casadi 3.6.4__cp38-none-manylinux2014_i686.whl → 3.6.6__cp38-none-manylinux2014_i686.whl

casadi/include/daqp/types.h

@@ -0,0 +1,161 @@
+#ifndef DAQP_TYPES_H
+# define DAQP_TYPES_H
+
+# ifdef __cplusplus
+extern "C" {
+# endif // ifdef __cplusplus
+
+#ifdef DAQP_SINGLE_PRECISION
+typedef float c_float;
+#else
+typedef double c_float;
+#endif
+
+typedef struct{
+
+    // Data for the QP problem
+    //
+    // min  0.5 x'*H*x + f'x
+    // s.t  lbA <= A*x <= ubA
+    //      lb  <=  x  <= ub
+    //
+    // n  - dimension of x
+    // m  - total number of constraints
+    // ms - number of simple bounds
+    // blower = [lb; lbA];
+    // bupper = [ub; ubA];
+    // (The number of rows in A is hence m-ms)
+
+    // sense define the state of the constraints 
+    // (active, immutable, upper/lower, soft, binary).
+
+    int n;
+    int m;
+    int ms;
+
+    c_float* H;
+    c_float* f;
+
+    c_float* A;
+    c_float* bupper;
+    c_float* blower;
+
+    int* sense; 
+
+}DAQPProblem;
+
+typedef struct{
+    c_float primal_tol;
+    c_float dual_tol;
+    c_float zero_tol;
+    c_float pivot_tol;
+    c_float progress_tol;
+
+    int cycle_tol;
+    int iter_limit;
+    c_float fval_bound;
+
+    c_float eps_prox;
+    c_float eta_prox;
+
+    c_float rho_soft;
+
+    c_float rel_subopt;
+    c_float abs_subopt;
+}DAQPSettings;
+
+
+typedef struct{
+    int bin_id;
+    int depth;
+    int WS_start;
+    int WS_end;
+}DAQPNode;
+
+typedef struct{
+    int* bin_ids;
+    int nb;
+    int neq;
+
+    DAQPNode* tree;
+    int  n_nodes;
+
+    int* tree_WS;
+    int nWS;
+    int n_clean;
+    int* fixed_ids;
+
+    int nodecount;
+    int itercount;
+}DAQPBnB;
+
+typedef struct{
+    DAQPProblem* qp;
+    // LDP data 
+    int n; // Number of primal variables
+    int m; // Number of constraints  
+    int ms; // Number of simple bounds
+    c_float *M; // M' M is the Hessian of the dual objective function (dimensions: n x m)  
+    c_float *dupper; // Linear part of dual objective function (dimensions: m x 1) 
+    c_float *dlower; // Linear part of dual objective function (dimensions: m x 1) 
+    c_float *Rinv; // Inverse of upper cholesky factor of primal Hessian 
+    c_float *v; // v = R'\f (used to transform QP to LDP 
+    int *sense; // State of constraints  
+    c_float *scaling; // normalizations 
+    c_float *RinvD; // in case Rinv is diagonal
+
+
+    // Iterates
+    c_float *x; // The final primal solution
+    c_float *xold; // The latest primal solution (used for proximal-point iteratios)
+
+    c_float* lam; // Dual iterate 
+    c_float* lam_star; // Current constrained stationary point 
+    c_float* u; // Stores Mk' lam_star
+    c_float fval;
+
+    // LDL factors (Mk Mk' = L D L')
+    c_float *L;
+    c_float *D;
+    // Intermittent variables (LDL')
+    c_float* xldl; // Solution to L xdldl = -dk
+    c_float* zldl; // zldl_i = xldl_i/D_i
+    int reuse_ind; // How much work that can be saved when solving Mk Mk' lam* = -dk
+
+    int *WS; // Working set, size: maximum number of constraints (n+ns+1)
+    int n_active; // Number of active contraints 
+
+    int iterations;
+    int sing_ind; // Flag for denoting whether Mk Mk' is singular or not 
+
+
+    // Soft constraint
+    c_float soft_slack;
+#ifdef SOFT_WEIGHTS
+    // The softened objective is given by
+    //    min  0.5 x'*H*x + f'x + 0.5 su'su+0.5*sl'sl,
+    // and the softened constraints are given by (similar for simple bounds)
+    //    lbA-rho_ls*sl <= A*x <= ubA+rho_us*su,
+    // with the bounds sl >= d_ls, su >= d_us
+    // note that lbA/ubA is assumed to be shifted with rho_ls*d_ls and rho_us*d_us
+    // since the slacks are assumed to be active at their bounds by default.
+
+    // size of the following is m; values are only used if index set to SOFT.
+    c_float *d_ls;
+    c_float *d_us;
+    c_float *rho_ls;
+    c_float *rho_us;
+#endif
+
+    // Settings
+    DAQPSettings* settings;
+
+    // BnB
+    DAQPBnB* bnb;
+}DAQPWorkspace;
+
+# ifdef __cplusplus
+}
+# endif // ifdef __cplusplus
+
+#endif //ifndef DAQP_TYPES_H

