Merge pull request #1013 from NikolajBjorner/master

Integrate new LRA solver capabilities by Lev Nachmanson. 

The LRA solver relies on a portfolio of Simplex implementations.
For large problems it resorts to revised Simplex with different search options. It uses doubles for large systems. For smaller problems it uses a Dual Simplex tableau representation that outperforms the scalable solver when many small calls are used. It uses infinite precision rationals by default. 
The theory_lra class provides the interface to the scalable Simplex solver.

CMakeLists.txt

@@ -187,6 +187,7 @@ endif()
 # Note for some reason we have to leave off ``-D`` here otherwise
 # we get ``-D-DZ3DEBUG`` passed to the compiler
 list(APPEND Z3_COMPONENT_CXX_DEFINES $<$<CONFIG:Debug>:Z3DEBUG>)
+list(APPEND Z3_COMPONENT_CXX_DEFINES $<$<CONFIG:Debug>:LEAN_DEBUG>)
 list(APPEND Z3_COMPONENT_CXX_DEFINES $<$<CONFIG:Release>:_EXTERNAL_RELEASE>)
 list(APPEND Z3_COMPONENT_CXX_DEFINES $<$<CONFIG:RelWithDebInfo>:_EXTERNAL_RELEASE>)
 
@@ -254,6 +255,7 @@ else()
   message(FATAL_ERROR "Platform \"${CMAKE_SYSTEM_NAME}\" not recognised")
 endif()
 
+list(APPEND Z3_COMPONENT_EXTRA_INCLUDE_DIRS "${CMAKE_SOURCE_DIR}/src")
 
 ################################################################################
 # GNU multiple precision library support
@@ -297,6 +299,7 @@ if (USE_OPENMP)
     message(WARNING "OpenMP support was requested but your compiler doesn't support it")
   endif()
 endif()
+
 if (OPENMP_FOUND)
     list(APPEND Z3_COMPONENT_CXX_FLAGS ${OpenMP_CXX_FLAGS})
     # GCC and Clang need to have additional flags passed to the linker.

contrib/cmake/src/CMakeLists.txt

@@ -35,6 +35,7 @@ endforeach()
 # raised if you try to declare a component is dependent on another component
 # that has not yet been declared.
 add_subdirectory(util)
+add_subdirectory(util/lp)
 add_subdirectory(math/polynomial)
 add_subdirectory(sat)
 add_subdirectory(nlsat)

contrib/cmake/src/shell/CMakeLists.txt

@@ -27,6 +27,7 @@ add_executable(shell
   opt_frontend.cpp
   smtlib_frontend.cpp
   z3_log_frontend.cpp
+  lp_frontend.cpp
 # FIXME: shell should really link against libz3 but it can't due to requiring
 # use of some hidden symbols. Also libz3 has the ``api_dll`` component which
 # we don't want (I think).

contrib/cmake/src/smt/CMakeLists.txt

@@ -55,6 +55,7 @@ z3_add_component(smt
     theory_dl.cpp
     theory_dummy.cpp
     theory_fpa.cpp
+    theory_lra.cpp
     theory_opt.cpp
     theory_pb.cpp
     theory_seq.cpp
@@ -69,6 +70,7 @@ z3_add_component(smt
     euclid
     fpa
     grobner
+    lp
     macros
     normal_forms
     parser_util

contrib/cmake/src/test/CMakeLists.txt

@@ -117,6 +117,7 @@ add_executable(test-z3
   upolynomial.cpp
   var_subst.cpp
   vector.cpp
+  lp.cpp
   ${z3_test_extra_object_files}
 )
 z3_add_install_tactic_rule(${z3_test_deps})
@@ -128,3 +129,14 @@ target_link_libraries(test-z3 PRIVATE ${Z3_DEPENDENT_LIBS})
 target_include_directories(test-z3 PRIVATE ${Z3_COMPONENT_EXTRA_INCLUDE_DIRS})
 z3_append_linker_flag_list_to_target(test-z3 ${Z3_DEPENDENT_EXTRA_CXX_LINK_FLAGS})
 z3_add_component_dependencies_to_target(test-z3 ${z3_test_expanded_deps})
+
+add_executable(lp_tst lp_main.cpp lp.cpp $<TARGET_OBJECTS:util>   $<TARGET_OBJECTS:lp>)
+target_compile_definitions(lp_tst PRIVATE ${Z3_COMPONENT_CXX_DEFINES})
+target_compile_options(lp_tst PRIVATE ${Z3_COMPONENT_CXX_FLAGS})
+target_include_directories(lp_tst PRIVATE ${Z3_COMPONENT_EXTRA_INCLUDE_DIRS})
+target_link_libraries(lp_tst PRIVATE ${Z3_DEPENDENT_LIBS})
+z3_append_linker_flag_list_to_target(lp_tst ${Z3_DEPENDENT_EXTRA_CXX_LINK_FLAGS})
+
+
+
+

scripts/mk_project.py

@@ -11,6 +11,7 @@ from mk_util import *
 def init_project_def():
     set_version(4, 5, 1, 0)
     add_lib('util', [])
+    add_lib('lp', ['util'], 'util/lp')
     add_lib('polynomial', ['util'], 'math/polynomial')
     add_lib('sat', ['util'])
     add_lib('nlsat', ['polynomial', 'sat'])
@@ -52,7 +53,7 @@ def init_project_def():
     add_lib('smt_params', ['ast', 'simplifier', 'pattern', 'bit_blaster'], 'smt/params')
     add_lib('proto_model', ['model', 'simplifier', 'smt_params'], 'smt/proto_model')
     add_lib('smt', ['bit_blaster', 'macros', 'normal_forms', 'cmd_context', 'proto_model',
-                    'substitution', 'grobner', 'euclid', 'simplex', 'proof_checker', 'pattern', 'parser_util', 'fpa'])
+                    'substitution', 'grobner', 'euclid', 'simplex', 'proof_checker', 'pattern', 'parser_util', 'fpa', 'lp'])
     add_lib('bv_tactics', ['tactic', 'bit_blaster', 'core_tactics'], 'tactic/bv')
     add_lib('fuzzing', ['ast'], 'test/fuzzing')
     add_lib('smt_tactic', ['smt'], 'smt/tactic')

scripts/mk_util.py

@@ -774,8 +774,13 @@ def extract_c_includes(fname):
     linenum = 1
     for line in f:
         m1 = std_inc_pat.match(line)
-        if m1:
-            result.append(m1.group(1))
+        if m1: 
+            root_file_name = m1.group(1)
+            slash_pos =  root_file_name.rfind('/')
+            if slash_pos >= 0  and root_file_name.find("..") < 0 : #it is a hack for lp include files that behave as continued from "src"
+                print(root_file_name)
+                root_file_name = root_file_name[slash_pos+1:]
+            result.append(root_file_name)
         elif not system_inc_pat.match(line) and non_std_inc_pat.match(line):
             raise MKException("Invalid #include directive at '%s':%s" % (fname, line))
         linenum = linenum + 1
@@ -999,6 +1004,7 @@ class Component:
         out.write('%s =' % include_defs)
         for dep in self.deps:
             out.write(' -I%s' % get_component(dep).to_src_dir)
+        out.write(' -I..\src')
         out.write('\n')
         mk_dir(os.path.join(BUILD_DIR, self.build_dir))
         if VS_PAR and IS_WINDOWS:

src/ast/arith_decl_plugin.h

@@ -305,6 +305,7 @@ public:
     MATCH_UNARY(is_uminus);
     MATCH_UNARY(is_to_real);
     MATCH_UNARY(is_to_int);
+    MATCH_UNARY(is_is_int);
     MATCH_BINARY(is_sub);
     MATCH_BINARY(is_add);
     MATCH_BINARY(is_mul);
@@ -377,6 +378,9 @@ public:
     app * mk_real(int i) {
         return mk_numeral(rational(i), false);
     }
+    app * mk_real(rational const& r) {
+        return mk_numeral(r, false);
+    }
     app * mk_le(expr * arg1, expr * arg2) const { return m_manager.mk_app(m_afid, OP_LE, arg1, arg2); }
     app * mk_ge(expr * arg1, expr * arg2) const { return m_manager.mk_app(m_afid, OP_GE, arg1, arg2); }
     app * mk_lt(expr * arg1, expr * arg2) const { return m_manager.mk_app(m_afid, OP_LT, arg1, arg2); }

src/opt/opt_solver.cpp

@@ -26,6 +26,7 @@ Notes:
 #include "theory_diff_logic.h"
 #include "theory_dense_diff_logic.h"
 #include "theory_pb.h"
+#include "theory_lra.h"
 #include "ast_pp.h"
 #include "ast_smt_pp.h"
 #include "pp_params.hpp"
@@ -143,6 +144,9 @@ namespace opt {
         else if (typeid(smt::theory_dense_si&) == typeid(*arith_theory)) {   
             return dynamic_cast<smt::theory_dense_si&>(*arith_theory); 
         }
+        else if (typeid(smt::theory_lra&) == typeid(*arith_theory)) {
+            return dynamic_cast<smt::theory_lra&>(*arith_theory); 
+        }
         else {
             UNREACHABLE();
             return dynamic_cast<smt::theory_mi_arith&>(*arith_theory); 
@@ -401,6 +405,14 @@ namespace opt {
             return th.mk_ge(m_fm, v, val);
         }
 
+
+        if (typeid(smt::theory_lra) == typeid(opt)) {
+            smt::theory_lra& th = dynamic_cast<smt::theory_lra&>(opt); 
+            SASSERT(val.is_finite());
+            return th.mk_ge(m_fm, v, val.get_numeral());            
+        }
+
+        // difference logic?
         if (typeid(smt::theory_dense_si) == typeid(opt) &&
             val.get_infinitesimal().is_zero()) {
             smt::theory_dense_si& th = dynamic_cast<smt::theory_dense_si&>(opt);

src/shell/main.cpp

@@ -35,8 +35,9 @@ Revision History:
 #include"error_codes.h"
 #include"gparams.h"
 #include"env_params.h"
+#include "lp_frontend.h"
 
-typedef enum { IN_UNSPECIFIED, IN_SMTLIB, IN_SMTLIB_2, IN_DATALOG, IN_DIMACS, IN_WCNF, IN_OPB, IN_Z3_LOG } input_kind;
+typedef enum { IN_UNSPECIFIED, IN_SMTLIB, IN_SMTLIB_2, IN_DATALOG, IN_DIMACS, IN_WCNF, IN_OPB, IN_Z3_LOG, IN_MPS } input_kind;
 
 std::string         g_aux_input_file;
 char const *        g_input_file          = 0;
@@ -342,6 +343,10 @@ int STD_CALL main(int argc, char ** argv) {
                 else if (strcmp(ext, "smt") == 0) {
                     g_input_kind = IN_SMTLIB;
                 }
+                else if (strcmp(ext, "mps") == 0 || strcmp(ext, "sif") == 0 ||
+                         strcmp(ext, "MPS") == 0 || strcmp(ext, "SIF") == 0) {
+                    g_input_kind = IN_MPS;
+                }
             }
     }
         switch (g_input_kind) {
@@ -367,6 +372,9 @@ int STD_CALL main(int argc, char ** argv) {
         case IN_Z3_LOG:
             replay_z3_log(g_input_file);
             break;
+        case IN_MPS:
+            return_value = read_mps_file(g_input_file);
+            break;
         default:
             UNREACHABLE();
         }

src/smt/smt_setup.cpp

@@ -20,6 +20,7 @@ Revision History:
 #include"smt_setup.h"
 #include"static_features.h"
 #include"theory_arith.h"
+#include"theory_lra.h"
 #include"theory_dense_diff_logic.h"
 #include"theory_diff_logic.h"
 #include"theory_utvpi.h"
@@ -442,7 +443,7 @@ namespace smt {
         m_params.m_arith_propagate_eqs = false;
         m_params.m_eliminate_term_ite  = true;
         m_params.m_nnf_cnf             = false;
-        setup_mi_arith();
+        setup_r_arith();
     }
 
     void setup::setup_QF_LRA(static_features const & st) {
@@ -467,7 +468,7 @@ namespace smt {
             m_params.m_restart_adaptive      = false;
         }
         m_params.m_arith_small_lemma_size = 32;
-        setup_mi_arith();
+        setup_r_arith();
     }
 
     void setup::setup_QF_LIA() {
@@ -539,7 +540,7 @@ namespace smt {
         m_params.m_relevancy_lvl       = 0;
         m_params.m_arith_reflect       = false; 
         m_params.m_nnf_cnf             = false;
-        setup_mi_arith();
+        setup_r_arith();
     }
 
     void setup::setup_QF_BV() {
@@ -718,6 +719,13 @@ namespace smt {
         m_context.register_plugin(alloc(smt::theory_i_arith, m_manager, m_params));
     }
 
+    void setup::setup_r_arith() {
+        m_context.register_plugin(alloc(smt::theory_mi_arith, m_manager, m_params));
+        
+        // Disabled in initial commit of LRA additions
+        // m_context.register_plugin(alloc(smt::theory_lra, m_manager, m_params));
+    }
+
     void setup::setup_mi_arith() {
         if (m_params.m_arith_mode == AS_OPTINF) {
             m_context.register_plugin(alloc(smt::theory_inf_arith, m_manager, m_params));            

src/smt/smt_setup.h

@@ -99,6 +99,7 @@ namespace smt {
         void setup_card();
         void setup_i_arith();
         void setup_mi_arith();
+        void setup_r_arith();
         void setup_fpa();
         void setup_str();
 

src/smt/smt_theory.cpp

@@ -54,7 +54,7 @@ namespace smt {
         }
     }
 
-    void theory::display_app(std::ostream & out, app * n) const {
+    std::ostream& theory::display_app(std::ostream & out, app * n) const {
         func_decl * d = n->get_decl();
         if (n->get_num_args() == 0) {
             out << d->get_name();
@@ -73,9 +73,10 @@ namespace smt {
         else {
             out << "#" << n->get_id();
         }
+        return out;
     }
 
-    void theory::display_flat_app(std::ostream & out, app * n) const {
+    std::ostream& theory::display_flat_app(std::ostream & out, app * n) const {
         func_decl * d = n->get_decl();
         if (n->get_num_args() == 0) {
             out << d->get_name();
@@ -106,6 +107,7 @@ namespace smt {
         else {
             out << "#" << n->get_id();
         }
+        return out;
     }
     
     bool theory::is_relevant_and_shared(enode * n) const {

src/smt/smt_theory.h

@@ -337,14 +337,14 @@ namespace smt {
         
         virtual void collect_statistics(::statistics & st) const {
         }
-
-        void display_app(std::ostream & out, app * n) const;
-
-        void display_flat_app(std::ostream & out, app * n) const;
         
-        void display_var_def(std::ostream & out, theory_var v) const { return display_app(out, get_enode(v)->get_owner()); }
+        std::ostream& display_app(std::ostream & out, app * n) const;
         
-        void display_var_flat_def(std::ostream & out, theory_var v) const { return display_flat_app(out, get_enode(v)->get_owner()); }
+        std::ostream& display_flat_app(std::ostream & out, app * n) const;
+        
+        std::ostream& display_var_def(std::ostream & out, theory_var v) const { return display_app(out, get_enode(v)->get_owner()); }
+        
+        std::ostream& display_var_flat_def(std::ostream & out, theory_var v) const { return display_flat_app(out, get_enode(v)->get_owner());  }
 
         /**
            \brief Assume eqs between variable that are equal with respect to the given table.

src/test/main.cpp

@@ -239,6 +239,7 @@ int main(int argc, char ** argv) {
     TST(pdr);
     TST_ARGV(ddnf);
     TST(model_evaluator);
+    TST_ARGV(lp);
     TST(get_consequences);
     TST(pb2bv);
     TST_ARGV(cnf_backbones);

src/util/lp/binary_heap_priority_queue.h

@@ -0,0 +1,71 @@
+
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#pragma once
+#include "util/vector.h"
+#include "util/debug.h"
+#include "util/lp/lp_utils.h"
+namespace lean {
+// the elements with the smallest priority are dequeued first
+template <typename T>
+class binary_heap_priority_queue {
+    vector<T> m_priorities;
+
+    // indexing for A starts from 1
+    vector<unsigned> m_heap; // keeps the elements of the queue
+    vector<int> m_heap_inverse; // o = m_heap[m_heap_inverse[o]]
+    unsigned m_heap_size = 0;
+
+    // is is the child place in heap
+    void swap_with_parent(unsigned i);
+    void put_at(unsigned i, unsigned h);
+    void decrease_priority(unsigned o, T newPriority);
+public:
+#ifdef LEAN_DEBUG
+    bool is_consistent() const;
+#endif
+public:
+    void remove(unsigned o);
+    unsigned size() const { return m_heap_size; }
+    binary_heap_priority_queue(): m_heap(1) {} // the empty constructror
+    // n is the initial queue capacity.
+    // The capacity will be enlarged two times automatically if needed
+    binary_heap_priority_queue(unsigned n);
+
+    void clear() {
+        for (unsigned i = 0; i < m_heap_size; i++) {
+            unsigned o = m_heap[i+1];
+            m_heap_inverse[o] = -1;
+        }
+        m_heap_size = 0;
+    }
+
+    void resize(unsigned n);
+    void put_to_heap(unsigned i, unsigned o);
+
+    void enqueue_new(unsigned o, const T& priority);
+
+    // This method can work with an element that is already in the queue.
+    // In this case the priority will be changed and the queue adjusted.
+    void enqueue(unsigned o, const T & priority);
+    void change_priority_for_existing(unsigned o, const T & priority);
+    T get_priority(unsigned o) const { return m_priorities[o]; }
+    bool is_empty() const { return m_heap_size == 0; }
+
+    /// return the first element of the queue and removes it from the queue
+    unsigned dequeue_and_get_priority(T & priority);
+    void fix_heap_under(unsigned i);
+    void put_the_last_at_the_top_and_fix_the_heap();
+    /// return the first element of the queue and removes it from the queue
+    unsigned dequeue();
+    unsigned peek() const {
+        lean_assert(m_heap_size > 0);
+        return m_heap[1];
+    }
+#ifdef LEAN_DEBUG
+    void print(std::ostream & out);
+#endif
+};
+}

src/util/lp/binary_heap_priority_queue.hpp

@@ -0,0 +1,193 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include "util/vector.h"
+#include "util/lp/binary_heap_priority_queue.h"
+namespace lean {
+// is is the child place in heap
+template <typename T> void binary_heap_priority_queue<T>::swap_with_parent(unsigned i) {
+    unsigned parent = m_heap[i >> 1];
+    put_at(i >> 1, m_heap[i]);
+    put_at(i, parent);
+}
+
+template <typename T> void binary_heap_priority_queue<T>::put_at(unsigned i, unsigned h) {
+    m_heap[i] = h;
+    m_heap_inverse[h] = i;
+}
+
+template <typename T> void binary_heap_priority_queue<T>::decrease_priority(unsigned o, T newPriority) {
+    m_priorities[o] = newPriority;
+    int i = m_heap_inverse[o];
+    while (i > 1) {
+        if (m_priorities[m_heap[i]] < m_priorities[m_heap[i >> 1]])
+            swap_with_parent(i);
+        else
+            break;
+        i >>= 1;
+    }
+}
+
+#ifdef LEAN_DEBUG
+template <typename T> bool binary_heap_priority_queue<T>::is_consistent() const {
+    for (int i = 0; i < m_heap_inverse.size(); i++) {
+        int i_index = m_heap_inverse[i];
+        lean_assert(i_index <= static_cast<int>(m_heap_size));
+        lean_assert(i_index == -1 || m_heap[i_index] == i);
+    }
+    for (unsigned i = 1; i < m_heap_size; i++) {
+        unsigned ch = i << 1;
+        for (int k = 0; k < 2; k++) {
+            if (ch > m_heap_size) break;
+            if (!(m_priorities[m_heap[i]] <= m_priorities[m_heap[ch]])){
+                return false;
+            }
+            ch++;
+        }
+    }
+    return true;
+}
+#endif
+template <typename T> void binary_heap_priority_queue<T>::remove(unsigned o) {
+    T priority_of_o = m_priorities[o];
+    int o_in_heap = m_heap_inverse[o];
+    if (o_in_heap == -1)  {
+        return;  // nothing to do
+    }
+    lean_assert(static_cast<unsigned>(o_in_heap) <= m_heap_size);
+    if (static_cast<unsigned>(o_in_heap) < m_heap_size) {
+        put_at(o_in_heap, m_heap[m_heap_size--]);
+        if (m_priorities[m_heap[o_in_heap]] > priority_of_o) {
+            fix_heap_under(o_in_heap);
+        } else { // we need to propogate the m_heap[o_in_heap] up
+            unsigned i = o_in_heap;
+            while (i > 1) {
+                unsigned ip = i >> 1;
+                if (m_priorities[m_heap[i]] < m_priorities[m_heap[ip]])
+                    swap_with_parent(i);
+                else
+                    break;
+                i = ip;
+            }
+        }
+    } else {
+        lean_assert(static_cast<unsigned>(o_in_heap) == m_heap_size);
+        m_heap_size--;
+    }
+    m_heap_inverse[o] = -1;
+    // lean_assert(is_consistent());
+}
+// n is the initial queue capacity.
+// The capacity will be enlarged two times automatically if needed
+template <typename T> binary_heap_priority_queue<T>::binary_heap_priority_queue(unsigned n) :
+    m_priorities(n),
+    m_heap(n + 1), // because the indexing for A starts from 1
+    m_heap_inverse(n, -1)
+{ }
+
+
+template <typename T> void binary_heap_priority_queue<T>::resize(unsigned n) {
+    m_priorities.resize(n);
+    m_heap.resize(n + 1);
+    m_heap_inverse.resize(n, -1);
+}
+
+template <typename T> void binary_heap_priority_queue<T>::put_to_heap(unsigned i, unsigned o) {
+    m_heap[i] = o;
+    m_heap_inverse[o] = i;
+}
+
+template <typename T> void binary_heap_priority_queue<T>::enqueue_new(unsigned o, const T& priority) {
+    m_heap_size++;
+    int i = m_heap_size;
+    lean_assert(o < m_priorities.size());
+    m_priorities[o] = priority;
+    put_at(i, o);
+    while (i > 1 && m_priorities[m_heap[i >> 1]] > priority) {
+        swap_with_parent(i);
+        i >>= 1;
+    }
+}
+// This method can work with an element that is already in the queue.
+// In this case the priority will be changed and the queue adjusted.
+template <typename T> void binary_heap_priority_queue<T>::enqueue(unsigned o, const T & priority) {
+    if (o >= m_priorities.size()) {
+        resize(o << 1); // make the size twice larger
+    }
+    if (m_heap_inverse[o] == -1)
+        enqueue_new(o, priority);
+    else
+        change_priority_for_existing(o, priority);
+}
+
+template <typename T> void binary_heap_priority_queue<T>::change_priority_for_existing(unsigned o, const T & priority) {
+    if (m_priorities[o] > priority) {
+        decrease_priority(o, priority);
+    } else {
+        m_priorities[o] = priority;
+        fix_heap_under(m_heap_inverse[o]);
+    }
+}
+
+
+/// return the first element of the queue and removes it from the queue
+template <typename T> unsigned binary_heap_priority_queue<T>::dequeue_and_get_priority(T & priority) {
+    lean_assert(m_heap_size != 0);
+    int ret = m_heap[1];
+    priority = m_priorities[ret];
+    put_the_last_at_the_top_and_fix_the_heap();
+    return ret;
+}
+
+template <typename T> void binary_heap_priority_queue<T>::fix_heap_under(unsigned i) {
+    while (true) {
+        unsigned smallest = i;
+        unsigned l = i << 1;
+        if (l <= m_heap_size && m_priorities[m_heap[l]] < m_priorities[m_heap[i]])
+            smallest = l;
+        unsigned r = l + 1;
+        if (r <= m_heap_size && m_priorities[m_heap[r]] < m_priorities[m_heap[smallest]])
+            smallest = r;
+        if (smallest != i)
+            swap_with_parent(smallest);
+        else
+            break;
+        i = smallest;
+    }
+}
+
+template <typename T> void binary_heap_priority_queue<T>::put_the_last_at_the_top_and_fix_the_heap() {
+    if (m_heap_size > 1) {
+        put_at(1, m_heap[m_heap_size--]);
+        fix_heap_under(1);
+    } else {
+        m_heap_size--;
+    }
+}
+/// return the first element of the queue and removes it from the queue
+template <typename T> unsigned binary_heap_priority_queue<T>::dequeue() {
+    lean_assert(m_heap_size > 0);
+    int ret = m_heap[1];
+    put_the_last_at_the_top_and_fix_the_heap();
+    m_heap_inverse[ret] = -1;
+    return ret;
+}
+#ifdef LEAN_DEBUG
+template <typename T> void binary_heap_priority_queue<T>::print(std::ostream & out) {
+    vector<int> index;
+    vector<T> prs;
+    while (size()) {
+        T prior;
+        int j = dequeue_and_get_priority(prior);
+        index.push_back(j);
+        prs.push_back(prior);
+        out << "(" << j << ", " << prior << ")";
+    }
+    out << std::endl;
+    // restore the queue
+    for (int i = 0; i < index.size(); i++)
+        enqueue(index[i], prs[i]);
+}
+#endif
+}

src/util/lp/binary_heap_priority_queue_instances.cpp

@@ -0,0 +1,26 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include "util/lp/numeric_pair.h"
+#include "util/lp/binary_heap_priority_queue.hpp"
+namespace lean {
+template binary_heap_priority_queue<int>::binary_heap_priority_queue(unsigned int);
+template unsigned binary_heap_priority_queue<int>::dequeue();
+template void binary_heap_priority_queue<int>::enqueue(unsigned int, int const&);
+template void binary_heap_priority_queue<double>::enqueue(unsigned int, double const&);
+template void binary_heap_priority_queue<mpq>::enqueue(unsigned int, mpq const&);
+template void binary_heap_priority_queue<int>::remove(unsigned int);
+template unsigned binary_heap_priority_queue<numeric_pair<mpq> >::dequeue();
+template unsigned binary_heap_priority_queue<double>::dequeue();
+template unsigned binary_heap_priority_queue<mpq>::dequeue();
+template void binary_heap_priority_queue<numeric_pair<mpq> >::enqueue(unsigned int, numeric_pair<mpq> const&);
+template void binary_heap_priority_queue<numeric_pair<mpq> >::resize(unsigned int);
+template void lean::binary_heap_priority_queue<double>::resize(unsigned int);
+template binary_heap_priority_queue<unsigned int>::binary_heap_priority_queue(unsigned int);
+template void binary_heap_priority_queue<unsigned>::resize(unsigned int);
+template unsigned binary_heap_priority_queue<unsigned int>::dequeue();
+template void binary_heap_priority_queue<unsigned int>::enqueue(unsigned int, unsigned int const&);
+template void binary_heap_priority_queue<unsigned int>::remove(unsigned int);
+template void lean::binary_heap_priority_queue<mpq>::resize(unsigned int);
+}

src/util/lp/binary_heap_upair_queue.h

@@ -0,0 +1,50 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+
+#pragma once
+#include <unordered_set>
+#include <unordered_map>
+#include <queue>
+#include "util/vector.h"
+#include <set>
+#include <utility>
+#include "util/lp/binary_heap_priority_queue.h"
+
+
+typedef std::pair<unsigned, unsigned> upair;
+
+namespace lean {
+template <typename  T>
+class binary_heap_upair_queue {
+    binary_heap_priority_queue<T> m_q;
+    std::unordered_map<upair, unsigned> m_pairs_to_index;
+    vector<upair> m_pairs; // inverse to index
+    vector<unsigned> m_available_spots;
+public:
+    binary_heap_upair_queue(unsigned size);
+
+    unsigned dequeue_available_spot();
+    bool is_empty() const { return m_q.is_empty(); }
+
+    unsigned size() const {return m_q.size(); }
+
+    bool contains(unsigned i, unsigned j) const { return m_pairs_to_index.find(std::make_pair(i, j)) != m_pairs_to_index.end();
+    }
+
+    void remove(unsigned i, unsigned j);
+    bool ij_index_is_new(unsigned ij_index) const;
+    void enqueue(unsigned i, unsigned j, const T & priority);
+    void dequeue(unsigned & i, unsigned &j);
+    T get_priority(unsigned i, unsigned j) const;
+#ifdef LEAN_DEBUG
+    bool pair_to_index_is_a_bijection() const;
+    bool available_spots_are_correct() const;
+    bool is_correct() const {
+        return m_q.is_consistent() && pair_to_index_is_a_bijection() && available_spots_are_correct();
+    }
+#endif
+    void resize(unsigned size) { m_q.resize(size); }
+};
+}

src/util/lp/binary_heap_upair_queue.hpp

@@ -0,0 +1,110 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+
+#include <set>
+#include "util/lp/lp_utils.h"
+#include "util/lp/binary_heap_upair_queue.h"
+namespace lean {
+template <typename T> binary_heap_upair_queue<T>::binary_heap_upair_queue(unsigned size) : m_q(size), m_pairs(size) {
+    for (unsigned i = 0; i < size; i++)
+        m_available_spots.push_back(i);
+}
+
+template <typename T> unsigned
+binary_heap_upair_queue<T>::dequeue_available_spot() {
+    lean_assert(m_available_spots.empty() == false);
+    unsigned ret = m_available_spots.back();
+    m_available_spots.pop_back();
+    return ret;
+}
+
+template <typename T> void binary_heap_upair_queue<T>::remove(unsigned i, unsigned j) {
+    upair p(i, j);
+    auto it = m_pairs_to_index.find(p);
+    if (it == m_pairs_to_index.end())
+        return; // nothing to do
+    m_q.remove(it->second);
+    m_available_spots.push_back(it->second);
+    m_pairs_to_index.erase(it);
+}
+
+
+template <typename T> bool binary_heap_upair_queue<T>::ij_index_is_new(unsigned ij_index) const {
+    for (auto it : m_pairs_to_index) {
+        if (it.second == ij_index)
+            return false;
+    }
+    return true;
+}
+
+template <typename T> void binary_heap_upair_queue<T>::enqueue(unsigned i, unsigned j, const T & priority) {
+    upair p(i, j);
+    auto it = m_pairs_to_index.find(p);
+    unsigned ij_index;
+    if (it == m_pairs_to_index.end()) {
+        // it is a new pair, let us find a spot for it
+        if (m_available_spots.empty()) {
+            // we ran out of empty spots
+            unsigned size_was = static_cast<unsigned>(m_pairs.size());
+            unsigned new_size = size_was << 1;
+            for (unsigned i = size_was; i < new_size; i++)
+                m_available_spots.push_back(i);
+            m_pairs.resize(new_size);
+        }
+        ij_index = dequeue_available_spot();
+        // lean_assert(ij_index<m_pairs.size() && ij_index_is_new(ij_index));
+        m_pairs[ij_index] = p;
+        m_pairs_to_index[p] = ij_index;
+    } else {
+        ij_index = it->second;
+    }
+    m_q.enqueue(ij_index, priority);
+}
+
+template <typename T> void binary_heap_upair_queue<T>::dequeue(unsigned & i, unsigned &j) {
+    lean_assert(!m_q.is_empty());
+    unsigned ij_index = m_q.dequeue();
+    upair & p = m_pairs[ij_index];
+    i = p.first;
+    j = p.second;
+    m_available_spots.push_back(ij_index);
+    m_pairs_to_index.erase(p);
+}
+
+
+template <typename T> T binary_heap_upair_queue<T>::get_priority(unsigned i, unsigned j) const {
+    auto it =  m_pairs_to_index.find(std::make_pair(i, j));
+    if (it == m_pairs_to_index.end())
+        return T(0xFFFFFF); // big number
+    return m_q.get_priority(it->second);
+}
+
+#ifdef LEAN_DEBUG
+template <typename T> bool binary_heap_upair_queue<T>::pair_to_index_is_a_bijection() const {
+    std::set<int> tmp;
+    for (auto p : m_pairs_to_index) {
+        unsigned j = p.second;
+        unsigned size = tmp.size();
+        tmp.insert(j);
+        if (tmp.size() == size)
+            return false;
+    }
+    return true;
+}
+
+template <typename T> bool binary_heap_upair_queue<T>::available_spots_are_correct() const {
+    std::set<int> tmp;
+    for (auto p : m_available_spots){
+        tmp.insert(p);
+    }
+    if (tmp.size() != m_available_spots.size())
+        return false;
+    for (auto it : m_pairs_to_index)
+        if (tmp.find(it.second) != tmp.end())
+            return false;
+    return true;
+}
+#endif
+}

src/util/lp/binary_heap_upair_queue_instances.cpp

@@ -0,0 +1,17 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include "util/lp/binary_heap_upair_queue.hpp"
+namespace lean {
+template binary_heap_upair_queue<int>::binary_heap_upair_queue(unsigned int);
+template binary_heap_upair_queue<unsigned int>::binary_heap_upair_queue(unsigned int);
+template unsigned binary_heap_upair_queue<int>::dequeue_available_spot();
+template unsigned binary_heap_upair_queue<unsigned int>::dequeue_available_spot();
+template void binary_heap_upair_queue<int>::enqueue(unsigned int, unsigned int, int const&);
+template void binary_heap_upair_queue<int>::remove(unsigned int, unsigned int);
+template void binary_heap_upair_queue<unsigned int>::remove(unsigned int, unsigned int);
+template void binary_heap_upair_queue<int>::dequeue(unsigned int&, unsigned int&);
+template void binary_heap_upair_queue<unsigned int>::enqueue(unsigned int, unsigned int, unsigned int const&);
+template void binary_heap_upair_queue<unsigned int>::dequeue(unsigned int&, unsigned int&);
+}

