{-# LANGUAGE TypeFamilies #-}
{-# LANGUAGE TypeOperators #-}
{-# LANGUAGE GeneralizedNewtypeDeriving #-}
module Numeric.HiGHS.LP.Monad (
T,
run,
solve,
Direction(..),
Method, Priv.simplex, Priv.choose, Priv.ipm,
LPEnum.ModelStatus,
Result,
solveWith,
Query, Priv.getObjectiveValue,
Priv.getOptimalVector, Priv.getSolutionVectors,
Priv.getBasisStatus, Highs.BasisStatus,
) where
import qualified Numeric.HiGHS.LP.Enumeration as LPEnum
import qualified Numeric.HiGHS.LP.FFI as Highs
import qualified Numeric.HiGHS.LP.Debug as Debug
import qualified Numeric.HiGHS.LP.Private as Priv
import Numeric.HiGHS.LP.FFI (Highs)
import Numeric.HiGHS.LP.Private
(Method, Result, Query, checkStatus, runContT, withBuffer,
storeBounds, prepareRowBoundsArrays, prepareColumnBoundsArrays,
storeConstraints, prepareConstraints,
setMethod, objectiveSense, examineStatus)
import Numeric.LinearProgramming.Common
(Bounds, Constraints, Direction(..), Objective)
import qualified Data.Array.Comfort.Storable as Array
import qualified Data.Array.Comfort.Shape as Shape
import qualified Control.Monad.Trans.Cont as MC
import qualified Control.Monad.Trans.Reader as MR
import Control.Monad.IO.Class (liftIO)
import Control.Monad (when)
import Control.Exception (bracket)
import System.IO.Unsafe (unsafePerformIO)
import Foreign.Ptr (Ptr)
newtype T sh a = Cons (MR.ReaderT (sh, Ptr Highs) IO a)
deriving ((forall a b. (a -> b) -> T sh a -> T sh b)
-> (forall a b. a -> T sh b -> T sh a) -> Functor (T sh)
forall a b. a -> T sh b -> T sh a
forall a b. (a -> b) -> T sh a -> T sh b
forall sh a b. a -> T sh b -> T sh a
forall sh a b. (a -> b) -> T sh a -> T sh b
forall (f :: * -> *).
(forall a b. (a -> b) -> f a -> f b)
-> (forall a b. a -> f b -> f a) -> Functor f
$cfmap :: forall sh a b. (a -> b) -> T sh a -> T sh b
fmap :: forall a b. (a -> b) -> T sh a -> T sh b
$c<$ :: forall sh a b. a -> T sh b -> T sh a
<$ :: forall a b. a -> T sh b -> T sh a
Functor, Functor (T sh)
Functor (T sh)
-> (forall a. a -> T sh a)
-> (forall a b. T sh (a -> b) -> T sh a -> T sh b)
-> (forall a b c. (a -> b -> c) -> T sh a -> T sh b -> T sh c)
-> (forall a b. T sh a -> T sh b -> T sh b)
-> (forall a b. T sh a -> T sh b -> T sh a)
-> Applicative (T sh)
forall sh. Functor (T sh)
forall a. a -> T sh a
forall sh a. a -> T sh a
forall a b. T sh a -> T sh b -> T sh a
forall a b. T sh a -> T sh b -> T sh b
forall a b. T sh (a -> b) -> T sh a -> T sh b
forall sh a b. T sh a -> T sh b -> T sh a
forall sh a b. T sh a -> T sh b -> T sh b
forall sh a b. T sh (a -> b) -> T sh a -> T sh b
forall a b c. (a -> b -> c) -> T sh a -> T sh b -> T sh c
forall sh a b c. (a -> b -> c) -> T sh a -> T sh b -> T sh c
forall (f :: * -> *).
