TestIpx.cpp

#include "HCheckConfig.h"
#include "catch.hpp"
#include "ipm/ipx/ipx_status.h"
#include "ipm/ipx/lp_solver.h"
#include "lp_data/HConst.h"
#include "lp_data/HighsCallback.h"
#include "lp_data/HighsLp.h"
#include "lp_data/HighsStatus.h"
#include "parallel/HighsParallel.h"

// Example for using IPX from its C++ interface. The program solves the Netlib
// problem afiro.

#include <cmath>
#include <iostream>

#include "ipm/ipx/lp_solver.h"

const bool dev_run = false;

using Int = ipxint;

constexpr HighsInt num_var = 12;
constexpr HighsInt num_constr = 9;
const double obj[] = {-0.2194, 0.0, 0.0,   0.0,     0.0, 0.0,
                      0.0,     0.0, -0.32, -0.5564, 0.6, -0.48};
const double lb[num_var] = {0.0};
const double ub[] = {80.0,     283.303,  283.303, 312.813, 349.187, INFINITY,
                     INFINITY, INFINITY, 57.201,  500.0,   500.501, 357.501};
// Constraint matrix in CSC format with 0-based indexing.
const HighsInt Ap[] = {0, 2, 6, 10, 14, 18, 20, 22, 24, 26, 28, 30, 32};
const HighsInt Ai[] = {0, 5, 1, 6, 7, 8, 2, 6, 7, 8, 3, 6, 7, 8, 4, 6,
                       7, 8, 1, 2, 2, 3, 2, 4, 0, 6, 0, 5, 2, 5, 5, 7};
const double Ax[] = {-1.0,      0.301,   1.0,   -1.0, 0.301, 1.06,    1.0,
                     -1.0,      0.313,   1.06,  1.0,  -1.0,  0.313,   0.96,
                     1.0,       -1.0,    0.326, 0.86, -1.0,  0.99078, 1.00922,
                     -1.0,      1.01802, -1.0,  1.4,  1.0,   0.109,   -1.0,
                     -0.419111, 1.0,     1.4,   -1.0};
const double rhs[] = {0.0, 80.0, 0.0, 0.0, 0.0, 0.0, 0.0, 44.0, 300.0};
const char constr_type[] = {'<', '<', '=', '<', '<', '=', '<', '<', '<'};

TEST_CASE("test-ipx", "[highs_ipx]") {
  ipx::LpSolver lps;
  ipx::Parameters parameters;
  if (!dev_run) parameters.display = 0;
  parameters.highs_logging = false;
  lps.SetParameters(parameters);

  // Solve the LP.
  Int load_status = lps.LoadModel(num_var, obj, lb, ub, num_constr, Ap, Ai, Ax,
                                  rhs, constr_type);
  REQUIRE(load_status == 0);

  highs::parallel::initialize_scheduler();

  HighsCallback callback;
  // Set pointer to null callback
  lps.SetCallback(&callback);

  Int status = lps.Solve();
  bool is_solved = status == IPX_STATUS_solved;
  REQUIRE(is_solved);

  // Get solver and solution information.
  ipx::Info info = lps.GetInfo();

  // Get the interior solution (available if IPM was started).
  double x[num_var], xl[num_var], xu[num_var], slack[num_constr];
  double y[num_constr], zl[num_var], zu[num_var];
  lps.GetInteriorSolution(x, xl, xu, slack, y, zl, zu);

  REQUIRE(fabs(x[11] - 339.9) < 1.0);
  REQUIRE(fabs(xl[11] - 339.94) < 1.0);
  REQUIRE(fabs(xu[11] - 17.55) < 1.0);
  REQUIRE(fabs(slack[8] - 234.76) < 1.0);
  REQUIRE(fabs(y[8]) < 1.0);
  REQUIRE(fabs(zl[11]) < 1.0);
  REQUIRE(fabs(zu[11]) < 1.0);

  // Get the basic solution (available if crossover terminated without error).
  double ipx_col_value[num_var], ipx_row_value[num_constr];
  double ipx_row_dual[num_constr], ipx_col_dual[num_var];
  Int ipx_row_status[num_constr], ipx_col_status[num_var];
  lps.GetBasicSolution(ipx_col_value, ipx_row_value, ipx_row_dual, ipx_col_dual,
                       ipx_row_status, ipx_col_status);
  REQUIRE(fabs(ipx_col_value[11] - 339.9) < 1);

  (void)(info);  // surpress unused variable.
}