src/util/lp/bound_analyzer_on_row.h

@@ -0,0 +1,333 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#pragma once
+#include "util/vector.h"
+#include "util/lp/linear_combination_iterator.h"
+#include "implied_bound.h"
+#include "test_bound_analyzer.h"
+#include <functional>
+#include "util/lp/bound_propagator.h"
+// We have an equality : sum by j of row[j]*x[j] = rs
+// We try to pin a var by pushing the total by using the variable bounds
+// In a loop we drive the partial sum down, denoting the variables of this process by _u.
+// In the same loop trying to pin variables by pushing the partial sum up, denoting the variable related to it by _l
+namespace lean {
+
+class bound_analyzer_on_row {
+    
+    linear_combination_iterator<mpq> & m_it;
+    unsigned m_row_or_term_index;
+    int m_column_of_u = -1; // index of an unlimited from above monoid
+    // -1 means that such a value is not found, -2 means that at least two of such monoids were found
+    int m_column_of_l = -1; // index of an unlimited from below monoid
+    impq m_rs;
+    bound_propagator & m_bp;
+public :
+    // constructor
+    bound_analyzer_on_row(
+                          linear_combination_iterator<mpq> &it,
+                          const numeric_pair<mpq>& rs,
+                          unsigned row_or_term_index,
+                          bound_propagator & bp
+                          )
+        :
+        m_it(it),
+        m_row_or_term_index(row_or_term_index),
+        m_rs(rs),
+        m_bp(bp)
+    {}
+
+
+    unsigned j;
+    void analyze() {
+        
+        mpq a; unsigned j;
+        while (((m_column_of_l != -2) || (m_column_of_u != -2)) && m_it.next(a, j))
+            analyze_bound_on_var_on_coeff(j, a);
+
+        if (m_column_of_u >= 0)
+            limit_monoid_u_from_below();
+        else if (m_column_of_u == -1)
+            limit_all_monoids_from_below();
+
+        if (m_column_of_l >= 0)
+            limit_monoid_l_from_above();
+        else if (m_column_of_l == -1)
+            limit_all_monoids_from_above();
+    }
+
+    bool bound_is_available(unsigned j, bool low_bound) {
+        return (low_bound && low_bound_is_available(j)) ||
+            (!low_bound && upper_bound_is_available(j));
+    }
+
+    bool upper_bound_is_available(unsigned j) const {
+        switch (m_bp.get_column_type(j))
+        {
+        case column_type::fixed:
+        case column_type::boxed:
+        case column_type::upper_bound:
+            return true;
+        default:
+            return false;
+        }
+    }
+
+    bool low_bound_is_available(unsigned j) const {
+        switch (m_bp.get_column_type(j))
+        {
+        case column_type::fixed:
+        case column_type::boxed:
+        case column_type::low_bound:
+            return true;
+        default:
+            return false;
+        }
+    }
+
+    const impq & ub(unsigned j) const {
+        lean_assert(upper_bound_is_available(j));
+        return m_bp.get_upper_bound(j);
+    }
+    const impq & lb(unsigned j) const {
+        lean_assert(low_bound_is_available(j));
+        return m_bp.get_low_bound(j);
+    }
+
+
+    const mpq & monoid_max_no_mult(bool a_is_pos, unsigned j, bool & strict) const {
+        if (a_is_pos) {
+            strict = !is_zero(ub(j).y);
+            return ub(j).x;
+        }
+        strict = !is_zero(lb(j).y);
+        return lb(j).x;
+    }
+    mpq monoid_max(const mpq & a, unsigned j) const {
+        if (is_pos(a)) {
+            return a * ub(j).x;
+        }
+        return a * lb(j).x;
+    }
+	mpq monoid_max(const mpq & a, unsigned j, bool & strict) const {
+		if (is_pos(a)) {
+			strict = !is_zero(ub(j).y);
+			return a * ub(j).x;
+		}
+		strict = !is_zero(lb(j).y);
+		return a * lb(j).x;
+	}
+	const mpq & monoid_min_no_mult(bool a_is_pos, unsigned j, bool & strict) const {
+		if (!a_is_pos) {
+			strict = !is_zero(ub(j).y);
+			return ub(j).x;
+		}
+		strict = !is_zero(lb(j).y);
+		return lb(j).x;
+	}
+
+    mpq monoid_min(const mpq & a, unsigned j, bool& strict) const {
+        if (is_neg(a)) {
+            strict = !is_zero(ub(j).y);
+            return a * ub(j).x;
+        }
+        
+        strict = !is_zero(lb(j).y);
+        return a * lb(j).x;
+    }
+
+    mpq monoid_min(const mpq & a, unsigned j) const {
+        if (is_neg(a)) {
+            return a * ub(j).x;
+        }
+        
+        return a * lb(j).x;
+    }
+    
+
+    void limit_all_monoids_from_above() {
+        int strict = 0;
+        mpq total;
+        lean_assert(is_zero(total));
+        m_it.reset();
+        mpq a; unsigned j;
+        while (m_it.next(a, j)) {
+            bool str;
+            total -= monoid_min(a, j, str);
+            if (str)
+                strict++;
+        }
+
+        m_it.reset();
+        while (m_it.next(a, j)) {
+            bool str;
+			bool a_is_pos = is_pos(a);
+            mpq bound = total / a + monoid_min_no_mult(a_is_pos, j, str);
+            if (a_is_pos) {
+                limit_j(j, bound, true, false, strict - static_cast<int>(str) > 0);
+            }
+            else {
+                limit_j(j, bound, false, true, strict - static_cast<int>(str) > 0);
+            }
+        }
+    }
+
+    void limit_all_monoids_from_below() {
+        int strict = 0;
+        mpq total;
+        lean_assert(is_zero(total));
+        m_it.reset();
+        mpq a; unsigned j;
+        while (m_it.next(a, j)) {
+            bool str;
+            total -= monoid_max(a, j, str);
+            if (str)
+                strict++;
+        }
+        m_it.reset();
+        while (m_it.next(a, j)) {
+            bool str;
+			bool a_is_pos = is_pos(a);
+			mpq bound = total / a + monoid_max_no_mult(a_is_pos, j, str);
+            bool astrict = strict - static_cast<int>(str) > 0; 
+            if (a_is_pos) {
+                limit_j(j, bound, true, true, astrict);
+            }
+            else {
+                limit_j(j, bound, false, false, astrict);
+            }
+        }
+    }
+
+    
+    void limit_monoid_u_from_below() {
+        // we are going to limit from below the monoid m_column_of_u,
+        // every other monoid is impossible to limit from below
+        mpq u_coeff, a;
+        unsigned j;
+        mpq bound = -m_rs.x;
+        m_it.reset();
+        bool strict = false;
+        while (m_it.next(a, j)) {
+            if (j == static_cast<unsigned>(m_column_of_u)) {
+                u_coeff = a;
+                continue;
+            }
+            bool str;
+            bound -= monoid_max(a, j, str);
+            if (str)
+                strict = true;
+        }
+
+        bound /= u_coeff;
+        
+        if (numeric_traits<impq>::is_pos(u_coeff)) {
+            limit_j(m_column_of_u, bound, true, true, strict);
+        } else {
+            limit_j(m_column_of_u, bound, false, false, strict);
+        }
+    }
+
+
+    void limit_monoid_l_from_above() {
+        // we are going to limit from above the monoid m_column_of_l,
+        // every other monoid is impossible to limit from above
+        mpq l_coeff, a;
+        unsigned j;
+        mpq bound = -m_rs.x;
+        bool strict = false;
+        m_it.reset();
+        while (m_it.next(a, j)) {
+            if (j == static_cast<unsigned>(m_column_of_l)) {
+                l_coeff = a;
+                continue;
+            }
+
+            bool str;
+            bound -= monoid_min(a, j, str);
+            if (str)
+                strict = true;
+        }
+
+        bound /= l_coeff;
+        if (is_pos(l_coeff)) {
+            limit_j(m_column_of_l, bound, true, false, strict);
+        } else {
+            limit_j(m_column_of_l, bound, false, true, strict);
+        }
+    }
+    
+    // // it is the coefficent before the bounded column
+    // void provide_evidence(bool coeff_is_pos) {
+    //     /*
+    //     auto & be = m_ibounds.back();
+    //     bool low_bound = be.m_low_bound;
+    //     if (!coeff_is_pos)
+    //         low_bound = !low_bound;
+    //     auto it = m_it.clone();
+    //     mpq a; unsigned j;
+    //     while (it->next(a, j)) {
+    //         if (be.m_j == j) continue;
+    //         lean_assert(bound_is_available(j, is_neg(a) ? low_bound : !low_bound));
+    //         be.m_vector_of_bound_signatures.emplace_back(a, j, numeric_traits<impq>::
+    //                                                      is_neg(a)? low_bound: !low_bound);
+    //     }
+    //     delete it;
+    //     */
+    // }
+
+    void limit_j(unsigned j, const mpq& u, bool coeff_before_j_is_pos, bool is_low_bound, bool strict){
+        m_bp.try_add_bound(u, j, is_low_bound, coeff_before_j_is_pos, m_row_or_term_index, strict);
+    }
+
+    
+    void advance_u(unsigned j) {
+        if (m_column_of_u == -1)
+            m_column_of_u = j;
+        else
+            m_column_of_u = -2;
+    }
+    
+    void advance_l(unsigned j) {
+        if (m_column_of_l == -1)
+            m_column_of_l = j;
+        else
+            m_column_of_l = -2;
+    }
+    
+    void analyze_bound_on_var_on_coeff(int j, const mpq &a) {
+        switch (m_bp.get_column_type(j)) {
+        case column_type::low_bound:
+            if (numeric_traits<mpq>::is_pos(a))
+                advance_u(j);
+            else 
+                advance_l(j);
+            break;
+        case column_type::upper_bound:
+            if(numeric_traits<mpq>::is_neg(a))
+                advance_u(j);
+            else
+                advance_l(j);
+            break;
+        case column_type::free_column:
+            advance_u(j);
+            advance_l(j);
+            break;
+        default:
+            break;
+        }
+    }
+
+    static void analyze_row(linear_combination_iterator<mpq> &it,
+                            const numeric_pair<mpq>& rs,
+                            unsigned row_or_term_index,
+                            bound_propagator & bp
+                            ) {
+        bound_analyzer_on_row a(it, rs, row_or_term_index, bp);
+        a.analyze();
+    }
+
+};
+}

src/util/lp/bound_propagator.cpp

@@ -0,0 +1,47 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include "util/lp/lar_solver.h"
+namespace lean {
+bound_propagator::bound_propagator(lar_solver & ls):
+    m_lar_solver(ls) {}
+column_type bound_propagator::get_column_type(unsigned j) const {
+    return m_lar_solver.m_mpq_lar_core_solver.m_column_types()[j];
+}
+const impq & bound_propagator::get_low_bound(unsigned j) const {
+    return m_lar_solver.m_mpq_lar_core_solver.m_r_low_bounds()[j];
+}
+const impq & bound_propagator::get_upper_bound(unsigned j) const {
+    return m_lar_solver.m_mpq_lar_core_solver.m_r_upper_bounds()[j];
+}
+void bound_propagator::try_add_bound(const mpq & v, unsigned j, bool is_low, bool coeff_before_j_is_pos, unsigned row_or_term_index, bool strict) {
+    j = m_lar_solver.adjust_column_index_to_term_index(j);
+    lconstraint_kind kind = is_low? GE : LE;
+    if (strict)
+        kind = static_cast<lconstraint_kind>(kind / 2);
+    
+    if (!bound_is_interesting(j, kind, v))
+        return;
+     unsigned k; // index to ibounds
+     if (is_low) {
+         if (try_get_val(m_improved_low_bounds, j, k)) {
+             auto & found_bound = m_ibounds[k];
+             if (v > found_bound.m_bound || (v == found_bound.m_bound && found_bound.m_strict == false && strict))
+                 found_bound = implied_bound(v, j, is_low, coeff_before_j_is_pos, row_or_term_index, strict);
+         } else {
+             m_improved_low_bounds[j] = m_ibounds.size();
+             m_ibounds.push_back(implied_bound(v, j, is_low, coeff_before_j_is_pos, row_or_term_index, strict));
+         }
+     } else { // the upper bound case
+         if (try_get_val(m_improved_upper_bounds, j, k)) {
+             auto & found_bound = m_ibounds[k];
+             if (v < found_bound.m_bound || (v == found_bound.m_bound && found_bound.m_strict == false && strict))
+                 found_bound = implied_bound(v, j, is_low, coeff_before_j_is_pos, row_or_term_index, strict);
+         } else {
+             m_improved_upper_bounds[j] = m_ibounds.size();
+             m_ibounds.push_back(implied_bound(v, j, is_low, coeff_before_j_is_pos, row_or_term_index, strict));
+        }
+     }
+}
+}

src/util/lp/bound_propagator.h

@@ -0,0 +1,27 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#pragma once
+#include "util/lp/lp_settings.h"
+namespace lean {
+class lar_solver;
+class bound_propagator {
+    std::unordered_map<unsigned, unsigned> m_improved_low_bounds; // these maps map a column index to the corresponding index in ibounds
+    std::unordered_map<unsigned, unsigned> m_improved_upper_bounds;
+    lar_solver & m_lar_solver;
+public:
+    vector<implied_bound> m_ibounds;
+public:
+    bound_propagator(lar_solver & ls);
+    column_type get_column_type(unsigned) const;
+    const impq & get_low_bound(unsigned) const;
+    const impq & get_upper_bound(unsigned) const;
+    void try_add_bound(const mpq & v, unsigned j, bool is_low, bool coeff_before_j_is_pos, unsigned row_or_term_index, bool strict);
+    virtual bool bound_is_interesting(unsigned vi,
+                                      lean::lconstraint_kind kind,
+                                      const rational & bval) {return true;}
+    unsigned number_of_found_bounds() const { return m_ibounds.size(); }
+    virtual void consume(mpq const& v, unsigned j) { std::cout << "doh\n"; }
+};
+}

src/util/lp/breakpoint.h

@@ -0,0 +1,20 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+
+#pragma once
+
+namespace lean {
+enum breakpoint_type {
+    low_break, upper_break, fixed_break
+};
+template <typename X>
+struct breakpoint {
+    unsigned m_j; // the basic column
+    breakpoint_type m_type;
+    X m_delta;
+    breakpoint(){}
+    breakpoint(unsigned j, X delta, breakpoint_type type):m_j(j), m_type(type), m_delta(delta) {}
+};
+}

src/util/lp/column_info.h

@@ -0,0 +1,235 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+
+#pragma once
+#include "util/vector.h"
+#include <unordered_map>
+#include <string>
+#include <algorithm>
+#include "util/lp/lp_settings.h"
+namespace lean {
+inline bool is_valid(unsigned j) { return static_cast<int>(j) >= 0;}
+
+template <typename T>
+class column_info {
+    std::string m_name;
+    bool m_low_bound_is_set = false;
+    bool m_low_bound_is_strict = false;
+    bool m_upper_bound_is_set = false;
+    bool m_upper_bound_is_strict = false;
+    T m_low_bound;
+    T m_upper_bound;
+    T m_cost = numeric_traits<T>::zero();
+    T m_fixed_value;
+    bool m_is_fixed = false;
+    unsigned m_column_index = static_cast<unsigned>(-1);
+public:
+    bool operator==(const column_info & c) const {
+        return     m_name == c.m_name &&
+            m_low_bound_is_set == c.m_low_bound_is_set &&
+            m_low_bound_is_strict == c.m_low_bound_is_strict &&
+            m_upper_bound_is_set == c.m_upper_bound_is_set&&
+            m_upper_bound_is_strict == c.m_upper_bound_is_strict&&
+            (!m_low_bound_is_set || m_low_bound == c.m_low_bound) &&
+            (!m_upper_bound_is_set || m_upper_bound == c.m_upper_bound) &&
+            m_cost == c.m_cost&&
+            m_is_fixed == c.m_is_fixed &&
+            (!m_is_fixed || m_fixed_value == c.m_fixed_value) &&
+            m_column_index == c.m_column_index;
+    }
+    bool operator!=(const column_info & c) const { return !((*this) == c); }
+    void set_column_index(unsigned j) {
+        m_column_index = j;
+    }
+    // the default constructor
+    column_info() {}
+
+    column_info(unsigned column_index) : m_column_index(column_index) {
+    }
+
+    column_info(const column_info & ci) {
+        m_name = ci.m_name;
+        m_low_bound_is_set = ci.m_low_bound_is_set;
+        m_low_bound_is_strict = ci.m_low_bound_is_strict;
+        m_upper_bound_is_set = ci.m_upper_bound_is_set;
+        m_upper_bound_is_strict = ci.m_upper_bound_is_strict;
+        m_low_bound = ci.m_low_bound;
+        m_upper_bound = ci.m_upper_bound;
+        m_cost = ci.m_cost;
+        m_fixed_value = ci.m_fixed_value;
+        m_is_fixed = ci.m_is_fixed;
+        m_column_index = ci.m_column_index;
+    }
+
+    unsigned get_column_index() const {
+        return m_column_index;
+    }
+
+    column_type get_column_type() const {
+        return m_is_fixed? column_type::fixed : (m_low_bound_is_set? (m_upper_bound_is_set? column_type::boxed : column_type::low_bound) : (m_upper_bound_is_set? column_type::upper_bound: column_type::free_column));
+    }
+
+    column_type get_column_type_no_flipping() const {
+        if (m_is_fixed) {
+            return column_type::fixed;
+        }
+
+        if (m_low_bound_is_set) {
+            return m_upper_bound_is_set? column_type::boxed: column_type::low_bound;
+        }
+        // we are flipping the bounds!
+        return m_upper_bound_is_set? column_type::upper_bound
+            : column_type::free_column;
+    }
+
+    T get_low_bound() const {
+        lean_assert(m_low_bound_is_set);
+        return m_low_bound;
+    }
+    T get_upper_bound() const {
+        lean_assert(m_upper_bound_is_set);
+        return m_upper_bound;
+    }
+
+    bool low_bound_is_set() const {
+        return m_low_bound_is_set;
+    }
+
+    bool upper_bound_is_set() const {
+        return m_upper_bound_is_set;
+    }
+
+    T get_shift() {
+        if (is_fixed()) {
+            return m_fixed_value;
+        }
+        if (is_flipped()){
+            return m_upper_bound;
+        }
+        return m_low_bound_is_set? m_low_bound : numeric_traits<T>::zero();
+    }
+
+    bool is_flipped() {
+        return m_upper_bound_is_set && !m_low_bound_is_set;
+    }
+
+    bool adjusted_low_bound_is_set() {
+        return !is_flipped()? low_bound_is_set(): upper_bound_is_set();
+    }
+
+    bool adjusted_upper_bound_is_set() {
+        return !is_flipped()? upper_bound_is_set(): low_bound_is_set();
+    }
+
+    T  get_adjusted_upper_bound() {
+        return get_upper_bound() - get_low_bound();
+    }
+
+    bool is_fixed() const {
+        return m_is_fixed;
+    }
+
+    bool is_free() {
+        return !m_low_bound_is_set && !m_upper_bound_is_set;
+    }
+
+    void set_fixed_value(T v) {
+        m_is_fixed = true;
+        m_fixed_value = v;
+    }
+
+    T get_fixed_value() const {
+        lean_assert(m_is_fixed);
+        return m_fixed_value;
+    }
+
+    T get_cost() const {
+        return m_cost;
+    }
+
+    void set_cost(T const & cost) {
+        m_cost = cost;
+    }
+
+    void set_name(std::string const & s) {
+        m_name = s;
+    }
+
+    std::string get_name() const {
+        return m_name;
+    }
+
+    void set_low_bound(T const & l) {
+        m_low_bound = l;
+        m_low_bound_is_set = true;
+    }
+
+    void set_upper_bound(T const & l) {
+        m_upper_bound = l;
+        m_upper_bound_is_set = true;
+    }
+
+    void unset_low_bound() {
+        m_low_bound_is_set = false;
+    }
+
+    void unset_upper_bound() {
+        m_upper_bound_is_set = false;
+    }
+
+    void unset_fixed() {
+        m_is_fixed = false;
+    }
+
+    bool low_bound_holds(T v) {
+        return !low_bound_is_set() || v >= m_low_bound -T(0.0000001);
+    }
+
+    bool upper_bound_holds(T v) {
+        return !upper_bound_is_set() || v <= m_upper_bound + T(0.000001);
+    }
+
+    bool bounds_hold(T v) {
+        return low_bound_holds(v) && upper_bound_holds(v);
+    }
+
+    bool adjusted_bounds_hold(T v) {
+        return adjusted_low_bound_holds(v) && adjusted_upper_bound_holds(v);
+    }
+
+    bool adjusted_low_bound_holds(T v) {
+        return !adjusted_low_bound_is_set() || v >= -T(0.0000001);
+    }
+
+    bool adjusted_upper_bound_holds(T v) {
+        return !adjusted_upper_bound_is_set() || v <= get_adjusted_upper_bound() + T(0.000001);
+    }
+    bool is_infeasible() {
+        if ((!upper_bound_is_set()) || (!low_bound_is_set()))
+            return false;
+        // ok, both bounds are set
+        bool at_least_one_is_strict = upper_bound_is_strict() || low_bound_is_strict();
+        if (!at_least_one_is_strict)
+            return get_upper_bound() < get_low_bound();
+        // at least on bound is strict
+        return get_upper_bound() <= get_low_bound(); // the equality is impossible
+    }
+    bool low_bound_is_strict() const {
+        return m_low_bound_is_strict;
+    }
+
+    void set_low_bound_strict(bool val) {
+        m_low_bound_is_strict = val;
+    }
+
+    bool upper_bound_is_strict() const {
+        return m_upper_bound_is_strict;
+    }
+
+    void set_upper_bound_strict(bool val) {
+        m_upper_bound_is_strict = val;
+    }
+};
+}

src/util/lp/column_namer.h

@@ -0,0 +1,82 @@
+#pragma once
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include <string>
+#include "util/lp/linear_combination_iterator.h"
+namespace lean {
+class column_namer {
+public:
+    virtual std::string get_column_name(unsigned j) const = 0;
+    template <typename T>
+    void print_linear_iterator(linear_combination_iterator<T>* it, std::ostream & out) const {
+        vector<std::pair<T, unsigned>> coeff;
+        T a;
+        unsigned i;
+        while (it->next(a, i)) {
+            coeff.emplace_back(a, i);
+        }
+        print_linear_combination_of_column_indices(coeff, out);
+    }
+    template <typename T>
+    void print_linear_iterator_indices_only(linear_combination_iterator<T>* it, std::ostream & out) const {
+        vector<std::pair<T, unsigned>> coeff;
+        T a;
+        unsigned i;
+        while (it->next(a, i)) {
+            coeff.emplace_back(a, i);
+        }
+        print_linear_combination_of_column_indices_only(coeff, out);
+    }
+    
+    template <typename T>
+    void print_linear_combination_of_column_indices_only(const vector<std::pair<T, unsigned>> & coeffs, std::ostream & out) const {
+        bool first = true;
+        for (const auto & it : coeffs) {
+            auto val = it.first;
+            if (first) {
+                first = false;
+            } else {
+                if (numeric_traits<T>::is_pos(val)) {
+                    out << " + ";
+                } else {
+                    out << " - ";
+                    val = -val;
+                }
+            }
+            if (val == -numeric_traits<T>::one())
+                out << " - ";
+            else if (val != numeric_traits<T>::one())
+                out << T_to_string(val);
+        
+            out << "_" << it.second;
+        }
+    }
+    
+    template <typename T>
+    void print_linear_combination_of_column_indices(const vector<std::pair<T, unsigned>> & coeffs, std::ostream & out) const {
+        bool first = true;
+        for (const auto & it : coeffs) {
+            auto val = it.first;
+            if (first) {
+                first = false;
+            } else {
+                if (numeric_traits<T>::is_pos(val)) {
+                    out << " + ";
+                } else {
+                    out << " - ";
+                    val = -val;
+                }
+            }
+            if (val == -numeric_traits<T>::one())
+                out << " - ";
+            else if (val != numeric_traits<T>::one())
+                out << val;
+        
+            out << get_column_name(it.second);
+        }
+    }
+
+};
+}

src/util/lp/core_solver_pretty_printer.h

@@ -0,0 +1,118 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#pragma once
+#include <limits>
+#include <string>
+#include <algorithm>
+#include "util/vector.h"
+#include <ostream>
+#include "util/lp/lp_settings.h"
+#include "util/lp/indexed_vector.h"
+namespace lean {
+template <typename T, typename X> class lp_core_solver_base; // forward definition
+
+template <typename T, typename X>
+class core_solver_pretty_printer {
+    std::ostream & m_out;
+    template<typename A> using vector = vector<A>;
+    typedef std::string string;
+    lp_core_solver_base<T, X> & m_core_solver;
+    vector<unsigned> m_column_widths;
+    vector<vector<string>> m_A;
+    vector<vector<string>> m_signs;
+    vector<string> m_costs;
+    vector<string> m_cost_signs;
+    vector<string> m_lows; // low bounds
+    vector<string> m_upps; // upper bounds
+    vector<string> m_lows_signs;
+    vector<string> m_upps_signs;
+    unsigned m_rs_width;
+    vector<X> m_rs;
+    unsigned m_title_width;
+    std::string m_cost_title;
+    std::string m_basis_heading_title;
+    std::string m_x_title;
+    std::string m_low_bounds_title = "low";
+    std::string m_upp_bounds_title = "upp";
+    std::string m_exact_norm_title = "exact cn";
+    std::string m_approx_norm_title = "approx cn";
+
+
+    unsigned ncols() { return m_core_solver.m_A.column_count(); }
+    unsigned nrows() { return m_core_solver.m_A.row_count(); }
+    unsigned m_artificial_start = std::numeric_limits<unsigned>::max();
+    indexed_vector<T> m_w_buff;
+    indexed_vector<T> m_ed_buff;
+    vector<T> m_exact_column_norms;
+
+public:
+    core_solver_pretty_printer(lp_core_solver_base<T, X > & core_solver, std::ostream & out);
+
+    void init_costs();
+
+    ~core_solver_pretty_printer();
+    void init_rs_width();
+
+    T current_column_norm();
+
+    void init_m_A_and_signs();
+
+    void init_column_widths();
+
+    void adjust_width_with_low_bound(unsigned column, unsigned & w);
+    void adjust_width_with_upper_bound(unsigned column, unsigned & w);
+
+    void adjust_width_with_bounds(unsigned column, unsigned & w);
+
+    void adjust_width_with_basis_heading(unsigned column, unsigned & w) {
+        w = std::max(w, (unsigned)T_to_string(m_core_solver.m_basis_heading[column]).size());
+    }
+
+    unsigned get_column_width(unsigned column);
+
+    unsigned regular_cell_width(unsigned row, unsigned column, std::string name) {
+        return regular_cell_string(row, column, name).size();
+    }
+
+    std::string regular_cell_string(unsigned row, unsigned column, std::string name);
+
+
+    void set_coeff(vector<string>& row, vector<string> & row_signs, unsigned col, const T & t, string name);
+
+    void print_x();
+
+    std::string get_low_bound_string(unsigned j);
+
+    std::string get_upp_bound_string(unsigned j);
+
+
+    void print_lows();
+
+    void print_upps();
+
+    string get_exact_column_norm_string(unsigned col) {
+        return T_to_string(m_exact_column_norms[col]);
+    }
+
+    void print_exact_norms();
+
+    void print_approx_norms();
+
+    void print();
+
+    void print_basis_heading();
+
+    void print_bottom_line() {
+        m_out << "----------------------" << std::endl;
+    }
+
+    void print_cost();
+
+    void print_given_rows(vector<string> & row, vector<string> & signs, X rst);
+
+    void print_row(unsigned i);
+
+};
+}

src/util/lp/core_solver_pretty_printer.hpp

@@ -0,0 +1,377 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include <limits>
+#include <string>
+#include <algorithm>
+#include "util/lp/lp_utils.h"
+#include "util/lp/lp_core_solver_base.h"
+#include "util/lp/core_solver_pretty_printer.h"
+#include "util/lp/numeric_pair.h"
+namespace lean {
+
+
+template <typename T, typename X>
+core_solver_pretty_printer<T, X>::core_solver_pretty_printer(lp_core_solver_base<T, X > & core_solver, std::ostream & out):
+    m_out(out),
+    m_core_solver(core_solver),
+    m_A(core_solver.m_A.row_count(), vector<string>(core_solver.m_A.column_count(), "")),
+    m_signs(core_solver.m_A.row_count(), vector<string>(core_solver.m_A.column_count(), " ")),
+    m_costs(ncols(), ""),
+    m_cost_signs(ncols(), " "),
+    m_rs(ncols(), zero_of_type<X>()),
+    m_w_buff(core_solver.m_w),
+    m_ed_buff(core_solver.m_ed) {
+    m_column_widths.resize(core_solver.m_A.column_count(), 0),
+    init_m_A_and_signs();
+    init_costs();
+    init_column_widths();
+    init_rs_width();
+    m_cost_title = "costs";
+    m_basis_heading_title = "heading";
+    m_x_title = "x*";
+    m_title_width = static_cast<unsigned>(std::max(std::max(m_cost_title.size(), std::max(m_basis_heading_title.size(), m_x_title.size())), m_approx_norm_title.size()));
+}
+
+template <typename T, typename X> void core_solver_pretty_printer<T, X>::init_costs() {
+    if (!m_core_solver.use_tableau()) {
+        vector<T> local_y(m_core_solver.m_m());
+        m_core_solver.solve_yB(local_y);
+        for (unsigned i = 0; i < ncols(); i++) {
+            if (m_core_solver.m_basis_heading[i] < 0) {
+                T t = m_core_solver.m_costs[i] - m_core_solver.m_A.dot_product_with_column(local_y, i);
+                set_coeff(m_costs, m_cost_signs, i, t, m_core_solver.column_name(i));
+            }
+        }
+    } else {
+        for (unsigned i = 0; i < ncols(); i++) {
+            if (m_core_solver.m_basis_heading[i] < 0) {
+                set_coeff(m_costs, m_cost_signs, i, m_core_solver.m_d[i], m_core_solver.column_name(i));
+            }
+        }
+    }
+}
+
+template <typename T, typename X> core_solver_pretty_printer<T, X>::~core_solver_pretty_printer() {
+    m_core_solver.m_w = m_w_buff;
+    m_core_solver.m_ed = m_ed_buff;
+}
+template <typename T, typename X> void core_solver_pretty_printer<T, X>::init_rs_width() {
+    m_rs_width = static_cast<unsigned>(T_to_string(m_core_solver.get_cost()).size());
+    for (unsigned i = 0; i < nrows(); i++) {
+        unsigned wt = static_cast<unsigned>(T_to_string(m_rs[i]).size());
+        if (wt > m_rs_width) {
+            m_rs_width = wt;
+        }
+    }
+}
+
+template <typename T, typename X> T core_solver_pretty_printer<T, X>::current_column_norm() {
+    T ret = zero_of_type<T>();
+    for (auto i : m_core_solver.m_ed.m_index)
+        ret += m_core_solver.m_ed[i] * m_core_solver.m_ed[i];
+    return ret;
+}
+
+template <typename T, typename X> void core_solver_pretty_printer<T, X>::init_m_A_and_signs() { 
+    if (numeric_traits<T>::precise() && m_core_solver.m_settings.use_tableau()) {
+        for (unsigned column = 0; column < ncols(); column++) {
+            vector<T> t(nrows(), zero_of_type<T>());
+            for (const auto & c : m_core_solver.m_A.m_columns[column]){
+                t[c.m_i] = m_core_solver.m_A.get_val(c);
+            }
+                
+            string name = m_core_solver.column_name(column);
+            for (unsigned row = 0; row < nrows(); row ++) {
+                set_coeff(
+                          m_A[row],
+                          m_signs[row],
+                          column,
+                          t[row],
+                          name);
+                m_rs[row] += t[row] * m_core_solver.m_x[column];
+            }
+        }
+    } else {
+        for (unsigned column = 0; column < ncols(); column++) {
+            m_core_solver.solve_Bd(column); // puts the result into m_core_solver.m_ed
+            string name = m_core_solver.column_name(column);
+            for (unsigned row = 0; row < nrows(); row ++) {
+                set_coeff(
+                          m_A[row],
+                          m_signs[row],
+                          column,
+                          m_core_solver.m_ed[row],
+                          name);
+                m_rs[row] += m_core_solver.m_ed[row] * m_core_solver.m_x[column];
+            }
+            if (!m_core_solver.use_tableau())
+                m_exact_column_norms.push_back(current_column_norm() + T(1)); // a conversion missing 1 -> T
+        }
+    }
+}
+
+template <typename T, typename X> void core_solver_pretty_printer<T, X>::init_column_widths() {
+    for (unsigned i = 0; i < ncols(); i++) {
+        m_column_widths[i] = get_column_width(i);
+    }
+}
+
+template <typename T, typename X> void core_solver_pretty_printer<T, X>::adjust_width_with_low_bound(unsigned column, unsigned & w) {
+    if (!m_core_solver.low_bounds_are_set()) return;
+    w = std::max(w, (unsigned)T_to_string(m_core_solver.low_bound_value(column)).size());
+}
+template <typename T, typename X> void core_solver_pretty_printer<T, X>::adjust_width_with_upper_bound(unsigned column, unsigned & w) {
+    w = std::max(w, (unsigned)T_to_string(m_core_solver.upper_bound_value(column)).size());
+}
+
+template <typename T, typename X> void core_solver_pretty_printer<T, X>::adjust_width_with_bounds(unsigned column, unsigned & w) {
+    switch (m_core_solver.get_column_type(column)) {
+    case column_type::fixed:
+    case column_type::boxed:
+        adjust_width_with_low_bound(column, w);
+        adjust_width_with_upper_bound(column, w);
+        break;
+    case column_type::low_bound:
+        adjust_width_with_low_bound(column, w);
+        break;
+    case column_type::upper_bound:
+        adjust_width_with_upper_bound(column, w);
+        break;
+    case column_type::free_column:
+        break;
+    default:
+        lean_assert(false);
+        break;
+    }
+}
+
+
+template <typename T, typename X> unsigned core_solver_pretty_printer<T, X>:: get_column_width(unsigned column) {
+    unsigned w = static_cast<unsigned>(std::max((size_t)m_costs[column].size(), T_to_string(m_core_solver.m_x[column]).size()));
+    adjust_width_with_bounds(column, w);
+    adjust_width_with_basis_heading(column, w);
+    for (unsigned i = 0; i < nrows(); i++) {
+        unsigned cellw = static_cast<unsigned>(m_A[i][column].size());
+        if (cellw > w) {
+            w = cellw;
+        }
+    }
+    if (!m_core_solver.use_tableau()) {
+        w = std::max(w, (unsigned)T_to_string(m_exact_column_norms[column]).size());
+        if (m_core_solver.m_column_norms.size() > 0)
+            w = std::max(w, (unsigned)T_to_string(m_core_solver.m_column_norms[column]).size());
+    }
+    return w;
+}
+
+template <typename T, typename X> std::string core_solver_pretty_printer<T, X>::regular_cell_string(unsigned row, unsigned /* column */, std::string name) {
+    T t = fabs(m_core_solver.m_ed[row]);
+    if ( t == 1) return name;
+    return T_to_string(t) + name;
+}
+
+
+template <typename T, typename X> void core_solver_pretty_printer<T, X>::set_coeff(vector<string>& row, vector<string> & row_signs, unsigned col, const T & t, string name) {
+    if (numeric_traits<T>::is_zero(t)) {
+        return;
+    }
+    if (col > 0) {
+        if (t > 0) {
+            row_signs[col] = "+";
+            row[col] = t != 1? T_to_string(t) + name : name;
+        } else {
+            row_signs[col] = "-";
+            row[col] = t != -1? T_to_string(-t) + name: name;
+        }
+    } else { // col == 0
+        if (t == -1) {
+            row[col] = "-" + name;
+        } else if (t == 1) {
+            row[col] = name;
+        } else {
+            row[col] = T_to_string(t) + name;
+        }
+    }
+}
+
+template <typename T, typename X> void core_solver_pretty_printer<T, X>::print_x() {
+    if (ncols() == 0) {
+        return;
+    }
+
+    int blanks = m_title_width + 1 - static_cast<int>(m_x_title.size());
+    m_out << m_x_title;
+    print_blanks(blanks, m_out);
+
+    auto bh = m_core_solver.m_x;
+    for (unsigned i = 0; i < ncols(); i++) {
+        string s = T_to_string(bh[i]);
+        int blanks = m_column_widths[i] - static_cast<int>(s.size());
+        print_blanks(blanks, m_out);
+        m_out << s << "   "; // the column interval
+    }
+    m_out << std::endl;
+}
+
+template <typename T, typename X> std::string core_solver_pretty_printer<T, X>::get_low_bound_string(unsigned j) {
+    switch (m_core_solver.get_column_type(j)){
+    case column_type::boxed:
+    case column_type::low_bound:
+    case column_type::fixed:
+        if (m_core_solver.low_bounds_are_set())
+            return T_to_string(m_core_solver.low_bound_value(j));
+        else
+            return std::string("0");
+        break;
+    default:
+        return std::string();
+    }
+}
+
+template <typename T, typename X> std::string core_solver_pretty_printer<T, X>::get_upp_bound_string(unsigned j) {
+    switch (m_core_solver.get_column_type(j)){
+    case column_type::boxed:
+    case column_type::upper_bound:
+    case column_type::fixed:
+        return T_to_string(m_core_solver.upper_bound_value(j));
+        break;
+    default:
+        return std::string();
+    }
+}
+
+
+template <typename T, typename X> void core_solver_pretty_printer<T, X>::print_lows() {
+    if (ncols() == 0) {
+        return;
+    }
+    int blanks = m_title_width + 1 - static_cast<unsigned>(m_low_bounds_title.size());
+    m_out << m_low_bounds_title;
+    print_blanks(blanks, m_out);
+
+    for (unsigned i = 0; i < ncols(); i++) {
+        string s = get_low_bound_string(i);
+        int blanks = m_column_widths[i] - static_cast<unsigned>(s.size());
+        print_blanks(blanks, m_out);
+        m_out << s << "   "; // the column interval
+    }
+    m_out << std::endl;
+}
+
+template <typename T, typename X> void core_solver_pretty_printer<T, X>::print_upps() {
+    if (ncols() == 0) {
+        return;
+    }
+    int blanks = m_title_width + 1 - static_cast<unsigned>(m_upp_bounds_title.size());
+    m_out << m_upp_bounds_title;
+    print_blanks(blanks, m_out);
+
+    for (unsigned i = 0; i < ncols(); i++) {
+        string s = get_upp_bound_string(i);
+        int blanks = m_column_widths[i] - static_cast<unsigned>(s.size());
+        print_blanks(blanks, m_out);
+        m_out << s << "   "; // the column interval
+    }
+    m_out << std::endl;
+}
+
+template <typename T, typename X> void core_solver_pretty_printer<T, X>::print_exact_norms() {
+    if (m_core_solver.use_tableau()) return;
+    int blanks = m_title_width + 1 - static_cast<int>(m_exact_norm_title.size());
+    m_out << m_exact_norm_title;
+    print_blanks(blanks, m_out);
+    for (unsigned i = 0; i < ncols(); i++) {
+        string s = get_exact_column_norm_string(i);
+        int blanks = m_column_widths[i] - static_cast<int>(s.size());
+        print_blanks(blanks, m_out);
+        m_out << s << "   ";
+    }
+    m_out << std::endl;
+}
+
+template <typename T, typename X> void core_solver_pretty_printer<T, X>::print_approx_norms() {
+    if (m_core_solver.use_tableau()) return;
+    int blanks = m_title_width + 1 - static_cast<int>(m_approx_norm_title.size());
+    m_out << m_approx_norm_title;
+    print_blanks(blanks, m_out);
+    for (unsigned i = 0; i < ncols(); i++) {
+        string s = T_to_string(m_core_solver.m_column_norms[i]);
+        int blanks = m_column_widths[i] - static_cast<int>(s.size());
+        print_blanks(blanks, m_out);
+        m_out << s << "   ";
+    }
+    m_out << std::endl;
+}
+
+template <typename T, typename X> void core_solver_pretty_printer<T, X>::print() {
+    for (unsigned i = 0; i < nrows(); i++) {
+        print_row(i);
+    }
+    print_bottom_line();
+    print_cost();
+    print_x();
+    print_basis_heading();
+    print_lows();
+    print_upps();
+    print_exact_norms();
+    if (m_core_solver.m_column_norms.size() > 0)
+        print_approx_norms();
+    m_out << std::endl;
+}
+
+template <typename T, typename X> void core_solver_pretty_printer<T, X>::print_basis_heading() {
+    int blanks = m_title_width + 1 - static_cast<int>(m_basis_heading_title.size());
+    m_out << m_basis_heading_title;
+    print_blanks(blanks, m_out);
+
+    if (ncols() == 0) {
+        return;
+    }
+    auto bh = m_core_solver.m_basis_heading;
+    for (unsigned i = 0; i < ncols(); i++) {
+        string s = T_to_string(bh[i]);
+        int blanks = m_column_widths[i] - static_cast<unsigned>(s.size());
+        print_blanks(blanks, m_out);
+        m_out << s << "   "; // the column interval
+    }
+    m_out << std::endl;
+}
+
+template <typename T, typename X> void core_solver_pretty_printer<T, X>::print_cost() {
+    int blanks = m_title_width + 1 - static_cast<int>(m_cost_title.size());
+    m_out << m_cost_title;
+    print_blanks(blanks, m_out);
+    print_given_rows(m_costs, m_cost_signs, m_core_solver.get_cost());
+}
+
+template <typename T, typename X> void core_solver_pretty_printer<T, X>::print_given_rows(vector<string> & row, vector<string> & signs, X rst) {
+    for (unsigned col = 0; col < row.size(); col++) {
+        unsigned width = m_column_widths[col];
+        string s = row[col];
+        int number_of_blanks = width - static_cast<unsigned>(s.size());
+        lean_assert(number_of_blanks >= 0);
+        print_blanks(number_of_blanks, m_out);
+        m_out << s << ' ';
+        if (col < row.size() - 1) {
+            m_out << signs[col + 1] << ' ';
+        }
+    }
+    m_out << '=';
+
+    string rs = T_to_string(rst);
+    int nb = m_rs_width - static_cast<int>(rs.size());
+    lean_assert(nb >= 0);
+    print_blanks(nb + 1, m_out);
+    m_out << rs << std::endl;
+}
+
+template <typename T, typename X> void core_solver_pretty_printer<T, X>::print_row(unsigned i){
+    print_blanks(m_title_width + 1, m_out);
+    auto row = m_A[i];
+    auto sign_row = m_signs[i];
+    auto rs = m_rs[i];
+    print_given_rows(row, sign_row, rs);
+}
+}

