1
  2
  3
  4
  5
  6
  7
  8
  9
 10
 11
 12
 13
 14
 15
 16
 17
 18
 19
 20
 21
 22
 23
 24
 25
 26
 27
 28
 29
 30
 31
 32
 33
 34
 35
 36
 37
 38
 39
 40
 41
 42
 43
 44
 45
 46
 47
 48
 49
 50
 51
 52
 53
 54
 55
 56
 57
 58
 59
 60
 61
 62
 63
 64
 65
 66
 67
 68
 69
 70
 71
 72
 73
 74
 75
 76
 77
 78
 79
 80
 81
 82
 83
 84
 85
 86
 87
 88
 89
 90
 91
 92
 93
 94
 95
 96
 97
 98
 99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
//! row-oriented matrix to build a problem constraint by constraint
use std::borrow::Borrow;
use std::convert::TryInto;
use std::ops::RangeBounds;
use std::os::raw::c_int;

use crate::matrix_col::ColMatrix;
use crate::Problem;

/// Represents a variable
#[derive(Debug, Clone, Copy)]
pub struct Col(usize);

/// A complete optimization problem stored by row
#[derive(Debug, Clone, PartialEq, Default)]
pub struct RowMatrix {
    /// column-wise sparse constraints  matrix
    /// Each element in the outer vector represents a column (a variable)
    columns: Vec<(Vec<c_int>, Vec<f64>)>,
}

impl Problem<RowMatrix> {
    /// add a variable to the problem
    pub fn add_column<N: Into<f64> + Copy, B: RangeBounds<N>>(
        &mut self,
        col_factor: f64,
        bounds: B,
    ) -> Col {
        let col = Col(self.num_cols());
        self.add_column_inner(col_factor, bounds);
        self.matrix.columns.push((vec![], vec![]));
        col
    }

    /// add a constraint to the problem
    pub fn add_row<
        N: Into<f64> + Copy,
        B: RangeBounds<N>,
        ITEM: Borrow<(Col, f64)>,
        I: IntoIterator<Item = ITEM>,
    >(
        &mut self,
        bounds: B,
        row_factors: I,
    ) {
        let num_rows: c_int = self.num_rows().try_into().unwrap();
        for r in row_factors {
            let &(col, factor) = r.borrow();
            let c = &mut self.matrix.columns[col.0];
            c.0.push(num_rows);
            c.1.push(factor);
        }
        self.add_row_inner(bounds);
    }
}

impl From<RowMatrix> for ColMatrix {
    fn from(m: RowMatrix) -> ColMatrix {
        let mut astart = Vec::with_capacity(m.columns.len());
        astart.push(0);
        let size: usize = m.columns.iter().map(|(v, _)| v.len()).sum();
        let mut aindex = Vec::with_capacity(size);
        let mut avalue = Vec::with_capacity(size);
        for (row_indices, factors) in m.columns {
            aindex.extend(row_indices);
            avalue.extend(factors);
            astart.push(aindex.len().try_into().unwrap());
        }
        ColMatrix {
            astart,
            aindex,
            avalue,
        }
    }
}

#[test]
fn test_conversion() {
    use crate::status::HighsModelStatus::Optimal;
    use crate::{ColProblem, Model, RowProblem, Sense};
    let inf = f64::INFINITY;
    let neg_inf = f64::NEG_INFINITY;
    let mut p = RowProblem::default();
    let x = p.add_column(1., -1..2);
    let y = p.add_column(9., 4f64..inf);
    p.add_row(-999f64..inf, &[(x, 666.), (y, 777.)]);
    p.add_row(neg_inf..8880f64, &[(y, 888.)]);
    assert_eq!(
        p,
        RowProblem {
            colcost: vec![1., 9.],
            collower: vec![-1., 4.],
            colupper: vec![2., inf],
            rowlower: vec![-999., neg_inf],
            rowupper: vec![inf, 8880.],
            matrix: RowMatrix {
                columns: vec![(vec![0], vec![666.]), (vec![0, 1], vec![777., 888.]),],
            },
        }
    );
    let colpb = ColProblem::from(p.clone());
    assert_eq!(
        colpb,
        ColProblem {
            colcost: vec![1., 9.],
            collower: vec![-1., 4.],
            colupper: vec![2., inf],
            rowlower: vec![-999., neg_inf],
            rowupper: vec![inf, 8880.],
            matrix: ColMatrix {
                astart: vec![0, 1, 3],
                aindex: vec![0, 0, 1],
                avalue: vec![666., 777., 888.],
            },
        }
    );
    let mut m = Model::new(p);
    m.set_sense(Sense::Maximise);
    let solved = m.solve();
    assert_eq!(solved.status(), Optimal);
    assert_eq!(solved.get_solution().columns(), &[2., 10.]);
}

impl From<Problem<RowMatrix>> for Problem<ColMatrix> {
    fn from(pb: Problem<RowMatrix>) -> Problem<ColMatrix> {
        Problem {
            colcost: pb.colcost,
            collower: pb.collower,
            colupper: pb.colupper,
            rowlower: pb.rowlower,
            rowupper: pb.rowupper,
            matrix: pb.matrix.into(),
        }
    }
}