casadi/include/daqp/utils.h

@@ -0,0 +1,44 @@
+#ifndef DAQP_UTILS_H
+# define DAQP_UTILS_H
+
+# ifdef __cplusplus
+extern "C" {
+# endif // ifdef __cplusplus
+
+#include "daqp.h"
+// Utils for transforming QP to LDP
+int update_ldp(const int mask, DAQPWorkspace *work);
+int update_Rinv(DAQPWorkspace *work);
+void update_M(DAQPWorkspace *work, const int mask);
+void update_v(c_float *f, DAQPWorkspace *work, const int mask);
+void update_d(DAQPWorkspace *work);
+void normalize_Rinv(DAQPWorkspace *work);
+void normalize_M(DAQPWorkspace *work);
+//
+// Utils for profiling
+#ifdef PROFILING
+#ifdef _WIN32
+#include <windows.h>
+typedef struct{ 
+    LARGE_INTEGER start;
+    LARGE_INTEGER stop;
+}DAQPtimer;
+#else // not _WIN32 
+#include <time.h>
+typedef struct{ 
+    struct timespec start;
+    struct timespec stop;
+}DAQPtimer;
+#endif // _WIN32
+
+
+void tic(DAQPtimer *timer);
+void toc(DAQPtimer *timer);
+double get_time(DAQPtimer *timer);
+#endif // PROFILING
+
+# ifdef __cplusplus
+}
+# endif // ifdef __cplusplus
+
+#endif //ifndef DAQP_UTILS_H

casadi/include/highs/HConfig.h

@@ -1,20 +1,21 @@
 #ifndef HCONFIG_H_
 #define HCONFIG_H_
 
-/* #undef FAST_BUILD */
+#define FAST_BUILD
 #define ZLIB_FOUND
+/* #undef CUPDLP_CPU */
 #define CMAKE_BUILD_TYPE "Release"
 #define CMAKE_INSTALL_PREFIX "/work/build/external_projects"
 /* #undef HIGHSINT64 */
+/* #undef HIGHS_NO_DEFAULT_THREADS */
 #define HIGHS_HAVE_MM_PAUSE
 #define HIGHS_HAVE_BUILTIN_CLZ
 /* #undef HIGHS_HAVE_BITSCAN_REVERSE */
 
-#define HIGHS_GITHASH "21da9b90e"
-#define HIGHS_COMPILATION_DATE "2023-11-07"
+#define HIGHS_GITHASH "5ce7a2753"
 #define HIGHS_VERSION_MAJOR 1
-#define HIGHS_VERSION_MINOR 6
-#define HIGHS_VERSION_PATCH 0
+#define HIGHS_VERSION_MINOR 7
+#define HIGHS_VERSION_PATCH 2
 #define HIGHS_DIR "/work/build/external_projects/src/highs-external"
 
 #endif /* HCONFIG_H_ */

casadi/include/highs/Highs.h

@@ -2,7 +2,7 @@
 /*                                                                       */
 /*    This file is part of the HiGHS linear optimization suite           */
 /*                                                                       */
-/*    Written and engineered 2008-2023 by Julian Hall, Ivet Galabova,    */
+/*    Written and engineered 2008-2024 by Julian Hall, Ivet Galabova,    */
 /*    Leona Gottwald and Michael Feldmeier                               */
 /*                                                                       */
 /*    Available as open-source under the MIT License                     */
@@ -37,7 +37,6 @@ HighsInt highsVersionMajor();
 HighsInt highsVersionMinor();
 HighsInt highsVersionPatch();
 const char* highsGithash();
-const char* highsCompilationDate();
 
 /**
  * @brief Class to set parameters and run HiGHS
@@ -78,11 +77,6 @@ class Highs {
    */
   std::string githash() const { return highsGithash(); }
 
-  /**
-   * @brief Return compilation date
-   */
-  std::string compilationDate() const { return highsCompilationDate(); }
-
   /**
    * @brief Reset the options and then call clearModel()
    */
@@ -384,6 +378,13 @@ class Highs {
    */
   double getInfinity() { return kHighsInf; }
 
+  /**
+   * @brief Get the size of HighsInt
+   */
+  HighsInt getSizeofHighsInt() {
+    return sizeof(options_.num_user_settable_options_);
+  }
+
   /**
    * @brief Get the run time of HiGHS
    */
@@ -409,6 +410,22 @@ class Highs {
    */
   const HighsPresolveLog& getPresolveLog() const { return presolve_log_; }
 