src/util/lp/core_solver_pretty_printer_instances.cpp

@@ -0,0 +1,15 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include "util/lp/numeric_pair.h"
+#include "util/lp/core_solver_pretty_printer.hpp"
+template lean::core_solver_pretty_printer<double, double>::core_solver_pretty_printer(lean::lp_core_solver_base<double, double> &, std::ostream & out);
+template void lean::core_solver_pretty_printer<double, double>::print();
+template lean::core_solver_pretty_printer<double, double>::~core_solver_pretty_printer();
+template lean::core_solver_pretty_printer<lean::mpq, lean::mpq>::core_solver_pretty_printer(lean::lp_core_solver_base<lean::mpq, lean::mpq> &, std::ostream & out);
+template void lean::core_solver_pretty_printer<lean::mpq, lean::mpq>::print();
+template lean::core_solver_pretty_printer<lean::mpq, lean::mpq>::~core_solver_pretty_printer();
+template lean::core_solver_pretty_printer<lean::mpq, lean::numeric_pair<lean::mpq> >::core_solver_pretty_printer(lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> > &, std::ostream & out);
+template lean::core_solver_pretty_printer<lean::mpq, lean::numeric_pair<lean::mpq> >::~core_solver_pretty_printer();
+template void lean::core_solver_pretty_printer<lean::mpq, lean::numeric_pair<lean::mpq> >::print();

src/util/lp/dense_matrix.h

@@ -0,0 +1,92 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#pragma once
+#ifdef LEAN_DEBUG
+#include "util/vector.h"
+#include "util/lp/matrix.h"
+namespace lean {
+// used for debugging purposes only
+template <typename T, typename X>
+class dense_matrix: public matrix<T, X> {
+public:
+    struct ref {
+        unsigned m_i;
+        dense_matrix & m_s;
+        ref(unsigned i, dense_matrix & s) :m_i(i * s.m_n), m_s(s){}
+        T & operator[] (unsigned j) {
+            return m_s.m_values[m_i + j];
+        }
+        const T & operator[] (unsigned j) const {
+            return m_s.m_v[m_i + j];
+        }
+    };
+    ref operator[] (unsigned i) {
+        return ref(i, *this);
+    }
+    unsigned m_m; // number of rows
+    unsigned m_n; // number of const
+    vector<T> m_values;
+    dense_matrix(unsigned m, unsigned n);
+
+    dense_matrix operator*=(matrix<T, X> const & a) {
+        lean_assert(column_count() == a.row_count());
+        dense_matrix c(row_count(), a.column_count());
+        for (unsigned i = 0; i < row_count(); i++) {
+            for (unsigned j = 0; j < a.column_count(); j++) {
+                T v = numeric_traits<T>::zero();
+                for (unsigned k = 0; k < a.column_count(); k++) {
+                    v += get_elem(i, k) * a(k, j);
+                }
+                c.set_elem(i, j, v);
+            }
+        }
+        *this = c;
+        return *this;
+    }
+
+    dense_matrix & operator=(matrix<T, X> const & other);
+
+    dense_matrix & operator=(dense_matrix const & other);
+
+    dense_matrix(matrix<T, X> const * other);
+    void apply_from_right(T * w);
+
+    void apply_from_right(vector <T> & w);
+
+    T * apply_from_left_with_different_dims(vector<T> &  w);
+    void apply_from_left(vector<T> & w , lp_settings & ) { apply_from_left(w); }
+
+    void apply_from_left(vector<T> & w);
+
+    void apply_from_left(X * w, lp_settings & );
+
+    void apply_from_left_to_X(vector<X> & w, lp_settings & );
+
+    virtual void set_number_of_rows(unsigned /*m*/) {}
+    virtual void set_number_of_columns(unsigned /*n*/) { }
+
+    T get_elem(unsigned i, unsigned j) const { return m_values[i * m_n + j]; }
+
+    unsigned row_count() const { return m_m; }
+    unsigned column_count() const { return m_n; }
+
+    void set_elem(unsigned i, unsigned j, const T& val) {  m_values[i * m_n + j] = val;  }
+
+    // This method pivots row i to row i0 by muliplying row i by
+    //   alpha and adding it to row i0.
+    void pivot_row_to_row(unsigned i, const T& alpha, unsigned i0,
+                          const double & pivot_epsilon);
+
+    void swap_columns(unsigned a, unsigned b);
+
+    void swap_rows(unsigned a, unsigned b);
+
+    void multiply_row_by_constant(unsigned row, T & t);
+
+};
+template <typename T, typename X>
+dense_matrix<T, X> operator* (matrix<T, X> & a, matrix<T, X> & b);
+}
+#endif

src/util/lp/dense_matrix.hpp

@@ -0,0 +1,186 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include "util/lp/lp_settings.h"
+#ifdef LEAN_DEBUG
+#include "util/vector.h"
+#include "util/lp/numeric_pair.h"
+#include "util/lp/dense_matrix.h"
+namespace lean {
+template <typename T> void print_vector(const vector<T> & t, std::ostream & out);
+template <typename T, typename X> dense_matrix<T, X>::dense_matrix(unsigned m, unsigned n) : m_m(m), m_n(n), m_values(m * n, numeric_traits<T>::zero()) {
+}
+
+template <typename T, typename X> dense_matrix<T, X>&
+dense_matrix<T, X>::operator=(matrix<T, X> const & other){
+    if ( this == & other)
+        return *this;
+    m_values = new T[m_m * m_n];
+    for (unsigned i = 0; i < m_m; i ++)
+        for (unsigned j = 0; j < m_n; j++)
+            m_values[i * m_n + j] = other.get_elem(i, j);
+    return *this;
+}
+
+template <typename T, typename X> dense_matrix<T, X>&
+dense_matrix<T, X>::operator=(dense_matrix const & other){
+    if ( this == & other)
+        return *this;
+    m_m = other.m_m;
+    m_n = other.m_n;
+    m_values.resize(m_m * m_n);
+    for (unsigned i = 0; i < m_m; i ++)
+        for (unsigned j = 0; j < m_n; j++)
+            m_values[i * m_n + j] = other.get_elem(i, j);
+    return *this;
+}
+
+template <typename T, typename X> dense_matrix<T, X>::dense_matrix(matrix<T, X> const * other) :
+    m_m(other->row_count()),
+    m_n(other->column_count()) {
+    m_values.resize(m_m*m_n);
+    for (unsigned i = 0; i < m_m; i++)
+        for (unsigned j = 0; j < m_n; j++)
+            m_values[i * m_n + j] = other->get_elem(i, j);
+}
+
+template <typename T, typename X> void dense_matrix<T, X>::apply_from_right(T * w) {
+    T * t = new T[m_m];
+    for (int i = 0; i < m_m; i ++) {
+        T v = numeric_traits<T>::zero();
+        for (int j = 0; j < m_m; j++) {
+            v += w[j]* get_elem(j, i);
+        }
+        t[i] = v;
+    }
+
+    for (int i = 0; i < m_m; i++) {
+        w[i] = t[i];
+    }
+    delete [] t;
+}
+
+template <typename T, typename X> void dense_matrix<T, X>::apply_from_right(vector <T> & w) {
+    vector<T> t(m_m, numeric_traits<T>::zero());
+    for (unsigned i = 0; i < m_m; i ++) {
+        auto & v = t[i];
+        for (unsigned j = 0; j < m_m; j++)
+            v += w[j]* get_elem(j, i);
+    }
+
+    for (unsigned i = 0; i < m_m; i++)
+        w[i] = t[i];
+}
+
+template <typename T, typename X> T* dense_matrix<T, X>::
+apply_from_left_with_different_dims(vector<T> &  w) {
+    T * t = new T[m_m];
+    for (int i = 0; i < m_m; i ++) {
+        T v = numeric_traits<T>::zero();
+        for (int j = 0; j < m_n; j++) {
+            v += w[j]* get_elem(i, j);
+        }
+        t[i] = v;
+    }
+
+    return t;
+}
+
+template <typename T, typename X> void dense_matrix<T, X>::apply_from_left(vector<T> & w) {
+    T * t = new T[m_m];
+    for (unsigned i = 0; i < m_m; i ++) {
+        T v = numeric_traits<T>::zero();
+        for (unsigned j = 0; j < m_m; j++) {
+            v += w[j]* get_elem(i, j);
+        }
+        t[i] = v;
+    }
+
+    for (unsigned i = 0; i < m_m; i ++) {
+        w[i] = t[i];
+    }
+    delete [] t;
+}
+
+template <typename T, typename X> void dense_matrix<T, X>::apply_from_left(X * w, lp_settings & ) {
+    T * t = new T[m_m];
+    for (int i = 0; i < m_m; i ++) {
+        T v = numeric_traits<T>::zero();
+        for (int j = 0; j < m_m; j++) {
+            v += w[j]* get_elem(i, j);
+        }
+        t[i] = v;
+    }
+
+    for (int i = 0; i < m_m; i ++) {
+        w[i] = t[i];
+    }
+    delete [] t;
+}
+
+template <typename T, typename X> void dense_matrix<T, X>::apply_from_left_to_X(vector<X> & w, lp_settings & ) {
+    vector<X> t(m_m);
+    for (int i = 0; i < m_m; i ++) {
+        X v = zero_of_type<X>();
+        for (int j = 0; j < m_m; j++) {
+            v += w[j]* get_elem(i, j);
+        }
+        t[i] = v;
+    }
+
+    for (int i = 0; i < m_m; i ++) {
+        w[i] = t[i];
+    }
+}
+
+// This method pivots row i to row i0 by muliplying row i by
+//   alpha and adding it to row i0.
+template <typename T, typename X> void dense_matrix<T, X>::pivot_row_to_row(unsigned i, const T& alpha, unsigned i0,
+                                                                            const double & pivot_epsilon) {
+    for (unsigned j = 0; j < m_n; j++) {
+        m_values[i0 * m_n + j] += m_values[i * m_n + j] * alpha;
+        if (fabs(m_values[i0 + m_n + j]) < pivot_epsilon) {
+            m_values[i0 + m_n + j] = numeric_traits<T>::zero();;
+        }
+    }
+}
+
+template <typename T, typename X> void dense_matrix<T, X>::swap_columns(unsigned a, unsigned b) {
+    for (unsigned i = 0; i < m_m; i++) {
+        T t = get_elem(i, a);
+        set_elem(i, a, get_elem(i, b));
+        set_elem(i, b, t);
+    }
+}
+
+template <typename T, typename X> void dense_matrix<T, X>::swap_rows(unsigned a, unsigned b) {
+    for (unsigned i = 0; i < m_n; i++) {
+        T t = get_elem(a, i);
+        set_elem(a, i, get_elem(b, i));
+        set_elem(b, i, t);
+    }
+}
+
+template <typename T, typename X> void dense_matrix<T, X>::multiply_row_by_constant(unsigned row, T & t) {
+    for (unsigned i = 0; i < m_n; i++) {
+        set_elem(row, i, t * get_elem(row, i));
+    }
+}
+
+template <typename T, typename X>
+dense_matrix<T, X> operator* (matrix<T, X> & a, matrix<T, X> & b){
+    lean_assert(a.column_count() == b.row_count());
+    dense_matrix<T, X> ret(a.row_count(), b.column_count());
+    for (unsigned i = 0; i < ret.m_m; i++)
+        for (unsigned j = 0; j< ret.m_n; j++) {
+            T v = numeric_traits<T>::zero();
+            for (unsigned k = 0; k < a.column_count(); k ++){
+                v += (a.get_elem(i, k) * b.get_elem(k, j));
+            }
+            ret.set_elem(i, j, v);
+        }
+    return  ret;
+}
+}
+#endif

src/util/lp/dense_matrix_instances.cpp

@@ -0,0 +1,24 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include "util/lp/lp_settings.h"
+#include "util/lp/dense_matrix.hpp"
+#ifdef LEAN_DEBUG
+#include "util/vector.h"
+template lean::dense_matrix<double, double> lean::operator*<double, double>(lean::matrix<double, double>&, lean::matrix<double, double>&);
+template void lean::dense_matrix<double, double>::apply_from_left(vector<double> &);
+template lean::dense_matrix<double, double>::dense_matrix(lean::matrix<double, double> const*);
+template lean::dense_matrix<double, double>::dense_matrix(unsigned int, unsigned int);
+template lean::dense_matrix<double, double>& lean::dense_matrix<double, double>::operator=(lean::dense_matrix<double, double> const&);
+template lean::dense_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::dense_matrix(lean::matrix<lean::mpq, lean::numeric_pair<lean::mpq> > const*);
+template void lean::dense_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::apply_from_left(vector<lean::mpq>&);
+template lean::dense_matrix<lean::mpq, lean::mpq> lean::operator*<lean::mpq, lean::mpq>(lean::matrix<lean::mpq, lean::mpq>&, lean::matrix<lean::mpq, lean::mpq>&);
+template lean::dense_matrix<lean::mpq, lean::mpq> & lean::dense_matrix<lean::mpq, lean::mpq>::operator=(lean::dense_matrix<lean::mpq, lean::mpq> const&);
+template lean::dense_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::dense_matrix(unsigned int, unsigned int);
+template lean::dense_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >& lean::dense_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::operator=(lean::dense_matrix<lean::mpq, lean::numeric_pair<lean::mpq> > const&);
+template lean::dense_matrix<lean::mpq, lean::numeric_pair<lean::mpq> > lean::operator*<lean::mpq, lean::numeric_pair<lean::mpq> >(lean::matrix<lean::mpq, lean::numeric_pair<lean::mpq> >&, lean::matrix<lean::mpq, lean::numeric_pair<lean::mpq> >&);
+template void lean::dense_matrix<lean::mpq, lean::numeric_pair< lean::mpq> >::apply_from_right( vector< lean::mpq> &);
+template void lean::dense_matrix<double,double>::apply_from_right(class vector<double> &);
+template void lean::dense_matrix<lean::mpq, lean::mpq>::apply_from_left(vector<lean::mpq>&);
+#endif

src/util/lp/eta_matrix.h

@@ -0,0 +1,83 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+
+#pragma once
+#include "util/vector.h"
+#include "util/lp/tail_matrix.h"
+#include "util/lp/permutation_matrix.h"
+namespace lean {
+
+// This is the sum of a unit matrix and a one-column matrix
+template <typename T, typename X>
+class eta_matrix
+    : public tail_matrix<T, X> {
+#ifdef LEAN_DEBUG
+    unsigned m_length;
+#endif
+    unsigned m_column_index;
+public:
+    sparse_vector<T> m_column_vector;
+    T m_diagonal_element;
+#ifdef LEAN_DEBUG
+    eta_matrix(unsigned column_index, unsigned length):
+#else
+        eta_matrix(unsigned column_index):
+#endif
+
+#ifdef LEAN_DEBUG
+        m_length(length),
+#endif
+        m_column_index(column_index) {}
+
+    bool is_dense() const { return false; }
+
+    void print(std::ostream & out) {
+        print_matrix(*this, out);
+    }
+
+    bool is_unit() {
+        return m_column_vector.size() == 0 && m_diagonal_element == 1;
+    }
+
+    bool set_diagonal_element(T const & diagonal_element) {
+        m_diagonal_element = diagonal_element;
+        return !lp_settings::is_eps_small_general(diagonal_element, 1e-12);
+    }
+
+    const T & get_diagonal_element() const {
+        return m_diagonal_element;
+    }
+
+    void apply_from_left(vector<X> & w, lp_settings & );
+
+    template <typename L>
+    void apply_from_left_local(indexed_vector<L> & w, lp_settings & settings);
+
+    void apply_from_left_to_T(indexed_vector<T> & w, lp_settings & settings) {
+        apply_from_left_local(w, settings);
+    }
+
+
+    void push_back(unsigned row_index, T val ) {
+        lean_assert(row_index != m_column_index);
+        m_column_vector.push_back(row_index, val);
+    }
+
+    void apply_from_right(vector<T> & w);
+    void apply_from_right(indexed_vector<T> & w);
+
+    T get_elem(unsigned i, unsigned j) const;
+#ifdef LEAN_DEBUG
+    unsigned row_count() const { return m_length; }
+    unsigned column_count() const { return m_length; }
+    void set_number_of_rows(unsigned m) { m_length = m; }
+    void set_number_of_columns(unsigned n) { m_length = n; }
+#endif
+    void divide_by_diagonal_element() {
+        m_column_vector.divide(m_diagonal_element);
+    }
+    void conjugate_by_permutation(permutation_matrix<T, X> & p);
+};
+}

src/util/lp/eta_matrix.hpp

@@ -0,0 +1,136 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+
+#pragma once
+#include "util/vector.h"
+#include "util/lp/eta_matrix.h"
+namespace lean {
+
+// This is the sum of a unit matrix and a one-column matrix
+template <typename T, typename X>
+void eta_matrix<T, X>::apply_from_left(vector<X> & w, lp_settings & ) {
+    auto & w_at_column_index = w[m_column_index];
+    for (auto & it : m_column_vector.m_data) {
+        w[it.first] += w_at_column_index * it.second;
+    }
+    w_at_column_index /= m_diagonal_element;
+}
+template <typename T, typename X>
+template <typename L>
+void eta_matrix<T, X>::
+apply_from_left_local(indexed_vector<L> & w, lp_settings & settings) {
+    const L w_at_column_index = w[m_column_index];
+    if (is_zero(w_at_column_index)) return;
+
+    if (settings.abs_val_is_smaller_than_drop_tolerance(w[m_column_index] /= m_diagonal_element)) {
+        w[m_column_index] = zero_of_type<L>();
+        w.erase_from_index(m_column_index);
+    }
+
+    for (auto & it : m_column_vector.m_data) {
+        unsigned i = it.first;
+        if (is_zero(w[i])) {
+            L v = w[i] = w_at_column_index * it.second;
+            if (settings.abs_val_is_smaller_than_drop_tolerance(v)) {
+                w[i] = zero_of_type<L>();
+                continue;
+            }
+            w.m_index.push_back(i);
+        } else  {
+            L v = w[i] += w_at_column_index * it.second;
+            if (settings.abs_val_is_smaller_than_drop_tolerance(v)) {
+                w[i] = zero_of_type<L>();
+                w.erase_from_index(i);
+            }
+        }
+    }
+}
+template <typename T, typename X>
+void eta_matrix<T, X>::apply_from_right(vector<T> & w) {
+#ifdef LEAN_DEBUG
+    // dense_matrix<T, X> deb(*this);
+    // auto clone_w = clone_vector<T>(w, get_number_of_rows());
+    // deb.apply_from_right(clone_w);
+#endif
+    T t = w[m_column_index] / m_diagonal_element;
+    for (auto & it : m_column_vector.m_data) {
+        t += w[it.first] * it.second;
+    }
+    w[m_column_index] = t;
+#ifdef LEAN_DEBUG
+    // lean_assert(vectors_are_equal<T>(clone_w, w, get_number_of_rows()));
+    // delete clone_w;
+#endif
+}
+template <typename T, typename X>
+void eta_matrix<T, X>::apply_from_right(indexed_vector<T> & w) {
+    if (w.m_index.size() == 0)
+        return;
+#ifdef LEAN_DEBUG
+    // vector<T> wcopy(w.m_data);
+    // apply_from_right(wcopy);
+#endif
+    T & t = w[m_column_index];
+    t /= m_diagonal_element;
+    bool was_in_index = (!numeric_traits<T>::is_zero(t));
+    
+    for (auto & it : m_column_vector.m_data) {
+        t += w[it.first] * it.second;
+    }
+
+    if (numeric_traits<T>::precise() ) {
+        if (!numeric_traits<T>::is_zero(t)) {
+            if (!was_in_index)
+                w.m_index.push_back(m_column_index);
+        } else {
+            if (was_in_index)
+                w.erase_from_index(m_column_index);
+        }
+    } else {
+        if (!lp_settings::is_eps_small_general(t, 1e-14)) {
+            if (!was_in_index)
+                w.m_index.push_back(m_column_index);
+        } else {
+            if (was_in_index)
+                w.erase_from_index(m_column_index);
+            t = zero_of_type<T>();
+        }
+    }
+    
+#ifdef LEAN_DEBUG
+    // lean_assert(w.is_OK());
+    // lean_assert(vectors_are_equal<T>(wcopy, w.m_data));
+#endif
+}
+#ifdef LEAN_DEBUG
+template <typename T, typename X>
+T eta_matrix<T, X>::get_elem(unsigned i, unsigned j) const {
+    if (j == m_column_index){
+        if (i == j) {
+            return 1 / m_diagonal_element;
+        }
+        return m_column_vector[i];
+    }
+
+    return i == j ? numeric_traits<T>::one() : numeric_traits<T>::zero();
+}
+#endif
+template <typename T, typename X>
+void eta_matrix<T, X>::conjugate_by_permutation(permutation_matrix<T, X> & p) {
+    // this = p * this * p(-1)
+#ifdef LEAN_DEBUG
+    // auto rev = p.get_reverse();
+    // auto deb = ((*this) * rev);
+    // deb = p * deb;
+#endif
+    m_column_index = p.get_rev(m_column_index);
+    for (auto & pair : m_column_vector.m_data) {
+        pair.first = p.get_rev(pair.first);
+    }
+#ifdef LEAN_DEBUG
+    // lean_assert(deb == *this);
+#endif
+}
+}

src/util/lp/eta_matrix_instances.cpp

@@ -0,0 +1,28 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include <memory>
+#include "util/vector.h"
+#include "util/lp/numeric_pair.h"
+#include "util/lp/eta_matrix.hpp"
+#ifdef LEAN_DEBUG
+template double lean::eta_matrix<double, double>::get_elem(unsigned int, unsigned int) const;
+template lean::mpq lean::eta_matrix<lean::mpq, lean::mpq>::get_elem(unsigned int, unsigned int) const;
+template lean::mpq lean::eta_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::get_elem(unsigned int, unsigned int) const;
+#endif
+template void lean::eta_matrix<double, double>::apply_from_left(vector<double>&, lean::lp_settings&);
+template void lean::eta_matrix<double, double>::apply_from_right(vector<double>&);
+template void lean::eta_matrix<double, double>::conjugate_by_permutation(lean::permutation_matrix<double, double>&);
+template void lean::eta_matrix<lean::mpq, lean::mpq>::apply_from_left(vector<lean::mpq>&, lean::lp_settings&);
+template void lean::eta_matrix<lean::mpq, lean::mpq>::apply_from_right(vector<lean::mpq>&);
+template void lean::eta_matrix<lean::mpq, lean::mpq>::conjugate_by_permutation(lean::permutation_matrix<lean::mpq, lean::mpq>&);
+template void lean::eta_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::apply_from_left(vector<lean::numeric_pair<lean::mpq> >&, lean::lp_settings&);
+template void lean::eta_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::apply_from_right(vector<lean::mpq>&);
+template void lean::eta_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::conjugate_by_permutation(lean::permutation_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >&);
+template void lean::eta_matrix<double, double>::apply_from_left_local<double>(lean::indexed_vector<double>&, lean::lp_settings&);
+template void lean::eta_matrix<lean::mpq, lean::mpq>::apply_from_left_local<lean::mpq>(lean::indexed_vector<lean::mpq>&, lean::lp_settings&);
+template void lean::eta_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::apply_from_left_local<lean::mpq>(lean::indexed_vector<lean::mpq>&, lean::lp_settings&);
+template void lean::eta_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::apply_from_right(lean::indexed_vector<lean::mpq>&);
+template void lean::eta_matrix<lean::mpq, lean::mpq>::apply_from_right(lean::indexed_vector<lean::mpq>&);
+template void lean::eta_matrix<double, double>::apply_from_right(lean::indexed_vector<double>&);

src/util/lp/hash_helper.h

@@ -0,0 +1,39 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#pragma once
+#include <utility>
+#include <functional>
+#include "util/numerics/mpq.h"
+#ifdef __CLANG__
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wmismatched-tags"
+#endif
+namespace std {
+template<>
+struct hash<lean::mpq> {
+    inline size_t operator()(const lean::mpq & v) const {
+        return v.hash();
+    }
+};
+}
+
+template <class T>
+inline void hash_combine(std::size_t & seed, const T & v) {
+    seed ^= std::hash<T>()(v) + 0x9e3779b9 + (seed << 6) + (seed >> 2);
+}
+
+namespace std {
+template<typename S, typename T> struct hash<pair<S, T>> {
+    inline size_t operator()(const pair<S, T> & v) const {
+        size_t seed = 0;
+        hash_combine(seed, v.first);
+        hash_combine(seed, v.second);
+        return seed;
+    }
+};
+}
+#ifdef __CLANG__
+#pragma clang diagnostic pop
+#endif

src/util/lp/implied_bound.h

@@ -0,0 +1,42 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#pragma once
+#include "util/lp/lp_settings.h"
+#include "util/lp/lar_constraints.h"
+namespace lean {
+struct implied_bound {
+    mpq m_bound;
+    unsigned m_j; // the column for which the bound has been found
+    bool m_is_low_bound;
+    bool m_coeff_before_j_is_pos;
+    unsigned m_row_or_term_index;
+    bool m_strict;
+    
+    lconstraint_kind kind() const {
+        lconstraint_kind k = m_is_low_bound? GE : LE;
+        if (m_strict)
+            k = static_cast<lconstraint_kind>(k / 2);
+        return k;
+    }
+    bool operator==(const implied_bound & o) const {
+        return m_j == o.m_j && m_is_low_bound == o.m_is_low_bound && m_bound == o.m_bound &&
+            m_coeff_before_j_is_pos == o.m_coeff_before_j_is_pos &&
+            m_row_or_term_index == o.m_row_or_term_index && m_strict == o.m_strict;
+    }
+    implied_bound(){}
+    implied_bound(const mpq & a,
+                  unsigned j,
+                  bool low_bound,
+                  bool coeff_before_j_is_pos,
+                  unsigned row_or_term_index,
+                  bool strict):
+        m_bound(a),
+        m_j(j),
+        m_is_low_bound(low_bound),
+        m_coeff_before_j_is_pos(coeff_before_j_is_pos),
+        m_row_or_term_index(row_or_term_index),
+        m_strict(strict) {}
+};
+}

src/util/lp/indexed_value.h

@@ -0,0 +1,55 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#pragma once
+
+namespace lean {
+template <typename T>
+class indexed_value {
+public:
+    T m_value;
+    // the idea is that m_index for a row element gives its column, and for a column element its row
+    unsigned m_index;
+    // m_other point is the offset of the corresponding element in its vector : for a row element it point to the column element offset,
+    // for a column element it points to the row element offset
+    unsigned m_other;
+    indexed_value() {}
+    indexed_value(T v, unsigned i) : m_value(v), m_index(i) {}
+    indexed_value(T v, unsigned i, unsigned other) :
+        m_value(v), m_index(i), m_other(other) {
+    }
+
+    indexed_value(const indexed_value & iv) {
+        m_value = iv.m_value;
+        m_index = iv.m_index;
+        m_other = iv.m_other;
+    }
+
+    indexed_value & operator=(const indexed_value & right_side) {
+        m_value = right_side.m_value;
+        m_index = right_side.m_index;
+        m_other = right_side.m_other;
+        return *this;
+    }
+
+    const T & value() const {
+        return m_value;
+    }
+
+    void set_value(T val) {
+        m_value = val;
+    }
+};
+#ifdef LEAN_DEBUG
+template <typename X>
+bool check_vector_for_small_values(indexed_vector<X> & w, lp_settings & settings) {
+    for (unsigned i : w.m_index) {
+        const X & v = w[i];
+        if ((!is_zero(v)) && settings.abs_val_is_smaller_than_drop_tolerance(v))
+            return false;
+    }
+    return true;
+}
+#endif
+}

src/util/lp/indexed_vector.h

@@ -0,0 +1,169 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+
+#pragma once
+#include "util/vector.h"
+#include "util/debug.h"
+#include <string>
+#include <iomanip>
+#include "util/lp/lp_utils.h"
+#include "util/lp/lp_settings.h"
+#include <unordered_set>
+namespace lean {
+
+template <typename T> void print_vector(const vector<T> & t, std::ostream & out);
+template <typename T> void print_vector(const buffer<T> & t, std::ostream & out);
+template <typename T> void print_sparse_vector(const vector<T> & t, std::ostream & out);
+
+void print_vector(const vector<mpq> & t, std::ostream & out);
+template <typename T>
+class indexed_vector {
+public:
+    // m_index points to non-zero elements of m_data
+    vector<T> m_data;
+    vector<unsigned> m_index;
+    indexed_vector(unsigned data_size) {
+        m_data.resize(data_size, numeric_traits<T>::zero());
+    }
+
+    indexed_vector& operator=(const indexed_vector<T>& y) {
+        for (unsigned i: m_index)
+            m_data[i] = zero_of_type<T>();
+
+        m_index = y.m_index;
+
+        m_data.resize(y.data_size());
+        for (unsigned i : m_index)
+            m_data[i] = y[i];
+        return *this;
+    }
+
+    bool operator==(const indexed_vector<T>& y) const {
+        std::unordered_set<unsigned> y_index;
+        for (unsigned i : y.m_index)
+            y_index.insert(i);
+
+        std::unordered_set<unsigned> this_index;
+        for (unsigned i : m_index)
+            this_index.insert(i);
+
+        for (unsigned i : y.m_index) {
+            if (this_index.find(i) == this_index.end())
+                return false;
+        }
+           
+        for (unsigned i : m_index) {
+            if (y_index.find(i) == y_index.end())
+                return false;
+        }
+
+        return vectors_are_equal(m_data, m_data);
+
+    }
+
+    indexed_vector() {}
+
+    void resize(unsigned data_size);
+    unsigned data_size() const {
+        return m_data.size();
+    }
+
+    unsigned size() {
+        return m_index.size();
+    }
+
+    void set_value(const T& value, unsigned index);
+    void set_value_as_in_dictionary(unsigned index) {
+        lean_assert(index < m_data.size());
+        T & loc = m_data[index];
+        if (is_zero(loc)) {
+            m_index.push_back(index);
+            loc = one_of_type<T>(); // use as a characteristic function
+        } 
+    }
+    
+
+    void clear();
+    void clear_all();
+    const T& operator[] (unsigned i) const {
+        return m_data[i];
+    }
+
+    T& operator[] (unsigned i)  {
+        return m_data[i];
+    }
+
+    void clean_up() {
+#if 0==1
+        for (unsigned k = 0; k < m_index.size(); k++) {
+            unsigned i = m_index[k];
+            T & v = m_data[i];
+            if (lp_settings::is_eps_small_general(v, 1e-14)) {
+                v = zero_of_type<T>();
+                m_index.erase(m_index.begin() + k--);
+            }
+        }
+#endif
+       vector<unsigned> index_copy;
+       for (unsigned i : m_index) {
+           T & v = m_data[i];
+           if (!lp_settings::is_eps_small_general(v, 1e-14)) {
+               index_copy.push_back(i);
+           } else if (!numeric_traits<T>::is_zero(v)) {
+               v = zero_of_type<T>();
+           }
+       }
+       m_index = index_copy;
+    }
+
+    
+    void erase_from_index(unsigned j);
+
+    void add_value_at_index_with_drop_tolerance(unsigned j, const T& val_to_add) {
+        T & v = m_data[j];
+        bool was_zero = is_zero(v);
+        v += val_to_add;
+        if (lp_settings::is_eps_small_general(v, 1e-14)) {
+            v = zero_of_type<T>();
+            if (!was_zero) {
+                erase_from_index(j);
+            }
+        } else {
+            if (was_zero)
+                m_index.push_back(j);
+        }
+    }
+
+    void add_value_at_index(unsigned j, const T& val_to_add) {
+        T & v = m_data[j];
+        bool was_zero = is_zero(v);
+        v += val_to_add;
+        if (is_zero(v)) {
+            if (!was_zero)
+                erase_from_index(j);
+        } else {
+            if (was_zero)
+                m_index.push_back(j);
+        }
+    }
+
+    void restore_index_and_clean_from_data() {
+        m_index.resize(0);
+        for (unsigned i = 0; i < m_data.size(); i++) {
+            T & v = m_data[i];
+            if (lp_settings::is_eps_small_general(v, 1e-14)) {
+                v = zero_of_type<T>();
+            } else {
+                m_index.push_back(i);
+            }
+        }
+    }
+    
+#ifdef LEAN_DEBUG
+    bool is_OK() const;
+    void print(std::ostream & out);
+#endif
+};
+}

src/util/lp/indexed_vector.hpp

@@ -0,0 +1,110 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include "util/vector.h"
+#include "util/lp/indexed_vector.h"
+#include "util/lp/lp_settings.h"
+namespace lean {
+
+template <typename T>
+void print_vector(const vector<T> & t, std::ostream & out) {
+    for (unsigned i = 0; i < t.size(); i++)
+        out << t[i] << " ";
+    out << std::endl;
+}
+
+
+template <typename T>
+void print_vector(const buffer<T> & t, std::ostream & out) {
+    for (unsigned i = 0; i < t.size(); i++)
+        out << t[i] << " ";
+    out << std::endl;
+}
+
+template <typename T>
+void print_sparse_vector(const vector<T> & t, std::ostream & out) {
+    for (unsigned i = 0; i < t.size(); i++) {
+        if (is_zero(t[i]))continue;
+        out << "[" << i << "] = " << t[i] << ", ";
+    }
+    out << std::endl;
+}
+
+void print_vector(const vector<mpq> & t, std::ostream & out) {
+    for (unsigned i = 0; i < t.size(); i++)
+        out << t[i].get_double() << std::setprecision(3) << " ";
+    out << std::endl;
+}
+
+template <typename T>
+void indexed_vector<T>::resize(unsigned data_size) {
+    clear();
+    m_data.resize(data_size, numeric_traits<T>::zero());
+    lean_assert(is_OK());
+}
+
+template <typename T>
+void indexed_vector<T>::set_value(const T& value, unsigned index) {
+    m_data[index] = value;
+    lean_assert(std::find(m_index.begin(), m_index.end(), index) == m_index.end());
+    m_index.push_back(index);
+}
+
+template <typename T>
+void indexed_vector<T>::clear() {
+    for (unsigned i : m_index)
+        m_data[i] = numeric_traits<T>::zero();
+    m_index.resize(0);
+}
+template <typename T>
+void indexed_vector<T>::clear_all() {
+    unsigned i = m_data.size();
+    while (i--)  m_data[i] = numeric_traits<T>::zero();
+    m_index.resize(0);
+}
+template <typename T>
+void indexed_vector<T>::erase_from_index(unsigned j) {
+    auto it = std::find(m_index.begin(), m_index.end(), j);
+    if (it != m_index.end())
+        m_index.erase(it);
+}
+
+#ifdef LEAN_DEBUG
+template <typename T>
+bool indexed_vector<T>::is_OK() const {
+    return true;
+    const double drop_eps = 1e-14;
+    for (unsigned i = 0; i < m_data.size(); i++) {
+        if (!is_zero(m_data[i]) && lp_settings::is_eps_small_general(m_data[i], drop_eps)) {
+            return false;
+        }
+        if (lp_settings::is_eps_small_general(m_data[i], drop_eps) != (std::find(m_index.begin(), m_index.end(), i) == m_index.end())) {
+            return false;
+        }
+    }
+
+    std::unordered_set<unsigned> s;
+    for (unsigned i : m_index) {
+        //no duplicates!!!
+        if (s.find(i) != s.end())
+            return false;
+        s.insert(i);
+        if (i >= m_data.size())
+            return false;
+    }
+
+    return true;
+}
+template <typename T>
+void indexed_vector<T>::print(std::ostream & out) {
+    out << "m_index " << std::endl;
+    for (unsigned i = 0; i < m_index.size(); i++) {
+        out << m_index[i] << " ";
+    }
+    out << std::endl;
+    print_vector(m_data, out);
+}
+#endif
+
+}