Functor f
-> (forall a. a -> f a)
-> (forall a b. f (a -> b) -> f a -> f b)
-> (forall a b c. (a -> b -> c) -> f a -> f b -> f c)
-> (forall a b. f a -> f b -> f b)
-> (forall a b. f a -> f b -> f a)
-> Applicative f
$cpure :: forall sh a. a -> T sh a
pure :: forall a. a -> T sh a
$c<*> :: forall sh a b. T sh (a -> b) -> T sh a -> T sh b
<*> :: forall a b. T sh (a -> b) -> T sh a -> T sh b
$cliftA2 :: forall sh a b c. (a -> b -> c) -> T sh a -> T sh b -> T sh c
liftA2 :: forall a b c. (a -> b -> c) -> T sh a -> T sh b -> T sh c
$c*> :: forall sh a b. T sh a -> T sh b -> T sh b
*> :: forall a b. T sh a -> T sh b -> T sh b
$c<* :: forall sh a b. T sh a -> T sh b -> T sh a
<* :: forall a b. T sh a -> T sh b -> T sh a
Applicative, Applicative (T sh)
Applicative (T sh)
-> (forall a b. T sh a -> (a -> T sh b) -> T sh b)
-> (forall a b. T sh a -> T sh b -> T sh b)
-> (forall a. a -> T sh a)
-> Monad (T sh)
forall sh. Applicative (T sh)
forall a. a -> T sh a
forall sh a. a -> T sh a
forall a b. T sh a -> T sh b -> T sh b
forall a b. T sh a -> (a -> T sh b) -> T sh b
forall sh a b. T sh a -> T sh b -> T sh b
forall sh a b. T sh a -> (a -> T sh b) -> T sh b
forall (m :: * -> *).
Applicative m
-> (forall a b. m a -> (a -> m b) -> m b)
-> (forall a b. m a -> m b -> m b)
-> (forall a. a -> m a)
-> Monad m
$c>>= :: forall sh a b. T sh a -> (a -> T sh b) -> T sh b
>>= :: forall a b. T sh a -> (a -> T sh b) -> T sh b
$c>> :: forall sh a b. T sh a -> T sh b -> T sh b
>> :: forall a b. T sh a -> T sh b -> T sh b
$creturn :: forall sh a. a -> T sh a
return :: forall a. a -> T sh a
Monad)
run ::
(Shape.Indexed sh, Shape.Index sh ~ ix) =>
sh -> Bounds ix -> T sh a -> a
run :: forall sh ix a.
(Indexed sh, Index sh ~ ix) =>
sh -> Bounds ix -> T sh a -> a
run sh
shape Bounds ix
bounds (Cons ReaderT (sh, Ptr Highs) IO a
act) =
IO a -> a
forall a. IO a -> a
unsafePerformIO (IO a -> a) -> IO a -> a
forall a b. (a -> b) -> a -> b
$ ContT a IO a -> IO a
forall a. ContT a IO a -> IO a
runContT (ContT a IO a -> IO a) -> ContT a IO a -> IO a
forall a b. (a -> b) -> a -> b
$ do
Ptr Highs
model <- ((Ptr Highs -> IO a) -> IO a) -> ContT a IO (Ptr Highs)
forall {k} (r :: k) (m :: k -> *) a.
((a -> m r) -> m r) -> ContT r m a
MC.ContT (((Ptr Highs -> IO a) -> IO a) -> ContT a IO (Ptr Highs))
-> ((Ptr Highs -> IO a) -> IO a) -> ContT a IO (Ptr Highs)
forall a b. (a -> b) -> a -> b
$ IO (Ptr Highs)
-> (Ptr Highs -> IO ()) -> (Ptr Highs -> IO a) -> IO a
forall a b c. IO a -> (a -> IO b) -> (a -> IO c) -> IO c
bracket IO (Ptr Highs)
Highs.create Ptr Highs -> IO ()
Highs.destroy
IO () -> ContT a IO ()
forall a. IO a -> ContT a IO a
forall (m :: * -> *) a. MonadIO m => IO a -> m a
liftIO (IO () -> ContT a IO ()) -> IO () -> ContT a IO ()
forall a b. (a -> b) -> a -> b
$ Ptr Highs -> IO ()
Debug.initLog Ptr Highs
model
Ptr HighsInt
startPtr <- Array (ZeroBased Int) HighsInt -> ContT a IO (Ptr HighsInt)
forall sh a r. Array sh a -> ContT r IO (Ptr a)
withBuffer (Array (ZeroBased Int) HighsInt -> ContT a IO (Ptr HighsInt))
-> Array (ZeroBased Int) HighsInt -> ContT a IO (Ptr HighsInt)
forall a b. (a -> b) -> a -> b
$ [HighsInt] -> Array (ZeroBased Int) HighsInt
forall a. Storable a => [a] -> Array (ZeroBased Int) a
