Merge pull request #2638 from ERGO-Code/fix-2635

Corrected IIS LP generation and checking when incumbent LP is stored rowwise

Author: jajhall

check/TestIis.cpp

@@ -207,14 +207,23 @@ TEST_CASE("lp-get-iis", "[iis]") {
   highs.setOptionValue("output_flag", dev_run);
   highs.passModel(lp);
   HighsIis iis;
-  REQUIRE(highs.getIis(iis) == HighsStatus::kOk);
-  REQUIRE(highs.getModelStatus() == HighsModelStatus::kInfeasible);
-  REQUIRE(iis.col_index_.size() == 2);
-  REQUIRE(iis.row_index_.size() == 1);
-  REQUIRE(iis.col_index_[0] == 0);
-  REQUIRE(iis.col_index_[1] == 1);
-  REQUIRE(iis.row_index_[0] == 2);
-
+  const HighsLp& highs_lp = highs.getLp();
+  // First pass with incumbent matrix colwise; second with it
+  // rowwise
+  highs.ensureColwise();
+  REQUIRE(highs_lp.a_matrix_.isColwise());
+  for (HighsInt k = 0; k < 2; k++) {
+    REQUIRE(highs.getIis(iis) == HighsStatus::kOk);
+    REQUIRE(highs.getModelStatus() == HighsModelStatus::kInfeasible);
+    REQUIRE(iis.col_index_.size() == 2);
+    REQUIRE(iis.row_index_.size() == 1);
+    REQUIRE(iis.col_index_[0] == 0);
+    REQUIRE(iis.col_index_[1] == 1);
+    REQUIRE(iis.row_index_[0] == 2);
+    highs.clearSolver();
+    highs.ensureRowwise();
+    REQUIRE(highs_lp.a_matrix_.isRowwise());
+  }
   highs.resetGlobalScheduler(true);
 }
 
@@ -397,7 +406,7 @@ void testMps(std::string& model, const HighsInt iis_strategy,
   std::string model_file =
       std::string(HIGHS_DIR) + "/check/instances/" + model + ".mps";
   Highs highs;
-  highs.setOptionValue("output_flag", dev_run);
+  //  highs.setOptionValue("output_flag", dev_run);
 
   REQUIRE(highs.readModel(model_file) == HighsStatus::kOk);
   //  if (iis_strategy == kIisStrategyFromRayRowPriority ||

docs/make.jl

@@ -2,9 +2,6 @@
 *                                                                       *
 *    This file is part of the HiGHS linear optimization suite           *
 *                                                                       *
-*    Written and engineered 2008-2024 by Julian Hall, Ivet Galabova,    *
-*    Leona Gottwald and Michael Feldmeier                               *
-*                                                                       *
 *    Available as open-source under the MIT License                     *
 *                                                                       *
 * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * *=#
@@ -68,7 +65,8 @@ Documenter.makedocs(
                 "structures/classes/HighsSparseMatrix.md",
                 "structures/classes/HighsLp.md",
                 "structures/classes/HighsHessian.md",
-                "structures/classes/HighsModel.md"
+                "structures/classes/HighsModel.md",
+                "structures/classes/HighsIis.md"
             ],
 	    "Structures" => Any[
                 "structures/structs/index.md",

docs/src/guide/advanced.md

@@ -29,3 +29,34 @@ and
 yield a specific row or column of ``B^{-1}A``. In all cases,
 HiGHS can return the number and indices of the nonzeros in the result.
 