src/util/lp/indexed_vector_instances.cpp

@@ -0,0 +1,36 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include "util/vector.h"
+#include "util/lp/indexed_vector.hpp"
+namespace lean {
+template void indexed_vector<double>::clear();
+template void indexed_vector<double>::clear_all();
+template void indexed_vector<double>::erase_from_index(unsigned int);
+template void indexed_vector<double>::set_value(const double&, unsigned int);
+template void indexed_vector<mpq>::clear();
+template void indexed_vector<unsigned>::clear();
+template void indexed_vector<mpq>::clear_all();
+template void indexed_vector<mpq>::erase_from_index(unsigned int);
+template void indexed_vector<mpq>::resize(unsigned int);
+template void indexed_vector<unsigned>::resize(unsigned int);
+template void indexed_vector<mpq>::set_value(const mpq&, unsigned int);
+template void indexed_vector<unsigned>::set_value(const unsigned&, unsigned int);
+#ifdef LEAN_DEBUG
+template bool indexed_vector<double>::is_OK() const;
+template bool indexed_vector<mpq>::is_OK() const;
+template bool indexed_vector<lean::numeric_pair<mpq> >::is_OK() const;
+template void lean::indexed_vector< lean::mpq>::print(std::basic_ostream<char,struct std::char_traits<char> > &);
+template void lean::indexed_vector<double>::print(std::basic_ostream<char,struct std::char_traits<char> > &);
+template void lean::indexed_vector<lean::numeric_pair<lean::mpq> >::print(std::ostream&);
+#endif
+}
+template void lean::print_vector<double>(vector<double> const&, std::ostream&);
+template void lean::print_vector<unsigned int>(vector<unsigned int> const&, std::ostream&);
+template void lean::print_vector<std::string>(vector<std::string> const&, std::ostream&);
+template void lean::print_vector<lean::numeric_pair<lean::mpq> >(vector<lean::numeric_pair<lean::mpq>> const&, std::ostream&);
+template void lean::indexed_vector<double>::resize(unsigned int);
+template void lean::print_vector< lean::mpq>(vector< lean::mpq> const &, std::basic_ostream<char, std::char_traits<char> > &);
+template void lean::print_vector<std::pair<lean::mpq, unsigned int> >(vector<std::pair<lean::mpq, unsigned int>> const&, std::ostream&);
+template void lean::indexed_vector<lean::numeric_pair<lean::mpq> >::erase_from_index(unsigned int);

src/util/lp/int_set.h

@@ -0,0 +1,66 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#pragma once
+#include "util/vector.h"
+#include "util/lp/indexed_vector.h"
+#include <ostream>
+namespace lean {
+// serves at a set of non-negative integers smaller than the set size
+class int_set {
+    vector<int> m_data;
+public:
+    vector<int> m_index;
+    int_set(unsigned size): m_data(size, -1) {}
+    int_set() {}
+    bool contains(unsigned j) const {
+        if (j >= m_data.size())
+            return false;
+        return m_data[j] >= 0;
+    }
+    void insert(unsigned j) {
+        lean_assert(j < m_data.size());
+        if (contains(j)) return;
+        m_data[j] = m_index.size();
+        m_index.push_back(j);
+    }
+    void erase(unsigned j) {
+        if (!contains(j)) return;
+        unsigned pos_j = m_data[j];
+        unsigned last_pos = m_index.size() - 1;
+        int last_j = m_index[last_pos];
+        if (last_pos != pos_j) {
+            // move last to j spot
+            m_data[last_j] = pos_j;
+            m_index[pos_j] = last_j;
+        }
+        m_index.pop_back();
+        m_data[j] = -1;
+    }
+
+    void resize(unsigned size) {
+        m_data.resize(size, -1);
+    }
+
+    void increase_size_by_one() {
+        resize(m_data.size() + 1);
+    }
+
+    unsigned data_size() const {  return m_data.size(); }
+    unsigned size() const { return m_index.size();}
+    bool is_empty() const { return size() == 0; }
+    void clear() {
+        for (unsigned j : m_index)
+            m_data[j] = -1;
+        m_index.resize(0);
+    }
+    void print(std::ostream & out ) const {
+        for (unsigned j : m_index) {
+            out << j << " ";
+        }
+        out << std::endl;
+    }
+    
+};
+}

src/util/lp/iterator_on_column.h

@@ -0,0 +1,50 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#pragma once
+#include "util/lp/linear_combination_iterator.h"
+#include "util/lp/static_matrix.h"
+#include "util/lp/lar_term.h"
+namespace lean {
+template <typename T, typename X>
+struct iterator_on_column:linear_combination_iterator<T> {
+    const vector<column_cell>& m_column; // the offset in term coeffs
+    const static_matrix<T, X> & m_A;
+    int m_i = -1; // the initial offset in the column
+    unsigned size() const { return m_column.size(); }
+    iterator_on_column(const vector<column_cell>& column, const static_matrix<T,X> & A) // the offset in term coeffs
+        :
+        m_column(column),
+        m_A(A),
+        m_i(-1) {}
+    
+    bool next(mpq & a, unsigned & i) {
+        if (++m_i >= static_cast<int>(m_column.size()))
+            return false;
+
+        const column_cell& c = m_column[m_i];
+        a = m_A.get_val(c);
+        i = c.m_i;
+        return true;
+    }
+
+    bool next(unsigned & i) {
+        if (++m_i >= static_cast<int>(m_column.size()))
+            return false;
+
+        const column_cell& c = m_column[m_i];
+        i = c.m_i;
+        return true;
+    }
+    
+    void reset() {
+        m_i = -1;
+    }
+
+    linear_combination_iterator<mpq> * clone() {
+        iterator_on_column * r = new iterator_on_column(m_column, m_A);
+        return r;
+    }
+};
+}

src/util/lp/iterator_on_indexed_vector.h

@@ -0,0 +1,35 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#pragma once
+#include "util/lp/linear_combination_iterator.h"
+namespace lean {
+template <typename T>
+struct iterator_on_indexed_vector:linear_combination_iterator<T> {
+    const indexed_vector<T> & m_v;
+    unsigned m_offset = 0;
+    iterator_on_indexed_vector(const indexed_vector<T> & v) : m_v(v){}
+    unsigned size() const { return m_v.m_index.size(); }
+    bool next(T & a, unsigned & i) {
+        if (m_offset >= m_v.m_index.size())
+            return false;
+        i = m_v.m_index[m_offset++];
+        a = m_v.m_data[i];
+        return true;
+    }
+    
+    bool next(unsigned & i) {
+        if (m_offset >= m_v.m_index.size())
+            return false;
+        i = m_v.m_index[m_offset++];
+        return true;
+    }
+    void reset() {
+        m_offset = 0;
+    }
+    linear_combination_iterator<T>* clone() {
+        return new iterator_on_indexed_vector(m_v);
+    }
+};
+}

src/util/lp/iterator_on_pivot_row.h

@@ -0,0 +1,42 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#pragma once
+#include "util/lp/iterator_on_indexed_vector.h"
+namespace lean {
+template <typename T>
+struct iterator_on_pivot_row:linear_combination_iterator<T> {
+    bool m_basis_returned = false;
+    const indexed_vector<T> & m_v;
+    unsigned m_basis_j;
+    iterator_on_indexed_vector<T> m_it;
+    unsigned size() const { return m_it.size(); }
+    iterator_on_pivot_row(const indexed_vector<T> & v, unsigned basis_j) : m_v(v), m_basis_j(basis_j), m_it(v) {}
+    bool next(T & a, unsigned & i) {
+        if (m_basis_returned == false) {
+            m_basis_returned = true;
+            a = one_of_type<T>();
+            i = m_basis_j;
+            return true;
+        }
+        return m_it.next(a, i);
+    }
+    bool next(unsigned & i) {
+        if (m_basis_returned == false) {
+            m_basis_returned = true;
+            i = m_basis_j;
+            return true;
+        }
+        return m_it.next(i);
+    }
+    void reset() {
+        m_basis_returned = false;
+        m_it.reset();
+    }
+    linear_combination_iterator<T> * clone() {
+        iterator_on_pivot_row * r = new iterator_on_pivot_row(m_v, m_basis_j);
+        return r;
+    }
+};
+}

src/util/lp/iterator_on_row.h

@@ -0,0 +1,37 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#pragma once
+#include "util/lp/linear_combination_iterator.h"
+namespace lean {
+template <typename T>
+struct iterator_on_row:linear_combination_iterator<T> {
+    const vector<row_cell<T>> & m_row;
+    unsigned m_i= 0; // offset
+    iterator_on_row(const vector<row_cell<T>> & row) : m_row(row)
+    {}
+    unsigned size() const { return m_row.size(); }
+    bool next(T & a, unsigned & i) {
+        if (m_i == m_row.size())
+            return false;
+        auto &c = m_row[m_i++];
+        i = c.m_j;
+        a = c.get_val();
+        return true;
+    }
+    bool next(unsigned & i) {
+        if (m_i == m_row.size())
+            return false;
+        auto &c = m_row[m_i++];
+        i = c.m_j;
+        return true;
+    }
+    void reset() {
+        m_i = 0;
+    }
+    linear_combination_iterator<T>* clone() {
+        return new iterator_on_row(m_row);
+    }
+};
+}

src/util/lp/iterator_on_term_with_basis_var.h

@@ -0,0 +1,56 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#pragma once
+#include "util/lp/linear_combination_iterator.h"
+#include "util/lp/numeric_pair.h"
+#include "util/lp/lar_term.h"
+namespace lean {
+struct iterator_on_term_with_basis_var:linear_combination_iterator<mpq> {
+    std::unordered_map<unsigned, mpq>::const_iterator m_i; // the offset in term coeffs
+    bool m_term_j_returned = false;
+    const lar_term & m_term;
+    unsigned m_term_j;
+    unsigned size() const {return static_cast<unsigned>(m_term.m_coeffs.size() + 1);}
+    iterator_on_term_with_basis_var(const lar_term & t, unsigned term_j) :
+        m_i(t.m_coeffs.begin()),
+        m_term(t),
+        m_term_j(term_j) {}
+
+    bool next(mpq & a, unsigned & i) {
+        if (m_term_j_returned == false) {
+            m_term_j_returned = true;
+            a = - one_of_type<mpq>();
+            i = m_term_j;
+            return true;
+        }
+        if (m_i == m_term.m_coeffs.end())
+            return false;
+        i = m_i->first;
+        a = m_i->second;
+        m_i++;
+        return true;
+    }
+    bool next(unsigned & i) {
+        if (m_term_j_returned == false) {
+            m_term_j_returned = true;
+            i = m_term_j;
+            return true;
+        }
+        if (m_i == m_term.m_coeffs.end())
+            return false;
+        i = m_i->first;
+        m_i++;
+        return true;
+    }
+    void reset() {
+        m_term_j_returned = false;
+        m_i = m_term.m_coeffs.begin();
+    }
+    linear_combination_iterator<mpq> * clone() {
+        iterator_on_term_with_basis_var * r = new iterator_on_term_with_basis_var(m_term, m_term_j);
+        return r;
+    }
+};
+}

src/util/lp/lar_constraints.h

@@ -0,0 +1,86 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+
+#pragma once
+#include "util/vector.h"
+#include <utility>
+#include <unordered_map>
+#include <string>
+#include <algorithm>
+#include "util/lp/lp_utils.h"
+#include "util/lp/ul_pair.h"
+#include "util/lp/lar_term.h"
+namespace lean {
+inline lconstraint_kind flip_kind(lconstraint_kind t) {
+    return static_cast<lconstraint_kind>( - static_cast<int>(t));
+}
+
+inline std::string lconstraint_kind_string(lconstraint_kind t) {
+    switch (t) {
+    case LE: return std::string("<=");
+    case LT: return std::string("<");
+    case GE: return std::string(">=");
+    case GT: return std::string(">");
+    case EQ: return std::string("=");
+    }
+    lean_unreachable();
+    return std::string(); // it is unreachable
+}
+
+class lar_base_constraint {
+public:
+    lconstraint_kind m_kind;
+    mpq m_right_side;
+    virtual vector<std::pair<mpq, var_index>> get_left_side_coefficients() const = 0;
+    lar_base_constraint() {}
+    lar_base_constraint(lconstraint_kind kind, const mpq& right_side) :m_kind(kind), m_right_side(right_side) {}
+
+    virtual unsigned size() const = 0;
+    virtual ~lar_base_constraint(){}
+    virtual mpq get_free_coeff_of_left_side() const { return zero_of_type<mpq>();}
+};
+
+struct lar_var_constraint: public lar_base_constraint {
+    unsigned m_j;
+    vector<std::pair<mpq, var_index>> get_left_side_coefficients() const {
+        vector<std::pair<mpq, var_index>> ret;
+        ret.push_back(std::make_pair(one_of_type<mpq>(), m_j));
+        return ret;
+    }
+    unsigned size() const { return 1;}
+    lar_var_constraint(unsigned j, lconstraint_kind kind, const mpq& right_side) : lar_base_constraint(kind, right_side), m_j(j) { }
+};
+
+
+struct lar_term_constraint: public lar_base_constraint {
+    const lar_term * m_term;
+    vector<std::pair<mpq, var_index>> get_left_side_coefficients() const {
+        return m_term->coeffs_as_vector();
+    }
+    unsigned size() const { return m_term->size();}
+    lar_term_constraint(const lar_term *t, lconstraint_kind kind, const mpq& right_side) : lar_base_constraint(kind, right_side), m_term(t) { }
+    virtual mpq get_free_coeff_of_left_side() const { return m_term->m_v;}
+
+};
+
+
+class lar_constraint : public lar_base_constraint {
+public:
+    vector<std::pair<mpq, var_index>> m_coeffs;
+    lar_constraint() {} 
+    lar_constraint(const vector<std::pair<mpq, var_index>> & left_side, lconstraint_kind kind, const mpq & right_side)
+        :  lar_base_constraint(kind, right_side), m_coeffs(left_side) {}
+    
+    lar_constraint(const lar_base_constraint & c) {
+        lean_assert(false); // should not be called : todo!
+    }
+
+    unsigned size() const {
+        return static_cast<unsigned>(m_coeffs.size());
+    }
+
+    vector<std::pair<mpq, var_index>> get_left_side_coefficients() const { return m_coeffs; }
+};
+}

src/util/lp/lar_core_solver.h

@@ -0,0 +1,802 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#pragma once
+#include "util/vector.h"
+#include <string>
+#include <utility>
+#include "util/lp/lp_core_solver_base.h"
+#include <algorithm>
+#include "util/lp/indexed_vector.h"
+#include "util/lp/binary_heap_priority_queue.h"
+#include "util/lp/breakpoint.h"
+#include "util/lp/stacked_unordered_set.h"
+#include "util/lp/lp_primal_core_solver.h"
+#include "util/lp/stacked_vector.h"
+#include "util/lp/lar_solution_signature.h"
+#include "util/lp/iterator_on_column.h"
+#include "util/lp/iterator_on_indexed_vector.h"
+#include "util/lp/stacked_value.h"
+namespace lean {
+
+class lar_core_solver  {
+    // m_sign_of_entering is set to 1 if the entering variable needs
+    // to grow and is set to -1  otherwise
+    int m_sign_of_entering_delta;
+    vector<std::pair<mpq, unsigned>> m_infeasible_linear_combination;
+    int m_infeasible_sum_sign = 0; // todo: get rid of this field
+    vector<numeric_pair<mpq>> m_right_sides_dummy;
+    vector<mpq> m_costs_dummy;
+    vector<double> m_d_right_sides_dummy;
+    vector<double> m_d_costs_dummy;
+public:
+    stacked_value<simplex_strategy_enum> m_stacked_simplex_strategy;
+    stacked_vector<column_type> m_column_types;
+    // r - solver fields, for rational numbers
+    vector<numeric_pair<mpq>> m_r_x; // the solution
+    stacked_vector<numeric_pair<mpq>> m_r_low_bounds;
+    stacked_vector<numeric_pair<mpq>> m_r_upper_bounds;
+    static_matrix<mpq, numeric_pair<mpq>> m_r_A;
+    stacked_vector<unsigned> m_r_pushed_basis;
+    vector<unsigned> m_r_basis;
+    vector<unsigned> m_r_nbasis;
+    vector<int> m_r_heading;
+    stacked_vector<unsigned> m_r_columns_nz;
+    stacked_vector<unsigned> m_r_rows_nz;
+    
+    // d - solver fields, for doubles
+    vector<double> m_d_x; // the solution in doubles
+    vector<double> m_d_low_bounds;
+    vector<double> m_d_upper_bounds;
+    static_matrix<double, double> m_d_A;
+    stacked_vector<unsigned> m_d_pushed_basis;
+    vector<unsigned> m_d_basis;
+    vector<unsigned> m_d_nbasis;
+    vector<int> m_d_heading;
+
+
+    lp_primal_core_solver<mpq, numeric_pair<mpq>> m_r_solver; // solver in rational numbers
+
+    lp_primal_core_solver<double, double> m_d_solver; // solver in doubles
+    
+    lar_core_solver(
+                    lp_settings & settings,
+                    const column_namer & column_names
+                    );
+
+    lp_settings & settings() { return m_r_solver.m_settings;}
+    const lp_settings & settings() const { return m_r_solver.m_settings;}
+    
+    int get_infeasible_sum_sign() const { return m_infeasible_sum_sign;   }
+
+    const vector<std::pair<mpq, unsigned>> & get_infeasibility_info(int & inf_sign) const {
+        inf_sign = m_infeasible_sum_sign;
+        return m_infeasible_linear_combination;
+    }
+
+    void fill_not_improvable_zero_sum_from_inf_row();
+    
+    column_type get_column_type(unsigned j) { return m_column_types[j];}
+    
+    void init_costs(bool first_time);
+
+    void init_cost_for_column(unsigned j);
+
+    // returns m_sign_of_alpha_r
+    int column_is_out_of_bounds(unsigned j);
+
+    void calculate_pivot_row(unsigned i);
+
+    void print_pivot_row(std::ostream & out, unsigned row_index) const  { // remove later debug !!!!
+        for (unsigned j : m_r_solver.m_pivot_row.m_index) {
+            if (numeric_traits<mpq>::is_pos(m_r_solver.m_pivot_row.m_data[j]))
+                out << "+";
+            out << m_r_solver.m_pivot_row.m_data[j] << m_r_solver.column_name(j) << " ";
+        }
+        
+        out << " +" << m_r_solver.column_name(m_r_solver.m_basis[row_index]) << std::endl;
+        
+        for (unsigned j : m_r_solver.m_pivot_row.m_index) {
+            m_r_solver.print_column_bound_info(j, out);
+        }
+        m_r_solver.print_column_bound_info(m_r_solver.m_basis[row_index], out);
+        
+    }
+    
+
+    void advance_on_sorted_breakpoints(unsigned entering);
+
+    void change_slope_on_breakpoint(unsigned entering, breakpoint<numeric_pair<mpq>> * b, mpq & slope_at_entering);
+
+    bool row_is_infeasible(unsigned row);
+
+    bool row_is_evidence(unsigned row);
+
+    bool find_evidence_row();
+
+    void prefix_r();
+
+    void prefix_d();
+
+    unsigned m_m() const {
+        return m_r_A.row_count();
+    }
+
+    unsigned m_n() const {
+        return m_r_A.column_count();
+    }
+    
+    bool is_tiny() const { return this->m_m() < 10 && this->m_n() < 20; }
+
+    bool is_empty() const { return this->m_m() == 0 && this->m_n() == 0; }
+
+    template <typename L>
+    int get_sign(const L & v) {
+        return v > zero_of_type<L>() ? 1 : (v < zero_of_type<L>() ? -1 : 0);
+    }
+
+
+
+    void fill_evidence(unsigned row);
+
+
+
+    void solve();
+
+    bool low_bounds_are_set() const { return true; }
+
+    const indexed_vector<mpq> & get_pivot_row() const {
+        return m_r_solver.m_pivot_row;
+    }
+    
+    void fill_not_improvable_zero_sum();
+
+    void pop_basis(unsigned k) {
+        if (!settings().use_tableau()) {
+            m_r_pushed_basis.pop(k);        
+            m_r_basis = m_r_pushed_basis();
+            m_r_solver.init_basis_heading_and_non_basic_columns_vector();
+            m_d_pushed_basis.pop(k);
+            m_d_basis = m_d_pushed_basis();
+            m_d_solver.init_basis_heading_and_non_basic_columns_vector();
+        } else {
+            m_d_basis = m_r_basis;
+            m_d_nbasis = m_r_nbasis;
+            m_d_heading = m_r_heading;
+        }
+    }
+
+    void push() {
+        lean_assert(m_r_solver.basis_heading_is_correct());
+        lean_assert(!need_to_presolve_with_double_solver() || m_d_solver.basis_heading_is_correct());
+        lean_assert(m_column_types.size() == m_r_A.column_count());
+        m_stacked_simplex_strategy = settings().simplex_strategy();
+        m_stacked_simplex_strategy.push();
+        m_column_types.push();
+        // rational
+        if (!settings().use_tableau()) 
+            m_r_A.push();
+        m_r_low_bounds.push();
+        m_r_upper_bounds.push();
+        if (!settings().use_tableau()) {
+            push_vector(m_r_pushed_basis, m_r_basis);
+            push_vector(m_r_columns_nz, m_r_solver.m_columns_nz);
+            push_vector(m_r_rows_nz, m_r_solver.m_rows_nz);
+        }
+        
+        m_d_A.push();
+        if (!settings().use_tableau())
+            push_vector(m_d_pushed_basis, m_d_basis);
+    }
+
+    template <typename K> 
+    void push_vector(stacked_vector<K> & pushed_vector, const vector<K> & vector) {
+        lean_assert(pushed_vector.size() <= vector.size());
+        for (unsigned i = 0; i < vector.size();i++) {
+            if (i == pushed_vector.size()) {
+                pushed_vector.push_back(vector[i]);
+            } else {
+                pushed_vector[i] = vector[i];
+            }
+        }
+        pushed_vector.push();
+    }
+
+    void pop_markowitz_counts(unsigned k) {
+        m_r_columns_nz.pop(k);
+        m_r_rows_nz.pop(k);
+        m_r_solver.m_columns_nz.resize(m_r_columns_nz.size());
+        m_r_solver.m_rows_nz.resize(m_r_rows_nz.size());
+        for (unsigned i = 0; i < m_r_columns_nz.size(); i++)
+            m_r_solver.m_columns_nz[i] = m_r_columns_nz[i];
+        for (unsigned i = 0; i < m_r_rows_nz.size(); i++)
+            m_r_solver.m_rows_nz[i] = m_r_rows_nz[i];
+    }
+
+    
+    void pop(unsigned k) {
+        m_stacked_simplex_strategy.pop(k);
+        bool use_tableau = m_stacked_simplex_strategy() != simplex_strategy_enum::no_tableau;
+        // rationals
+        if (!settings().use_tableau()) 
+            m_r_A.pop(k);
+        m_r_low_bounds.pop(k);
+        m_r_upper_bounds.pop(k);
+        m_column_types.pop(k);
+        
+        if (m_r_solver.m_factorization != nullptr) {
+            delete m_r_solver.m_factorization;
+            m_r_solver.m_factorization = nullptr;
+        }
+        m_r_x.resize(m_r_A.column_count());
+        m_r_solver.m_costs.resize(m_r_A.column_count());
+        m_r_solver.m_d.resize(m_r_A.column_count());
+        if(!use_tableau)
+            pop_markowitz_counts(k);
+        m_d_A.pop(k);
+        if (m_d_solver.m_factorization != nullptr) {
+            delete m_d_solver.m_factorization;
+            m_d_solver.m_factorization = nullptr;
+        }
+        
+        m_d_x.resize(m_d_A.column_count());
+        pop_basis(k);
+
+        lean_assert(m_r_solver.basis_heading_is_correct());
+        lean_assert(!need_to_presolve_with_double_solver() || m_d_solver.basis_heading_is_correct());
+    }
+
+    bool need_to_presolve_with_double_solver() const {
+        return settings().presolve_with_double_solver_for_lar && !settings().use_tableau();
+    }
+
+    template <typename L>
+    bool is_zero_vector(const vector<L> & b) {
+        for (const L & m: b)
+            if (!is_zero(m)) return false;
+        return true;
+    }
+
+
+    bool update_xj_and_get_delta(unsigned j, non_basic_column_value_position pos_type, numeric_pair<mpq> & delta) {
+        auto & x = m_r_x[j];
+        switch (pos_type) {
+        case at_low_bound:
+            if (x == m_r_solver.m_low_bounds[j])
+                return false;
+            delta = m_r_solver.m_low_bounds[j] - x;
+            m_r_solver.m_x[j] = m_r_solver.m_low_bounds[j];
+            break;
+        case at_fixed:
+        case at_upper_bound:
+            if (x == m_r_solver.m_upper_bounds[j])
+                return false;
+            delta = m_r_solver.m_upper_bounds[j] - x;
+            x = m_r_solver.m_upper_bounds[j];
+            break;
+        case free_of_bounds: {
+            return false;
+        }
+        case not_at_bound:
+            switch (m_column_types[j]) {
+            case column_type::free_column:
+                return false;
+            case column_type::upper_bound:
+                delta = m_r_solver.m_upper_bounds[j] - x;
+                x = m_r_solver.m_upper_bounds[j];
+                break;
+            case column_type::low_bound:
+                delta = m_r_solver.m_low_bounds[j] - x;
+                x = m_r_solver.m_low_bounds[j];
+                break;
+            case column_type::boxed:
+                if (x > m_r_solver.m_upper_bounds[j]) {
+                    delta = m_r_solver.m_upper_bounds[j] - x;
+                    x += m_r_solver.m_upper_bounds[j];
+                } else {
+                    delta = m_r_solver.m_low_bounds[j] - x;
+                    x = m_r_solver.m_low_bounds[j];
+                }
+                break;
+            case column_type::fixed:
+                delta = m_r_solver.m_low_bounds[j] - x;
+                x = m_r_solver.m_low_bounds[j];
+                break;
+
+            default:
+                lean_assert(false);
+            }
+            break;
+        default:
+            lean_unreachable();
+        }
+        m_r_solver.remove_column_from_inf_set(j);
+        return true;
+    }
+
+    
+    
+    void prepare_solver_x_with_signature_tableau(const lar_solution_signature & signature) {
+        lean_assert(m_r_solver.inf_set_is_correct());
+        for (auto &t : signature) {
+            unsigned j = t.first;
+            if (m_r_heading[j] >= 0)
+                continue;
+            auto pos_type = t.second;
+            numeric_pair<mpq> delta;
+            if (!update_xj_and_get_delta(j, pos_type, delta))
+                continue;
+            for (const auto & cc : m_r_solver.m_A.m_columns[j]){
+                unsigned i = cc.m_i;
+                unsigned jb = m_r_solver.m_basis[i];
+                m_r_solver.m_x[jb] -= delta * m_r_solver.m_A.get_val(cc);
+                m_r_solver.update_column_in_inf_set(jb);
+            }
+            lean_assert(m_r_solver.A_mult_x_is_off() == false);
+        }
+        lean_assert(m_r_solver.inf_set_is_correct());
+    }
+
+    
+    template <typename L, typename K>
+    void prepare_solver_x_with_signature(const lar_solution_signature & signature, lp_primal_core_solver<L,K> & s) {
+        for (auto &t : signature) {
+            unsigned j = t.first;
+            lean_assert(m_r_heading[j] < 0);
+            auto pos_type = t.second;
+            switch (pos_type) {
+            case at_low_bound:
+                s.m_x[j] = s.m_low_bounds[j];
+                break;
+            case at_fixed:
+            case at_upper_bound:
+                s.m_x[j] = s.m_upper_bounds[j];
+                break;
+            case free_of_bounds: {
+                s.m_x[j] = zero_of_type<K>();
+                continue;
+            }
+            case not_at_bound:
+                  switch (m_column_types[j]) {
+                  case column_type::free_column:
+                      lean_assert(false); // unreachable
+                  case column_type::upper_bound:
+                      s.m_x[j] = s.m_upper_bounds[j];
+                      break;
+                  case column_type::low_bound:
+                      s.m_x[j] = s.m_low_bounds[j];
+                      break;
+                  case column_type::boxed:
+                      if (my_random() % 2) {
+                          s.m_x[j] = s.m_low_bounds[j];
+                      } else {
+                          s.m_x[j] = s.m_upper_bounds[j];
+                      }
+                      break;
+                  case column_type::fixed:
+                      s.m_x[j] = s.m_low_bounds[j];
+                      break;
+                  default:
+                      lean_assert(false);
+                  }
+                  break;
+            default:
+                lean_unreachable();
+            }
+        }
+
+        lean_assert(is_zero_vector(s.m_b));
+        s.solve_Ax_eq_b();
+    }
+
+    template <typename L, typename K> 
+    void catch_up_in_lu_in_reverse(const vector<unsigned> & trace_of_basis_change, lp_primal_core_solver<L,K> & cs) {
+        // recover the previous working basis
+        for (unsigned i = trace_of_basis_change.size(); i > 0;  i-= 2) {
+            unsigned entering = trace_of_basis_change[i-1];
+            unsigned leaving = trace_of_basis_change[i-2];
+            cs.change_basis_unconditionally(entering, leaving);
+        }
+        cs.init_lu();
+    }
+
+    //basis_heading is the basis heading of the solver owning trace_of_basis_change
+    // here we compact the trace as we go to avoid unnecessary column changes
+    template <typename L, typename K> 
+    void catch_up_in_lu(const vector<unsigned> & trace_of_basis_change, const vector<int> & basis_heading, lp_primal_core_solver<L,K> & cs) {
+        if (cs.m_factorization == nullptr || cs.m_factorization->m_refactor_counter + trace_of_basis_change.size()/2 >= 200) {
+            for (unsigned i = 0; i < trace_of_basis_change.size(); i+= 2) {
+                unsigned entering = trace_of_basis_change[i];
+                unsigned leaving = trace_of_basis_change[i+1];
+                cs.change_basis_unconditionally(entering, leaving);
+            }
+            if (cs.m_factorization != nullptr)
+                delete cs.m_factorization;
+            cs.m_factorization = nullptr;
+        } else {
+            indexed_vector<L> w(cs.m_A.row_count());
+            // the queues of delayed indices
+            std::queue<unsigned> entr_q, leav_q;
+            auto * l = cs.m_factorization;
+            lean_assert(l->get_status() == LU_status::OK);
+            for (unsigned i = 0; i < trace_of_basis_change.size(); i+= 2) {
+                unsigned entering = trace_of_basis_change[i];
+                unsigned leaving = trace_of_basis_change[i+1];
+                bool good_e = basis_heading[entering] >= 0 && cs.m_basis_heading[entering] < 0;
+                bool good_l = basis_heading[leaving] < 0 && cs.m_basis_heading[leaving] >= 0;
+                if (!good_e && !good_l) continue;
+                if (good_e && !good_l) {
+                    while (!leav_q.empty() && cs.m_basis_heading[leav_q.front()] < 0)
+                        leav_q.pop();
+                    if (!leav_q.empty()) {
+                        leaving = leav_q.front();
+                        leav_q.pop();
+                    } else {
+                        entr_q.push(entering);
+                        continue;
+                    }
+                } else if (!good_e && good_l) {
+                    while (!entr_q.empty() && cs.m_basis_heading[entr_q.front()] >= 0)
+                        entr_q.pop();
+                    if (!entr_q.empty()) {
+                        entering = entr_q.front();
+                        entr_q.pop();
+                    } else {
+                        leav_q.push(leaving);
+                        continue;
+                    }
+                }
+                lean_assert(cs.m_basis_heading[entering] < 0);
+                lean_assert(cs.m_basis_heading[leaving] >= 0);
+                if (l->get_status() == LU_status::OK) {
+                    l->prepare_entering(entering, w); // to init vector w
+                    l->replace_column(zero_of_type<L>(), w, cs.m_basis_heading[leaving]);
+                }
+                cs.change_basis_unconditionally(entering, leaving);
+            }
+            if (l->get_status() != LU_status::OK) {
+                delete l;
+                cs.m_factorization = nullptr;
+            }
+        }
+        if (cs.m_factorization == nullptr) {
+            if (numeric_traits<L>::precise())
+                init_factorization(cs.m_factorization, cs.m_A, cs.m_basis, settings());
+        }
+    }
+
+    bool no_r_lu() const {
+        return m_r_solver.m_factorization == nullptr || m_r_solver.m_factorization->get_status() == LU_status::Degenerated; 
+    }
+
+    void solve_on_signature_tableau(const lar_solution_signature & signature, const vector<unsigned> & changes_of_basis) {
+        r_basis_is_OK();
+        lean_assert(settings().use_tableau());
+        bool r = catch_up_in_lu_tableau(changes_of_basis, m_d_solver.m_basis_heading);
+
+        if (!r) { // it is the case where m_d_solver gives a degenerated basis
+            prepare_solver_x_with_signature_tableau(signature); // still are going to use the signature partially
+            m_r_solver.find_feasible_solution();
+            m_d_basis = m_r_basis;
+            m_d_heading = m_r_heading;
+            m_d_nbasis = m_r_nbasis;
+            delete m_d_solver.m_factorization;
+            m_d_solver.m_factorization = nullptr;
+        } else {
+            prepare_solver_x_with_signature_tableau(signature);
+            m_r_solver.start_tracing_basis_changes();
+            m_r_solver.find_feasible_solution();
+            if (settings().get_cancel_flag())
+                return;
+            m_r_solver.stop_tracing_basis_changes();
+            // and now catch up in the double solver
+            lean_assert(m_r_solver.total_iterations() >= m_r_solver.m_trace_of_basis_change_vector.size() /2);
+            catch_up_in_lu(m_r_solver.m_trace_of_basis_change_vector, m_r_solver.m_basis_heading, m_d_solver);
+        }
+        lean_assert(r_basis_is_OK());
+    }
+
+    bool adjust_x_of_column(unsigned j) {
+        /*
+        if (m_r_solver.m_basis_heading[j] >= 0) {
+            return false;
+        }
+
+        if (m_r_solver.column_is_feasible(j)) {
+            return false;
+        }
+
+        m_r_solver.snap_column_to_bound_tableau(j);
+        lean_assert(m_r_solver.column_is_feasible(j));
+        m_r_solver.m_inf_set.erase(j);
+        */
+        lean_assert(false);
+        return true;
+    }
+
+    
+    bool catch_up_in_lu_tableau(const vector<unsigned> & trace_of_basis_change, const vector<int> & basis_heading) {
+        lean_assert(r_basis_is_OK());
+        // the queues of delayed indices
+        std::queue<unsigned> entr_q, leav_q;
+        for (unsigned i = 0; i < trace_of_basis_change.size(); i+= 2) {
+            unsigned entering = trace_of_basis_change[i];
+            unsigned leaving = trace_of_basis_change[i+1];
+            bool good_e = basis_heading[entering] >= 0 && m_r_solver.m_basis_heading[entering] < 0;
+            bool good_l = basis_heading[leaving] < 0 && m_r_solver.m_basis_heading[leaving] >= 0;
+            if (!good_e && !good_l) continue;
+            if (good_e && !good_l) {
+                while (!leav_q.empty() && m_r_solver.m_basis_heading[leav_q.front()] < 0)
+                    leav_q.pop();
+                if (!leav_q.empty()) {
+                    leaving = leav_q.front();
+                    leav_q.pop();
+                } else {
+                    entr_q.push(entering);
+                    continue;
+                }
+            } else if (!good_e && good_l) {
+                while (!entr_q.empty() && m_r_solver.m_basis_heading[entr_q.front()] >= 0)
+                    entr_q.pop();
+                if (!entr_q.empty()) {
+                    entering = entr_q.front();
+                    entr_q.pop();
+                } else {
+                    leav_q.push(leaving);
+                    continue;
+                }
+            }
+            lean_assert(m_r_solver.m_basis_heading[entering] < 0);
+            lean_assert(m_r_solver.m_basis_heading[leaving] >= 0);
+            m_r_solver.change_basis_unconditionally(entering, leaving);
+            if(!m_r_solver.pivot_column_tableau(entering, m_r_solver.m_basis_heading[entering])) {
+				// unroll the last step
+                m_r_solver.change_basis_unconditionally(leaving, entering);
+#ifdef LEAN_DEBUG
+                bool t =
+#endif
+                    m_r_solver.pivot_column_tableau(leaving, m_r_solver.m_basis_heading[leaving]);
+#ifdef LEAN_DEBUG
+                lean_assert(t);
+#endif 
+                return false;
+            }
+        }
+        lean_assert(r_basis_is_OK());
+        return true;
+    }
+
+
+    bool r_basis_is_OK() const {
+#ifdef LEAN_DEBUG
+        if (!m_r_solver.m_settings.use_tableau())
+            return true;
+        for (unsigned j : m_r_solver.m_basis) {
+            lean_assert(m_r_solver.m_A.m_columns[j].size() == 1);
+            lean_assert(m_r_solver.m_A.get_val(m_r_solver.m_A.m_columns[j][0]) == one_of_type<mpq>());
+        }
+        for (unsigned j =0; j < m_r_solver.m_basis_heading.size(); j++) {
+            if (m_r_solver.m_basis_heading[j] >= 0) continue;
+            if (m_r_solver.m_column_types[j] == column_type::fixed) continue;
+            lean_assert(static_cast<unsigned>(- m_r_solver.m_basis_heading[j] - 1) < m_r_solver.m_column_types.size());
+            lean_assert( m_r_solver.m_basis_heading[j] <= -1);
+        }
+#endif
+        return true;
+    }
+    
+    void solve_on_signature(const lar_solution_signature & signature, const vector<unsigned> & changes_of_basis) {
+        lean_assert(!settings().use_tableau());
+        if (m_r_solver.m_factorization == nullptr) {
+            for (unsigned j = 0; j < changes_of_basis.size(); j+=2) {
+                unsigned entering = changes_of_basis[j];
+                unsigned leaving = changes_of_basis[j + 1];
+                m_r_solver.change_basis_unconditionally(entering, leaving);
+            }
+            init_factorization(m_r_solver.m_factorization, m_r_A, m_r_basis, settings());
+        } else {
+            catch_up_in_lu(changes_of_basis, m_d_solver.m_basis_heading, m_r_solver);
+        }
+
+        if (no_r_lu()) { // it is the case where m_d_solver gives a degenerated basis, we need to roll back
+            std::cout << "no_r_lu" << std::endl;
+            catch_up_in_lu_in_reverse(changes_of_basis, m_r_solver);
+            m_r_solver.find_feasible_solution();
+            m_d_basis = m_r_basis;
+            m_d_heading = m_r_heading;
+            m_d_nbasis = m_r_nbasis;
+            delete m_d_solver.m_factorization;
+            m_d_solver.m_factorization = nullptr;
+        } else {
+            prepare_solver_x_with_signature(signature, m_r_solver);
+            m_r_solver.start_tracing_basis_changes();
+            m_r_solver.find_feasible_solution();
+            if (settings().get_cancel_flag())
+                return;
+            m_r_solver.stop_tracing_basis_changes();
+            // and now catch up in the double solver
+            lean_assert(m_r_solver.total_iterations() >= m_r_solver.m_trace_of_basis_change_vector.size() /2);
+            catch_up_in_lu(m_r_solver.m_trace_of_basis_change_vector, m_r_solver.m_basis_heading, m_d_solver);
+        }
+    }
+
+    void create_double_matrix(static_matrix<double, double> & A) {
+        for (unsigned i = 0; i < m_r_A.row_count(); i++) {
+            auto & row = m_r_A.m_rows[i];
+            for (row_cell<mpq> & c : row) {
+                A.set(i, c.m_j, c.get_val().get_double());
+            }
+        }
+    }
+
+    void fill_basis_d(
+                      vector<unsigned>& basis_d,
+                      vector<int>& heading_d,
+                      vector<unsigned>& nbasis_d){
+        basis_d = m_r_basis;
+        heading_d = m_r_heading;
+        nbasis_d = m_r_nbasis;
+    }
+
+    template <typename L, typename K>
+    void extract_signature_from_lp_core_solver(const lp_primal_core_solver<L, K> & solver, lar_solution_signature & signature) {
+        signature.clear();
+        lean_assert(signature.size() == 0);
+        for (unsigned j = 0; j < solver.m_basis_heading.size(); j++) {
+            if (solver.m_basis_heading[j] < 0) {
+                signature[j] = solver.get_non_basic_column_value_position(j);
+            }
+        }
+    }
+
+    void get_bounds_for_double_solver() {
+        unsigned n = m_n();
+        m_d_low_bounds.resize(n);
+        m_d_upper_bounds.resize(n);
+        double delta = find_delta_for_strict_boxed_bounds().get_double();
+        if (delta > 0.000001)
+            delta = 0.000001;
+        for (unsigned j = 0; j < n; j++) {
+            if (low_bound_is_set(j)) {
+                const auto & lb = m_r_solver.m_low_bounds[j];
+                m_d_low_bounds[j] = lb.x.get_double() + delta * lb.y.get_double();
+            }
+            if (upper_bound_is_set(j)) {
+                const auto & ub = m_r_solver.m_upper_bounds[j];
+                m_d_upper_bounds[j] = ub.x.get_double() + delta * ub.y.get_double();
+                lean_assert(!low_bound_is_set(j) || (m_d_upper_bounds[j] >= m_d_low_bounds[j]));
+            }
+        }
+    }
+
+    void scale_problem_for_doubles(
+                        static_matrix<double, double>& A,        
+                        vector<double> & low_bounds,
+                        vector<double> & upper_bounds) {
+        vector<double> column_scale_vector;
+        vector<double> right_side_vector(A.column_count());
+        settings().reps_in_scaler = 5;
+        scaler<double, double > scaler(right_side_vector,
+                                       A,
+                                       settings().scaling_minimum,
+                                       settings().scaling_maximum,
+                                       column_scale_vector,
+                                       settings());
+        if (! scaler.scale()) {
+            // the scale did not succeed, unscaling
+            A.clear();
+            create_double_matrix(A);
+        } else {
+            for (unsigned j = 0; j < A.column_count(); j++) {
+                if (m_r_solver.column_has_upper_bound(j)) {
+                    upper_bounds[j] /= column_scale_vector[j];
+                }
+                if (m_r_solver.column_has_low_bound(j)) {
+                    low_bounds[j] /= column_scale_vector[j];
+                }
+            }
+        }
+        
+    }
+    // returns the trace of basis changes
+    vector<unsigned> find_solution_signature_with_doubles(lar_solution_signature & signature) {
+        if (m_d_solver.m_factorization == nullptr || m_d_solver.m_factorization->get_status() != LU_status::OK) {
+            vector<unsigned> ret;
+            return ret;
+        }
+        get_bounds_for_double_solver();
+
+        extract_signature_from_lp_core_solver(m_r_solver, signature);
+        prepare_solver_x_with_signature(signature, m_d_solver);
+        m_d_solver.start_tracing_basis_changes();
+        m_d_solver.find_feasible_solution();
+        if (settings().get_cancel_flag())
+            return vector<unsigned>();
+            
+        m_d_solver.stop_tracing_basis_changes();
+        extract_signature_from_lp_core_solver(m_d_solver, signature);
+        return m_d_solver.m_trace_of_basis_change_vector;
+    }
+
+
+    bool low_bound_is_set(unsigned j) const {
+        switch (m_column_types[j]) {
+        case column_type::free_column:
+        case column_type::upper_bound:
+            return false;
+        case column_type::low_bound:
+        case column_type::boxed:
+        case column_type::fixed:
+            return true;
+        default:
+            lean_assert(false);
+        }
+        return false;
+    }
+    
+    bool upper_bound_is_set(unsigned j) const {
+        switch (m_column_types[j]) {
+        case column_type::free_column:
+        case column_type::low_bound:
+            return false;
+        case column_type::upper_bound:
+        case column_type::boxed:
+        case column_type::fixed:
+            return true;
+        default:
+            lean_assert(false);
+        }
+        return false;
+    }
+
+    void update_delta(mpq& delta, numeric_pair<mpq> const& l, numeric_pair<mpq> const& u) const {
+        lean_assert(l <= u);
+        if (l.x < u.x && l.y > u.y) {
+            mpq delta1 = (u.x - l.x) / (l.y - u.y);
+            if (delta1 < delta) {
+                delta = delta1;
+            }
+        }
+        lean_assert(l.x + delta * l.y <= u.x + delta * u.y);
+    }
+
+
+    mpq find_delta_for_strict_boxed_bounds() const{
+        mpq delta = numeric_traits<mpq>::one();
+        for (unsigned j = 0; j < m_r_A.column_count(); j++ ) {
+            if (m_column_types()[j] != column_type::boxed)
+                continue;
+            update_delta(delta, m_r_low_bounds[j], m_r_upper_bounds[j]);
+
+        }
+        return delta;
+    }
+
+    
+    mpq find_delta_for_strict_bounds() const{
+        mpq delta = numeric_traits<mpq>::one();
+        for (unsigned j = 0; j < m_r_A.column_count(); j++ ) {
+            if (low_bound_is_set(j))
+                update_delta(delta, m_r_low_bounds[j], m_r_x[j]);
+            if (upper_bound_is_set(j))
+                update_delta(delta, m_r_x[j], m_r_upper_bounds[j]);
+        }
+        return delta;
+    }
+
+    void init_column_row_nz_for_r_solver() {
+        m_r_solver.init_column_row_non_zeroes();
+    }
+
+    linear_combination_iterator<mpq> * get_column_iterator(unsigned j) {
+        if (settings().use_tableau()) {
+            return new iterator_on_column<mpq, numeric_pair<mpq>>(m_r_solver.m_A.m_columns[j], m_r_solver.m_A);
+        } else {
+            m_r_solver.solve_Bd(j);
+            return new iterator_on_indexed_vector<mpq>(m_r_solver.m_ed);
+        }
+    }
+    
+};
+}

