Performance improvements to dual simplex: BFRT, hypersparsity, basis updates, primal infeasible list

cpp/src/dual_simplex/CMakeLists.txt

@@ -16,6 +16,7 @@
 set(DUAL_SIMPLEX_SRC_FILES
   ${CMAKE_CURRENT_SOURCE_DIR}/basis_solves.cpp
   ${CMAKE_CURRENT_SOURCE_DIR}/basis_updates.cpp
+  ${CMAKE_CURRENT_SOURCE_DIR}/bound_flipping_ratio_test.cpp
   ${CMAKE_CURRENT_SOURCE_DIR}/branch_and_bound.cpp
   ${CMAKE_CURRENT_SOURCE_DIR}/crossover.cpp
   ${CMAKE_CURRENT_SOURCE_DIR}/initial_basis.cpp
@@ -30,6 +31,7 @@ set(DUAL_SIMPLEX_SRC_FILES
   ${CMAKE_CURRENT_SOURCE_DIR}/singletons.cpp
   ${CMAKE_CURRENT_SOURCE_DIR}/solve.cpp
   ${CMAKE_CURRENT_SOURCE_DIR}/sparse_matrix.cpp
+  ${CMAKE_CURRENT_SOURCE_DIR}/sparse_vector.cpp
   ${CMAKE_CURRENT_SOURCE_DIR}/tic_toc.cpp
   ${CMAKE_CURRENT_SOURCE_DIR}/triangle_solve.cpp
   ${CMAKE_CURRENT_SOURCE_DIR}/vector_math.cpp)

cpp/src/dual_simplex/basis_solves.cpp

@@ -364,7 +364,8 @@ i_t factorize_basis(const csc_matrix_t<i_t, f_t>& A,
         for (i_t h = 0; h < Sdim; ++h) {
           identity[h] = h;
         }
-        Srank = right_looking_lu(S, medium_tol, identity, S_col_perm, SL, SU, S_perm_inv);
+        Srank = right_looking_lu(
+          S, settings.threshold_partial_pivoting_tol, identity, S_col_perm, SL, SU, S_perm_inv);
         if (Srank != Sdim) {
           // Get the rank deficient columns
           deficient.resize(Sdim - Srank);