+  /**
+   * @brief Return a const pointer to the original column indices for
+   * the presolved model
+   */
+  const HighsInt* getPresolveOrigColsIndex() const {
+    return presolve_.data_.postSolveStack.getOrigColsIndex();
+  }
+
+  /**
+   * @brief Return a const pointer to the original row indices for the
+   * presolved model
+   */
+  const HighsInt* getPresolveOrigRowsIndex() const {
+    return presolve_.data_.postSolveStack.getOrigRowsIndex();
+  }
+
   /**
    * @brief Return a const reference to the incumbent LP
    */
@@ -482,6 +499,14 @@ class Highs {
    */
   HighsStatus getRanging(HighsRanging& ranging);
 
+  /**
+   * @brief Get the ill-conditioning information for the current basis
+   */
+  HighsStatus getIllConditioning(HighsIllConditioning& ill_conditioning,
+                                 const bool constraint,
+                                 const HighsInt method = 0,
+                                 const double ill_conditioning_bound = 1e-4);
+
   /**
    * @brief Get the current model objective value
    */
@@ -617,7 +642,7 @@ class Highs {
    * @brief Get multiple columns from the model given by a set
    */
   HighsStatus getCols(
-      const HighsInt num_set_entries,  //!< The number of indides in the set
+      const HighsInt num_set_entries,  //!< The number of indices in the set
       const HighsInt* set,  //!< Array of size num_set_entries with indices of
                             //!< columns to get
       HighsInt& num_col,    //!< Number of columns got from the model
@@ -689,7 +714,7 @@ class Highs {
    * @brief Get multiple rows from the model given by a set
    */
   HighsStatus getRows(
-      const HighsInt num_set_entries,  //!< The number of indides in the set
+      const HighsInt num_set_entries,  //!< The number of indices in the set
       const HighsInt*
           set,  //!< Array of size num_set_entries with indices of rows to get
       HighsInt& num_row,  //!< Number of rows got from the model
@@ -739,6 +764,17 @@ class Highs {
    */
   HighsStatus writeModel(const std::string& filename = "");
 
+  /**
+   * @brief Write out the incumbent presolved model to a file
+   */
+  HighsStatus writePresolvedModel(const std::string& filename = "");
+
+  /**
+   * @brief Write out the given model to a file
+   */
+  HighsStatus writeLocalModel(HighsModel& model,
+                              const std::string& filename = "");
+
   /**
    * @brief Write out the internal HighsBasis instance to a file
    */
@@ -786,6 +822,14 @@ class Highs {
   HighsStatus changeColsIntegrality(const HighsInt* mask,
                                     const HighsVarType* integrality);
 
+  /**
+   * @brief Clear the integrality of all columns
+   */
+  HighsStatus clearIntegrality() {
+    this->model_.lp_.integrality_.clear();
+    return HighsStatus::kOk;
+  }
+
   /**
    * @brief Change the cost of a column
    */
@@ -900,7 +944,7 @@ class Highs {
    * @brief Adds a variable to the incumbent model, without the cost or matrix
    * coefficients
    */
-  HighsStatus addVar(const double lower, const double upper) {
+  HighsStatus addVar(const double lower = 0, const double upper = kHighsInf) {
     return this->addVars(1, &lower, &upper);
   }
 
@@ -943,8 +987,9 @@ class Highs {
 
   /**
    * @brief Delete multiple columns from the incumbent model given by
-   * a mask (full length array with 1 => change; 0 => not). New index
-   * of any column not deleted is returned in place of the value 0.
+   * a mask (full length array with 1 => delete; 0 => keep). New index
+   * of any column kept is returned in place of the value 0.  For
+   * deleted columns, a value of -1 is returned.
    */
   HighsStatus deleteCols(HighsInt* mask);
 
@@ -964,9 +1009,10 @@ class Highs {
   }
 
   /**
-   * @brief Delete multiple variables from the incumbent model given by
-   * a mask (full length array with 1 => change; 0 => not). New index
-   * of any variable not deleted is returned in place of the value 0.
+   * @brief Delete multiple variables from the incumbent model given
+   * by a mask (full length array with 1 => delete; 0 => keep). New
+   * index of any variable not deleted is returned in place of the
+   * value 0. For deleted variables, a value of -1 is returned.
    */
   HighsStatus deleteVars(HighsInt* mask) { return deleteCols(mask); }
 
@@ -983,8 +1029,9 @@ class Highs {
 
   /**
    * @brief Delete multiple rows from the incumbent model given by a
-   * mask (full length array with 1 => change; 0 => not). New index of
-   * any row not deleted is returned in place of the value 0.
+   * mask (full length array with 1 => delete; 0 => keep). New index
+   * of any row not deleted is returned in place of the value 0. For
+   * deleted rows, a value of -1 is returned.
    */
   HighsStatus deleteRows(HighsInt* mask);
 