src/util/lp/lar_core_solver.hpp

@@ -0,0 +1,292 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include <string>
+#include "util/vector.h"
+#include "util/lp/lar_core_solver.h"
+#include "util/lp/lar_solution_signature.h"
+namespace lean {
+lar_core_solver::lar_core_solver(
+                                 lp_settings & settings,
+                                 const column_namer & column_names
+):
+    m_r_solver(m_r_A,
+                    m_right_sides_dummy,
+                    m_r_x,
+                    m_r_basis,
+                    m_r_nbasis,
+                    m_r_heading,
+                    m_costs_dummy,
+                    m_column_types(),
+                    m_r_low_bounds(),
+                    m_r_upper_bounds(),
+                    settings,
+               column_names),
+    m_d_solver(m_d_A,
+                    m_d_right_sides_dummy,
+                    m_d_x,
+                    m_d_basis,
+                    m_d_nbasis,
+                    m_d_heading,
+                    m_d_costs_dummy,
+                    m_column_types(),
+                    m_d_low_bounds,
+                    m_d_upper_bounds,
+                    settings,
+                    column_names){}
+
+void lar_core_solver::init_costs(bool first_time) {
+    lean_assert(false); // should not be called
+    // lean_assert(this->m_x.size() >= this->m_n());
+    // lean_assert(this->m_column_types.size() >= this->m_n());
+    // if (first_time)
+    //     this->m_costs.resize(this->m_n());
+    // X inf = this->m_infeasibility;
+    // this->m_infeasibility = zero_of_type<X>();
+    // for (unsigned j = this->m_n(); j--;)
+    //     init_cost_for_column(j);
+    // if (!(first_time || inf >= this->m_infeasibility)) {
+    //     LP_OUT(this->m_settings, "iter = " << this->total_iterations() << std::endl);
+    //     LP_OUT(this->m_settings, "inf was " << T_to_string(inf) << " and now " << T_to_string(this->m_infeasibility) << std::endl);
+    //     lean_assert(false);
+    // }
+    // if (inf == this->m_infeasibility)
+    //     this->m_iters_with_no_cost_growing++;
+}
+
+
+void lar_core_solver::init_cost_for_column(unsigned j) {
+    /*
+    // If j is a breakpoint column, then we set the cost zero.
+    // When anylyzing an entering column candidate we update the cost of the breakpoints columns to get the left or the right derivative if the infeasibility function
+    const numeric_pair<mpq> & x = this->m_x[j];
+    // set zero cost for each non-basis column
+    if (this->m_basis_heading[j] < 0) {
+        this->m_costs[j] = numeric_traits<T>::zero();
+        return;
+    }
+    // j is a basis column
+    switch (this->m_column_types[j]) {
+    case fixed:
+    case column_type::boxed:
+        if (x > this->m_upper_bounds[j]) {
+            this->m_costs[j] = 1;
+            this->m_infeasibility += x - this->m_upper_bounds[j];
+        } else if (x < this->m_low_bounds[j]) {
+            this->m_infeasibility += this->m_low_bounds[j] - x;
+            this->m_costs[j] = -1;
+        } else {
+            this->m_costs[j] = numeric_traits<T>::zero();
+        }
+        break;
+    case low_bound:
+        if (x < this->m_low_bounds[j]) {
+            this->m_costs[j] = -1;
+            this->m_infeasibility += this->m_low_bounds[j] - x;
+        } else {
+            this->m_costs[j] = numeric_traits<T>::zero();
+        }
+        break;
+    case upper_bound:
+        if (x > this->m_upper_bounds[j]) {
+            this->m_costs[j] = 1;
+            this->m_infeasibility += x - this->m_upper_bounds[j];
+        } else {
+            this->m_costs[j] = numeric_traits<T>::zero();
+        }
+        break;
+    case free_column:
+        this->m_costs[j] = numeric_traits<T>::zero();
+        break;
+    default:
+        lean_assert(false);
+        break;
+        }*/
+}
+
+
+// returns m_sign_of_alpha_r
+int lar_core_solver::column_is_out_of_bounds(unsigned j) {
+    /*
+    switch (this->m_column_type[j]) {
+    case fixed:
+    case column_type::boxed:
+        if (this->x_below_low_bound(j)) {
+            return -1;
+        }
+        if (this->x_above_upper_bound(j)) {
+            return 1;
+        }
+        return 0;
+    case low_bound:
+        if (this->x_below_low_bound(j)) {
+            return -1;
+        }
+        return 0;
+    case upper_bound:
+        if (this->x_above_upper_bound(j)) {
+            return 1;
+        }
+        return 0;
+    default:
+        return 0;
+        break;
+        }*/
+    lean_assert(false);
+    return true;
+}
+
+
+
+void lar_core_solver::calculate_pivot_row(unsigned i) {
+    lean_assert(!m_r_solver.use_tableau());
+    lean_assert(m_r_solver.m_pivot_row.is_OK());
+    m_r_solver.m_pivot_row_of_B_1.clear();
+    m_r_solver.m_pivot_row_of_B_1.resize(m_r_solver.m_m());
+    m_r_solver.m_pivot_row.clear();
+    m_r_solver.m_pivot_row.resize(m_r_solver.m_n());
+    if (m_r_solver.m_settings.use_tableau()) {
+        unsigned basis_j = m_r_solver.m_basis[i];
+        for (auto & c : m_r_solver.m_A.m_rows[i]) {
+            if (c.m_j != basis_j)
+                m_r_solver.m_pivot_row.set_value(c.get_val(), c.m_j);
+        }
+        return;
+    }
+
+    m_r_solver.calculate_pivot_row_of_B_1(i);
+    m_r_solver.calculate_pivot_row_when_pivot_row_of_B1_is_ready(i);
+}
+
+
+
+ void lar_core_solver::prefix_r() {
+     if (!m_r_solver.m_settings.use_tableau()) {
+        m_r_solver.m_copy_of_xB.resize(m_r_solver.m_n());
+        m_r_solver.m_ed.resize(m_r_solver.m_m());
+        m_r_solver.m_pivot_row.resize(m_r_solver.m_n()); 
+        m_r_solver.m_pivot_row_of_B_1.resize(m_r_solver.m_m());
+        m_r_solver.m_w.resize(m_r_solver.m_m());
+        m_r_solver.m_y.resize(m_r_solver.m_m());
+        m_r_solver.m_rows_nz.resize(m_r_solver.m_m(), 0);
+        m_r_solver.m_columns_nz.resize(m_r_solver.m_n(), 0); 
+        init_column_row_nz_for_r_solver();
+    }
+
+    m_r_solver.m_b.resize(m_r_solver.m_m());
+    if (m_r_solver.m_settings.simplex_strategy() != simplex_strategy_enum::tableau_rows) {
+        if(m_r_solver.m_settings.use_breakpoints_in_feasibility_search)
+            m_r_solver.m_breakpoint_indices_queue.resize(m_r_solver.m_n());
+        m_r_solver.m_costs.resize(m_r_solver.m_n());
+        m_r_solver.m_d.resize(m_r_solver.m_n());
+        m_r_solver.m_using_infeas_costs = true;
+    }
+}
+
+ void lar_core_solver::prefix_d() {
+    m_d_solver.m_b.resize(m_d_solver.m_m());
+    m_d_solver.m_breakpoint_indices_queue.resize(m_d_solver.m_n());
+    m_d_solver.m_copy_of_xB.resize(m_d_solver.m_n());
+    m_d_solver.m_costs.resize(m_d_solver.m_n());
+    m_d_solver.m_d.resize(m_d_solver.m_n());
+    m_d_solver.m_ed.resize(m_d_solver.m_m());
+    m_d_solver.m_pivot_row.resize(m_d_solver.m_n());
+    m_d_solver.m_pivot_row_of_B_1.resize(m_d_solver.m_m());
+    m_d_solver.m_w.resize(m_d_solver.m_m());
+    m_d_solver.m_y.resize(m_d_solver.m_m());
+    m_d_solver.m_steepest_edge_coefficients.resize(m_d_solver.m_n());
+    m_d_solver.m_column_norms.clear();
+    m_d_solver.m_column_norms.resize(m_d_solver.m_n(), 2);
+    m_d_solver.m_inf_set.clear();
+    m_d_solver.m_inf_set.resize(m_d_solver.m_n());
+}
+
+void lar_core_solver::fill_not_improvable_zero_sum_from_inf_row() {
+    lean_assert(m_r_solver.A_mult_x_is_off() == false);
+    unsigned bj = m_r_basis[m_r_solver.m_inf_row_index_for_tableau];
+    m_infeasible_sum_sign =  m_r_solver.inf_sign_of_column(bj);
+    m_infeasible_linear_combination.clear();
+    for (auto & rc : m_r_solver.m_A.m_rows[m_r_solver.m_inf_row_index_for_tableau]) {
+        m_infeasible_linear_combination.push_back(std::make_pair( rc.get_val(), rc.m_j));
+    }
+}
+
+void lar_core_solver::fill_not_improvable_zero_sum() {
+    if (m_r_solver.m_settings.simplex_strategy() == simplex_strategy_enum::tableau_rows) {
+        fill_not_improvable_zero_sum_from_inf_row();
+        return;
+    }
+    //  reusing the existing mechanism for row_feasibility_loop
+    m_infeasible_sum_sign = m_r_solver.m_settings.use_breakpoints_in_feasibility_search? -1 : 1;
+    m_infeasible_linear_combination.clear();
+    for (auto j : m_r_solver.m_basis) {
+        const mpq & cost_j = m_r_solver.m_costs[j];
+        if (!numeric_traits<mpq>::is_zero(cost_j)) {
+            m_infeasible_linear_combination.push_back(std::make_pair(cost_j, j));
+        }
+    }
+    // m_costs are expressed by m_d ( additional costs), substructing the latter gives 0
+    for (unsigned j = 0; j < m_r_solver.m_n(); j++) {
+        if (m_r_solver.m_basis_heading[j] >= 0) continue;
+        const mpq & d_j = m_r_solver.m_d[j];
+        if (!numeric_traits<mpq>::is_zero(d_j)) {
+            m_infeasible_linear_combination.push_back(std::make_pair(-d_j, j));
+        }
+    }
+}
+
+
+void lar_core_solver::solve() {
+    lean_assert(m_r_solver.non_basic_columns_are_set_correctly());
+    lean_assert(m_r_solver.inf_set_is_correct());
+    if (m_r_solver.current_x_is_feasible() && m_r_solver.m_look_for_feasible_solution_only) {
+        m_r_solver.set_status(OPTIMAL);
+        return;
+    }
+    ++settings().st().m_need_to_solve_inf;
+    lean_assert(!m_r_solver.A_mult_x_is_off());
+    lean_assert((!settings().use_tableau()) || r_basis_is_OK());
+    if (need_to_presolve_with_double_solver()) {
+        prefix_d();
+        lar_solution_signature solution_signature;
+        vector<unsigned> changes_of_basis = find_solution_signature_with_doubles(solution_signature);
+        if (m_d_solver.get_status() == TIME_EXHAUSTED) {
+            m_r_solver.set_status(TIME_EXHAUSTED);
+            return;
+        }
+        if (settings().use_tableau())
+            solve_on_signature_tableau(solution_signature, changes_of_basis);
+        else 
+            solve_on_signature(solution_signature, changes_of_basis);
+        lean_assert(!settings().use_tableau() || r_basis_is_OK());
+    } else {
+        if (!settings().use_tableau()) {
+            bool snapped = m_r_solver.snap_non_basic_x_to_bound();   
+            lean_assert(m_r_solver.non_basic_columns_are_set_correctly());
+            if (snapped)
+                m_r_solver.solve_Ax_eq_b();
+        }
+        if (m_r_solver.m_look_for_feasible_solution_only)
+            m_r_solver.find_feasible_solution();
+        else
+            m_r_solver.solve();
+        lean_assert(!settings().use_tableau() || r_basis_is_OK());
+    }
+    if (m_r_solver.get_status() == INFEASIBLE) {
+        fill_not_improvable_zero_sum();
+    } else if (m_r_solver.get_status() != UNBOUNDED) {
+        m_r_solver.set_status(OPTIMAL);
+    }
+    lean_assert(r_basis_is_OK());
+    lean_assert(m_r_solver.non_basic_columns_are_set_correctly());
+    lean_assert(m_r_solver.inf_set_is_correct());
+}
+
+
+}
+

src/util/lp/lar_core_solver_instances.cpp

@@ -0,0 +1,10 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include <utility>
+#include <memory>
+#include <string>
+#include "util/vector.h"
+#include <functional>
+#include "util/lp/lar_core_solver.hpp"

src/util/lp/lar_solution_signature.h

@@ -0,0 +1,13 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+
+#pragma once
+#include "util/vector.h"
+#include "util/debug.h"
+#include "util/lp/lp_settings.h"
+#include <unordered_map>
+namespace lean {
+typedef std::unordered_map<unsigned, non_basic_column_value_position> lar_solution_signature;
+}

src/util/lp/lar_term.h

@@ -0,0 +1,64 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#pragma once
+#include "util/lp/indexed_vector.h"
+namespace lean {
+struct lar_term {
+    // the term evaluates to sum of m_coeffs + m_v
+    std::unordered_map<unsigned, mpq> m_coeffs;
+    mpq m_v;
+    lar_term() {}
+    void add_to_map(unsigned j, const mpq& c) {
+        auto it = m_coeffs.find(j);
+        if (it == m_coeffs.end()) {
+            m_coeffs.emplace(j, c);
+        } else {
+            it->second += c;
+            if (is_zero(it->second))
+                m_coeffs.erase(it);
+        }
+    }
+
+    unsigned size() const { return static_cast<unsigned>(m_coeffs.size()); }
+    
+    const std::unordered_map<unsigned, mpq> & coeffs() const {
+        return m_coeffs;
+    }
+    
+    lar_term(const vector<std::pair<mpq, unsigned>>& coeffs,
+             const mpq & v) : m_v(v) {
+        for (const auto & p : coeffs) {
+            add_to_map(p.second, p.first);
+        }
+    }
+    bool operator==(const lar_term & a) const {  return false; } // take care not to create identical terms
+    bool operator!=(const lar_term & a) const {  return ! (*this == a);}
+    // some terms get used in add constraint
+    // it is the same as the offset in the m_constraints
+
+    vector<std::pair<mpq, unsigned>> coeffs_as_vector() const {
+        vector<std::pair<mpq, unsigned>> ret;
+        for (const auto & p :  m_coeffs) {
+            ret.push_back(std::make_pair(p.second, p.first));
+        }
+        return ret;
+    }
+
+    // j is the basic variable to substitute
+    void subst(unsigned j, indexed_vector<mpq> & li) {
+        auto it = m_coeffs.find(j);
+        if (it == m_coeffs.end()) return;
+        const mpq & b = it->second;
+        for (unsigned it_j :li.m_index) {
+            add_to_map(it_j, - b * li.m_data[it_j]);
+        }
+        m_coeffs.erase(it);
+    }
+    
+    bool contains(unsigned j) const {
+        return m_coeffs.find(j) != m_coeffs.end();
+    }
+};
+}

src/util/lp/linear_combination_iterator.h

@@ -0,0 +1,47 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#pragma once
+namespace lean {
+template <typename T>
+struct linear_combination_iterator {
+    virtual bool next(T & a, unsigned & i) = 0;
+    virtual bool next(unsigned & i) = 0;
+    virtual void reset() = 0;
+    virtual linear_combination_iterator * clone() = 0;
+    virtual ~linear_combination_iterator(){}
+    virtual unsigned size() const = 0;
+};
+template <typename T>
+struct linear_combination_iterator_on_vector : linear_combination_iterator<T> {
+    vector<std::pair<T, unsigned>> & m_vector;
+    int m_offset = 0;
+    bool next(T & a, unsigned & i) {
+        if(m_offset >= m_vector.size())
+            return false;
+        auto & p = m_vector[m_offset];
+        a = p.first;
+        i = p.second;
+        m_offset++;
+        return true;
+    }
+
+    bool next(unsigned & i) {
+        if(m_offset >= m_vector.size())
+            return false;
+        auto & p = m_vector[m_offset];
+        i = p.second;
+        m_offset++;
+        return true;
+    }
+    
+    void reset() {m_offset = 0;}
+    linear_combination_iterator<T> * clone() {
+        return new linear_combination_iterator_on_vector(m_vector);
+    }
+    linear_combination_iterator_on_vector(vector<std::pair<T, unsigned>> & vec): m_vector(vec) {}
+    unsigned size() const { return m_vector.size(); }
+};
+
+}

src/util/lp/lp_core_solver_base.h

@@ -0,0 +1,683 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#pragma once
+#include <set>
+#include "util/vector.h"
+#include <string>
+#include "util/lp/lp_utils.h"
+#include "util/lp/core_solver_pretty_printer.h"
+#include "util/lp/numeric_pair.h"
+#include "util/lp/static_matrix.h"
+#include "util/lp/lu.h"
+#include "util/lp/permutation_matrix.h"
+#include "util/lp/column_namer.h"
+namespace lean {
+
+template <typename T, typename X> // X represents the type of the x variable and the bounds
+class lp_core_solver_base {    
+    unsigned m_total_iterations = 0;
+    unsigned inc_total_iterations() { ++m_settings.st().m_total_iterations; return m_total_iterations++; }
+private:
+    lp_status m_status;
+public:
+    bool current_x_is_feasible() const { return m_inf_set.size() == 0; }
+    bool current_x_is_infeasible() const { return m_inf_set.size() != 0; }
+    int_set m_inf_set;
+    bool m_using_infeas_costs = false;
+
+
+    vector<unsigned> m_columns_nz; // m_columns_nz[i] keeps an approximate value of non zeroes the i-th column
+    vector<unsigned> m_rows_nz; // m_rows_nz[i] keeps an approximate value of non zeroes in the i-th row
+    indexed_vector<T> m_pivot_row_of_B_1;  // the pivot row of the reverse of B
+    indexed_vector<T> m_pivot_row; // this is the real pivot row of the simplex tableu
+    static_matrix<T, X> & m_A; // the matrix A
+    vector<X> & m_b; // the right side
+    vector<unsigned> & m_basis;
+    vector<unsigned>& m_nbasis;
+    vector<int>& m_basis_heading;
+    vector<X> & m_x; // a feasible solution, the fist time set in the constructor
+    vector<T> & m_costs;
+    lp_settings & m_settings;
+    vector<T> m_y; // the buffer for yB = cb
+    // a device that is able to solve Bx=c, xB=d, and change the basis
+    lu<T, X> * m_factorization = nullptr;
+    const column_namer & m_column_names;
+    indexed_vector<T> m_w; // the vector featuring in 24.3 of the Chvatal book
+    vector<T> m_d; // the vector of reduced costs
+    indexed_vector<T> m_ed; // the solution of B*m_ed = a
+    unsigned m_iters_with_no_cost_growing = 0;
+    const vector<column_type> & m_column_types;
+    const vector<X> & m_low_bounds;
+    const vector<X> & m_upper_bounds;
+    vector<T> m_column_norms; // the approximate squares of column norms that help choosing a profitable column
+    vector<X> m_copy_of_xB;
+    unsigned m_basis_sort_counter = 0;
+    vector<T> m_steepest_edge_coefficients;
+    vector<unsigned> m_trace_of_basis_change_vector; // the even positions are entering, the odd positions are leaving
+    bool m_tracing_basis_changes = false;
+    int_set* m_pivoted_rows = nullptr;
+    bool m_look_for_feasible_solution_only = false;
+    void start_tracing_basis_changes() {
+        m_trace_of_basis_change_vector.resize(0);
+        m_tracing_basis_changes = true;
+    }
+        
+    void stop_tracing_basis_changes() {
+        m_tracing_basis_changes = false;
+    }
+
+    void trace_basis_change(unsigned entering, unsigned leaving) {
+        unsigned size = m_trace_of_basis_change_vector.size();
+        if (size >= 2 && m_trace_of_basis_change_vector[size-2] == leaving
+                &&  m_trace_of_basis_change_vector[size -1] == entering) {
+            m_trace_of_basis_change_vector.pop_back();
+            m_trace_of_basis_change_vector.pop_back();
+        } else {
+            m_trace_of_basis_change_vector.push_back(entering);
+            m_trace_of_basis_change_vector.push_back(leaving);
+        }
+    }
+    
+    unsigned m_m() const { return m_A.row_count(); } // it is the length of basis. The matrix m_A has m_m rows and the dimension of the matrix A is m_m
+    unsigned m_n() const { return m_A.column_count(); } // the number of columns in the matrix m_A
+
+    lp_core_solver_base(static_matrix<T, X> & A,
+                        vector<X> & b, // the right side vector
+                        vector<unsigned> & basis,
+                        vector<unsigned> & nbasis,
+                        vector<int> & heading,
+                        vector<X> & x,
+                        vector<T> & costs,
+                        lp_settings & settings,
+                        const column_namer& column_names,
+                        const vector<column_type> & column_types,
+                        const vector<X> & low_bound_values,
+                        const vector<X> & upper_bound_values);
+
+    void allocate_basis_heading();
+    void init();
+
+    virtual ~lp_core_solver_base() {
+        if (m_factorization != nullptr)
+            delete m_factorization;
+     }
+
+    vector<unsigned> & non_basis() {
+        return m_nbasis;
+    }
+
+    const vector<unsigned> & non_basis() const { return m_nbasis; }
+
+
+    
+    void set_status(lp_status status) {
+        m_status = status;
+    }
+    lp_status get_status() const{
+        return m_status;
+    }
+
+    void fill_cb(T * y);
+
+    void fill_cb(vector<T> & y);
+
+    void solve_yB(vector<T> & y);
+
+    void solve_Bd(unsigned entering);
+
+    void solve_Bd(unsigned entering, indexed_vector<T> & column);
+
+    void pretty_print(std::ostream & out);
+
+    void save_state(T * w_buffer, T * d_buffer);
+
+    void restore_state(T * w_buffer, T * d_buffer);
+
+    X get_cost() {
+        return dot_product(m_costs, m_x);
+    }
+
+    void copy_m_w(T * buffer);
+
+    void restore_m_w(T * buffer);
+
+    // needed for debugging
+    void copy_m_ed(T * buffer);
+
+    void restore_m_ed(T * buffer);
+
+    bool A_mult_x_is_off() const;
+
+    bool A_mult_x_is_off_on_index(const vector<unsigned> & index) const;
+    // from page 182 of Istvan Maros's book
+    void calculate_pivot_row_of_B_1(unsigned pivot_row);
+
+    void calculate_pivot_row_when_pivot_row_of_B1_is_ready(unsigned pivot_row);
+
+    void update_x(unsigned entering, const X & delta);
+
+    const T & get_var_value(unsigned j) const {
+        return m_x[j];
+    }
+
+    void print_statistics(char const* str, X cost, std::ostream & message_stream);
+
+    bool print_statistics_with_iterations_and_check_that_the_time_is_over(std::ostream & message_stream);
+
+    bool print_statistics_with_iterations_and_nonzeroes_and_cost_and_check_that_the_time_is_over(char const* str, std::ostream & message_stream);
+
+    bool print_statistics_with_cost_and_check_that_the_time_is_over(X cost, std::ostream & message_stream);
+
+    unsigned total_iterations() const { return m_total_iterations; }
+
+    void set_total_iterations(unsigned s) { m_total_iterations = s; }
+
+    void set_non_basic_x_to_correct_bounds();
+
+    bool at_bound(const X &x, const X & bound) const {
+        return !below_bound(x, bound) && !above_bound(x, bound);
+    }
+
+
+    bool need_to_pivot_to_basis_tableau() const {
+        lean_assert(m_A.is_correct());
+        unsigned m = m_A.row_count();
+        for (unsigned i = 0; i < m; i++) {
+            unsigned bj = m_basis[i];
+            lean_assert(m_A.m_columns[bj].size() > 0);
+            if (m_A.m_columns[bj].size() > 1 || m_A.get_val(m_A.m_columns[bj][0]) != one_of_type<mpq>()) return true;
+        }
+        return false;
+    }
+    
+    bool reduced_costs_are_correct_tableau() const {
+        if (m_settings.simplex_strategy() == simplex_strategy_enum::tableau_rows)
+            return true;
+        lean_assert(m_A.is_correct());
+        if (m_using_infeas_costs) {
+            if (infeasibility_costs_are_correct() == false) {
+                std::cout << "infeasibility_costs_are_correct() does not hold" << std::endl;
+                return false;
+            }
+        }
+            
+        unsigned n = m_A.column_count();
+        for (unsigned j = 0; j < n; j++) {
+            if (m_basis_heading[j] >= 0) {
+                if (!is_zero(m_d[j])) {
+                    
+                    std::cout << "case a\n";
+                    print_column_info(j, std::cout);
+                    return false;
+                }
+            } else {
+                auto d = m_costs[j];
+                for (auto & cc : this->m_A.m_columns[j]) {
+                    d -= this->m_costs[this->m_basis[cc.m_i]] * this->m_A.get_val(cc);
+                }
+                if (m_d[j] != d) {
+                    std::cout << "case b\n";
+                    print_column_info(j, std::cout);
+                    return false;
+                }
+            }
+        }
+        return true;
+    }
+    
+    bool below_bound(const X & x, const X & bound) const {
+        if (precise()) return x < bound;
+        return below_bound_numeric<X>(x, bound, m_settings.primal_feasibility_tolerance);
+    }
+
+    bool above_bound(const X & x, const X & bound) const {
+        if (precise()) return x > bound;
+        return above_bound_numeric<X>(x, bound, m_settings.primal_feasibility_tolerance);
+    }
+
+    bool x_below_low_bound(unsigned p) const {
+        return below_bound(m_x[p], m_low_bounds[p]);
+    }
+
+    bool infeasibility_costs_are_correct() const;
+    bool infeasibility_cost_is_correct_for_column(unsigned j) const;
+    
+    bool x_above_low_bound(unsigned p) const {
+        return above_bound(m_x[p], m_low_bounds[p]);
+    }
+
+    bool x_below_upper_bound(unsigned p) const {
+        return below_bound(m_x[p], m_upper_bounds[p]);
+    }
+
+
+    bool x_above_upper_bound(unsigned p) const {
+        return above_bound(m_x[p], m_upper_bounds[p]);
+    }
+    bool x_is_at_low_bound(unsigned j) const {
+        return at_bound(m_x[j], m_low_bounds[j]);
+    }
+    bool x_is_at_upper_bound(unsigned j) const {
+        return at_bound(m_x[j], m_upper_bounds[j]);
+    }
+
+    bool x_is_at_bound(unsigned j) const {
+        return x_is_at_low_bound(j) || x_is_at_upper_bound(j);
+    }
+    bool column_is_feasible(unsigned j) const;
+
+    bool calc_current_x_is_feasible_include_non_basis() const;
+
+    bool inf_set_is_correct() const;
+    
+    bool column_is_dual_feasible(unsigned j) const;
+
+    bool d_is_not_negative(unsigned j) const;
+
+    bool d_is_not_positive(unsigned j) const;
+
+
+    bool time_is_over();
+
+    void rs_minus_Anx(vector<X> & rs);
+
+    bool find_x_by_solving();
+
+    bool update_basis_and_x(int entering, int leaving, X const & tt);
+
+    bool basis_has_no_doubles() const;
+
+    bool non_basis_has_no_doubles() const;
+
+    bool basis_is_correctly_represented_in_heading() const ;
+    bool non_basis_is_correctly_represented_in_heading() const ;
+
+    bool basis_heading_is_correct() const;
+
+    void restore_x_and_refactor(int entering, int leaving, X const & t);
+
+    void restore_x(unsigned entering, X const & t);
+
+    void fill_reduced_costs_from_m_y_by_rows();
+
+    void copy_rs_to_xB(vector<X> & rs);
+    virtual bool low_bounds_are_set() const { return false; }
+    X low_bound_value(unsigned j) const { return m_low_bounds[j]; }
+    X upper_bound_value(unsigned j) const { return m_upper_bounds[j]; }
+
+    column_type get_column_type(unsigned j) const {return m_column_types[j]; }
+
+    bool pivot_row_element_is_too_small_for_ratio_test(unsigned j) {
+        return m_settings.abs_val_is_smaller_than_pivot_tolerance(m_pivot_row[j]);
+    }
+
+    X bound_span(unsigned j) const {
+        return m_upper_bounds[j] - m_low_bounds[j];
+    }
+
+    std::string column_name(unsigned column) const;
+
+    void copy_right_side(vector<X> & rs);
+
+    void add_delta_to_xB(vector<X> & del);
+
+    void find_error_in_BxB(vector<X>& rs);
+
+    // recalculates the projection of x to B, such that Ax = b, whereab is the right side
+    void solve_Ax_eq_b();
+
+    bool snap_non_basic_x_to_bound() {
+        bool ret = false;
+        for (unsigned j : non_basis())
+            ret = snap_column_to_bound(j) || ret;
+        return ret;
+    }
+
+    
+    
+    bool snap_column_to_bound(unsigned j) {
+        switch (m_column_types[j]) {
+        case column_type::fixed:
+            if (x_is_at_bound(j))
+                break;
+            m_x[j] = m_low_bounds[j];
+            return true;
+        case column_type::boxed:
+            if (x_is_at_bound(j))
+                break; // we should preserve x if possible
+            // snap randomly
+            if (my_random() % 2 == 1) 
+                m_x[j] = m_low_bounds[j];
+            else
+                m_x[j] = m_upper_bounds[j];
+            return true;
+        case column_type::low_bound:
+            if (x_is_at_low_bound(j))
+                break;
+            m_x[j] = m_low_bounds[j];
+            return true;
+        case column_type::upper_bound:
+            if (x_is_at_upper_bound(j))
+                break;
+            m_x[j] = m_upper_bounds[j];
+            return true;
+        default:
+            break;
+        }
+        return false;
+    }
+
+    bool make_column_feasible(unsigned j, numeric_pair<mpq> & delta) {
+        lean_assert(m_basis_heading[j] < 0);
+        auto & x = m_x[j];
+        switch (m_column_types[j]) {
+        case column_type::fixed:
+            lean_assert(m_low_bounds[j] == m_upper_bounds[j]);
+            if (x != m_low_bounds[j]) {
+                delta = m_low_bounds[j] - x;
+                x = m_low_bounds[j];
+                return true;
+            }
+            break;
+        case column_type::boxed:
+            if (x < m_low_bounds[j]) {
+                delta = m_low_bounds[j] - x;
+                x = m_low_bounds[j];
+                return true;
+            }
+            if (x > m_upper_bounds[j]) {
+                delta = m_upper_bounds[j] - x;
+                x = m_upper_bounds[j];
+                return true;
+            }
+            break;
+        case column_type::low_bound:
+            if (x < m_low_bounds[j]) {
+                delta = m_low_bounds[j] - x;
+                x = m_low_bounds[j];
+                return true;
+            }
+            break;
+        case column_type::upper_bound:
+            if (x > m_upper_bounds[j]) {
+                delta = m_upper_bounds[j] - x;
+                x = m_upper_bounds[j];
+                return true;
+            }
+            break;
+        case column_type::free_column:
+            break;
+        default:
+            lean_assert(false);
+            break;
+        }
+        return false;
+    }
+
+    
+    void snap_non_basic_x_to_bound_and_free_to_zeroes();
+    void snap_xN_to_bounds_and_fill_xB();
+
+    void snap_xN_to_bounds_and_free_columns_to_zeroes();
+
+    void init_reduced_costs_for_one_iteration();
+
+    non_basic_column_value_position get_non_basic_column_value_position(unsigned j) const;
+
+    void init_lu();
+    int pivots_in_column_and_row_are_different(int entering, int leaving) const;
+    void pivot_fixed_vars_from_basis();
+    bool pivot_for_tableau_on_basis();
+    bool pivot_row_for_tableau_on_basis(unsigned row);
+    void init_basic_part_of_basis_heading() {
+        unsigned m = m_basis.size();
+        for (unsigned i = 0; i < m; i++) {
+            unsigned column = m_basis[i];
+            m_basis_heading[column] = i;
+        }
+    }
+
+    void init_non_basic_part_of_basis_heading() {
+        this->m_nbasis.clear();
+        for (int j = m_basis_heading.size(); j--;){
+            if (m_basis_heading[j] < 0) {
+                m_nbasis.push_back(j);
+                // the index of column j in m_nbasis is (- basis_heading[j] - 1)
+                m_basis_heading[j] = - static_cast<int>(m_nbasis.size());
+            }
+        }
+    }
+    
+    void init_basis_heading_and_non_basic_columns_vector() {
+        m_basis_heading.resize(0);
+        m_basis_heading.resize(m_n(), -1);
+        init_basic_part_of_basis_heading();
+        init_non_basic_part_of_basis_heading();
+    }
+
+    void change_basis_unconditionally(unsigned entering, unsigned leaving) {
+        lean_assert(m_basis_heading[entering] < 0);
+        int place_in_non_basis = -1 - m_basis_heading[entering];
+        if (static_cast<unsigned>(place_in_non_basis) >= m_nbasis.size()) {
+              // entering variable in not in m_nbasis, we need to put it back;
+            m_basis_heading[entering] = place_in_non_basis = m_nbasis.size();
+            m_nbasis.push_back(entering);
+        }
+        
+        int place_in_basis =  m_basis_heading[leaving];
+        m_basis_heading[entering] = place_in_basis;
+        m_basis[place_in_basis] = entering;
+        m_basis_heading[leaving] = -place_in_non_basis - 1;
+        m_nbasis[place_in_non_basis] = leaving;
+        if (m_tracing_basis_changes)
+            trace_basis_change(entering, leaving);
+        
+    }
+    
+    void change_basis(unsigned entering, unsigned leaving) {
+        lean_assert(m_basis_heading[entering] < 0);
+        
+        int place_in_basis =  m_basis_heading[leaving];
+        int place_in_non_basis = - m_basis_heading[entering] - 1;
+        m_basis_heading[entering] = place_in_basis;
+        m_basis[place_in_basis] = entering;
+
+        m_basis_heading[leaving] = -place_in_non_basis - 1;
+        m_nbasis[place_in_non_basis] = leaving;
+        
+        if (m_tracing_basis_changes)
+            trace_basis_change(entering, leaving);
+    }
+
+    void restore_basis_change(unsigned entering, unsigned leaving) {
+        if (m_basis_heading[entering] < 0) {
+            return; // the basis has not been changed
+        }
+        change_basis_unconditionally(leaving, entering);
+    }
+
+    bool non_basic_column_is_set_correctly(unsigned j) const {
+        if (j >= this->m_n())
+            return false;
+        switch (this->m_column_types[j]) {
+        case column_type::fixed:
+        case column_type::boxed:
+            if (!this->x_is_at_bound(j))
+                return false;
+            break;
+        case column_type::low_bound:
+            if (!this->x_is_at_low_bound(j))
+                return false;
+            break;
+        case column_type::upper_bound:
+            if (!this->x_is_at_upper_bound(j))
+                return false;
+            break;
+        case column_type::free_column:
+            break;
+        default:
+            lean_assert(false);
+            break;
+        }
+        return true;
+    }
+    bool non_basic_columns_are_set_correctly() const {
+        for (unsigned j : this->m_nbasis)
+            if (!column_is_feasible(j)) {
+                print_column_info(j, std::cout);
+                return false;
+            }
+        return true;
+    }
+
+    void print_column_bound_info(unsigned j, std::ostream & out) const {
+        out << column_name(j) << " type = " << column_type_to_string(m_column_types[j]) << std::endl;
+        switch (m_column_types[j]) {
+        case column_type::fixed:
+        case column_type::boxed:
+            out << "(" << m_low_bounds[j] << ", " << m_upper_bounds[j] << ")" << std::endl;
+            break;
+        case column_type::low_bound:
+            out << m_low_bounds[j] << std::endl;
+            break;
+        case column_type::upper_bound:
+            out << m_upper_bounds[j] << std::endl;
+            break;
+        default:
+            break;
+        }
+    }
+
+    void print_column_info(unsigned j, std::ostream & out) const {
+        out << "column_index = " << j << ", name = "<< column_name(j) << " type = " << column_type_to_string(m_column_types[j]) << std::endl;
+        switch (m_column_types[j]) {
+        case column_type::fixed:
+        case column_type::boxed:
+            out << "(" << m_low_bounds[j] << ", " << m_upper_bounds[j] << ")" << std::endl;
+            break;
+        case column_type::low_bound:
+            out << m_low_bounds[j] << std::endl;
+            break;
+        case column_type::upper_bound:
+            out << m_upper_bounds[j] << std::endl;
+            break;
+        case column_type::free_column:
+            break;
+        default:
+            lean_assert(false);
+        }
+        std::cout << "basis heading = " << m_basis_heading[j] << std::endl;
+        std::cout << "x = " << m_x[j] << std::endl;
+        /*
+        std::cout << "cost = " << m_costs[j] << std::endl;
+        std:: cout << "m_d = " << m_d[j] << std::endl;*/
+    }
+
+    bool column_is_free(unsigned j) { return this->m_column_type[j] == free; }
+
+    bool column_has_upper_bound(unsigned j) {
+        switch(m_column_types[j]) {
+        case column_type::free_column:
+        case column_type::low_bound:
+            return false;
+        default:
+            return true;
+        }
+    }
+
+    bool bounds_for_boxed_are_set_correctly() const {
+        for (unsigned j = 0; j < m_column_types.size(); j++) {
+            if (m_column_types[j] != column_type::boxed) continue;
+            if (m_low_bounds[j] > m_upper_bounds[j])
+                return false;
+        }
+        return true;
+    }
+    
+    bool column_has_low_bound(unsigned j) {
+        switch(m_column_types[j]) {
+        case column_type::free_column:
+        case column_type::upper_bound:
+            return false;
+        default:
+            return true;
+        }
+    }
+
+    // only check for basic columns
+    bool calc_current_x_is_feasible() const {
+        unsigned i = this->m_m();
+        while (i--) {
+            if (!column_is_feasible(m_basis[i]))
+                return false;
+        }
+        return true;
+    }
+
+    int find_pivot_index_in_row(unsigned i, const vector<column_cell> & col) const {
+        for (const auto & c: col) {
+            if (c.m_i == i)
+                return c.m_offset;
+        }
+        return -1;
+    }
+
+    void transpose_rows_tableau(unsigned i, unsigned ii);
+    
+    void pivot_to_reduced_costs_tableau(unsigned i, unsigned j);
+
+    bool pivot_column_tableau(unsigned j, unsigned row_index);
+    bool divide_row_by_pivot(unsigned pivot_row, unsigned pivot_col);
+    
+    bool precise() const { return numeric_traits<T>::precise(); }
+
+    simplex_strategy_enum simplex_strategy() const { return
+            m_settings.simplex_strategy();
+    }
+
+    bool use_tableau() const { return m_settings.use_tableau(); }
+    
+    template <typename K>
+    static void swap(vector<K> &v, unsigned i, unsigned j) {
+        auto t = v[i];
+        v[i] = v[j];
+        v[j] = t;
+    }
+        
+    // called when transposing row i and ii
+    void transpose_basis(unsigned i, unsigned ii) {
+        swap(m_basis, i, ii);
+        swap(m_basis_heading, m_basis[i], m_basis[ii]);
+    }
+
+    bool column_is_in_inf_set(unsigned j) const {
+        return m_inf_set.contains(j);
+    }
+
+    void update_column_in_inf_set(unsigned j) {
+        if (column_is_feasible(j)) {
+            m_inf_set.erase(j);
+        } else {
+            m_inf_set.insert(j);
+        }
+    }
+    void insert_column_into_inf_set(unsigned j) {
+        m_inf_set.insert(j);
+        lean_assert(!column_is_feasible(j));
+    }
+    void remove_column_from_inf_set(unsigned j) {
+        m_inf_set.erase(j);
+        lean_assert(column_is_feasible(j));
+    }
+    bool costs_on_nbasis_are_zeros() const {
+        lean_assert(this->basis_heading_is_correct());
+        for (unsigned j = 0; j < this->m_n(); j++) {
+            if (this->m_basis_heading[j] < 0)
+                lean_assert(is_zero(this->m_costs[j]));
+        }
+        return true;
+}
+};
+}

