Class: LpSolver::HiGhSSolver

Inherits:
Object
  • Object
show all
Defined in:
ext/lpsolver/ext.c

Instance Method Summary collapse

Instance Method Details

#a_index=(ary) ⇒ Object 



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# File 'ext/lpsolver/ext.c', line 230

static VALUE solver_set_a_index(VALUE self, VALUE ary) {
    HiGHSState *s;
    long len = RARRAY_LEN(ary);
    Data_Get_Struct(self, HiGHSState, s);
    if (len != (long)s->num_nz)
        rb_raise(rb_eArgError, "a_index length (%ld) must equal num_nz (%ld)", len, (long)s->num_nz);
    for (long i = 0; i < len; i++) {
        VALUE e = rb_ary_entry(ary, i);
        s->a_index[i] = e == Qnil ? 0 : (HighsInt)NUM2LL(e);
    }
    return ary;
}

#a_start=(ary) ⇒ Object

---- Matrix (CSC) setters ----



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# File 'ext/lpsolver/ext.c', line 217

static VALUE solver_set_a_start(VALUE self, VALUE ary) {
    HiGHSState *s;
    long len = RARRAY_LEN(ary);
    Data_Get_Struct(self, HiGHSState, s);
    if (len != (long)(s->num_col + 1))
        rb_raise(rb_eArgError, "a_start length (%ld) must equal num_col + 1 (%ld)", len, (long)(s->num_col + 1));
    for (long i = 0; i < len; i++) {
        VALUE e = rb_ary_entry(ary, i);
        s->a_start[i] = e == Qnil ? 0 : (HighsInt)NUM2LL(e);
    }
    return ary;
}

#a_value=(ary) ⇒ Object 



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# File 'ext/lpsolver/ext.c', line 243

static VALUE solver_set_a_value(VALUE self, VALUE ary) {
    HiGHSState *s;
    long len = RARRAY_LEN(ary);
    Data_Get_Struct(self, HiGHSState, s);
    if (len != (long)s->num_nz)
        rb_raise(rb_eArgError, "a_value length (%ld) must equal num_nz (%ld)", len, (long)s->num_nz);
    for (long i = 0; i < len; i++) {
        VALUE e = rb_ary_entry(ary, i);
        s->a_value[i] = e == Qnil ? 0.0 : NUM2DBL(e);
    }
    return ary;
}

#col_cost=(ary) ⇒ Object

---- Column data setters ----



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# File 'ext/lpsolver/ext.c', line 137

static VALUE solver_set_col_cost(VALUE self, VALUE ary) {
    HiGHSState *s;
    long len = RARRAY_LEN(ary);
    Data_Get_Struct(self, HiGHSState, s);
    if (len != (long)s->num_col)
        rb_raise(rb_eArgError, "col_cost length (%ld) must equal num_col (%ld)", len, (long)s->num_col);
    for (long i = 0; i < len; i++) {
        VALUE e = rb_ary_entry(ary, i);
        s->col_cost[i] = e == Qnil ? 0.0 : NUM2DBL(e);
    }
    return ary;
}

#col_integrality=(ary) ⇒ Object 



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# File 'ext/lpsolver/ext.c', line 176

static VALUE solver_set_col_integrality(VALUE self, VALUE ary) {
    HiGHSState *s;
    long len = RARRAY_LEN(ary);
    Data_Get_Struct(self, HiGHSState, s);
    if (len != (long)s->num_col)
        rb_raise(rb_eArgError, "col_integrality length (%ld) must equal num_col (%ld)", len, (long)s->num_col);
    for (long i = 0; i < len; i++) {
        VALUE e = rb_ary_entry(ary, i);
        s->col_integrality[i] = e == Qnil ? 0 : (HighsInt)NUM2LL(e);
    }
    return ary;
}

#col_lower=(ary) ⇒ Object 



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# File 'ext/lpsolver/ext.c', line 150

static VALUE solver_set_col_lower(VALUE self, VALUE ary) {
    HiGHSState *s;
    long len = RARRAY_LEN(ary);
    Data_Get_Struct(self, HiGHSState, s);
    if (len != (long)s->num_col)
        rb_raise(rb_eArgError, "col_lower length (%ld) must equal num_col (%ld)", len, (long)s->num_col);
    for (long i = 0; i < len; i++) {
        VALUE e = rb_ary_entry(ary, i);
        s->col_lower[i] = e == Qnil ? 0.0 : NUM2DBL(e);
    }
    return ary;
}