@@ -1019,20 +1066,22 @@ class Highs {
   /**
    * @brief Set the callback method to use for HiGHS
    */
-  HighsStatus setCallback(void (*user_callback)(const int, const char*,
-                                                const HighsCallbackDataOut*,
-                                                HighsCallbackDataIn*, void*),
+  HighsStatus setCallback(HighsCallbackFunctionType user_callback,
+                          void* user_callback_data = nullptr);
+  HighsStatus setCallback(HighsCCallbackType c_callback,
                           void* user_callback_data = nullptr);
 
   /**
    * @brief Start callback of given type
    */
   HighsStatus startCallback(const int callback_type);
+  HighsStatus startCallback(const HighsCallbackType callback_type);
 
   /**
    * @brief Stop callback of given type
    */
   HighsStatus stopCallback(const int callback_type);
+  HighsStatus stopCallback(const HighsCallbackType callback_type);
 
   /**
    * @brief Use the HighsBasis passed to set the internal HighsBasis
@@ -1163,6 +1212,8 @@ class Highs {
 
   // Start of deprecated methods
 
+  std::string compilationDate() const { return "deprecated"; }
+
   HighsStatus setLogCallback(void (*user_log_callback)(HighsLogType,
                                                        const char*, void*),
                              void* user_log_callback_data = nullptr);
@@ -1301,7 +1352,7 @@ class Highs {
     this->model_.hessian_.exactResize();
   }
 
-  HighsStatus assignContinuousAtDiscreteSolution();
+  HighsStatus completeSolutionFromDiscreteAssignment();
 
   HighsStatus callSolveLp(HighsLp& lp, const string message);
   HighsStatus callSolveQp();
@@ -1336,7 +1387,7 @@ class Highs {
   //
   // Methods to clear solver data for users in Highs class members
   // before (possibly) updating them with data from trying to solve
-  // the inumcumbent model.
+  // the incumbent model.
   //
   // Invalidates all solver data in Highs class members by calling
   // invalidateModelStatus(), invalidateSolution(), invalidateBasis(),
@@ -1366,7 +1417,8 @@ class Highs {
 
   HighsStatus returnFromWriteSolution(FILE* file,
                                       const HighsStatus return_status);
-  HighsStatus returnFromRun(const HighsStatus return_status);
+  HighsStatus returnFromRun(const HighsStatus return_status,
+                            const bool undo_mods);
   HighsStatus returnFromHighs(const HighsStatus return_status);
   void reportSolvedLpQpStats();
 
@@ -1444,6 +1496,7 @@ class Highs {
   HighsStatus getPrimalRayInterface(bool& has_primal_ray,
                                     double* primal_ray_value);
   HighsStatus getRangingInterface();
+
   bool aFormatOk(const HighsInt num_nz, const HighsInt format);
   bool qFormatOk(const HighsInt num_nz, const HighsInt format);
   void clearZeroHessian();
@@ -1454,6 +1507,23 @@ class Highs {
 
   HighsStatus handleInfCost();
   void restoreInfCost(HighsStatus& return_status);
+  HighsStatus optionChangeAction();
+  HighsStatus computeIllConditioning(HighsIllConditioning& ill_conditioning,
+                                     const bool constraint,
+                                     const HighsInt method,
+                                     const double ill_conditioning_bound);
+  void formIllConditioningLp0(HighsLp& ill_conditioning_lp,
+                              std::vector<HighsInt>& basic_var,
+                              const bool constraint);
+  void formIllConditioningLp1(HighsLp& ill_conditioning_lp,
+                              std::vector<HighsInt>& basic_var,
+                              const bool constraint,
+                              const double ill_conditioning_bound);
+  bool infeasibleBoundsOk();
 };
 
+// Start of deprecated methods not in the Highs class
+
+const char* highsCompilationDate();
+
 #endif

casadi/include/highs/filereaderlp/def.hpp

@@ -0,0 +1,19 @@
+#ifndef __READERLP_DEF_HPP__
+#define __READERLP_DEF_HPP__
+
+#include <stdexcept>
+#include <string>
+
+void inline lpassert(bool condition) {
+  if (!condition) {
+    throw std::invalid_argument("File not existent or illegal file format.");
+  }
+}
+
+const std::string LP_KEYWORD_INF[] = {"infinity", "inf"};
+const std::string LP_KEYWORD_FREE[] = {"free"};
+
+const unsigned int LP_KEYWORD_INF_N = 2;
+const unsigned int LP_KEYWORD_FREE_N = 1;
+
+#endif