Array.vectorFromList [HighsInt
0]
Ptr HighsInt
indexPtr <- Array (ZeroBased Int) HighsInt -> ContT a IO (Ptr HighsInt)
forall sh a r. Array sh a -> ContT r IO (Ptr a)
withBuffer (Array (ZeroBased Int) HighsInt -> ContT a IO (Ptr HighsInt))
-> Array (ZeroBased Int) HighsInt -> ContT a IO (Ptr HighsInt)
forall a b. (a -> b) -> a -> b
$ [HighsInt] -> Array (ZeroBased Int) HighsInt
forall a. Storable a => [a] -> Array (ZeroBased Int) a
Array.vectorFromList []
let numCols :: Int
numCols = sh -> Int
forall sh. C sh => sh -> Int
Shape.size sh
shape
Ptr CDouble
objPtr <- Array (ZeroBased Int) CDouble -> ContT a IO (Ptr CDouble)
forall sh a r. Array sh a -> ContT r IO (Ptr a)
withBuffer (Array (ZeroBased Int) CDouble -> ContT a IO (Ptr CDouble))
-> Array (ZeroBased Int) CDouble -> ContT a IO (Ptr CDouble)
forall a b. (a -> b) -> a -> b
$ ZeroBased Int -> CDouble -> Array (ZeroBased Int) CDouble
forall sh a. (Indexed sh, Storable a) => sh -> a -> Array sh a
Array.replicate (Int -> ZeroBased Int
forall n. n -> ZeroBased n
Shape.ZeroBased Int
numCols) CDouble
0
let emptyDoublePtr :: Ptr CDouble
emptyDoublePtr = Ptr CDouble
objPtr
(Ptr CDouble
collbPtr,Ptr CDouble
colubPtr) <-
(Array sh CDouble, Array sh CDouble)
-> ContT a IO (Ptr CDouble, Ptr CDouble)
forall sh r.
(Array sh CDouble, Array sh CDouble)
-> ContT r IO (Ptr CDouble, Ptr CDouble)
storeBounds ((Array sh CDouble, Array sh CDouble)
-> ContT a IO (Ptr CDouble, Ptr CDouble))
-> (Array sh CDouble, Array sh CDouble)
-> ContT a IO (Ptr CDouble, Ptr CDouble)
forall a b. (a -> b) -> a -> b
$ sh -> Bounds ix -> (Array sh CDouble, Array sh CDouble)
forall sh ix.
(Indexed sh, Index sh ~ ix) =>
sh -> Bounds ix -> (Array sh CDouble, Array sh CDouble)
prepareColumnBoundsArrays sh
shape Bounds ix
bounds
IO () -> ContT a IO ()
forall a. IO a -> ContT a IO a
forall (m :: * -> *) a. MonadIO m => IO a -> m a
liftIO (IO () -> ContT a IO ()) -> IO () -> ContT a IO ()
forall a b. (a -> b) -> a -> b
$ IO Status -> IO ()
checkStatus (IO Status -> IO ()) -> IO Status -> IO ()
forall a b. (a -> b) -> a -> b
$ Ptr Highs
-> HighsInt
-> HighsInt
-> HighsInt
-> MatrixFormat
-> ObjSense
-> CDouble
-> Ptr CDouble
-> Ptr CDouble
-> Ptr CDouble
-> Ptr CDouble
-> Ptr CDouble
-> Ptr HighsInt
-> Ptr HighsInt
-> Ptr CDouble
-> IO Status
Highs.passLp Ptr Highs
model
(Int -> HighsInt
forall a b. (Integral a, Num b) => a -> b
fromIntegral Int
numCols)
HighsInt
0
HighsInt
0
MatrixFormat
Highs.matrixFormatRowwise
ObjSense
Highs.objSenseMaximize
CDouble
0 Ptr CDouble
objPtr
Ptr CDouble
collbPtr Ptr CDouble
colubPtr
Ptr CDouble
emptyDoublePtr Ptr CDouble
emptyDoublePtr
Ptr HighsInt
startPtr Ptr HighsInt
indexPtr Ptr CDouble
emptyDoublePtr
IO a -> ContT a IO a
forall a. IO a -> ContT a IO a
forall (m :: * -> *) a. MonadIO m => IO a -> m a
liftIO (IO a -> ContT a IO a) -> IO a -> ContT a IO a
forall a b. (a -> b) -> a -> b
$ ReaderT (sh, Ptr Highs) IO a -> (sh, Ptr Highs) -> IO a
forall r (m :: * -> *) a. ReaderT r m a -> r -> m a
MR.runReaderT ReaderT (sh, Ptr Highs) IO a
act (sh
shape, Ptr Highs
model)
solve ::
(Eq sh, Shape.Indexed sh, Shape.Index sh ~ ix) =>
Method -> Constraints Double ix ->
(Direction, Objective sh) -> T sh (Result sh)
solve :: forall sh ix.