#col_upper=(ary) ⇒ Object 



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# File 'ext/lpsolver/ext.c', line 163

static VALUE solver_set_col_upper(VALUE self, VALUE ary) {
    HiGHSState *s;
    long len = RARRAY_LEN(ary);
    Data_Get_Struct(self, HiGHSState, s);
    if (len != (long)s->num_col)
        rb_raise(rb_eArgError, "col_upper length (%ld) must equal num_col (%ld)", len, (long)s->num_col);
    for (long i = 0; i < len; i++) {
        VALUE e = rb_ary_entry(ary, i);
        s->col_upper[i] = e == Qnil ? 1e30 : NUM2DBL(e);
    }
    return ary;
}

#num_col=(v) ⇒ Object

---- Dimension setters ----



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# File 'ext/lpsolver/ext.c', line 106

static VALUE solver_set_num_col(VALUE self, VALUE v) {
    HiGHSState *s;
    Data_Get_Struct(self, HiGHSState, s);
    s->num_col = (HighsInt)NUM2LL(v);
    s->col_cost   = (double*)realloc(s->col_cost,   sizeof(double) * s->num_col);
    s->col_lower  = (double*)realloc(s->col_lower,  sizeof(double) * s->num_col);
    s->col_upper  = (double*)realloc(s->col_upper,  sizeof(double) * s->num_col);
    s->col_integrality = (HighsInt*)realloc(s->col_integrality, sizeof(HighsInt) * s->num_col);
    return v;
}

#num_nz=(v) ⇒ Object 



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# File 'ext/lpsolver/ext.c', line 126

static VALUE solver_set_num_nz(VALUE self, VALUE v) {
    HiGHSState *s;
    Data_Get_Struct(self, HiGHSState, s);
    s->num_nz = (HighsInt)NUM2LL(v);
    s->a_start  = (HighsInt*)realloc(s->a_start,  sizeof(HighsInt) * (s->num_col + 1));
    s->a_index  = (HighsInt*)realloc(s->a_index,  sizeof(HighsInt) * s->num_nz);
    s->a_value  = (double*)realloc(s->a_value,    sizeof(double) * s->num_nz);
    return v;
}

#num_row=(v) ⇒ Object 



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# File 'ext/lpsolver/ext.c', line 117

static VALUE solver_set_num_row(VALUE self, VALUE v) {
    HiGHSState *s;
    Data_Get_Struct(self, HiGHSState, s);
    s->num_row = (HighsInt)NUM2LL(v);
    s->row_lower = (double*)realloc(s->row_lower, sizeof(double) * s->num_row);
    s->row_upper = (double*)realloc(s->row_upper, sizeof(double) * s->num_row);
    return v;
}

#row_lower=(ary) ⇒ Object

---- Row data setters ----



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# File 'ext/lpsolver/ext.c', line 190

static VALUE solver_set_row_lower(VALUE self, VALUE ary) {
    HiGHSState *s;
    long len = RARRAY_LEN(ary);
    Data_Get_Struct(self, HiGHSState, s);
    if (len != (long)s->num_row)
        rb_raise(rb_eArgError, "row_lower length (%ld) must equal num_row (%ld)", len, (long)s->num_row);
    for (long i = 0; i < len; i++) {
        VALUE e = rb_ary_entry(ary, i);
        s->row_lower[i] = e == Qnil ? -1e30 : NUM2DBL(e);
    }
    return ary;
}

#row_upper=(ary) ⇒ Object 



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# File 'ext/lpsolver/ext.c', line 203

static VALUE solver_set_row_upper(VALUE self, VALUE ary) {
    HiGHSState *s;
    long len = RARRAY_LEN(ary);
    Data_Get_Struct(self, HiGHSState, s);
    if (len != (long)s->num_row)
        rb_raise(rb_eArgError, "row_upper length (%ld) must equal num_row (%ld)", len, (long)s->num_row);
    for (long i = 0; i < len; i++) {
        VALUE e = rb_ary_entry(ary, i);
        s->row_upper[i] = e == Qnil ? 1e30 : NUM2DBL(e);
    }
    return ary;
}