src/util/lp/lp_core_solver_base_instances.cpp

@@ -0,0 +1,131 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include <utility>
+#include <memory>
+#include <string>
+#include "util/vector.h"
+#include <functional>
+#include "util/lp/lp_core_solver_base.hpp"
+template bool lean::lp_core_solver_base<double, double>::A_mult_x_is_off() const;
+template bool lean::lp_core_solver_base<double, double>::A_mult_x_is_off_on_index(const vector<unsigned> &) const;
+template bool lean::lp_core_solver_base<double, double>::basis_heading_is_correct() const;
+template void lean::lp_core_solver_base<double, double>::calculate_pivot_row_of_B_1(unsigned int);
+template void lean::lp_core_solver_base<double, double>::calculate_pivot_row_when_pivot_row_of_B1_is_ready(unsigned);
+template bool lean::lp_core_solver_base<double, double>::column_is_dual_feasible(unsigned int) const;
+template void lean::lp_core_solver_base<double, double>::fill_reduced_costs_from_m_y_by_rows();
+template bool lean::lp_core_solver_base<double, double>::find_x_by_solving();
+template lean::non_basic_column_value_position lean::lp_core_solver_base<double, double>::get_non_basic_column_value_position(unsigned int) const;
+template lean::non_basic_column_value_position lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::get_non_basic_column_value_position(unsigned int) const;
+template lean::non_basic_column_value_position lean::lp_core_solver_base<lean::mpq, lean::mpq>::get_non_basic_column_value_position(unsigned int) const;
+template void lean::lp_core_solver_base<double, double>::init_reduced_costs_for_one_iteration();
+template lean::lp_core_solver_base<double, double>::lp_core_solver_base(
+    lean::static_matrix<double, double>&, vector<double>&, 
+    vector<unsigned int >&,
+    vector<unsigned> &, vector<int> &,
+    vector<double >&, 
+    vector<double >&, 
+    lean::lp_settings&, const column_namer&, const vector<lean::column_type >&,
+    const vector<double >&,
+    const vector<double >&);
+
+template bool lean::lp_core_solver_base<double, double>::print_statistics_with_iterations_and_nonzeroes_and_cost_and_check_that_the_time_is_over(char const*, std::ostream &);
+template bool lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::print_statistics_with_iterations_and_nonzeroes_and_cost_and_check_that_the_time_is_over(char const*, std::ostream &);
+template void lean::lp_core_solver_base<double, double>::restore_x(unsigned int, double const&);
+template void lean::lp_core_solver_base<double, double>::set_non_basic_x_to_correct_bounds();
+template void lean::lp_core_solver_base<double, double>::snap_xN_to_bounds_and_free_columns_to_zeroes();
+template void lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::snap_xN_to_bounds_and_free_columns_to_zeroes();
+template void lean::lp_core_solver_base<double, double>::solve_Ax_eq_b();
+template void lean::lp_core_solver_base<double, double>::solve_Bd(unsigned int);
+template void lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq>>::solve_Bd(unsigned int, indexed_vector<lean::mpq>&);
+template void lean::lp_core_solver_base<double, double>::solve_yB(vector<double >&);
+template bool lean::lp_core_solver_base<double, double>::update_basis_and_x(int, int, double const&);
+template void lean::lp_core_solver_base<double, double>::update_x(unsigned int, const double&);
+template bool lean::lp_core_solver_base<lean::mpq, lean::mpq>::A_mult_x_is_off() const;
+template bool lean::lp_core_solver_base<lean::mpq, lean::mpq>::A_mult_x_is_off_on_index(const vector<unsigned> &) const;
+template bool lean::lp_core_solver_base<lean::mpq, lean::mpq>::basis_heading_is_correct() const ;
+template void lean::lp_core_solver_base<lean::mpq, lean::mpq>::calculate_pivot_row_of_B_1(unsigned int);
+template void lean::lp_core_solver_base<lean::mpq, lean::mpq>::calculate_pivot_row_when_pivot_row_of_B1_is_ready(unsigned);
+template bool lean::lp_core_solver_base<lean::mpq, lean::mpq>::column_is_dual_feasible(unsigned int) const;
+template void lean::lp_core_solver_base<lean::mpq, lean::mpq>::fill_reduced_costs_from_m_y_by_rows();
+template bool lean::lp_core_solver_base<lean::mpq, lean::mpq>::find_x_by_solving();
+template void lean::lp_core_solver_base<lean::mpq, lean::mpq>::init_reduced_costs_for_one_iteration();
+template bool lean::lp_core_solver_base<lean::mpq, lean::mpq>::print_statistics_with_iterations_and_nonzeroes_and_cost_and_check_that_the_time_is_over(char const*, std::ostream &);
+template void lean::lp_core_solver_base<lean::mpq, lean::mpq>::restore_x(unsigned int, lean::mpq const&);
+template void lean::lp_core_solver_base<lean::mpq, lean::mpq>::set_non_basic_x_to_correct_bounds();
+template void lean::lp_core_solver_base<lean::mpq, lean::mpq>::solve_Ax_eq_b();
+template void lean::lp_core_solver_base<lean::mpq, lean::mpq>::solve_Bd(unsigned int);
+template void lean::lp_core_solver_base<lean::mpq, lean::mpq>::solve_yB(vector<lean::mpq>&);
+template bool lean::lp_core_solver_base<lean::mpq, lean::mpq>::update_basis_and_x(int, int, lean::mpq const&);
+template void lean::lp_core_solver_base<lean::mpq, lean::mpq>::update_x(unsigned int, const lean::mpq&);
+template void lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::calculate_pivot_row_of_B_1(unsigned int);
+template void lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::calculate_pivot_row_when_pivot_row_of_B1_is_ready(unsigned);
+template void lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::init();
+template void lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::init_basis_heading_and_non_basic_columns_vector();
+template void lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::init_reduced_costs_for_one_iteration();
+template lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::lp_core_solver_base(lean::static_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >&, vector<lean::numeric_pair<lean::mpq> >&, vector<unsigned int >&, vector<unsigned> &, vector<int> &, vector<lean::numeric_pair<lean::mpq> >&, vector<lean::mpq>&, lean::lp_settings&, const column_namer&, const vector<lean::column_type >&,
+                                                                                                   const vector<lean::numeric_pair<lean::mpq> >&,
+                                                                                                   const vector<lean::numeric_pair<lean::mpq> >&);
+template bool lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::print_statistics_with_cost_and_check_that_the_time_is_over(lean::numeric_pair<lean::mpq>, std::ostream&);
+template void lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::snap_xN_to_bounds_and_fill_xB();
+template void lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::solve_Bd(unsigned int);
+template bool lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::update_basis_and_x(int, int, lean::numeric_pair<lean::mpq> const&);
+template void lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::update_x(unsigned int, const lean::numeric_pair<lean::mpq>&);
+template lean::lp_core_solver_base<lean::mpq, lean::mpq>::lp_core_solver_base(
+                                                                              lean::static_matrix<lean::mpq, lean::mpq>&,
+                                                                              vector<lean::mpq>&,
+                                                                              vector<unsigned int >&,
+                                                                              vector<unsigned> &, vector<int> &,
+                                                                              vector<lean::mpq>&,
+                                                                              vector<lean::mpq>&,
+                                                                              lean::lp_settings&,
+                                                                              const column_namer&,
+                                                                              const vector<lean::column_type >&,
+                                                                              const vector<lean::mpq>&,
+                                                                              const vector<lean::mpq>&);
+template bool lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::print_statistics_with_iterations_and_check_that_the_time_is_over(std::ostream &);
+template std::string lean::lp_core_solver_base<double, double>::column_name(unsigned int) const;
+template void lean::lp_core_solver_base<double, double>::pretty_print(std::ostream & out);
+template void lean::lp_core_solver_base<double, double>::restore_state(double*, double*);
+template void lean::lp_core_solver_base<double, double>::save_state(double*, double*);
+template std::string lean::lp_core_solver_base<lean::mpq, lean::mpq>::column_name(unsigned int) const;
+template void lean::lp_core_solver_base<lean::mpq, lean::mpq>::pretty_print(std::ostream & out);
+template void lean::lp_core_solver_base<lean::mpq, lean::mpq>::restore_state(lean::mpq*, lean::mpq*);
+template void lean::lp_core_solver_base<lean::mpq, lean::mpq>::save_state(lean::mpq*, lean::mpq*);
+template std::string lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::column_name(unsigned int) const;
+template void lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::pretty_print(std::ostream & out);
+template void lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::restore_state(lean::mpq*, lean::mpq*);
+template void lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::save_state(lean::mpq*, lean::mpq*);
+template void lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::solve_yB(vector<lean::mpq>&);
+template void lean::lp_core_solver_base<double, double>::init_lu();
+template void lean::lp_core_solver_base<lean::mpq, lean::mpq>::init_lu();
+template int lean::lp_core_solver_base<double, double>::pivots_in_column_and_row_are_different(int, int) const;
+template int lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::pivots_in_column_and_row_are_different(int, int) const;
+template int lean::lp_core_solver_base<lean::mpq, lean::mpq>::pivots_in_column_and_row_are_different(int, int) const;
+template bool lean::lp_core_solver_base<double, double>::calc_current_x_is_feasible_include_non_basis(void)const;
+template bool lean::lp_core_solver_base<lean::mpq, lean::mpq>::calc_current_x_is_feasible_include_non_basis(void)const;
+template bool lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::calc_current_x_is_feasible_include_non_basis() const;
+template void  lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::pivot_fixed_vars_from_basis();
+template bool lean::lp_core_solver_base<double, double>::column_is_feasible(unsigned int) const;
+template bool lean::lp_core_solver_base<lean::mpq, lean::mpq>::column_is_feasible(unsigned int) const;
+// template void lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::print_linear_combination_of_column_indices(vector<std::pair<lean::mpq, unsigned int>, std::allocator<std::pair<lean::mpq, unsigned int> > > const&, std::ostream&) const;
+template bool lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::column_is_feasible(unsigned int) const;
+template bool lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::snap_non_basic_x_to_bound();
+template void lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::init_lu();
+template bool lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::A_mult_x_is_off_on_index(vector<unsigned int> const&) const;
+template bool lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::find_x_by_solving();
+template void lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::restore_x(unsigned int, lean::numeric_pair<lean::mpq> const&);
+template bool lean::lp_core_solver_base<double, double>::pivot_for_tableau_on_basis();
+template bool lean::lp_core_solver_base<lean::mpq, lean::mpq>::pivot_for_tableau_on_basis();
+template bool lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq>>::pivot_for_tableau_on_basis();
+template bool lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq>>::pivot_column_tableau(unsigned int, unsigned int);
+template bool lean::lp_core_solver_base<double, double>::pivot_column_tableau(unsigned int, unsigned int);
+template bool lean::lp_core_solver_base<lean::mpq, lean::mpq>::pivot_column_tableau(unsigned int, unsigned int);
+template void lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::transpose_rows_tableau(unsigned int, unsigned int);
+template bool lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::inf_set_is_correct() const;
+template bool lean::lp_core_solver_base<double, double>::inf_set_is_correct() const;
+template bool lean::lp_core_solver_base<lean::mpq, lean::mpq>::inf_set_is_correct() const;
+template bool lean::lp_core_solver_base<lean::mpq, lean::numeric_pair<lean::mpq> >::infeasibility_costs_are_correct() const;
+template bool lean::lp_core_solver_base<lean::mpq, lean::mpq >::infeasibility_costs_are_correct() const;
+template bool lean::lp_core_solver_base<double, double >::infeasibility_costs_are_correct() const;

src/util/lp/lp_dual_core_solver.h

@@ -0,0 +1,197 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#pragma once
+#include "util/lp/static_matrix.h"
+#include "util/lp/lp_core_solver_base.h"
+#include <string>
+#include <limits>
+#include <set>
+#include <algorithm>
+#include "util/vector.h"
+
+namespace lean {
+template <typename T, typename X>
+class lp_dual_core_solver:public lp_core_solver_base<T, X> {
+public:
+    vector<bool> & m_can_enter_basis;
+    int m_r; // the row of the leaving column
+    int m_p; // leaving column; that is m_p = m_basis[m_r]
+    T m_delta; // the offset of the leaving basis variable
+    int m_sign_of_alpha_r; // see page 27
+    T m_theta_D;
+    T m_theta_P;
+    int m_q;
+    // todo : replace by a vector later
+    std::set<unsigned> m_breakpoint_set; // it is F in "Progress in the dual simplex method ..."
+    std::set<unsigned> m_flipped_boxed;
+    std::set<unsigned> m_tight_set; // it is the set of all breakpoints that become tight when m_q becomes tight
+    vector<T> m_a_wave;
+    vector<T> m_betas; // m_betas[i] is approximately a square of the norm of the i-th row of the reverse of B
+    T m_harris_tolerance;
+    std::set<unsigned> m_forbidden_rows;
+
+    lp_dual_core_solver(static_matrix<T, X> & A,
+                        vector<bool> & can_enter_basis,
+                        vector<X> & b, // the right side vector
+                        vector<X> & x, // the number of elements in x needs to be at least as large as the number of columns in A
+                        vector<unsigned> & basis,
+                        vector<unsigned> & nbasis,
+                        vector<int> & heading,
+                        vector<T> & costs,
+                        vector<column_type> & column_type_array,
+                        vector<X> & low_bound_values,
+                        vector<X> & upper_bound_values,
+                        lp_settings & settings,
+                        const column_namer & column_names):
+        lp_core_solver_base<T, X>(A,
+                                  b,
+                                  basis,
+                                  nbasis,
+                                  heading,
+                                  x,
+                                  costs,
+                                  settings,
+                                  column_names,
+                                  column_type_array,
+                                  low_bound_values,
+                                  upper_bound_values),
+        m_can_enter_basis(can_enter_basis),
+        m_a_wave(this->m_m()),
+        m_betas(this->m_m()) {
+        m_harris_tolerance = numeric_traits<T>::precise()? numeric_traits<T>::zero() : T(this->m_settings.harris_feasibility_tolerance);
+        this->solve_yB(this->m_y);
+        this->init_basic_part_of_basis_heading();
+        fill_non_basis_with_only_able_to_enter_columns();
+    }
+
+    void init_a_wave_by_zeros();
+
+    void fill_non_basis_with_only_able_to_enter_columns() {
+        auto & nb = this->m_nbasis;
+        nb.reset();
+        unsigned j = this->m_n();
+        while (j--) {
+            if (this->m_basis_heading[j] >= 0 || !m_can_enter_basis[j]) continue;
+            nb.push_back(j);
+            this->m_basis_heading[j] = - static_cast<int>(nb.size());
+        }
+    }
+
+    void restore_non_basis();
+
+    bool update_basis(int entering, int leaving);
+
+    void recalculate_xB_and_d();
+
+    void recalculate_d();
+
+    void init_betas();
+
+    void adjust_xb_for_changed_xn_and_init_betas();
+
+    void start_with_initial_basis_and_make_it_dual_feasible();
+
+    bool done();
+
+    T get_edge_steepness_for_low_bound(unsigned p);
+
+    T get_edge_steepness_for_upper_bound(unsigned p);
+
+    T pricing_for_row(unsigned i);
+
+    void pricing_loop(unsigned number_of_rows_to_try, unsigned offset_in_rows);
+
+    bool advance_on_known_p();
+
+    int define_sign_of_alpha_r();
+
+    bool can_be_breakpoint(unsigned j);
+
+    void fill_breakpoint_set();
+
+    void DSE_FTran();
+    T get_delta();
+
+    void restore_d();
+
+    bool d_is_correct();
+
+    void xb_minus_delta_p_pivot_column();
+
+    void update_betas();
+
+    void apply_flips();
+
+    void snap_xN_column_to_bounds(unsigned j);
+
+    void snap_xN_to_bounds();
+
+    void init_beta_precisely(unsigned i);
+
+    void init_betas_precisely();
+
+    // step 7 of the algorithm from Progress
+    bool basis_change_and_update();
+
+    void revert_to_previous_basis();
+
+    non_basic_column_value_position m_entering_boundary_position;
+    bool update_basis_and_x_local(int entering, int leaving, X const & tt);
+    void recover_leaving();
+
+    bool problem_is_dual_feasible() const;
+
+    bool snap_runaway_nonbasic_column(unsigned);
+
+    bool snap_runaway_nonbasic_columns();
+
+    unsigned get_number_of_rows_to_try_for_leaving();
+
+    void update_a_wave(const T & del, unsigned j) {
+        this->m_A.add_column_to_vector(del, j, & m_a_wave[0]);
+    }
+
+    bool delta_keeps_the_sign(int initial_delta_sign, const T & delta);
+
+    void set_status_to_tentative_dual_unbounded_or_dual_unbounded();
+
+    // it is positive if going from low bound to upper bound and negative if going from upper bound to low bound
+    T signed_span_of_boxed(unsigned j) {
+        return this->x_is_at_low_bound(j)? this->bound_span(j): - this->bound_span(j);
+    }
+
+    void add_tight_breakpoints_and_q_to_flipped_set();
+
+    T delta_lost_on_flips_of_tight_breakpoints();
+
+    bool tight_breakpoinst_are_all_boxed();
+
+    T calculate_harris_delta_on_breakpoint_set();
+
+    void fill_tight_set_on_harris_delta(const T & harris_delta );
+
+    void find_q_on_tight_set();
+
+    void find_q_and_tight_set();
+
+    void erase_tight_breakpoints_and_q_from_breakpoint_set();
+
+    bool ratio_test();
+
+    void process_flipped();
+    void update_d_and_xB();
+
+    void calculate_beta_r_precisely();
+    // see "Progress in the dual simplex method for large scale LP problems: practical dual phase 1 algorithms"
+
+    void update_xb_after_bound_flips();
+
+    void one_iteration();
+
+    void solve();
+
+    bool low_bounds_are_set() const { return true; }
+};
+}