(Eq sh, Indexed sh, Index sh ~ ix) =>
Method
-> Constraints Double ix
-> (Direction, Objective sh)
-> T sh (Result sh)
solve = Query sh (Double, Array sh Double)
-> Method
-> Constraints Double ix
-> (Direction, Array sh Double)
-> T sh (ModelStatus, Maybe (Double, Array sh Double))
forall sh ix result.
(Eq sh, Indexed sh, Index sh ~ ix) =>
Query sh result
-> Method
-> Constraints Double ix
-> (Direction, Objective sh)
-> T sh (ModelStatus, Maybe result)
solveWith Query sh (Double, Array sh Double)
forall sh. C sh => Query sh (Double, Array sh Double)
Priv.getResult
solveWith ::
(Eq sh, Shape.Indexed sh, Shape.Index sh ~ ix) =>
Query sh result ->
Method -> Constraints Double ix ->
(Direction, Objective sh) -> T sh (LPEnum.ModelStatus, Maybe result)
solveWith :: forall sh ix result.
(Eq sh, Indexed sh, Index sh ~ ix) =>
Query sh result
-> Method
-> Constraints Double ix
-> (Direction, Objective sh)
-> T sh (ModelStatus, Maybe result)
solveWith Query sh result
query Method
method Constraints Double ix
constrs (Direction
dir,Objective sh
obj) = ReaderT (sh, Ptr Highs) IO (ModelStatus, Maybe result)
-> T sh (ModelStatus, Maybe result)
forall sh a. ReaderT (sh, Ptr Highs) IO a -> T sh a
Cons (ReaderT (sh, Ptr Highs) IO (ModelStatus, Maybe result)
-> T sh (ModelStatus, Maybe result))
-> ReaderT (sh, Ptr Highs) IO (ModelStatus, Maybe result)
-> T sh (ModelStatus, Maybe result)
forall a b. (a -> b) -> a -> b
$ do
(sh
shape, Ptr Highs
model) <- ReaderT (sh, Ptr Highs) IO (sh, Ptr Highs)
forall (m :: * -> *) r. Monad m => ReaderT r m r
MR.ask
Bool
-> ReaderT (sh, Ptr Highs) IO () -> ReaderT (sh, Ptr Highs) IO ()
forall (f :: * -> *). Applicative f => Bool -> f () -> f ()
when (sh
shape sh -> sh -> Bool
forall a. Eq a => a -> a -> Bool
/= Objective sh -> sh
forall sh a. Array sh a -> sh
Array.shape Objective sh
obj) (ReaderT (sh, Ptr Highs) IO () -> ReaderT (sh, Ptr Highs) IO ())
-> ReaderT (sh, Ptr Highs) IO () -> ReaderT (sh, Ptr Highs) IO ()
forall a b. (a -> b) -> a -> b
$
[Char] -> ReaderT (sh, Ptr Highs) IO ()
forall a. HasCallStack => [Char] -> a
error [Char]
"HiGHS.LP.Monad.solve: objective shape mismatch"
let numRows :: Int
numRows = Constraints Double ix -> Int
forall a. [a] -> Int
forall (t :: * -> *) a. Foldable t => t a -> Int
length Constraints Double ix
constrs
IO () -> ReaderT (sh, Ptr Highs) IO ()
forall a. IO a -> ReaderT (sh, Ptr Highs) IO a
forall (m :: * -> *) a. MonadIO m => IO a -> m a
liftIO (IO () -> ReaderT (sh, Ptr Highs) IO ())
-> IO () -> ReaderT (sh, Ptr Highs) IO ()
forall a b. (a -> b) -> a -> b
$ ContT () IO () -> IO ()
forall a. ContT a IO a -> IO a
runContT (ContT () IO () -> IO ()) -> ContT () IO () -> IO ()
forall a b. (a -> b) -> a -> b
$ do
let (Array (ZeroBased Int) CDouble
coefficients, Array (ZeroBased Int) HighsInt
indices, Array (ZeroBased Int) HighsInt
rowStarts) = sh
-> Constraints Double ix
-> (Array (ZeroBased Int) CDouble, Array (ZeroBased Int) HighsInt,
Array (ZeroBased Int) HighsInt)
forall sh ix.
