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Fix 2114 #2119

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merged 20 commits into from
Jan 11, 2025
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Merged

Fix 2114 #2119

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b7f6831
Set up unit tests for get row from row-wise structure: row-wise-get-r…
jajhall Jan 9, 2025
7108b92
row-wise-get-row-time now uses interval, set and mask
jajhall Jan 9, 2025
c687984
Write generic code to get vectors of data from LPs
jajhall Jan 9, 2025
649b87b
Unit test is correct!
jajhall Jan 9, 2025
13179a2
bin/unit_tests passes
jajhall Jan 9, 2025
87591df
New Highs::getColsInterface and Highs::getRowsInterface calling getSu…
jajhall Jan 9, 2025
8dc347f
Now to start using getSubVectorsTranspose
jajhall Jan 9, 2025
c931bd4
Using getSubVectorsTranspose in getRowsInterface
jajhall Jan 9, 2025
b66d2cf
Now to delete getColsInterfaceArch and getRowsInterfaceArch
jajhall Jan 9, 2025
fdbf1ff
Formatted
jajhall Jan 9, 2025
f7a4ce4
About to extend Avgas class
jajhall Jan 9, 2025
9c75eeb
Modified Avgas class
jajhall Jan 9, 2025
914359e
Refactored Avgas class and unit tests pass
jajhall Jan 9, 2025
7e2013c
Merge branch 'latest' into fix-2114
jajhall Jan 9, 2025
4d28a3e
Formatted
jajhall Jan 9, 2025
0213b8c
Added extensive unit test for getRows/Cols with row-wise and col-wise…
jajhall Jan 10, 2025
ff51691
Added ensureColwise/Rowwise to C API and highspy
jajhall Jan 10, 2025
9fb2cc0
Updated FEATURES.md and example-py.md
jajhall Jan 10, 2025
8787beb
Stripped out timing tests from TestLpModificaiton.cpp
jajhall Jan 10, 2025
a5f01ca
Now passing HighsSparseMatrix matrix to getSubVectors and getSubVecto…
jajhall Jan 10, 2025
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22 changes: 12 additions & 10 deletions check/Avgas.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -15,6 +15,8 @@
#include <cassert>
#include <cstdio> // For printf

#include "lp_data/HConst.h"

const bool dev_run = false;

void Avgas::row(HighsInt row, HighsInt& num_row, HighsInt& num_row_nz,
Expand All @@ -27,7 +29,7 @@ void Avgas::row(HighsInt row, HighsInt& num_row, HighsInt& num_row_nz,
ARstart[num_row] = num_row_nz;
if (row == 0) {
rowLower[num_row] = -1;
rowUpper[num_row] = 1e31;
rowUpper[num_row] = kHighsInf;
HighsInt num_new_nz = 2;
ARindex.resize(num_row_nz + num_new_nz);
ARvalue.resize(num_row_nz + num_new_nz);
Expand All @@ -39,7 +41,7 @@ void Avgas::row(HighsInt row, HighsInt& num_row, HighsInt& num_row_nz,
num_row_nz++;
} else if (row == 1) {
rowLower[num_row] = -1;
rowUpper[num_row] = 1e31;
rowUpper[num_row] = kHighsInf;
HighsInt num_new_nz = 2;
ARindex.resize(num_row_nz + num_new_nz);
ARvalue.resize(num_row_nz + num_new_nz);
Expand All @@ -51,7 +53,7 @@ void Avgas::row(HighsInt row, HighsInt& num_row, HighsInt& num_row_nz,
num_row_nz++;
} else if (row == 2) {
rowLower[num_row] = -1;
rowUpper[num_row] = 1e31;
rowUpper[num_row] = kHighsInf;
HighsInt num_new_nz = 2;
ARindex.resize(num_row_nz + num_new_nz);
ARvalue.resize(num_row_nz + num_new_nz);
Expand All @@ -63,7 +65,7 @@ void Avgas::row(HighsInt row, HighsInt& num_row, HighsInt& num_row_nz,
num_row_nz++;
} else if (row == 3) {
rowLower[num_row] = -1;
rowUpper[num_row] = 1e31;
rowUpper[num_row] = kHighsInf;
HighsInt num_new_nz = 2;
ARindex.resize(num_row_nz + num_new_nz);
ARvalue.resize(num_row_nz + num_new_nz);
Expand All @@ -75,7 +77,7 @@ void Avgas::row(HighsInt row, HighsInt& num_row, HighsInt& num_row_nz,
num_row_nz++;
} else if (row == 4) {
rowLower[num_row] = -2;
rowUpper[num_row] = 1e31;
rowUpper[num_row] = kHighsInf;
HighsInt num_new_nz = 4;
ARindex.resize(num_row_nz + num_new_nz);
ARvalue.resize(num_row_nz + num_new_nz);
Expand All @@ -93,7 +95,7 @@ void Avgas::row(HighsInt row, HighsInt& num_row, HighsInt& num_row_nz,
num_row_nz++;
} else if (row == 5) {
rowLower[num_row] = -2;
rowUpper[num_row] = 1e31;
rowUpper[num_row] = kHighsInf;
HighsInt num_new_nz = 4;
ARindex.resize(num_row_nz + num_new_nz);
ARvalue.resize(num_row_nz + num_new_nz);
Expand All @@ -111,7 +113,7 @@ void Avgas::row(HighsInt row, HighsInt& num_row, HighsInt& num_row_nz,
num_row_nz++;
} else if (row == 6) {
rowLower[num_row] = 0;
rowUpper[num_row] = 1e31;
rowUpper[num_row] = kHighsInf;
HighsInt num_new_nz = 3;
ARindex.resize(num_row_nz + num_new_nz);
ARvalue.resize(num_row_nz + num_new_nz);
Expand All @@ -126,7 +128,7 @@ void Avgas::row(HighsInt row, HighsInt& num_row, HighsInt& num_row_nz,
num_row_nz++;
} else if (row == 7) {
rowLower[num_row] = 0;
rowUpper[num_row] = 1e31;
rowUpper[num_row] = kHighsInf;
HighsInt num_new_nz = 4;
ARindex.resize(num_row_nz + num_new_nz);
ARvalue.resize(num_row_nz + num_new_nz);
Expand All @@ -144,7 +146,7 @@ void Avgas::row(HighsInt row, HighsInt& num_row, HighsInt& num_row_nz,
num_row_nz++;
} else if (row == 8) {
rowLower[num_row] = 0;
rowUpper[num_row] = 1e31;
rowUpper[num_row] = kHighsInf;
HighsInt num_new_nz = 4;
ARindex.resize(num_row_nz + num_new_nz);
ARvalue.resize(num_row_nz + num_new_nz);
Expand All @@ -162,7 +164,7 @@ void Avgas::row(HighsInt row, HighsInt& num_row, HighsInt& num_row_nz,
num_row_nz++;
} else if (row == 9) {
rowLower[num_row] = 0;
rowUpper[num_row] = 1e31;
rowUpper[num_row] = kHighsInf;
HighsInt num_new_nz = 3;
ARindex.resize(num_row_nz + num_new_nz);
ARvalue.resize(num_row_nz + num_new_nz);
Expand Down
144 changes: 144 additions & 0 deletions check/TestLpModification.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -5,6 +5,7 @@
#include "catch.hpp"
#include "lp_data/HighsLpUtils.h"
#include "util/HighsRandom.h"
#include "util/HighsTimer.h"
#include "util/HighsUtils.h"