src/util/lp/lp_dual_core_solver.hpp

@@ -0,0 +1,743 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include <algorithm>
+#include <string>
+#include "util/vector.h"
+#include "util/lp/lp_dual_core_solver.h"
+
+namespace lean {
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::init_a_wave_by_zeros() {
+    unsigned j = this->m_m();
+    while (j--) {
+        m_a_wave[j] = numeric_traits<T>::zero();
+    }
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::restore_non_basis() {
+    auto & nb = this->m_nbasis;
+    nb.reset();
+    unsigned j = this->m_n();
+    while (j--) {
+        if (this->m_basis_heading[j] >= 0 ) continue;
+        if (m_can_enter_basis[j]) {
+            lean_assert(std::find(nb.begin(), nb.end(), j) == nb.end());
+            nb.push_back(j);
+            this->m_basis_heading[j] = - static_cast<int>(nb.size());
+        }
+    }
+}
+
+template <typename T, typename X> bool lp_dual_core_solver<T, X>::update_basis(int entering, int leaving) {
+    // the second argument is the element of the entering column from the pivot row - its value should be equal to the low diagonal element of the bump after all pivoting is done
+    if (this->m_refactor_counter++ < 200) {
+        this->m_factorization->replace_column(this->m_ed[this->m_factorization->basis_heading(leaving)], this->m_w);
+        if (this->m_factorization->get_status() == LU_status::OK) {
+            this->m_factorization->change_basis(entering, leaving);
+            return true;
+        }
+    }
+    // need to refactor
+    this->m_factorization->change_basis(entering, leaving);
+    init_factorization(this->m_factorization, this->m_A, this->m_basis, this->m_basis_heading, this->m_settings);
+    this->m_refactor_counter = 0;
+    if (this->m_factorization->get_status() != LU_status::OK) {
+        LP_OUT(this->m_settings, "failing refactor for entering = " << entering << ", leaving = " << leaving << " total_iterations = " << this->total_iterations() << std::endl);
+        this->m_iters_with_no_cost_growing++;
+        return false;
+    }
+    return true;
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::recalculate_xB_and_d() {
+    this->solve_Ax_eq_b();
+    recalculate_d();
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::recalculate_d() {
+    this->solve_yB(this->m_y);
+    this->fill_reduced_costs_from_m_y_by_rows();
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::init_betas() {
+    // todo : look at page 194 of Progress in the dual simplex algorithm for solving large scale LP problems : techniques for a fast and stable implementation
+    // the current implementation is not good enough: todo
+    unsigned i = this->m_m();
+    while (i--) {
+        m_betas[i] = 1;
+    }
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::adjust_xb_for_changed_xn_and_init_betas() {
+    this->solve_Ax_eq_b();
+    init_betas();
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::start_with_initial_basis_and_make_it_dual_feasible() {
+    this->set_non_basic_x_to_correct_bounds(); // It is not an efficient version, see 3.29,
+    // however this version does not require that m_x is the solution of Ax = 0 beforehand
+    adjust_xb_for_changed_xn_and_init_betas();
+}
+
+template <typename T, typename X> bool lp_dual_core_solver<T, X>::done() {
+    if (this->get_status() == OPTIMAL) {
+        return true;
+    }
+    if (this->total_iterations() > this->m_settings.max_total_number_of_iterations) { // debug !!!!
+        this->set_status(ITERATIONS_EXHAUSTED);
+        return true;
+    }
+    return false; // todo, need to be more cases
+}
+
+template <typename T, typename X> T lp_dual_core_solver<T, X>::get_edge_steepness_for_low_bound(unsigned p) {
+    lean_assert(this->m_basis_heading[p] >= 0 && static_cast<unsigned>(this->m_basis_heading[p]) < this->m_m());
+    T del = this->m_x[p] - this->m_low_bounds[p];
+    del *= del;
+    return del / this->m_betas[this->m_basis_heading[p]];
+}
+
+template <typename T, typename X> T lp_dual_core_solver<T, X>::get_edge_steepness_for_upper_bound(unsigned p) {
+    lean_assert(this->m_basis_heading[p] >= 0 && static_cast<unsigned>(this->m_basis_heading[p]) < this->m_m());
+    T del = this->m_x[p] - this->m_upper_bounds[p];
+    del *= del;
+    return del / this->m_betas[this->m_basis_heading[p]];
+}
+
+template <typename T, typename X> T lp_dual_core_solver<T, X>::pricing_for_row(unsigned i) {
+    unsigned p = this->m_basis[i];
+    switch (this->m_column_types[p]) {
+    case column_type::fixed:
+    case column_type::boxed:
+        if (this->x_below_low_bound(p)) {
+            T del =  get_edge_steepness_for_low_bound(p);
+            return del;
+        }
+        if (this->x_above_upper_bound(p)) {
+            T del =  get_edge_steepness_for_upper_bound(p);
+            return del;
+        }
+        return numeric_traits<T>::zero();
+    case column_type::low_bound:
+        if (this->x_below_low_bound(p)) {
+            T del =  get_edge_steepness_for_low_bound(p);
+            return del;
+        }
+        return numeric_traits<T>::zero();
+        break;
+    case column_type::upper_bound:
+        if (this->x_above_upper_bound(p)) {
+            T del =  get_edge_steepness_for_upper_bound(p);
+            return del;
+        }
+        return numeric_traits<T>::zero();
+        break;
+    case column_type::free_column:
+        lean_assert(numeric_traits<T>::is_zero(this->m_d[p]));
+        return numeric_traits<T>::zero();
+    default:
+        lean_unreachable();
+    }
+    lean_unreachable();
+    return numeric_traits<T>::zero();
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::pricing_loop(unsigned number_of_rows_to_try, unsigned offset_in_rows) {
+    m_r = -1;
+    T steepest_edge_max = numeric_traits<T>::zero();
+    unsigned initial_offset_in_rows = offset_in_rows;
+    unsigned i = offset_in_rows;
+    unsigned rows_left = number_of_rows_to_try;
+    do  {
+        if (m_forbidden_rows.find(i) != m_forbidden_rows.end()) {
+            if (++i == this->m_m()) {
+                i = 0;
+            }
+            continue;
+        }
+        T se = pricing_for_row(i);
+        if (se > steepest_edge_max) {
+            steepest_edge_max = se;
+            m_r = i;
+            if (rows_left > 0) {
+                rows_left--;
+            }
+        }
+        if (++i == this->m_m()) {
+            i = 0;
+        }
+    } while (i != initial_offset_in_rows && rows_left);
+    if (m_r == -1) {
+        if (this->get_status() != UNSTABLE) {
+            this->set_status(OPTIMAL);
+        }
+    } else {
+        m_p = this->m_basis[m_r];
+        m_delta = get_delta();
+        if (advance_on_known_p()){
+            m_forbidden_rows.clear();
+            return;
+        }
+        // failure in advance_on_known_p
+        if (this->get_status() == FLOATING_POINT_ERROR) {
+            return;
+        }
+        this->set_status(UNSTABLE);
+        m_forbidden_rows.insert(m_r);
+    }
+}
+
+    // this calculation is needed for the steepest edge update,
+    // it hijackes m_pivot_row_of_B_1 for this purpose since we will need it anymore to the end of the cycle
+template <typename T, typename X> void lp_dual_core_solver<T, X>::DSE_FTran() { // todo, see algorithm 7 from page 35
+    this->m_factorization->solve_By_for_T_indexed_only(this->m_pivot_row_of_B_1, this->m_settings);
+}
+
+template <typename T, typename X> bool lp_dual_core_solver<T, X>::advance_on_known_p() {
+    if (done()) {
+        return true;
+    }
+    this->calculate_pivot_row_of_B_1(m_r);
+    this->calculate_pivot_row_when_pivot_row_of_B1_is_ready(m_r);
+    if (!ratio_test()) {
+        return true;
+    }
+    calculate_beta_r_precisely();
+    this->solve_Bd(m_q); // FTRAN
+    int pivot_compare_result = this->pivots_in_column_and_row_are_different(m_q, m_p);
+    if (!pivot_compare_result){;}
+    else if (pivot_compare_result == 2) { // the sign is changed, cannot continue
+        lean_unreachable(); // not implemented yet
+    } else {
+        lean_assert(pivot_compare_result == 1);
+        this->init_lu();
+    }
+    DSE_FTran();
+    return basis_change_and_update();
+}
+
+template <typename T, typename X> int lp_dual_core_solver<T, X>::define_sign_of_alpha_r() {
+    switch (this->m_column_types[m_p]) {
+    case column_type::boxed:
+    case column_type::fixed:
+        if (this->x_below_low_bound(m_p)) {
+            return -1;
+        }
+        if (this->x_above_upper_bound(m_p)) {
+            return 1;
+        }
+        lean_unreachable();
+    case column_type::low_bound:
+        if (this->x_below_low_bound(m_p)) {
+            return -1;
+        }
+        lean_unreachable();
+    case column_type::upper_bound:
+        if (this->x_above_upper_bound(m_p)) {
+            return 1;
+        }
+        lean_unreachable();
+    default:
+        lean_unreachable();
+    }
+    lean_unreachable();
+    return 0;
+}
+
+template <typename T, typename X> bool lp_dual_core_solver<T, X>::can_be_breakpoint(unsigned j) {
+    if (this->pivot_row_element_is_too_small_for_ratio_test(j)) return false;
+    switch (this->m_column_types[j]) {
+    case column_type::low_bound:
+        lean_assert(this->m_settings.abs_val_is_smaller_than_harris_tolerance(this->m_x[j] - this->m_low_bounds[j]));
+        return m_sign_of_alpha_r * this->m_pivot_row[j]  > 0;
+    case column_type::upper_bound:
+        lean_assert(this->m_settings.abs_val_is_smaller_than_harris_tolerance(this->m_x[j] - this->m_upper_bounds[j]));
+        return m_sign_of_alpha_r * this->m_pivot_row[j] < 0;
+    case column_type::boxed:
+        {
+            bool low_bound = this->x_is_at_low_bound(j);
+            bool grawing = m_sign_of_alpha_r * this->m_pivot_row[j] > 0;
+            return low_bound == grawing;
+        }
+    case column_type::fixed: // is always dual feasible so we ingore it
+        return false;
+    case column_type::free_column:
+        return true;
+    default:
+        return false;
+    }
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::fill_breakpoint_set() {
+    m_breakpoint_set.clear();
+    for (unsigned j : this->non_basis()) {
+        if (can_be_breakpoint(j)) {
+            m_breakpoint_set.insert(j);
+        }
+    }
+}
+
+// template <typename T, typename X> void lp_dual_core_solver<T, X>::FTran() {
+//     this->solve_Bd(m_q);
+// }
+
+template <typename T, typename X> T lp_dual_core_solver<T, X>::get_delta() {
+    switch (this->m_column_types[m_p]) {
+    case column_type::boxed:
+        if (this->x_below_low_bound(m_p)) {
+            return this->m_x[m_p] - this->m_low_bounds[m_p];
+        }
+        if (this->x_above_upper_bound(m_p)) {
+            return this->m_x[m_p] - this->m_upper_bounds[m_p];
+        }
+        lean_unreachable();
+    case column_type::low_bound:
+        if (this->x_below_low_bound(m_p)) {
+            return this->m_x[m_p] - this->m_low_bounds[m_p];
+        }
+        lean_unreachable();
+    case column_type::upper_bound:
+        if (this->x_above_upper_bound(m_p)) {
+            return get_edge_steepness_for_upper_bound(m_p);
+        }
+        lean_unreachable();
+    case column_type::fixed:
+        return this->m_x[m_p] - this->m_upper_bounds[m_p];
+    default:
+        lean_unreachable();
+    }
+    lean_unreachable();
+    return zero_of_type<T>();
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::restore_d() {
+    this->m_d[m_p] = numeric_traits<T>::zero();
+    for (auto j : this->non_basis()) {
+        this->m_d[j] += m_theta_D * this->m_pivot_row[j];
+    }
+}
+
+template <typename T, typename X> bool lp_dual_core_solver<T, X>::d_is_correct() {
+    this->solve_yB(this->m_y);
+    for  (auto j : this->non_basis()) {
+        T d = this->m_costs[j] -  this->m_A.dot_product_with_column(this->m_y, j);
+        if (numeric_traits<T>::get_double(abs(d - this->m_d[j])) >= 0.001) {
+            LP_OUT(this->m_settings, "total_iterations = " << this->total_iterations() << std::endl
+                << "d[" << j << "] = " << this->m_d[j] << " but should be " << d << std::endl);
+            return false;
+        }
+    }
+    return true;
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::xb_minus_delta_p_pivot_column() {
+    unsigned i = this->m_m();
+    while (i--) {
+        this->m_x[this->m_basis[i]] -= m_theta_P * this->m_ed[i];
+    }
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::update_betas() { // page 194 of Progress ... todo - once in a while betas have to be reinitialized
+    T one_over_arq = numeric_traits<T>::one() / this->m_pivot_row[m_q];
+    T beta_r = this->m_betas[m_r] = std::max(T(0.0001), (m_betas[m_r] * one_over_arq) *  one_over_arq);
+    T k = -2 * one_over_arq;
+    unsigned i = this->m_m();
+    while (i--) {
+        if (static_cast<int>(i) == m_r) continue;
+        T a = this->m_ed[i];
+        m_betas[i] += a * (a * beta_r + k * this->m_pivot_row_of_B_1[i]);
+        if (m_betas[i] < T(0.0001))
+            m_betas[i] = T(0.0001);
+    }
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::apply_flips() {
+    for (unsigned j : m_flipped_boxed) {
+        lean_assert(this->x_is_at_bound(j));
+        if (this->x_is_at_low_bound(j)) {
+            this->m_x[j] = this->m_upper_bounds[j];
+        } else {
+            this->m_x[j] = this->m_low_bounds[j];
+        }
+    }
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::snap_xN_column_to_bounds(unsigned j) {
+    switch (this->m_column_type[j]) {
+    case column_type::fixed:
+        this->m_x[j] = this->m_low_bounds[j];
+        break;
+    case column_type::boxed:
+        if (this->x_is_at_low_bound(j)) {
+            this->m_x[j] = this->m_low_bounds[j];
+        } else {
+            this->m_x[j] = this->m_upper_bounds[j];
+        }
+        break;
+    case column_type::low_bound:
+        this->m_x[j] = this->m_low_bounds[j];
+        break;
+    case column_type::upper_bound:
+        this->m_x[j] = this->m_upper_bounds[j];
+        break;
+    case column_type::free_column:
+        break;
+    default:
+        lean_unreachable();
+    }
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::snap_xN_to_bounds() {
+    for (auto j : this->non_basis()) {
+        snap_xN_column_to_bounds(j);
+    }
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::init_beta_precisely(unsigned i) {
+    vector<T> vec(this->m_m(), numeric_traits<T>::zero());
+    vec[i] = numeric_traits<T>::one();
+    this->m_factorization->solve_yB_with_error_check(vec, this->m_basis);
+    T beta = numeric_traits<T>::zero();
+    for (T & v : vec) {
+        beta += v * v;
+    }
+    this->m_betas[i] =beta;
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::init_betas_precisely() {
+    unsigned i = this->m_m();
+    while (i--) {
+        init_beta_precisely(i);
+    }
+}
+
+// step 7 of the algorithm from Progress
+template <typename T, typename X> bool lp_dual_core_solver<T, X>::basis_change_and_update() {
+    update_betas();
+    update_d_and_xB();
+    //    m_theta_P = m_delta / this->m_ed[m_r];
+    m_theta_P = m_delta / this->m_pivot_row[m_q];
+    //    xb_minus_delta_p_pivot_column();
+    apply_flips();
+    if (!this->update_basis_and_x(m_q, m_p, m_theta_P)) {
+          init_betas_precisely();
+          return false;
+    }
+
+    if (snap_runaway_nonbasic_column(m_p)) {
+        if (!this->find_x_by_solving()) {
+            revert_to_previous_basis();
+            this->m_iters_with_no_cost_growing++;
+            return false;
+        }
+    }
+
+    if (!problem_is_dual_feasible()) {
+        // todo : shift the costs!!!!
+        revert_to_previous_basis();
+        this->m_iters_with_no_cost_growing++;
+        return false;
+    }
+
+    lean_assert(d_is_correct());
+    return true;
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::recover_leaving() {
+    switch (m_entering_boundary_position) {
+    case at_low_bound:
+    case at_fixed:
+        this->m_x[m_q] = this->m_low_bounds[m_q];
+        break;
+    case at_upper_bound:
+        this->m_x[m_q] = this->m_upper_bounds[m_q];
+        break;
+    case free_of_bounds:
+        this->m_x[m_q] = zero_of_type<X>();
+    default:
+        lean_unreachable();
+    }
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::revert_to_previous_basis() {
+    LP_OUT(this->m_settings, "revert to previous basis on ( " << m_p << ", " << m_q << ")" << std::endl);
+    this->change_basis_unconditionally(m_p, m_q);
+    init_factorization(this->m_factorization, this->m_A, this->m_basis, this->m_settings);
+    if (this->m_factorization->get_status() != LU_status::OK) {
+        this->set_status(FLOATING_POINT_ERROR); // complete failure
+        return;
+    }
+    recover_leaving();
+    if (!this->find_x_by_solving()) {
+        this->set_status(FLOATING_POINT_ERROR);
+        return;
+    }
+    recalculate_xB_and_d();
+    init_betas_precisely();
+}
+
+// returns true if the column has been snapped
+template <typename T, typename X> bool lp_dual_core_solver<T, X>::snap_runaway_nonbasic_column(unsigned j) {
+    switch (this->m_column_types[j]) {
+    case column_type::fixed:
+    case column_type::low_bound:
+        if (!this->x_is_at_low_bound(j)) {
+            this->m_x[j] = this->m_low_bounds[j];
+            return true;
+        }
+        break;
+    case column_type::boxed:
+        {
+            bool closer_to_low_bound = abs(this->m_low_bounds[j] - this->m_x[j]) < abs(this->m_upper_bounds[j] - this->m_x[j]);
+            if (closer_to_low_bound) {
+                if (!this->x_is_at_low_bound(j)) {
+                    this->m_x[j] = this->m_low_bounds[j];
+                    return true;
+                }
+            } else {
+                if (!this->x_is_at_upper_bound(j)) {
+                    this->m_x[j] = this->m_low_bounds[j];
+                    return true;
+                }
+            }
+        }
+        break;
+    case column_type::upper_bound:
+        if (!this->x_is_at_upper_bound(j)) {
+            this->m_x[j] = this->m_upper_bounds[j];
+            return true;
+        }
+        break;
+    default:
+        break;
+    }
+    return false;
+}
+
+
+template <typename T, typename X> bool lp_dual_core_solver<T, X>::problem_is_dual_feasible() const {
+    for (unsigned j : this->non_basis()){
+        if (!this->column_is_dual_feasible(j)) {
+            // std::cout << "column " << j << " is not dual feasible" << std::endl;
+            // std::cout << "m_d[" << j << "] = " << this->m_d[j] << std::endl;
+            // std::cout << "x[" << j << "] = " << this->m_x[j] << std::endl;
+            // std::cout << "type = " << column_type_to_string(this->m_column_type[j]) << std::endl;
+            // std::cout << "bounds = " << this->m_low_bounds[j] << "," << this->m_upper_bounds[j] << std::endl;
+            // std::cout << "total_iterations = " << this->total_iterations() << std::endl;
+            return false;
+        }
+    }
+    return true;
+}
+
+template <typename T, typename X> unsigned lp_dual_core_solver<T, X>::get_number_of_rows_to_try_for_leaving() {
+    unsigned s = this->m_m();
+    if (this->m_m() > 300) {
+        s = (unsigned)((s / 100.0) * this->m_settings.percent_of_entering_to_check);
+    }
+    return my_random() % s + 1;
+}
+
+template <typename T, typename X> bool lp_dual_core_solver<T, X>::delta_keeps_the_sign(int initial_delta_sign, const T & delta) {
+    if (numeric_traits<T>::precise())
+        return ((delta > numeric_traits<T>::zero()) && (initial_delta_sign == 1)) ||
+            ((delta < numeric_traits<T>::zero()) && (initial_delta_sign == -1));
+
+    double del = numeric_traits<T>::get_double(delta);
+    return ( (del > this->m_settings.zero_tolerance) && (initial_delta_sign == 1)) ||
+        ((del < - this->m_settings.zero_tolerance) && (initial_delta_sign == -1));
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::set_status_to_tentative_dual_unbounded_or_dual_unbounded() {
+    if (this->get_status() == TENTATIVE_DUAL_UNBOUNDED) {
+        this->set_status(DUAL_UNBOUNDED);
+    } else {
+        this->set_status(TENTATIVE_DUAL_UNBOUNDED);
+    }
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::add_tight_breakpoints_and_q_to_flipped_set() {
+    m_flipped_boxed.insert(m_q);
+    for (auto j : m_tight_set) {
+        m_flipped_boxed.insert(j);
+    }
+}
+
+template <typename T, typename X> T lp_dual_core_solver<T, X>::delta_lost_on_flips_of_tight_breakpoints() {
+    T ret = abs(this->bound_span(m_q) * this->m_pivot_row[m_q]);
+    for (auto j : m_tight_set) {
+        ret += abs(this->bound_span(j) * this->m_pivot_row[j]);
+    }
+    return ret;
+}
+
+template <typename T, typename X> bool lp_dual_core_solver<T, X>::tight_breakpoinst_are_all_boxed() {
+    if (this->m_column_types[m_q] != column_type::boxed) return false;
+    for (auto j : m_tight_set) {
+        if (this->m_column_types[j] != column_type::boxed) return false;
+    }
+    return true;
+}
+
+template <typename T, typename X> T lp_dual_core_solver<T, X>::calculate_harris_delta_on_breakpoint_set() {
+    bool first_time = true;
+    T ret = zero_of_type<T>();
+    lean_assert(m_breakpoint_set.size() > 0);
+    for (auto j : m_breakpoint_set) {
+        T t;
+        if (this->x_is_at_low_bound(j)) {
+            t = abs((std::max(this->m_d[j], numeric_traits<T>::zero()) + m_harris_tolerance) / this->m_pivot_row[j]);
+        } else {
+            t = abs((std::min(this->m_d[j], numeric_traits<T>::zero()) - m_harris_tolerance) / this->m_pivot_row[j]);
+        }
+        if (first_time) {
+            ret = t;
+            first_time = false;
+        } else if (t < ret) {
+            ret = t;
+        }
+    }
+    return ret;
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::fill_tight_set_on_harris_delta(const T & harris_delta ){
+    m_tight_set.clear();
+    for (auto j : m_breakpoint_set) {
+        if (this->x_is_at_low_bound(j)) {
+            if (abs(std::max(this->m_d[j], numeric_traits<T>::zero()) / this->m_pivot_row[j]) <= harris_delta){
+                m_tight_set.insert(j);
+            }
+        } else {
+            if (abs(std::min(this->m_d[j], numeric_traits<T>::zero() ) / this->m_pivot_row[j]) <= harris_delta){
+                m_tight_set.insert(j);
+            }
+        }
+    }
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::find_q_on_tight_set() {
+    m_q = -1;
+    T max_pivot;
+    for (auto j : m_tight_set) {
+        T r = abs(this->m_pivot_row[j]);
+        if (m_q != -1) {
+            if (r > max_pivot) {
+                max_pivot = r;
+                m_q = j;
+            }
+        } else {
+            max_pivot = r;
+            m_q = j;
+        }
+    }
+    m_tight_set.erase(m_q);
+    lean_assert(m_q != -1);
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::find_q_and_tight_set() {
+    T harris_del = calculate_harris_delta_on_breakpoint_set();
+    fill_tight_set_on_harris_delta(harris_del);
+    find_q_on_tight_set();
+    m_entering_boundary_position = this->get_non_basic_column_value_position(m_q);
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::erase_tight_breakpoints_and_q_from_breakpoint_set() {
+    m_breakpoint_set.erase(m_q);
+    for (auto j : m_tight_set) {
+        m_breakpoint_set.erase(j);
+    }
+}
+
+template <typename T, typename X> bool lp_dual_core_solver<T, X>::ratio_test() {
+    m_sign_of_alpha_r = define_sign_of_alpha_r();
+    fill_breakpoint_set();
+    m_flipped_boxed.clear();
+    int initial_delta_sign = m_delta >= numeric_traits<T>::zero()? 1: -1;
+    do {
+        if (m_breakpoint_set.size() == 0) {
+            set_status_to_tentative_dual_unbounded_or_dual_unbounded();
+            return false;
+        }
+        this->set_status(FEASIBLE);
+        find_q_and_tight_set();
+        if (!tight_breakpoinst_are_all_boxed())  break;
+        T del = m_delta - delta_lost_on_flips_of_tight_breakpoints() * initial_delta_sign;
+        if (!delta_keeps_the_sign(initial_delta_sign, del)) break;
+        if (m_tight_set.size() + 1 == m_breakpoint_set.size()) {
+            break; // deciding not to flip since we might get stuck without finding m_q, the column entering the basis
+        }
+        // we can flip m_q together with the tight set and look for another breakpoint candidate for m_q and another tight set
+        add_tight_breakpoints_and_q_to_flipped_set();
+        m_delta = del;
+        erase_tight_breakpoints_and_q_from_breakpoint_set();
+    } while (true);
+    m_theta_D = this->m_d[m_q] / this->m_pivot_row[m_q];
+    return true;
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::process_flipped() {
+    init_a_wave_by_zeros();
+    for (auto j : m_flipped_boxed) {
+        update_a_wave(signed_span_of_boxed(j), j);
+    }
+}
+template <typename T, typename X> void lp_dual_core_solver<T, X>::update_d_and_xB() {
+    for (auto j : this->non_basis()) {
+        this->m_d[j] -= m_theta_D * this->m_pivot_row[j];
+    }
+    this->m_d[m_p] = - m_theta_D;
+    if (m_flipped_boxed.size() > 0) {
+        process_flipped();
+        update_xb_after_bound_flips();
+    }
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::calculate_beta_r_precisely() {
+    T t = numeric_traits<T>::zero();
+    unsigned i = this->m_m();
+    while (i--) {
+        T b = this->m_pivot_row_of_B_1[i];
+        t += b * b;
+    }
+    m_betas[m_r] = t;
+}
+// see "Progress in the dual simplex method for large scale LP problems: practical dual phase 1 algorithms"
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::update_xb_after_bound_flips() {
+    this->m_factorization->solve_By(m_a_wave);
+    unsigned i = this->m_m();
+    while (i--) {
+        this->m_x[this->m_basis[i]] -= m_a_wave[i];
+    }
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::one_iteration() {
+    unsigned number_of_rows_to_try = get_number_of_rows_to_try_for_leaving();
+    unsigned offset_in_rows = my_random() % this->m_m();
+    if (this->get_status() == TENTATIVE_DUAL_UNBOUNDED) {
+        number_of_rows_to_try = this->m_m();
+    } else {
+        this->set_status(FEASIBLE);
+    }
+    pricing_loop(number_of_rows_to_try, offset_in_rows);
+    lean_assert(problem_is_dual_feasible());
+}
+
+template <typename T, typename X> void lp_dual_core_solver<T, X>::solve() { // see the page 35
+    lean_assert(d_is_correct());
+    lean_assert(problem_is_dual_feasible());
+    lean_assert(this->basis_heading_is_correct());
+    this->set_total_iterations(0);
+    this->m_iters_with_no_cost_growing = 0;
+    do {
+        if (this->print_statistics_with_iterations_and_nonzeroes_and_cost_and_check_that_the_time_is_over("", *this->m_settings.get_message_ostream())){
+            return;
+        }
+        one_iteration();
+    } while (this->get_status() != FLOATING_POINT_ERROR && this->get_status() != DUAL_UNBOUNDED && this->get_status() != OPTIMAL &&
+             this->m_iters_with_no_cost_growing <= this->m_settings.max_number_of_iterations_with_no_improvements
+             && this->total_iterations() <= this->m_settings.max_total_number_of_iterations);
+}
+}

src/util/lp/lp_dual_core_solver_instances.cpp

@@ -0,0 +1,29 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include <utility>
+#include <memory>
+#include <string>
+#include "util/vector.h"
+#include <functional>
+#include "util/lp/lp_dual_core_solver.hpp"
+template void lean::lp_dual_core_solver<lean::mpq, lean::mpq>::start_with_initial_basis_and_make_it_dual_feasible();
+template void lean::lp_dual_core_solver<lean::mpq, lean::mpq>::solve();
+template lean::lp_dual_core_solver<double, double>::lp_dual_core_solver(lean::static_matrix<double, double>&, vector<bool>&,
+                                                                        vector<double>&,
+                                                                        vector<double>&,
+                                                                        vector<unsigned int>&,
+                                                                        vector<unsigned> &,
+                                                                        vector<int> &,
+                                                                        vector<double>&,
+                                                                        vector<lean::column_type>&,
+                                                                        vector<double>&,
+                                                                        vector<double>&,
+                                                                        lean::lp_settings&, const lean::column_namer&);
+template void lean::lp_dual_core_solver<double, double>::start_with_initial_basis_and_make_it_dual_feasible();
+template void lean::lp_dual_core_solver<double, double>::solve();
+template void lean::lp_dual_core_solver<lean::mpq, lean::mpq>::restore_non_basis();
+template void lean::lp_dual_core_solver<double, double>::restore_non_basis();
+template void lean::lp_dual_core_solver<double, double>::revert_to_previous_basis();
+template void lean::lp_dual_core_solver<lean::mpq, lean::mpq>::revert_to_previous_basis();

src/util/lp/lp_dual_simplex.h

@@ -0,0 +1,79 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#pragma once
+#include "util/vector.h"
+#include "util/lp/lp_utils.h"
+#include "util/lp/lp_solver.h"
+#include "util/lp/lp_dual_core_solver.h"
+namespace lean {
+
+template <typename T, typename X>
+class lp_dual_simplex: public lp_solver<T, X> {
+    lp_dual_core_solver<T, X> * m_core_solver = nullptr;
+    vector<T> m_b_copy;
+    vector<T> m_low_bounds; // We don't have a convention here that all low bounds are zeros. At least it does not hold for the first stage solver
+    vector<column_type> m_column_types_of_core_solver;
+    vector<column_type> m_column_types_of_logicals;
+    vector<bool>  m_can_enter_basis;
+public:
+    ~lp_dual_simplex() {
+        if (m_core_solver != nullptr) {
+            delete m_core_solver;
+        }
+    }
+
+
+
+    void decide_on_status_after_stage1();
+
+    void fix_logical_for_stage2(unsigned j);
+
+    void fix_structural_for_stage2(unsigned j);
+
+    void unmark_boxed_and_fixed_columns_and_fix_structural_costs();
+
+    void restore_right_sides();
+
+    void solve_for_stage2();
+
+    void fill_x_with_zeros();
+
+    void stage1();
+
+    void stage2();
+
+    void fill_first_stage_solver_fields();
+
+    column_type get_column_type(unsigned j);
+
+    void fill_costs_bounds_types_and_can_enter_basis_for_the_first_stage_solver_structural_column(unsigned j);
+
+    void fill_costs_bounds_types_and_can_enter_basis_for_the_first_stage_solver_logical_column(unsigned j);
+
+    void fill_costs_and_bounds_and_column_types_for_the_first_stage_solver();
+
+    void set_type_for_logical(unsigned j, column_type col_type) {
+        this->m_column_types_of_logicals[j - this->number_of_core_structurals()] = col_type;
+    }
+
+    void fill_first_stage_solver_fields_for_row_slack_and_artificial(unsigned row,
+                                                              unsigned & slack_var,
+                                                                     unsigned & artificial);
+
+    void augment_matrix_A_and_fill_x_and_allocate_some_fields();
+
+
+
+    void copy_m_b_aside_and_set_it_to_zeros();
+
+    void find_maximal_solution();
+
+    virtual T get_column_value(unsigned column) const {
+        return this->get_column_value_with_core_solver(column, m_core_solver);
+    }
+
+    T get_current_cost() const;
+};
+}

src/util/lp/lp_dual_simplex.hpp

@@ -0,0 +1,362 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include "util/lp/lp_dual_simplex.h"
+namespace lean{
+
+template <typename T, typename X> void lp_dual_simplex<T, X>::decide_on_status_after_stage1() {
+    switch (m_core_solver->get_status()) {
+    case OPTIMAL:
+        if (this->m_settings.abs_val_is_smaller_than_artificial_tolerance(m_core_solver->get_cost())) {
+            this->m_status = FEASIBLE;
+        } else {
+            this->m_status = UNBOUNDED;
+        }
+        break;
+    case DUAL_UNBOUNDED:
+        lean_unreachable();
+    case ITERATIONS_EXHAUSTED:
+        this->m_status = ITERATIONS_EXHAUSTED;
+        break;
+    case TIME_EXHAUSTED:
+        this->m_status = TIME_EXHAUSTED;
+        break;
+    case FLOATING_POINT_ERROR:
+        this->m_status = FLOATING_POINT_ERROR;
+        break;
+    default:
+        lean_unreachable();
+    }
+}
+
+template <typename T, typename X> void lp_dual_simplex<T, X>::fix_logical_for_stage2(unsigned j) {
+    lean_assert(j >= this->number_of_core_structurals());
+    switch (m_column_types_of_logicals[j - this->number_of_core_structurals()]) {
+    case column_type::low_bound:
+        m_low_bounds[j] = numeric_traits<T>::zero();
+        m_column_types_of_core_solver[j] = column_type::low_bound;
+        m_can_enter_basis[j] = true;
+        break;
+    case column_type::fixed:
+        this->m_upper_bounds[j] = m_low_bounds[j] = numeric_traits<T>::zero();
+        m_column_types_of_core_solver[j] = column_type::fixed;
+        m_can_enter_basis[j] = false;
+        break;
+    default:
+        lean_unreachable();
+    }
+}
+
+template <typename T, typename X> void lp_dual_simplex<T, X>::fix_structural_for_stage2(unsigned j) {
+    column_info<T> * ci = this->m_map_from_var_index_to_column_info[this->m_core_solver_columns_to_external_columns[j]];
+    switch (ci->get_column_type()) {
+    case column_type::low_bound:
+        m_low_bounds[j] = numeric_traits<T>::zero();
+        m_column_types_of_core_solver[j] = column_type::low_bound;
+        m_can_enter_basis[j] = true;
+        break;
+    case column_type::fixed:
+    case column_type::upper_bound:
+        lean_unreachable();
+    case column_type::boxed:
+        this->m_upper_bounds[j] = ci->get_adjusted_upper_bound() / this->m_column_scale[j];
+        m_low_bounds[j] = numeric_traits<T>::zero();
+        m_column_types_of_core_solver[j] = column_type::boxed;
+        m_can_enter_basis[j] = true;
+        break;
+    case column_type::free_column:
+        m_can_enter_basis[j] = true;
+        m_column_types_of_core_solver[j] = column_type::free_column;
+        break;
+    default:
+        lean_unreachable();
+    }
+    //    T cost_was = this->m_costs[j];
+    this->set_scaled_cost(j);
+}
+
+template <typename T, typename X> void lp_dual_simplex<T, X>::unmark_boxed_and_fixed_columns_and_fix_structural_costs() {
+    unsigned j = this->m_A->column_count();
+    while (j-- > this->number_of_core_structurals()) {
+        fix_logical_for_stage2(j);
+    }
+    j = this->number_of_core_structurals();
+    while (j--) {
+        fix_structural_for_stage2(j);
+    }
+}
+
+template <typename T, typename X> void lp_dual_simplex<T, X>::restore_right_sides() {
+    unsigned i = this->m_A->row_count();
+    while (i--) {
+        this->m_b[i] = m_b_copy[i];
+    }
+}
+
+template <typename T, typename X> void lp_dual_simplex<T, X>::solve_for_stage2() {
+    m_core_solver->restore_non_basis();
+    m_core_solver->solve_yB(m_core_solver->m_y);
+    m_core_solver->fill_reduced_costs_from_m_y_by_rows();
+    m_core_solver->start_with_initial_basis_and_make_it_dual_feasible();
+    m_core_solver->set_status(FEASIBLE);
+    m_core_solver->solve();
+    switch (m_core_solver->get_status()) {
+    case OPTIMAL:
+        this->m_status = OPTIMAL;
+        break;
+    case DUAL_UNBOUNDED:
+        this->m_status = INFEASIBLE;
+        break;
+    case TIME_EXHAUSTED:
+        this->m_status = TIME_EXHAUSTED;
+        break;
+    case FLOATING_POINT_ERROR:
+        this->m_status = FLOATING_POINT_ERROR;
+        break;
+    default:
+        lean_unreachable();
+    }
+    this->m_second_stage_iterations = m_core_solver->total_iterations();
+    this->m_total_iterations = (this->m_first_stage_iterations + this->m_second_stage_iterations);
+}
+
+template <typename T, typename X> void lp_dual_simplex<T, X>::fill_x_with_zeros() {
+    unsigned j = this->m_A->column_count();
+    while (j--) {
+        this->m_x[j] = numeric_traits<T>::zero();
+    }
+}
+
+template <typename T, typename X> void lp_dual_simplex<T, X>::stage1() {
+    lean_assert(m_core_solver == nullptr);
+    this->m_x.resize(this->m_A->column_count(), numeric_traits<T>::zero());
+    if (this->m_settings.get_message_ostream() != nullptr)
+        this->print_statistics_on_A(*this->m_settings.get_message_ostream());
+    m_core_solver = new lp_dual_core_solver<T, X>(
+                                                  *this->m_A,
+                                                  m_can_enter_basis,
+                                                  this->m_b, // the right side vector
+                                                  this->m_x,
+                                                  this->m_basis,
+                                                  this->m_nbasis,
+                                                  this->m_heading,
+                                                  this->m_costs,
+                                                  this->m_column_types_of_core_solver,
+                                                  this->m_low_bounds,
+                                                  this->m_upper_bounds,
+                                                  this->m_settings,
+                                                  *this);
+    m_core_solver->fill_reduced_costs_from_m_y_by_rows();
+    m_core_solver->start_with_initial_basis_and_make_it_dual_feasible();
+    if (this->m_settings.abs_val_is_smaller_than_artificial_tolerance(m_core_solver->get_cost())) {
+        // skipping stage 1
+        m_core_solver->set_status(OPTIMAL);
+        m_core_solver->set_total_iterations(0);
+    } else {
+        m_core_solver->solve();
+    }
+    decide_on_status_after_stage1();
+    this->m_first_stage_iterations = m_core_solver->total_iterations();
+}
+
+template <typename T, typename X> void lp_dual_simplex<T, X>::stage2() {
+    unmark_boxed_and_fixed_columns_and_fix_structural_costs();
+    restore_right_sides();
+    solve_for_stage2();
+}
+
+template <typename T, typename X> void lp_dual_simplex<T, X>::fill_first_stage_solver_fields() {
+    unsigned slack_var = this->number_of_core_structurals();
+    unsigned artificial = this->number_of_core_structurals() + this->m_slacks;
+
+    for (unsigned row = 0; row < this->row_count(); row++) {
+        fill_first_stage_solver_fields_for_row_slack_and_artificial(row, slack_var, artificial);
+    }
+    fill_costs_and_bounds_and_column_types_for_the_first_stage_solver();
+}
+
+template <typename T, typename X> column_type lp_dual_simplex<T, X>::get_column_type(unsigned j) {
+    lean_assert(j < this->m_A->column_count());
+    if (j >= this->number_of_core_structurals()) {
+        return m_column_types_of_logicals[j - this->number_of_core_structurals()];
+    }
+    return this->m_map_from_var_index_to_column_info[this->m_core_solver_columns_to_external_columns[j]]->get_column_type();
+}
+
+template <typename T, typename X> void lp_dual_simplex<T, X>::fill_costs_bounds_types_and_can_enter_basis_for_the_first_stage_solver_structural_column(unsigned j) {
+    // see 4.7 in the dissertation of Achim Koberstein
+    lean_assert(this->m_core_solver_columns_to_external_columns.find(j) !=
+                this->m_core_solver_columns_to_external_columns.end());
+
+    T free_bound = T(1e4); // see 4.8
+    unsigned jj = this->m_core_solver_columns_to_external_columns[j];
+    lean_assert(this->m_map_from_var_index_to_column_info.find(jj) != this->m_map_from_var_index_to_column_info.end());
+    column_info<T> * ci = this->m_map_from_var_index_to_column_info[jj];
+    switch (ci->get_column_type()) {
+    case column_type::upper_bound: {
+        std::stringstream s;
+        s << "unexpected bound type " << j << " "
+          << column_type_to_string(get_column_type(j));
+        throw_exception(s.str());
+        break;
+    }
+    case column_type::low_bound: {
+        m_can_enter_basis[j] = true;
+        this->set_scaled_cost(j);
+        this->m_low_bounds[j] = numeric_traits<T>::zero();
+        this->m_upper_bounds[j] =numeric_traits<T>::one();
+        break;
+    }
+    case column_type::free_column: {
+        m_can_enter_basis[j] = true;
+        this->set_scaled_cost(j);
+        this->m_upper_bounds[j] = free_bound;
+        this->m_low_bounds[j] =  -free_bound;
+        break;
+    }
+    case column_type::boxed:
+        m_can_enter_basis[j] = false;
+        this->m_costs[j] = numeric_traits<T>::zero();
+        this->m_upper_bounds[j] = this->m_low_bounds[j] =  numeric_traits<T>::zero(); // is it needed?
+        break;
+    default:
+        lean_unreachable();
+    }
+    m_column_types_of_core_solver[j] = column_type::boxed;
+}
+
+template <typename T, typename X> void lp_dual_simplex<T, X>::fill_costs_bounds_types_and_can_enter_basis_for_the_first_stage_solver_logical_column(unsigned j) {
+    this->m_costs[j] = 0;
+    lean_assert(get_column_type(j) != column_type::upper_bound);
+    if ((m_can_enter_basis[j] = (get_column_type(j) == column_type::low_bound))) {
+        m_column_types_of_core_solver[j] = column_type::boxed;
+        this->m_low_bounds[j] = numeric_traits<T>::zero();
+        this->m_upper_bounds[j] = numeric_traits<T>::one();
+    } else {
+        m_column_types_of_core_solver[j] = column_type::fixed;
+        this->m_low_bounds[j] = numeric_traits<T>::zero();
+        this->m_upper_bounds[j] = numeric_traits<T>::zero();
+    }
+}
+
+template <typename T, typename X> void lp_dual_simplex<T, X>::fill_costs_and_bounds_and_column_types_for_the_first_stage_solver() {
+    unsigned j = this->m_A->column_count();
+    while (j-- > this->number_of_core_structurals()) { // go over logicals here
+        fill_costs_bounds_types_and_can_enter_basis_for_the_first_stage_solver_logical_column(j);
+    }
+    j = this->number_of_core_structurals();
+    while (j--) {
+        fill_costs_bounds_types_and_can_enter_basis_for_the_first_stage_solver_structural_column(j);
+    }
+}
+
+template <typename T, typename X> void lp_dual_simplex<T, X>::fill_first_stage_solver_fields_for_row_slack_and_artificial(unsigned row,
+                                                                                                                          unsigned & slack_var,
+                                                                                                                          unsigned & artificial) {
+    lean_assert(row < this->row_count());
+    auto & constraint = this->m_constraints[this->m_core_solver_rows_to_external_rows[row]];
+    // we need to bring the program to the form Ax = b
+    T rs = this->m_b[row];
+    switch (constraint.m_relation) {
+    case Equal: // no slack variable here
+        set_type_for_logical(artificial, column_type::fixed);
+        this->m_basis[row] = artificial;
+        this->m_costs[artificial] = numeric_traits<T>::zero();
+        (*this->m_A)(row, artificial) = numeric_traits<T>::one();
+        artificial++;
+        break;
+
+    case Greater_or_equal:
+        set_type_for_logical(slack_var, column_type::low_bound);
+        (*this->m_A)(row, slack_var) = - numeric_traits<T>::one();
+        if (rs > 0) {
+            // adding one artificial
+            set_type_for_logical(artificial, column_type::fixed);
+            (*this->m_A)(row, artificial) = numeric_traits<T>::one();
+            this->m_basis[row] = artificial;
+            this->m_costs[artificial] = numeric_traits<T>::zero();
+            artificial++;
+        } else {
+            // we can put a slack_var into the basis, and avoid adding an artificial variable
+            this->m_basis[row] = slack_var;
+            this->m_costs[slack_var] = numeric_traits<T>::zero();
+        }
+        slack_var++;
+        break;
+    case Less_or_equal:
+        // introduce a non-negative slack variable
+        set_type_for_logical(slack_var, column_type::low_bound);
+        (*this->m_A)(row, slack_var) = numeric_traits<T>::one();
+        if (rs < 0) {
+            // adding one artificial
+            set_type_for_logical(artificial, column_type::fixed);
+            (*this->m_A)(row, artificial) = - numeric_traits<T>::one();
+            this->m_basis[row] = artificial;
+            this->m_costs[artificial] = numeric_traits<T>::zero();
+            artificial++;
+        } else {
+            // we can put slack_var into the basis, and avoid adding an artificial variable
+            this->m_basis[row] = slack_var;
+            this->m_costs[slack_var] = numeric_traits<T>::zero();
+        }
+        slack_var++;
+        break;
+    }
+}
+
+template <typename T, typename X> void lp_dual_simplex<T, X>::augment_matrix_A_and_fill_x_and_allocate_some_fields() {
+    this->count_slacks_and_artificials();
+    this->m_A->add_columns_at_the_end(this->m_slacks + this->m_artificials);
+    unsigned n = this->m_A->column_count();
+    this->m_column_types_of_core_solver.resize(n);
+    m_column_types_of_logicals.resize(this->m_slacks + this->m_artificials);
+    this->m_costs.resize(n);
+    this->m_upper_bounds.resize(n);
+    this->m_low_bounds.resize(n);
+    m_can_enter_basis.resize(n);
+    this->m_basis.resize(this->m_A->row_count());
+}
+
+
+
+template <typename T, typename X> void lp_dual_simplex<T, X>::copy_m_b_aside_and_set_it_to_zeros() {
+    for (unsigned i = 0; i < this->m_b.size(); i++) {
+        m_b_copy.push_back(this->m_b[i]);
+        this->m_b[i] = numeric_traits<T>::zero(); // preparing for the first stage
+    }
+}
+
+template <typename T, typename X> void lp_dual_simplex<T, X>::find_maximal_solution(){
+    if (this->problem_is_empty()) {
+        this->m_status = lp_status::EMPTY;
+        return;
+    }
+
+    this->flip_costs(); // do it for now, todo ( remove the flipping)
+
+    this->cleanup();
+    if (this->m_status == INFEASIBLE) {
+        return;
+    }
+    this->fill_matrix_A_and_init_right_side();
+    this->fill_m_b();
+    this->scale();
+    augment_matrix_A_and_fill_x_and_allocate_some_fields();
+    fill_first_stage_solver_fields();
+    copy_m_b_aside_and_set_it_to_zeros();
+    stage1();
+    if (this->m_status == FEASIBLE) {
+        stage2();
+    }
+}
+
+
+template <typename T, typename X> T lp_dual_simplex<T, X>::get_current_cost() const {
+    T ret = numeric_traits<T>::zero();
+    for (auto it : this->m_map_from_var_index_to_column_info) {
+        ret += this->get_column_cost_value(it.first, it.second);
+    }
+    return -ret; // we flip costs for now
+}
+}