+## [Irreducible infeasibility system (IIS) detection](@id highs-iis)
+
+An Irreducible infeasibility system (IIS) consists of a set of
+variables and a set of constraints in a model, together with
+variable/constraint bound information, that cannot be satisfied (so is
+infeasible). It is irreducible in that if any constraint or variable
+bound is removed, then the system can be satisfied (so is feasible).
+
+HiGHS has an IIS facility that is under development. Currently it can
+only be used for LPs. The full IIS calculation is expensive, since it
+requires the solution of multiple LPs. Although there is a prototype
+implementation, it is not as robust or efficient as it will
+be. Otherwise, there is a simple, cheap test that looks for
+infeasibility due to incompatible variable oe constraint bounds, or
+constraint bounds that cannot be satisfied given the range of values
+on the constraint activity implied by bounds on variables.
+
+The choice of IIS strategy is defined by the [iis_strategy](@id option-iis-strategy) option, which can take the value
+
+- `kIisStrategyLight` = 0: The cheap test
+- `kIisStrategyFromLpRowPriority` = 1: The full IIS calculation, aiming to have a minimal number of rows in the IIS
+- `kIisStrategyFromLpColPriority` = 2: The full IIS calculation, aiming to have a minimal number of columns in the IIS
+
+### IIS-related methods in the `Highs` class
+
+- `const HighsLp& getIisLp()`: Return a const reference to the internal IIS LP instance
+- `HighsStatus getIis(HighsIis& iis)`: Try to find an IIS for the incumbent model. Gets the internal [HighsIis](@ref) instance, returning `HighsStatus::kError` if the calculation failed. Note that if the incumbent model is found to be feasible, this is a "success", and `HighsStatus::kOk` is returned.
+- ` HighsStatus writeIisModel(const std::string& filename = "")`: Write out the internal IIS LP instance to a file.
+
+
+

docs/src/guide/further.md

@@ -125,8 +125,8 @@ linear objective is represented by the following data, held in the
 
 Multi-objective optimization in HiGHS is defined by the following methods
 
-- [addLinearObjective](@ref Multi-objective-optimization] - Add a single `HighsLinearObjective` instance to any already stored in HiGHS
-- [clearLinearObjectives](@ref Multi-objective-optimization] - Clears any linear objectives stored in HiGHS
+- [addLinearObjective](@ref Multi-objective-optimization) - Add a single `HighsLinearObjective` instance to any already stored in HiGHS
+- [clearLinearObjectives](@ref Multi-objective-optimization) - Clears any linear objectives stored in HiGHS
 
 When there is at least one `HighsLinearObjective` instance in HiGHS,
 the `col_cost_` data in the incumbent model is ignored.

docs/src/options/definitions.md

@@ -486,7 +486,7 @@
 - Range: [0, inf]
 - Default: 1e-07
 
-## iis\_strategy
+## [iis\_strategy](@id option-iis-strategy)
 - Strategy for IIS calculation: Light test / Full and prioritise rows / Full and prioritise columns (0/1/2)
 - Type: integer
 - Range: {0, 2}

docs/src/structures/classes/HighsHessian.md

@@ -2,8 +2,8 @@
 
 A Hessian matrix is communicated via an instance of the HighsHessian class.
 
-- dim_: Scalar of type integer - Dimension of the Hessian
-- format\_: Scalar of [HessianFormat](@ref) type - Format of the Hessian
-- start\_: Vector of integer type - Start of each compressed column in the Hessian
-- index\_: Vector of integer type - Indices of the nonzeros in the Hessian
-- value\_: Vector of double type - Values of the nonzeros in the Hessian
+- `dim_`: Scalar of type integer - Dimension of the Hessian
+- `format_`: Scalar of [HessianFormat](@ref) type - Format of the Hessian
+- `start_`: Vector of integer type - Start of each compressed column in the Hessian
+- `index_`: Vector of integer type - Indices of the nonzeros in the Hessian
+- `value_`: Vector of double type - Values of the nonzeros in the Hessian

docs/src/structures/classes/HighsIis.md

@@ -0,0 +1,16 @@
+# HighsIis
+
+Irreducible infeasibility system (IIS) data are communicated via an instance of the `HighsIis` class.
+
+- `valid_`: The data in the `HighsIis` instance is valid
+- `strategy_`: The IIS strategy used
+- `col_index_`: The indices of model columns in the IIS
+- `row_index_`: The indices of model rows in the IIS
+- `col_bound_`: The bounds on each column that define the IIS
+- `row_bound_`: The bounds on each row that define the IIS
+- `col_status_`: Indicates whether a column in the model is in an IIS, may be in an IIS, or is not in an IIS
+- `row_status_`: Indicates whether a row in the model is in an IIS, may be in an IIS, or is not in an IIS
+- `info_`: Data on the time and number of simplex iterations required to form the IIS
+- `model_`: A [HighsModel](@ref) consisting of the variables, constraints and bounds in the IIS. Currently only its [HighsLp](@ref) instance is relevant
+
+

docs/src/structures/classes/HighsLp.md

@@ -1,19 +1,19 @@
 # HighsLp
 
-An LP model is communicated via an instance of the HighsLp class
+An LP model is communicated via an instance of the `HighsLp` class
 