(Indexed sh, Index sh ~ ix) =>
sh
-> Constraints Double ix
-> (Array (ZeroBased Int) CDouble, Array (ZeroBased Int) HighsInt,
Array (ZeroBased Int) HighsInt)
prepareConstraints sh
shape Constraints Double ix
constrs
(Ptr CDouble
coefficientsPtr, Ptr HighsInt
indexPtr, Ptr HighsInt
startPtr)
<- (Array (ZeroBased Int) CDouble, Array (ZeroBased Int) HighsInt,
Array (ZeroBased Int) HighsInt)
-> ContT () IO (Ptr CDouble, Ptr HighsInt, Ptr HighsInt)
forall r.
(Array (ZeroBased Int) CDouble, Array (ZeroBased Int) HighsInt,
Array (ZeroBased Int) HighsInt)
-> ContT r IO (Ptr CDouble, Ptr HighsInt, Ptr HighsInt)
storeConstraints (Array (ZeroBased Int) CDouble
coefficients, Array (ZeroBased Int) HighsInt
indices, Array (ZeroBased Int) HighsInt
rowStarts)
(Ptr CDouble
rowlbPtr,Ptr CDouble
rowubPtr) <- (Array (ZeroBased Int) CDouble, Array (ZeroBased Int) CDouble)
-> ContT () IO (Ptr CDouble, Ptr CDouble)
forall sh r.
(Array sh CDouble, Array sh CDouble)
-> ContT r IO (Ptr CDouble, Ptr CDouble)
storeBounds ((Array (ZeroBased Int) CDouble, Array (ZeroBased Int) CDouble)
-> ContT () IO (Ptr CDouble, Ptr CDouble))
-> (Array (ZeroBased Int) CDouble, Array (ZeroBased Int) CDouble)
-> ContT () IO (Ptr CDouble, Ptr CDouble)
forall a b. (a -> b) -> a -> b
$ Constraints Double ix
-> (Array (ZeroBased Int) CDouble, Array (ZeroBased Int) CDouble)
forall ix.
Bounds ix
-> (Array (ZeroBased Int) CDouble, Array (ZeroBased Int) CDouble)
prepareRowBoundsArrays Constraints Double ix
constrs
Ptr CDouble
objPtr <- Array sh CDouble -> ContT () IO (Ptr CDouble)
forall sh a r. Array sh a -> ContT r IO (Ptr a)
withBuffer (Array sh CDouble -> ContT () IO (Ptr CDouble))
-> Array sh CDouble -> ContT () IO (Ptr CDouble)
forall a b. (a -> b) -> a -> b
$ (Double -> CDouble) -> Objective sh -> Array sh CDouble
forall sh a b.