const bool dev_run = false;
Expand Down Expand Up @@ -1954,3 +1955,146 @@ TEST_CASE("zero-matrix-entries", "[highs_data]") {
lp.a_matrix_.value_ = {1, 0, 0, 1};
REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
}

TEST_CASE("row-wise-get-row-time", "[highs_data]") {
Highs h;

HighsTimer timer;
HighsStatus return_status;

HighsInt dim = 5;
const HighsInt max_k = 10;
for (HighsInt k = 0; k < max_k; k++) {
double time = -timer.getWallTime();
for (HighsInt i = 0; i < dim; i++) {
return_status = h.addCol(0.0, -kHighsInf, kHighsInf, 0, nullptr, nullptr);
}
HighsInt index[2] = {0, 0};
double value[2] = {1.0, 2.0};
for (HighsInt i = 1; i < dim; i++) {
index[0] = i;
index[1] = i - 1;
return_status = h.addRow(0.0, kHighsInf, 2, index, value);
}
for (HighsInt i = 1; i < dim; i++) {
index[0] = i;
index[1] = i - 1;
return_status = h.addRow(0.0, kHighsInf, 2, index, value);
}
std::vector<double> lower;
std::vector<double> upper;
HighsInt num_row = 0;
HighsInt num_nz = 0;
std::vector<HighsInt> matrix_start;
std::vector<HighsInt> matrix_index;
std::vector<double> matrix_value;
assert(h.getNumRow() == 2 * dim - 2);
for (HighsInt i = 0; i < dim - 1; i++) {
return_status = h.getRows(i, i, num_row, lower.data(), upper.data(),
num_nz, nullptr, nullptr, nullptr);
REQUIRE(num_row == 1);
REQUIRE(num_nz == 2);
matrix_start.resize(num_row);
matrix_index.resize(num_nz);
matrix_value.resize(num_nz);
return_status = h.getRows(i, i, num_row, lower.data(), upper.data(),
num_nz, matrix_start.data(),
matrix_index.data(), matrix_value.data());
REQUIRE(matrix_start[0] == 0);
REQUIRE(matrix_index[0] == i + 1);
REQUIRE(matrix_index[1] == i);
REQUIRE(matrix_value[0] == 1);
REQUIRE(matrix_value[1] == 2);