#solve ⇒ Object

---- Solve ----



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# File 'ext/lpsolver/ext.c', line 257

static VALUE solver_solve(VALUE self) {
    HiGHSState *s;
    Data_Get_Struct(self, HiGHSState, s);

    if (s->num_col <= 0 || s->num_row <= 0)
        rb_raise(rb_eArgError, "num_col and num_row must be positive");

    /* Allocate solution buffers */
    s->col_value  = (double*)realloc(s->col_value,  sizeof(double) * s->num_col);
    s->col_dual   = (double*)realloc(s->col_dual,   sizeof(double) * s->num_col);
    s->row_value  = (double*)realloc(s->row_value,  sizeof(double) * s->num_row);
    s->row_dual   = (double*)realloc(s->row_dual,   sizeof(double) * s->num_row);
    s->col_basis  = (HighsInt*)realloc(s->col_basis, sizeof(HighsInt) * s->num_col);
    s->row_basis  = (HighsInt*)realloc(s->row_basis, sizeof(HighsInt) * s->num_row);

    /* Call HiGHS flat API */
    s->run_status = Highs_lpCall(
        s->num_col, s->num_row, s->num_nz,
        kHighsMatrixFormatColwise,
        kHighsObjSenseMinimize, 0.0,
        s->col_cost, s->col_lower, s->col_upper,
        s->row_lower, s->row_upper,
        s->a_start, s->a_index, s->a_value,
        s->col_value, s->col_dual, s->row_value, s->row_dual,
        s->col_basis, s->row_basis,
        &s->model_status
    );

    if (s->run_status != kHighsStatusOk)
        rb_raise(rb_eRuntimeError, "Highs_lpCall failed: status %ld", (long)s->run_status);

    /* Get objective value */
    void* highs = Highs_create();
    Highs_passLp(highs, s->num_col, s->num_row, s->num_nz,
                 kHighsMatrixFormatColwise, kHighsObjSenseMinimize, 0.0,
                 s->col_cost, s->col_lower, s->col_upper,
                 s->row_lower, s->row_upper,
                 s->a_start, s->a_index, s->a_value);
    Highs_run(highs);
    Highs_getDoubleInfoValue(highs, "objective_function_value", &s->objective_value);
    Highs_destroy(highs);

    /* Build result hash */
    VALUE result = rb_hash_new();
    rb_hash_aset(result, ID2SYM(rb_intern("status")), model_status_to_symbol(s->model_status));
    rb_hash_aset(result, ID2SYM(rb_intern("objective")), DBL2NUM(s->objective_value));
    rb_hash_aset(result, ID2SYM(rb_intern("num_col")), LL2NUM(s->num_col));
    rb_hash_aset(result, ID2SYM(rb_intern("num_row")), LL2NUM(s->num_row));

    VALUE cv = rb_ary_new2((long)s->num_col);
    for (HighsInt i = 0; i < s->num_col; i++) rb_ary_push(cv, DBL2NUM(s->col_value[i]));
    rb_hash_aset(result, ID2SYM(rb_intern("col_value")), cv);

    VALUE cd = rb_ary_new2((long)s->num_col);
    for (HighsInt i = 0; i < s->num_col; i++) rb_ary_push(cd, DBL2NUM(s->col_dual[i]));
    rb_hash_aset(result, ID2SYM(rb_intern("col_dual")), cd);

    VALUE rv = rb_ary_new2((long)s->num_row);
    for (HighsInt i = 0; i < s->num_row; i++) rb_ary_push(rv, DBL2NUM(s->row_value[i]));
    rb_hash_aset(result, ID2SYM(rb_intern("row_value")), rv);

    VALUE rd = rb_ary_new2((long)s->num_row);
    for (HighsInt i = 0; i < s->num_row; i++) rb_ary_push(rd, DBL2NUM(s->row_dual[i]));
    rb_hash_aset(result, ID2SYM(rb_intern("row_dual")), rd);

    return result;
}