Merge pull request #1902 from ERGO-Code/fix-1900a

Fixing #1900

examples/call_highs_from_csharp.cs

@@ -6,17 +6,22 @@
 
 class Program {
    static void Main(string[] args) {
-      double[] cc = {1, -2};
-      double[] cl = {0, 0};
-      double[] cu = {10, 10};
-      double[] rl = {0, 0};
-      double[] ru = {2, 1};
-      int[] astart = {0, 2};
-      int[] aindex = {0, 1, 0, 1};
-      double[] avalue = {1, 2, 1, 3};
+       // Illustrate the solution of a QP, after first solving just the LP
+       //
+       // minimize x_2 + (1/2)(2x_1^2 - 2x_1x_3 + 0.2x_2^2 + 2x_3^2)
+       //
+       // subject to x_1 + x_2 + x_3 >= 1; x>=0
+       double[] cc = {0, 1, 0};
+      double[] cl = {0, 0, 0};
+      double[] cu = {1.0e30, 1.0e30, 1.0e30};
+      double[] rl = {1};
+      double[] ru = {1.0e30};
+      int[] astart = {0, 3};
+      int[] aindex = {0, 1, 2};
+      double[] avalue = {1, 1, 1};
       HighsObjectiveSense sense = HighsObjectiveSense.kMinimize;
       double offset = 0;
-      HighsMatrixFormat a_format = HighsMatrixFormat.kColwise;
+      HighsMatrixFormat a_format = HighsMatrixFormat.kRowwise;
 
       HighsModel model = new HighsModel(cc, cl, cu, rl, ru, astart, aindex, avalue, null, offset, a_format, sense);
 
@@ -31,6 +36,9 @@ static void Main(string[] args) {
       Console.WriteLine("Status: " + status);
       Console.WriteLine("Modelstatus: " + modelStatus);
 
+      for (int i=0; i<sol.colvalue.Length; i++) {
+         Console.WriteLine("Activity for col " + i + " = " + sol.colvalue[i]);
+      }
       for (int i=0; i<sol.rowvalue.Length; i++) {
          Console.WriteLine("Activity for row " + i + " = " + sol.rowvalue[i]);
       }
@@ -43,5 +51,33 @@ static void Main(string[] args) {
       for (int i=0; i<sol.colvalue.Length; i++) {
          Console.WriteLine("x" + i + " = " + sol.colvalue[i] + " is " + bas.colbasisstatus[i]);
       }
+       // Add the Hessian
+      int dim = 2;
+      int[] qstart = {0, 2, 3};
+      int[] qindex = {0, 1, 1};
+      double[] qvalue = {2, -1, 2};
+      HessianFormat q_format = HessianFormat.kTriangular;
+      HighsHessian hessian = new HighsHessian(dim, qstart, qindex, qvalue, q_format);
+      status = solver.passHessian(hessian);
+      status = solver.run();
+      sol = solver.getSolution();
+      modelStatus = solver.GetModelStatus();
+
+      Console.WriteLine("Status: " + status);
+      Console.WriteLine("Modelstatus: " + modelStatus);
+
+      for (int i=0; i<sol.colvalue.Length; i++) {
+         Console.WriteLine("Activity for col " + i + " = " + sol.colvalue[i]);
+      }
+      for (int i=0; i<sol.rowvalue.Length; i++) {
+         Console.WriteLine("Activity for row " + i + " = " + sol.rowvalue[i]);
+      }
+      for (int i=0; i<sol.coldual.Length; i++) {
+         Console.WriteLine("Reduced cost x[" + i + "] = " + sol.coldual[i]);
+      }
+      for (int i=0; i<sol.rowdual.Length; i++) {
+         Console.WriteLine("Dual value for row " + i + " = " + sol.rowdual[i]);
+      }
+
    }
-}
+}

src/interfaces/highs_csharp_api.cs

@@ -19,6 +19,12 @@ public enum HighsMatrixFormat
     kRowwise
 }
 
+public enum HessianFormat
+{
+    kTriangular = 1,
+    kSquare
+}
+
 public enum HighsBasisStatus
 {
     kLower = 0,
@@ -104,6 +110,29 @@ public HighsModel(double[] colcost, double[] collower, double[] colupper, double
     }
 }
 
+public class HighsHessian
+{
+    public HessianFormat q_format;
+    public int dim;
+    public int[] qstart;
+    public int[] qindex;
+    public double[] qvalue;
+
+    public HighsHessian()
+    {
+
+    }
+
+    public HighsHessian(int dim, int[] qstart, int[] qindex, double[] qvalue, HessianFormat q_format = HessianFormat.kTriangular)
+    {
+        this.dim = dim;
+        this.qstart = qstart;
+        this.qindex = qindex;
+        this.qvalue = qvalue;
+        this.q_format = q_format;
+    }
+}
+
 public class HighsSolution
 {
     public double[] colvalue;
@@ -236,6 +265,40 @@ private static extern int Highs_passMip(
         double[] avalue,
         int[] highs_integrality);
 
+    [DllImport(highslibname)]
+    private static extern int Highs_passModel(
+        IntPtr highs,
+        int numcol,
+        int numrow,
+        int numnz,
+        int qnumnz,
+        int aformat,
+        int qformat,
+        int sense,
+        double offset,
+        double[] colcost,
+        double[] collower,
+        double[] colupper,
+        double[] rowlower,
+        double[] rowupper,
+        int[] astart,
+        int[] aindex,
+        double[] avalue,
+        int[] qstart,
+        int[] qindex,
+        double[] qvalue,
+        int[] highs_integrality);
+
+    [DllImport(highslibname)]
+    private static extern int Highs_passHessian(
+        IntPtr highs,
+        int dim,
+        int numnz,
+        int q_format,
+        int[] qstart,
+        int[] qindex,
+        double[] qvalue);
+
     [DllImport(highslibname)]
     private static extern int Highs_setOptionValue(IntPtr highs, string option, string value);
 
@@ -275,6 +338,9 @@ private static extern int Highs_passMip(
     [DllImport(highslibname)]
     private static extern int Highs_getNumNz(IntPtr highs);
 
+    [DllImport(highslibname)]
+    private static extern int Highs_getHessianNumNz(IntPtr highs);
+
     [DllImport(highslibname)]
     private static extern int Highs_getBasis(IntPtr highs, int[] colstatus, int[] rowstatus);
 
@@ -657,6 +723,18 @@ public HighsStatus passMip(HighsModel model)
             model.highs_integrality);
     }
 
+    public HighsStatus passHessian(HighsHessian hessian)
+    {
+        return (HighsStatus)HighsLpSolver.Highs_passHessian(
+            this.highs,
+            hessian.dim,
+            hessian.qvalue.Length,
+            (int)hessian.q_format,
+            hessian.qstart,
+            hessian.qindex,
+            hessian.qvalue);
+    }
+
     public HighsStatus setOptionValue(string option, string value)
     {
         return (HighsStatus)HighsLpSolver.Highs_setOptionValue(this.highs, option, value);