-- num\_col\_: Scalar of type integer - Number of columns in the model
-- num\_row\_: Scalar of type integer - Number of rows in the model
-- col\_cost\_: Vector of type double - Coefficients of the linear term in the objective function
-- col\_lower\_: Vector of type double - Lower bounds on the variables
-- col\_upper\_: Vector of type double - Upper bounds on the variables
-- row\_lower\_: Vector of type double - Lower bounds on the constraints
-- row\_upper\_: Vector of type double - Upper bounds on the constraints
-- a\_matrix\_: Instance of [HighsSparseMatrix](@ref) class - Constraint matrix
-- sense\_: Scalar of type [ObjSense](@ref) - Optimization sense of the model
-- offset\_: Scalar of type double - Constant term in the objective function
-- model\_name\_: Scalar of type string - Name of the model
-- objective\_name\_: Scalar of type string - Name of the objective function
-- col\_names\_: Vector of type string - Names of the variables
-- row\_names\_: Vector of type string - Names of the constraints
-- integrality\_: Vector of type [HighsVarType](@ref) - Type of each variable
+- `num_col_`: Scalar of type integer - Number of columns in the model
+- `num_row_`: Scalar of type integer - Number of rows in the model
+- `col_cost_`: Vector of type double - Coefficients of the linear term in the objective function
+- `col_lower_`: Vector of type double - Lower bounds on the variables
+- `col_upper_`: Vector of type double - Upper bounds on the variables
+- `row_lower_`: Vector of type double - Lower bounds on the constraints
+- `row_upper_`: Vector of type double - Upper bounds on the constraints
+- `a_matrix_`: Instance of [HighsSparseMatrix](@ref) class - Constraint matrix
+- `sense_`: Scalar of type [ObjSense](@ref) - Optimization sense of the model
+- `offset_`: Scalar of type double - Constant term in the objective function
+- `model_name_`: Scalar of type string - Name of the model
+- `objective_name_`: Scalar of type string - Name of the objective function
+- `col_names_`: Vector of type string - Names of the variables
+- `row_names_`: Vector of type string - Names of the constraints
+- `integrality_`: Vector of type [HighsVarType](@ref) - Type of each variable

docs/src/structures/classes/HighsModel.md

@@ -2,6 +2,5 @@
 
 A QP model is communicated via an instance of the HighsModel class
 
-- lp\_: Instance of [HighsLp](@ref) class - LP components of the model
-
-- hessian\_: Instance of [HighsHessian](@ref) class - Hessian matrix
+- `lp_`: Instance of [HighsLp](@ref) class - LP components of the model
+- `hessian_`: Instance of [HighsHessian](@ref) class - Hessian matrix

docs/src/structures/classes/HighsSparseMatrix.md

@@ -2,9 +2,9 @@
 
 The constraint matrix of an LP model is communicated via an instance of the HighsSparseMatrix class
 
-- format\_: Scalar of [MatrixFormat](@ref) type - Format of the matrix
-- num\_col\_ : Scalar of integer type - Number of columns in the matrix
-- num\_row\_: Scalar of integer type - Number of rows in the matrix
-- start\_: Vector of integer type - Start of each compressed vector in the matrix
-- index\_: Vector of integer type - Indices of the nonzeros in the matrix
-- value\_: Vector of double type - Values of the nonzeros in the matrix
+- `format_`: Scalar of [MatrixFormat](@ref) type - Format of the matrix
+- `num_col_ `: Scalar of integer type - Number of columns in the matrix
+- `num_row_`: Scalar of integer type - Number of rows in the matrix
+- `start_`: Vector of integer type - Start of each compressed vector in the matrix
+- `index_`: Vector of integer type - Indices of the nonzeros in the matrix
+- `value_`: Vector of double type - Values of the nonzeros in the matrix