(C sh, Storable a, Storable b) =>
(a -> b) -> Array sh a -> Array sh b
Array.map Double -> CDouble
forall a b. (Real a, Fractional b) => a -> b
realToFrac Objective sh
obj
IO () -> ContT () IO ()
forall a. IO a -> ContT () IO a
forall (m :: * -> *) a. MonadIO m => IO a -> m a
liftIO (IO () -> ContT () IO ()) -> IO () -> ContT () IO ()
forall a b. (a -> b) -> a -> b
$ do
IO Status -> IO ()
checkStatus (IO Status -> IO ()) -> IO Status -> IO ()
forall a b. (a -> b) -> a -> b
$ Ptr Highs
-> HighsInt
-> Ptr CDouble
-> Ptr CDouble
-> HighsInt
-> Ptr HighsInt
-> Ptr HighsInt
-> Ptr CDouble
-> IO Status
Highs.addRows Ptr Highs
model (Int -> HighsInt
forall a b. (Integral a, Num b) => a -> b
fromIntegral Int
numRows)
Ptr CDouble
rowlbPtr Ptr CDouble
rowubPtr
(Int -> HighsInt
forall a b. (Integral a, Num b) => a -> b
fromIntegral (Int -> HighsInt) -> Int -> HighsInt
forall a b. (a -> b) -> a -> b
$ ZeroBased Int -> Int
forall sh. C sh => sh -> Int
Shape.size (ZeroBased Int -> Int) -> ZeroBased Int -> Int
forall a b. (a -> b) -> a -> b
$ Array (ZeroBased Int) CDouble -> ZeroBased Int
forall sh a. Array sh a -> sh
Array.shape Array (ZeroBased Int) CDouble
coefficients)
Ptr HighsInt
startPtr Ptr HighsInt
indexPtr Ptr CDouble
coefficientsPtr
let numCols :: Int
numCols = sh -> Int
forall sh. C sh => sh -> Int
Shape.size sh
shape
Bool -> IO () -> IO ()
forall (f :: * -> *). Applicative f => Bool -> f () -> f ()
when (Int
numColsInt -> Int -> Bool
forall a. Ord a => a -> a -> Bool
>Int
0) (IO () -> IO ()) -> IO () -> IO ()
forall a b. (a -> b) -> a -> b
$ IO Status -> IO ()
checkStatus (IO Status -> IO ()) -> IO Status -> IO ()
forall a b. (a -> b) -> a -> b
$
Ptr Highs -> HighsInt -> HighsInt -> Ptr CDouble -> IO Status
Highs.changeColsCostByRange Ptr Highs
model
HighsInt
0 (Int -> HighsInt
forall a b. (Integral a, Num b) => a -> b
fromIntegral Int
numCols HighsInt -> HighsInt -> HighsInt
forall a. Num a => a -> a -> a
- HighsInt
1) Ptr CDouble
objPtr
IO (ModelStatus, Maybe result)
-> ReaderT (sh, Ptr Highs) IO (ModelStatus, Maybe result)
forall a. IO a -> ReaderT (sh, Ptr Highs) IO a
forall (m :: * -> *) a. MonadIO m => IO a -> m a
liftIO (IO (ModelStatus, Maybe result)
-> ReaderT (sh, Ptr Highs) IO (ModelStatus, Maybe result))
-> IO (ModelStatus, Maybe result)
-> ReaderT (sh, Ptr Highs) IO (ModelStatus, Maybe result)
forall a b. (a -> b) -> a -> b
$ do
Ptr Highs -> Method -> IO ()
setMethod Ptr Highs
model Method
method
IO Status -> IO ()
checkStatus (IO Status -> IO ()) -> IO Status -> IO ()
forall a b. (a -> b) -> a -> b
$ Ptr Highs -> ObjSense -> IO Status
Highs.changeObjectiveSense Ptr Highs
model (ObjSense -> IO Status) -> ObjSense -> IO Status
forall a b. (a -> b) -> a -> b
$ Direction -> ObjSense
objectiveSense Direction
dir
Query sh result
-> sh -> Ptr Highs -> Status -> IO (ModelStatus, Maybe result)
forall sh a.
C sh =>
Query sh a
-> sh -> Ptr Highs -> Status -> IO (ModelStatus, Maybe a)
examineStatus Query sh result
query sh
shape Ptr Highs
model (Status -> IO (ModelStatus, Maybe result))
-> IO Status -> IO (ModelStatus, Maybe result)
forall (m :: * -> *) a b. Monad m => (a -> m b) -> m a -> m b
=<< Ptr Highs -> IO Status
Highs.run Ptr Highs
model