std::vector<HighsInt> set = {i, 2 * dim - 3};
return_status =
h.getRows(2, set.data(), num_row, lower.data(), upper.data(), num_nz,
nullptr, nullptr, nullptr);
REQUIRE(num_row == 2);
REQUIRE(num_nz == 4);
matrix_start.resize(num_row);
matrix_index.resize(num_nz);
matrix_value.resize(num_nz);
return_status = h.getRows(2, set.data(), num_row, lower.data(),
upper.data(), num_nz, matrix_start.data(),
matrix_index.data(), matrix_value.data());
REQUIRE(matrix_start[0] == 0);
REQUIRE(matrix_start[1] == 2);
REQUIRE(matrix_index[0] == i + 1);
REQUIRE(matrix_index[1] == i);
REQUIRE(matrix_index[2] == dim - 1);
REQUIRE(matrix_index[3] == dim - 2);
REQUIRE(matrix_value[0] == 1);
REQUIRE(matrix_value[1] == 2);
REQUIRE(matrix_value[2] == 1);
REQUIRE(matrix_value[3] == 2);

std::vector<HighsInt> mask;
mask.assign(2 * (dim - 1), 0);
mask[0] = 1;
mask[dim - 1 + i] = 1;
return_status =
h.getRows(mask.data(), num_row, lower.data(), upper.data(), num_nz,
nullptr, nullptr, nullptr);
REQUIRE(num_row == 2);
REQUIRE(num_nz == 4);
matrix_start.resize(num_row);
matrix_index.resize(num_nz);
matrix_value.resize(num_nz);
return_status = h.getRows(mask.data(), num_row, lower.data(),
upper.data(), num_nz, matrix_start.data(),
matrix_index.data(), matrix_value.data());
REQUIRE(matrix_start[0] == 0);
REQUIRE(matrix_start[1] == 2);
REQUIRE(matrix_index[0] == 1);
REQUIRE(matrix_index[1] == 0);
REQUIRE(matrix_index[2] == i + 1);
REQUIRE(matrix_index[3] == i);
REQUIRE(matrix_value[0] == 1);
REQUIRE(matrix_value[1] == 2);
REQUIRE(matrix_value[2] == 1);
REQUIRE(matrix_value[3] == 2);
}
time += timer.getWallTime();
printf("Loop %2d: dim = %5d; time = %6.4f\n", int(k), int(dim), time);
h.clear();
dim *= 2;
}
}

TEST_CASE("row-wise-get-row-avgas", "[highs_data]") {
Avgas avgas;
const HighsInt avgas_num_col = 8;
const HighsInt avgas_num_row = 10;

Highs h;
std::vector<double> colCost;
std::vector<double> colLower;
std::vector<double> colUpper;
std::vector<HighsInt> Astart;
std::vector<HighsInt> Aindex;
std::vector<double> Avalue;
for (HighsInt col = 0; col < avgas_num_col; col++) {
HighsInt num_col = 0;
HighsInt num_col_nz = 0;
avgas.col(col, num_col, num_col_nz, colCost, colLower, colUpper, Astart,
Aindex, Avalue);
REQUIRE(h.addCol(colCost[0], colLower[0], colUpper[0], 0, nullptr,
nullptr) == HighsStatus::kOk);
}

std::vector<double> rowLower;
std::vector<double> rowUpper;
std::vector<HighsInt> ARstart;
std::vector<HighsInt> ARindex;
std::vector<double> ARvalue;

for (HighsInt row = 0; row < avgas_num_row; row++) {
HighsInt num_row = 0;
HighsInt num_row_nz = 0;
avgas.row(row, num_row, num_row_nz, rowLower, rowUpper, ARstart, ARindex,
ARvalue);
REQUIRE(h.addRow(rowLower[0], rowUpper[0], num_row_nz, ARindex.data(),
ARvalue.data()) == HighsStatus::kOk);
}
}
13 changes: 6 additions & 7 deletions src/Highs.h
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Original file line number Diff line number Diff line change
Expand Up @@ -1555,15 +1555,14 @@ class Highs {
void deleteRowsInterface(HighsIndexCollection& index_collection);

void getColsInterface(const HighsIndexCollection& index_collection,
HighsInt& num_col, double* col_cost, double* col_lower,
double* col_upper, HighsInt& num_nz,
HighsInt* col_matrix_start, HighsInt* col_matrix_index,
double* col_matrix_value);
HighsInt& num_col, double* cost, double* lower,
double* upper, HighsInt& num_nz, HighsInt* start,
HighsInt* index, double* value);

void getRowsInterface(const HighsIndexCollection& index_collection,
HighsInt& num_row, double* row_lower, double* row_upper,
HighsInt& num_nz, HighsInt* row_matrix_start,
HighsInt* row_matrix_index, double* row_matrix_value);
HighsInt& num_row, double* lower, double* upper,
HighsInt& num_nz, HighsInt* start, HighsInt* index,
double* value);

void getCoefficientInterface(const HighsInt ext_row, const HighsInt ext_col,
double& value);
Expand Down
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