const bool force_report = false);
-  HighsDebugStatus debugComputeDual(const bool initialise = false) const;
-
-  friend class HEkkPrimal;
-  friend class HEkkDual;
-  friend class HEkkDualRow;
-  friend class HEkkDualRHS;  // For  HEkkDualRHS::assessOptimality
-};
-
-#endif /* SIMPLEX_HEKK_H_ */