src/util/lp/lp_dual_simplex_instances.cpp

@@ -0,0 +1,9 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include "util/lp/lp_dual_simplex.hpp"
+template lean::mpq lean::lp_dual_simplex<lean::mpq, lean::mpq>::get_current_cost() const;
+template void lean::lp_dual_simplex<lean::mpq, lean::mpq>::find_maximal_solution();
+template double lean::lp_dual_simplex<double, double>::get_current_cost() const;
+template void lean::lp_dual_simplex<double, double>::find_maximal_solution();

src/util/lp/lp_primal_core_solver.h

@@ -0,0 +1,986 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+
+#pragma once
+#include <list>
+#include <limits>
+#include <unordered_map>
+#include <sstream>
+#include <string>
+#include "util/vector.h"
+#include <set>
+#include <math.h>
+#include <cstdlib>
+#include <algorithm>
+#include "util/lp/lu.h"
+#include "util/lp/lp_solver.h"
+#include "util/lp/static_matrix.h"
+#include "util/lp/core_solver_pretty_printer.h"
+#include "util/lp/lp_core_solver_base.h"
+#include "util/lp/breakpoint.h"
+#include "util/lp/binary_heap_priority_queue.h"
+#include "util/lp/int_set.h"
+#include "util/lp/iterator_on_row.h"
+namespace lean {
+
+// This core solver solves (Ax=b, low_bound_values \leq x \leq upper_bound_values, maximize costs*x )
+// The right side b is given implicitly by x and the basis
+template <typename T, typename X>
+class lp_primal_core_solver:public lp_core_solver_base<T, X> {
+public:
+    // m_sign_of_entering is set to 1 if the entering variable needs
+    // to grow and is set to -1  otherwise
+    unsigned m_column_norm_update_counter;
+    T m_enter_price_eps;
+    int m_sign_of_entering_delta;
+    vector<breakpoint<X>> m_breakpoints;
+    binary_heap_priority_queue<X> m_breakpoint_indices_queue;
+    indexed_vector<T> m_beta; // see Swietanowski working vector beta for column norms
+    T m_epsilon_of_reduced_cost = T(1)/T(10000000);
+    vector<T> m_costs_backup;
+    T m_converted_harris_eps;
+    unsigned m_inf_row_index_for_tableau;
+    bool m_bland_mode_tableau;
+    int_set m_left_basis_tableau;
+    unsigned m_bland_mode_threshold = 1000;
+    unsigned m_left_basis_repeated;
+    vector<unsigned> m_leaving_candidates;
+    //    T m_converted_harris_eps = convert_struct<T, double>::convert(this->m_settings.harris_feasibility_tolerance);
+    std::list<unsigned> m_non_basis_list;
+    void sort_non_basis();
+    void sort_non_basis_rational();
+    int choose_entering_column(unsigned number_of_benefitial_columns_to_go_over);
+    int choose_entering_column_tableau();
+    int choose_entering_column_presize(unsigned number_of_benefitial_columns_to_go_over);
+    int find_leaving_and_t_with_breakpoints(unsigned entering, X & t);
+    // int find_inf_row() {
+    //     // mimicing CLP : todo : use a heap
+    //     int j = -1;
+    //     for (unsigned k : this->m_inf_set.m_index) {
+    //         if (k < static_cast<unsigned>(j))
+    //             j = static_cast<int>(k);
+    //     }
+    //     if (j == -1)
+    //         return -1;
+    //     return this->m_basis_heading[j];
+    //     #if 0 
+    //     vector<int> choices;
+    //     unsigned len = 100000000; 
+    //     for (unsigned j : this->m_inf_set.m_index) {
+    //         int i = this->m_basis_heading[j];
+    //         lean_assert(i >= 0);
+    //         unsigned row_len = this->m_A.m_rows[i].size();
+    //         if (row_len < len) {
+    //             choices.clear();
+    //             choices.push_back(i);
+    //             len = row_len;
+    //             if (my_random() % 10) break;
+    //         } else if (row_len == len) {
+    //             choices.push_back(i);
+    //             if (my_random() % 10) break;
+    //         }
+    //     }
+
+    //     if (choices.size() == 0)
+    //         return -1;
+
+    //     if (choices.size() == 1)
+    //         return choices[0];
+        
+    //     unsigned k = my_random() % choices.size();
+    //     return choices[k];
+    //     #endif
+    // }
+
+
+    bool column_is_benefitial_for_entering_basis_on_sign_row_strategy(unsigned j, int sign) const {
+        // sign = 1 means the x of the basis column of the row has to grow to become feasible, when the coeff before j is neg, or x - has to diminish when the coeff is pos
+        // we have xbj = -aj * xj
+        lean_assert(this->m_basis_heading[j] < 0);
+        lean_assert(this->column_is_feasible(j));
+        switch (this->m_column_types[j]) {
+        case column_type::free_column: return true;
+        case column_type::fixed: return false;
+        case column_type::low_bound:
+            if (sign < 0)
+                return true;
+            return !this->x_is_at_low_bound(j);
+        case column_type::upper_bound:
+            if (sign > 0)
+                return true;
+            return !this->x_is_at_upper_bound(j);
+        case column_type::boxed:
+            if (sign < 0)
+                return !this->x_is_at_low_bound(j);
+            return !this->x_is_at_upper_bound(j);
+        }
+
+        lean_assert(false); // cannot be here
+        return false;
+    }
+    
+
+    bool needs_to_grow(unsigned bj) const {
+        lean_assert(!this->column_is_feasible(bj));
+        switch(this->m_column_types[bj]) {
+        case column_type::free_column:
+            return false;
+        case column_type::fixed: 
+        case column_type::low_bound:
+        case column_type::boxed:
+            return this-> x_below_low_bound(bj);
+        default:
+            return false;
+        }
+        lean_assert(false); // unreachable
+        return false;
+    }
+
+    int inf_sign_of_column(unsigned bj) const {
+        lean_assert(!this->column_is_feasible(bj));
+        switch(this->m_column_types[bj]) {
+        case column_type::free_column:
+            return 0;
+        case column_type::low_bound:
+            return 1;
+        case column_type::fixed: 
+        case column_type::boxed:            
+            return this->x_above_upper_bound(bj)? -1: 1;
+        default:
+            return -1;
+        }
+        lean_assert(false); // unreachable
+        return 0;
+        
+    }
+    
+
+    bool monoid_can_decrease(const row_cell<T> & rc) const {
+        unsigned j = rc.m_j;
+        lean_assert(this->column_is_feasible(j));
+        switch (this->m_column_types[j]) {
+        case column_type::free_column:
+            return true;
+        case column_type::fixed:
+            return false;
+        case column_type::low_bound:
+            if (is_pos(rc.get_val())) {
+                return this->x_above_low_bound(j);
+            }
+
+            return true;
+        case column_type::upper_bound:
+            if (is_pos(rc.get_val())) {
+                return true;
+            }
+
+            return this->x_below_upper_bound(j);
+        case column_type::boxed:
+            if (is_pos(rc.get_val())) {
+                return this->x_above_low_bound(j);
+            }
+
+            return this->x_below_upper_bound(j);
+        default:
+            return false;
+        }
+        lean_assert(false); // unreachable
+        return false;
+    }
+
+    bool monoid_can_increase(const row_cell<T> & rc) const {
+        unsigned j = rc.m_j;
+        lean_assert(this->column_is_feasible(j));
+        switch (this->m_column_types[j]) {
+        case column_type::free_column:
+            return true;
+        case column_type::fixed:
+            return false;
+        case column_type::low_bound:
+            if (is_neg(rc.get_val())) {
+                return this->x_above_low_bound(j);
+            }
+
+            return true;
+        case column_type::upper_bound:
+            if (is_neg(rc.get_val())) {
+                return true;
+            }
+
+            return this->x_below_upper_bound(j);
+        case column_type::boxed:
+            if (is_neg(rc.get_val())) {
+                return this->x_above_low_bound(j);
+            }
+
+            return this->x_below_upper_bound(j);
+        default:
+            return false;
+        }
+        lean_assert(false); // unreachable
+        return false;
+    }
+
+    unsigned get_number_of_basic_vars_that_might_become_inf(unsigned j) const { // consider looking at the signs here: todo
+        unsigned r = 0;
+        for (auto & cc : this->m_A.m_columns[j]) {
+            unsigned k = this->m_basis[cc.m_i];
+            if (this->m_column_types[k] != column_type::free_column)
+                r++;
+        }
+        return r;
+    }
+
+    
+    int find_beneficial_column_in_row_tableau_rows_bland_mode(int i, T & a_ent) {
+        int j = -1;
+        unsigned bj = this->m_basis[i];
+        bool bj_needs_to_grow = needs_to_grow(bj);
+        for (const row_cell<T>& rc : this->m_A.m_rows[i]) {
+            if (rc.m_j == bj)
+                continue;
+            if (bj_needs_to_grow) {
+                if (!monoid_can_decrease(rc))
+                    continue;
+            } else {
+                if (!monoid_can_increase(rc))
+                    continue;
+            }
+            if (rc.m_j < static_cast<unsigned>(j) ) {
+                j = rc.m_j;
+                a_ent = rc.m_value;
+            }
+        }
+        if (j == -1) {
+            m_inf_row_index_for_tableau = i;
+        }
+            
+        return j;
+    }
+    
+    int find_beneficial_column_in_row_tableau_rows(int i, T & a_ent) {
+        if (m_bland_mode_tableau)
+            return find_beneficial_column_in_row_tableau_rows_bland_mode(i, a_ent);
+        // a short row produces short infeasibility explanation and benefits at least one pivot operation
+        vector<const row_cell<T>*> choices;
+        unsigned num_of_non_free_basics = 1000000;
+        unsigned len = 100000000;
+        unsigned bj = this->m_basis[i];
+        bool bj_needs_to_grow = needs_to_grow(bj);
+        for (const row_cell<T>& rc : this->m_A.m_rows[i]) {
+            unsigned j = rc.m_j;
+            if (j == bj)
+                continue;
+            if (bj_needs_to_grow) {
+                if (!monoid_can_decrease(rc))
+                    continue;
+            } else {
+                if (!monoid_can_increase(rc))
+                    continue;
+            }
+            unsigned damage = get_number_of_basic_vars_that_might_become_inf(j);
+            if (damage < num_of_non_free_basics) {
+                num_of_non_free_basics = damage;
+                len = this->m_A.m_columns[j].size();
+                choices.clear();
+                choices.push_back(&rc);
+            } else if (damage == num_of_non_free_basics &&
+                       this->m_A.m_columns[j].size() <= len && (my_random() % 2)) {
+                choices.push_back(&rc);
+                len = this->m_A.m_columns[j].size();
+            }
+        }
+        
+
+        if (choices.size() == 0) {
+            m_inf_row_index_for_tableau = i;
+            return -1;
+        }
+        const row_cell<T>* rc = choices.size() == 1? choices[0] :
+            choices[my_random() % choices.size()];
+
+        a_ent = rc->m_value;
+        return rc->m_j;
+    }
+    static X positive_infinity() {
+        return convert_struct<X, unsigned>::convert(std::numeric_limits<unsigned>::max());
+    }
+
+    bool get_harris_theta(X & theta);
+
+    void restore_harris_eps() { m_converted_harris_eps = convert_struct<T, double>::convert(this->m_settings.harris_feasibility_tolerance); }
+    void zero_harris_eps() { m_converted_harris_eps = zero_of_type<T>(); }
+    int find_leaving_on_harris_theta(X const & harris_theta, X & t);
+    bool try_jump_to_another_bound_on_entering(unsigned entering, const X & theta, X & t, bool & unlimited);
+    bool try_jump_to_another_bound_on_entering_unlimited(unsigned entering, X & t);
+    int find_leaving_and_t(unsigned entering, X & t);
+    int find_leaving_and_t_precise(unsigned entering, X & t);
+    int find_leaving_and_t_tableau(unsigned entering, X & t);
+ 
+    void limit_theta(const X & lim, X & theta, bool & unlimited) {
+        if (unlimited) {
+            theta = lim;
+            unlimited = false;
+        } else {
+            theta = std::min(lim, theta);
+        }
+    }
+
+    void limit_theta_on_basis_column_for_inf_case_m_neg_upper_bound(unsigned j, const T & m, X & theta, bool & unlimited) {
+        lean_assert(m < 0 && this->m_column_types[j] == column_type::upper_bound);
+        limit_inf_on_upper_bound_m_neg(m, this->m_x[j], this->m_upper_bounds[j], theta, unlimited);
+    }
+
+
+    void limit_theta_on_basis_column_for_inf_case_m_neg_low_bound(unsigned j, const T & m, X & theta, bool & unlimited) {
+        lean_assert(m < 0 && this->m_column_types[j] == column_type::low_bound);
+        limit_inf_on_bound_m_neg(m, this->m_x[j], this->m_low_bounds[j], theta, unlimited);
+    }
+
+
+    void limit_theta_on_basis_column_for_inf_case_m_pos_low_bound(unsigned j, const T & m, X & theta, bool & unlimited) {
+        lean_assert(m > 0 && this->m_column_types[j] == column_type::low_bound);
+        limit_inf_on_low_bound_m_pos(m, this->m_x[j], this->m_low_bounds[j], theta, unlimited);
+    }
+
+    void limit_theta_on_basis_column_for_inf_case_m_pos_upper_bound(unsigned j, const T & m, X & theta, bool & unlimited) {
+        lean_assert(m > 0 && this->m_column_types[j] == column_type::upper_bound);
+        limit_inf_on_bound_m_pos(m, this->m_x[j], this->m_upper_bounds[j], theta, unlimited);
+    };
+
+    X harris_eps_for_bound(const X & bound) const { return ( convert_struct<X, int>::convert(1) +  abs(bound)/10) * m_converted_harris_eps/3;
+    }
+
+    void get_bound_on_variable_and_update_leaving_precisely(unsigned j, vector<unsigned> & leavings, T m, X & t, T & abs_of_d_of_leaving);
+
+    vector<T> m_low_bounds_dummy; // needed for the base class only
+
+    X get_max_bound(vector<X> & b);
+
+#ifdef LEAN_DEBUG
+    void check_Ax_equal_b();
+    void check_the_bounds();
+    void check_bound(unsigned i);
+    void check_correctness();
+#endif
+
+    // from page 183 of Istvan Maros's book
+    // the basis structures have not changed yet
+    void update_reduced_costs_from_pivot_row(unsigned entering, unsigned leaving);
+
+    // return 0 if the reduced cost at entering is close enough to the refreshed
+    // 1 if it is way off, and 2 if it is unprofitable
+    int refresh_reduced_cost_at_entering_and_check_that_it_is_off(unsigned entering);
+
+    void backup_and_normalize_costs();
+
+    void init_run();
+
+    void calc_working_vector_beta_for_column_norms();
+
+    void advance_on_entering_and_leaving(int entering, int leaving, X & t);
+    void advance_on_entering_and_leaving_tableau(int entering, int leaving, X & t);
+    void advance_on_entering_equal_leaving(int entering, X & t);
+    void advance_on_entering_equal_leaving_tableau(int entering, X & t);
+
+    bool need_to_switch_costs() const {
+        if (this->m_settings.simplex_strategy() == simplex_strategy_enum::tableau_rows)
+            return false;
+        //        lean_assert(calc_current_x_is_feasible() == current_x_is_feasible());
+        return this->current_x_is_feasible() == this->m_using_infeas_costs;
+    }
+
+
+    void advance_on_entering(int entering);
+    void advance_on_entering_tableau(int entering);
+    void advance_on_entering_precise(int entering);
+    void push_forward_offset_in_non_basis(unsigned & offset_in_nb);
+
+    unsigned get_number_of_non_basic_column_to_try_for_enter();
+
+    void print_column_norms(std::ostream & out);
+
+    // returns the number of iterations
+    unsigned solve();
+
+    lu<T, X> * factorization() {return this->m_factorization;}
+
+    void delete_factorization();
+
+    // according to Swietanowski, " A new steepest edge approximation for the simplex method for linear programming"
+    void init_column_norms();
+
+    T calculate_column_norm_exactly(unsigned j);
+
+    void update_or_init_column_norms(unsigned entering, unsigned leaving);
+
+    // following Swietanowski - A new steepest ...
+    void update_column_norms(unsigned entering, unsigned leaving);
+
+    T calculate_norm_of_entering_exactly();
+
+    void find_feasible_solution();
+
+    bool is_tiny() const {return this->m_m < 10 && this->m_n < 20;}
+
+    void one_iteration();
+    void one_iteration_tableau();
+
+    void advance_on_entering_and_leaving_tableau_rows(int entering, int leaving, const X &theta ) {
+        this->update_basis_and_x_tableau(entering, leaving, theta);
+        this->update_column_in_inf_set(entering);
+    }
+
+
+    int find_leaving_tableau_rows(X & new_val_for_leaving) {
+        int j = -1;
+        for (unsigned k : this->m_inf_set.m_index) {
+            if (k < static_cast<unsigned>(j))
+                j = static_cast<int>(k);
+        }
+        if (j == -1)
+            return -1;
+
+        lean_assert(!this->column_is_feasible(j));
+        switch (this->m_column_types[j]) {
+        case column_type::fixed:
+        case column_type::upper_bound:
+            new_val_for_leaving = this->m_upper_bounds[j];
+            break;
+        case column_type::low_bound:
+            new_val_for_leaving = this->m_low_bounds[j];
+            break;
+        case column_type::boxed:
+            if (this->x_above_upper_bound(j))
+                new_val_for_leaving = this->m_upper_bounds[j];
+            else
+                new_val_for_leaving = this->m_low_bounds[j];
+            break;
+        default:
+            lean_assert(false);
+        }
+        return j;
+    }
+    
+    void one_iteration_tableau_rows() {
+        X new_val_for_leaving;
+        int leaving = find_leaving_tableau_rows(new_val_for_leaving);
+        if (leaving == -1) {
+            this->set_status(OPTIMAL);
+            return;
+        }
+
+        if (!m_bland_mode_tableau) {
+            if (m_left_basis_tableau.contains(leaving)) {
+                if (++m_left_basis_repeated > m_bland_mode_threshold) {
+                    m_bland_mode_tableau = true;
+                }
+            } else {
+                m_left_basis_tableau.insert(leaving);
+            }
+        }
+        T a_ent;
+        int entering = find_beneficial_column_in_row_tableau_rows(this->m_basis_heading[leaving], a_ent);
+        if (entering == -1) {
+            this->set_status(INFEASIBLE);
+            return;
+        }
+        X theta = (this->m_x[leaving] - new_val_for_leaving) / a_ent;
+        advance_on_entering_and_leaving_tableau_rows(entering, leaving, theta );
+        lean_assert(this->m_x[leaving] == new_val_for_leaving);
+        if (this->current_x_is_feasible())
+            this->set_status(OPTIMAL);
+    }
+
+    void fill_breakpoints_array(unsigned entering);
+
+    void try_add_breakpoint_in_row(unsigned i);
+
+    void clear_breakpoints();
+
+    void change_slope_on_breakpoint(unsigned entering, breakpoint<X> * b, T & slope_at_entering);
+    void advance_on_sorted_breakpoints(unsigned entering);
+
+    void update_basis_and_x_with_comparison(unsigned entering, unsigned leaving, X delta);
+
+    void decide_on_status_when_cannot_find_entering() {
+        lean_assert(!need_to_switch_costs());
+        this->set_status(this->current_x_is_feasible()? OPTIMAL: INFEASIBLE);
+    }
+
+    // void limit_theta_on_basis_column_for_feas_case_m_neg(unsigned j, const T & m, X & theta) {
+    //     lean_assert(m < 0);
+    //     lean_assert(this->m_column_type[j] == low_bound || this->m_column_type[j] == boxed);
+    //     const X & eps = harris_eps_for_bound(this->m_low_bounds[j]);
+    //     if (this->above_bound(this->m_x[j], this->m_low_bounds[j])) {
+    //         theta = std::min((this->m_low_bounds[j] -this->m_x[j] - eps) / m, theta);
+    //         if (theta < zero_of_type<X>()) theta = zero_of_type<X>();
+    //     }
+    // }
+
+    void limit_theta_on_basis_column_for_feas_case_m_neg_no_check(unsigned j, const T & m, X & theta, bool & unlimited) {
+        lean_assert(m < 0);
+        const X& eps = harris_eps_for_bound(this->m_low_bounds[j]);
+        limit_theta((this->m_low_bounds[j] - this->m_x[j] - eps) / m, theta, unlimited);
+        if (theta < zero_of_type<X>()) theta = zero_of_type<X>();
+    }
+
+    bool limit_inf_on_bound_m_neg(const T & m, const X & x, const X & bound, X & theta, bool & unlimited) {
+        // x gets smaller
+        lean_assert(m < 0);
+        if (numeric_traits<T>::precise()) {
+            if (this->below_bound(x, bound)) return false;
+            if (this->above_bound(x, bound)) {
+                limit_theta((bound - x) / m, theta, unlimited);
+            } else {
+                theta = zero_of_type<X>();
+                unlimited = false;
+            }
+        } else {
+            const X& eps = harris_eps_for_bound(bound);
+            if (this->below_bound(x, bound)) return false;
+            if (this->above_bound(x, bound)) {
+                limit_theta((bound - x - eps) / m, theta, unlimited);
+            } else {
+                theta = zero_of_type<X>();
+                unlimited = false;
+            }
+        }
+        return true;
+    }
+
+    bool limit_inf_on_bound_m_pos(const T & m, const X & x, const X & bound, X & theta, bool & unlimited) {
+        // x gets larger
+        lean_assert(m > 0);
+        if (numeric_traits<T>::precise()) {
+            if (this->above_bound(x, bound)) return false;
+            if (this->below_bound(x, bound)) {
+                limit_theta((bound - x) / m, theta, unlimited);
+            } else {
+                theta = zero_of_type<X>();
+                unlimited = false;
+            }
+        } else {
+            const X& eps = harris_eps_for_bound(bound);
+            if (this->above_bound(x, bound)) return false;
+            if (this->below_bound(x, bound)) {
+                limit_theta((bound - x + eps) / m, theta, unlimited);
+            } else {
+                theta = zero_of_type<X>();
+                unlimited = false;
+            }
+        }
+        return true;
+    }
+
+    void limit_inf_on_low_bound_m_pos(const T & m, const X & x, const X & bound, X & theta, bool & unlimited) {
+        if (numeric_traits<T>::precise()) {
+            // x gets larger
+            lean_assert(m > 0);
+            if (this->below_bound(x, bound)) {
+                limit_theta((bound - x) / m, theta, unlimited);
+            }
+        }
+        else {
+            // x gets larger
+            lean_assert(m > 0);
+            const X& eps = harris_eps_for_bound(bound);
+            if (this->below_bound(x, bound)) {
+                limit_theta((bound - x + eps) / m, theta, unlimited);
+            }
+        }
+    }
+
+    void limit_inf_on_upper_bound_m_neg(const T & m, const X & x, const X & bound, X & theta, bool & unlimited) {
+        // x gets smaller
+        lean_assert(m < 0);
+        const X& eps = harris_eps_for_bound(bound);
+        if (this->above_bound(x, bound)) {
+            limit_theta((bound - x - eps) / m, theta, unlimited);
+        }
+    }
+
+    void limit_theta_on_basis_column_for_inf_case_m_pos_boxed(unsigned j, const T & m, X & theta, bool & unlimited) {
+        //        lean_assert(m > 0 && this->m_column_type[j] == column_type::boxed);
+        const X & x = this->m_x[j];
+        const X & lbound = this->m_low_bounds[j];
+
+        if (this->below_bound(x, lbound)) {
+            const X& eps = harris_eps_for_bound(this->m_upper_bounds[j]);
+            limit_theta((lbound - x + eps) / m, theta, unlimited);
+        } else {
+            const X & ubound = this->m_upper_bounds[j];
+            if (this->below_bound(x, ubound)){
+                const X& eps = harris_eps_for_bound(ubound);
+                limit_theta((ubound - x + eps) / m, theta, unlimited);
+            } else if (!this->above_bound(x, ubound)) {
+                theta = zero_of_type<X>();
+                unlimited = false;
+            }
+        }
+    }
+
+    void limit_theta_on_basis_column_for_inf_case_m_neg_boxed(unsigned j, const T & m, X & theta, bool & unlimited) {
+        //  lean_assert(m < 0 && this->m_column_type[j] == column_type::boxed);
+        const X & x = this->m_x[j];
+        const X & ubound = this->m_upper_bounds[j];
+        if (this->above_bound(x, ubound)) {
+            const X& eps = harris_eps_for_bound(ubound);
+            limit_theta((ubound - x - eps) / m, theta, unlimited);
+        } else {
+            const X & lbound = this->m_low_bounds[j];
+            if (this->above_bound(x, lbound)){
+                const X& eps = harris_eps_for_bound(lbound);
+                limit_theta((lbound - x - eps) / m, theta, unlimited);
+            } else if (!this->below_bound(x, lbound)) {
+                theta = zero_of_type<X>();
+                unlimited = false;
+            }
+        }
+    }
+    void limit_theta_on_basis_column_for_feas_case_m_pos(unsigned j, const T & m, X & theta, bool & unlimited) {
+        lean_assert(m > 0);
+        const T& eps = harris_eps_for_bound(this->m_upper_bounds[j]);
+        if (this->below_bound(this->m_x[j], this->m_upper_bounds[j])) {
+            limit_theta((this->m_upper_bounds[j] - this->m_x[j] + eps) / m, theta, unlimited);
+            if (theta < zero_of_type<X>()) {
+                theta = zero_of_type<X>();
+                unlimited = false;
+            }
+        }
+    }
+
+    void limit_theta_on_basis_column_for_feas_case_m_pos_no_check(unsigned j, const T & m, X & theta, bool & unlimited ) {
+        lean_assert(m > 0);
+        const X& eps = harris_eps_for_bound(this->m_upper_bounds[j]);
+        limit_theta( (this->m_upper_bounds[j] - this->m_x[j] + eps) / m, theta, unlimited);
+        if (theta < zero_of_type<X>()) {
+            theta = zero_of_type<X>();
+        }
+    }
+
+    // j is a basic column or the entering, in any case x[j] has to stay feasible.
+    // m is the multiplier. updating t in a way that holds the following
+    // x[j] + t * m >=  this->m_low_bounds[j]- harris_feasibility_tolerance ( if m < 0 )
+    // or
+    // x[j] + t * m <= this->m_upper_bounds[j] + harris_feasibility_tolerance ( if m > 0)
+    void limit_theta_on_basis_column(unsigned j, T m, X & theta, bool & unlimited) {
+        switch (this->m_column_types[j]) {
+        case column_type::free_column: break;
+        case column_type::upper_bound:
+            if (this->current_x_is_feasible()) {
+                if (m > 0)
+                    limit_theta_on_basis_column_for_feas_case_m_pos_no_check(j, m, theta, unlimited);
+            } else { // inside of feasibility_loop
+                if (m > 0)
+                    limit_theta_on_basis_column_for_inf_case_m_pos_upper_bound(j, m, theta, unlimited);
+                else
+                    limit_theta_on_basis_column_for_inf_case_m_neg_upper_bound(j, m, theta, unlimited);
+            }
+            break;
+        case column_type::low_bound:
+            if (this->current_x_is_feasible()) {
+                if (m < 0)
+                    limit_theta_on_basis_column_for_feas_case_m_neg_no_check(j, m, theta, unlimited);
+            } else {
+                if (m < 0)
+                    limit_theta_on_basis_column_for_inf_case_m_neg_low_bound(j, m, theta, unlimited);
+                else
+                    limit_theta_on_basis_column_for_inf_case_m_pos_low_bound(j, m, theta, unlimited);
+            }
+            break;
+            // case fixed:
+            //     if (get_this->current_x_is_feasible()) {
+            //         theta = zero_of_type<X>();
+            //         break;
+            //     }
+            //     if (m < 0)
+            //         limit_theta_on_basis_column_for_inf_case_m_neg_fixed(j, m, theta);
+            //     else
+            //         limit_theta_on_basis_column_for_inf_case_m_pos_fixed(j, m, theta);
+            //     break;
+        case column_type::fixed:
+        case column_type::boxed:
+            if (this->current_x_is_feasible()) {
+                if (m > 0) {
+                    limit_theta_on_basis_column_for_feas_case_m_pos_no_check(j, m, theta, unlimited);
+                } else {
+                    limit_theta_on_basis_column_for_feas_case_m_neg_no_check(j, m, theta, unlimited);
+                }
+            } else {
+                if (m > 0) {
+                    limit_theta_on_basis_column_for_inf_case_m_pos_boxed(j, m, theta, unlimited);
+                } else {
+                    limit_theta_on_basis_column_for_inf_case_m_neg_boxed(j, m, theta, unlimited);
+                }
+            }
+
+            break;
+        default:
+            lean_unreachable();
+        }
+        if (!unlimited && theta < zero_of_type<X>()) {
+            theta = zero_of_type<X>();
+        }
+    }
+
+    
+    bool column_is_benefitial_for_entering_basis(unsigned j) const;
+    bool column_is_benefitial_for_entering_basis_precise(unsigned j) const;
+
+    bool column_is_benefitial_for_entering_on_breakpoints(unsigned j) const;
+
+
+    bool can_enter_basis(unsigned j);
+    bool done();
+    void init_infeasibility_costs();
+    
+    void init_infeasibility_cost_for_column(unsigned j);
+    T get_infeasibility_cost_for_column(unsigned j) const;
+    void init_infeasibility_costs_for_changed_basis_only();
+
+    void print_column(unsigned j, std::ostream & out);
+    void add_breakpoint(unsigned j, X delta, breakpoint_type type);
+
+    // j is the basic column, x is the value at x[j]
+    // d is the coefficient before m_entering in the row with j as the basis column
+    void try_add_breakpoint(unsigned j, const X & x, const T & d, breakpoint_type break_type, const X & break_value);
+    template <typename L>
+    bool same_sign_with_entering_delta(const L & a) {
+        return (a > zero_of_type<L>() && m_sign_of_entering_delta > 0) || (a < zero_of_type<L>() && m_sign_of_entering_delta < 0);
+    }
+
+    void init_reduced_costs();
+
+    bool low_bounds_are_set() const { return true; }
+
+    int advance_on_sorted_breakpoints(unsigned entering, X & t);
+    
+    std::string break_type_to_string(breakpoint_type type);
+
+    void print_breakpoint(const breakpoint<X> * b, std::ostream & out);
+
+    void print_bound_info_and_x(unsigned j, std::ostream & out);
+
+    void init_infeasibility_after_update_x_if_inf(unsigned leaving) {
+        if (this->m_using_infeas_costs) {
+            init_infeasibility_costs_for_changed_basis_only();
+            this->m_costs[leaving] = zero_of_type<T>();
+            this->m_inf_set.erase(leaving);
+        } 
+    }
+    
+    void init_inf_set() {
+        this->m_inf_set.clear();
+        for (unsigned j = 0; j < this->m_n(); j++) {
+            if (this->m_basis_heading[j] < 0)
+                continue;
+            if (!this->column_is_feasible(j))
+                this->m_inf_set.insert(j);
+        }
+    }
+
+    int get_column_out_of_bounds_delta_sign(unsigned j) {
+        switch (this->m_column_types[j]) {
+        case column_type::fixed:
+        case column_type::boxed:
+            if (this->x_below_low_bound(j))
+                return -1;
+            if (this->x_above_upper_bound(j))
+                return 1;
+            break;
+        case column_type::low_bound:
+            if (this->x_below_low_bound(j))
+                return -1;
+            break;
+        case column_type::upper_bound:
+            if (this->x_above_upper_bound(j))
+                return 1;
+            break;
+        case column_type::free_column:
+            return 0;
+        default:
+            lean_assert(false);
+        }
+        return 0;
+    }
+
+    void init_column_row_non_zeroes() {
+        this->m_columns_nz.resize(this->m_A.column_count());
+        this->m_rows_nz.resize(this->m_A.row_count());
+        for (unsigned i = 0; i < this->m_A.column_count(); i++) {
+            if (this->m_columns_nz[i] == 0)
+                this->m_columns_nz[i] = this->m_A.m_columns[i].size();
+        }
+        for (unsigned i = 0; i < this->m_A.row_count(); i++) {
+         if (this->m_rows_nz[i] == 0)
+            this->m_rows_nz[i] = this->m_A.m_rows[i].size();
+        }
+    }
+    
+
+    int x_at_bound_sign(unsigned j) {
+        switch (this->m_column_types[j]) {
+        case column_type::fixed:
+            return 0;
+        case column_type::boxed:
+            if (this->x_is_at_low_bound(j))
+                return 1;
+            return -1;
+            break;
+        case column_type::low_bound:
+            return 1;
+            break;
+        case column_type::upper_bound:
+            return -1;
+            break;
+        default:
+            lean_assert(false);
+        }
+        return 0;
+
+    }
+
+    unsigned solve_with_tableau();
+
+    bool basis_column_is_set_correctly(unsigned j) const {
+        return this->m_A.m_columns[j].size() == 1;
+            
+    }
+    
+    bool basis_columns_are_set_correctly() const {
+        for (unsigned j : this->m_basis)
+            if(!basis_column_is_set_correctly(j))
+                return false;
+        return true;
+    }
+
+    void init_run_tableau();
+    void update_x_tableau(unsigned entering, const X & delta);
+    void update_inf_cost_for_column_tableau(unsigned j);
+
+// the delta is between the old and the new cost (old - new)
+    void update_reduced_cost_for_basic_column_cost_change(const T & delta, unsigned j) {
+        lean_assert(this->m_basis_heading[j] >= 0);
+        unsigned i = static_cast<unsigned>(this->m_basis_heading[j]);
+        for (const row_cell<T> & rc : this->m_A.m_rows[i]) {
+            unsigned k = rc.m_j;
+            if (k == j)
+                continue;
+            this->m_d[k] += delta * rc.get_val();
+        }
+    }
+    
+    bool update_basis_and_x_tableau(int entering, int leaving, X const & tt);
+    void init_reduced_costs_tableau();
+    void init_tableau_rows() {
+        m_bland_mode_tableau = false;
+        m_left_basis_tableau.clear();
+        m_left_basis_tableau.resize(this->m_A.column_count());
+        m_left_basis_repeated = 0;
+    }
+// stage1 constructor
+    lp_primal_core_solver(static_matrix<T, X> & A,
+                          vector<X> & b, // the right side vector
+                          vector<X> & x, // the number of elements in x needs to be at least as large as the number of columns in A
+                          vector<unsigned> & basis,
+                          vector<unsigned> & nbasis,
+                          vector<int> & heading,
+                          vector<T> & costs,
+                          const vector<column_type> & column_type_array,
+                          const vector<X> & low_bound_values,
+                          const vector<X> & upper_bound_values,
+                          lp_settings & settings,
+                          const column_namer& column_names):
+        lp_core_solver_base<T, X>(A, b,
+                                  basis,
+                                  nbasis,
+                                  heading,
+                                  x,
+                                  costs,
+                                  settings,
+                                  column_names,
+                                  column_type_array,
+                                  low_bound_values,
+                                  upper_bound_values),
+        m_beta(A.row_count()) {
+
+        if (!(numeric_traits<T>::precise())) {
+            m_converted_harris_eps = convert_struct<T, double>::convert(this->m_settings.harris_feasibility_tolerance);
+        } else {
+            m_converted_harris_eps = zero_of_type<T>();
+        }
+        this->set_status(UNKNOWN);
+    }
+
+    // constructor
+    lp_primal_core_solver(static_matrix<T, X> & A,
+                          vector<X> & b, // the right side vector
+                          vector<X> & x, // the number of elements in x needs to be at least as large as the number of columns in A
+                          vector<unsigned> & basis,
+                          vector<unsigned> & nbasis,
+                          vector<int> & heading,
+                          vector<T> & costs,
+                          const vector<column_type> & column_type_array,
+                          const vector<X> & upper_bound_values,
+                          lp_settings & settings,
+                          const column_namer& column_names):
+        lp_core_solver_base<T, X>(A, b,
+                                  basis,
+                                  nbasis,
+                                  heading,
+                                  x,
+                                  costs,
+                                  settings,
+                                  column_names,
+                                  column_type_array,
+                                  m_low_bounds_dummy,
+                                  upper_bound_values),
+        m_beta(A.row_count()),
+        m_converted_harris_eps(convert_struct<T, double>::convert(this->m_settings.harris_feasibility_tolerance)) {
+        lean_assert(initial_x_is_correct());
+        m_low_bounds_dummy.resize(A.column_count(), zero_of_type<T>());
+        m_enter_price_eps = numeric_traits<T>::precise() ? numeric_traits<T>::zero() : T(1e-5);
+#ifdef LEAN_DEBUG
+        // check_correctness();
+#endif
+    }
+
+    bool initial_x_is_correct() {
+        std::set<unsigned> basis_set;
+        for (unsigned i = 0; i < this->m_A.row_count(); i++) {
+            basis_set.insert(this->m_basis[i]);
+        }
+        for (unsigned j = 0; j < this->m_n(); j++) {
+            if (this->column_has_low_bound(j) && this->m_x[j] < numeric_traits<T>::zero()) {
+                LP_OUT(this->m_settings, "low bound for variable " << j << " does not hold: this->m_x[" << j << "] = " << this->m_x[j] << " is negative " << std::endl);
+                return false;
+            }
+
+            if (this->column_has_upper_bound(j) && this->m_x[j] > this->m_upper_bounds[j]) {
+                LP_OUT(this->m_settings, "upper bound for " << j << " does not hold: "  << this->m_upper_bounds[j] << ">" << this->m_x[j] << std::endl);
+                return false;
+            }
+
+            if (basis_set.find(j) != basis_set.end()) continue;
+            if (this->m_column_types[j] == column_type::low_bound)  {
+                if (numeric_traits<T>::zero() != this->m_x[j]) {
+                    LP_OUT(this->m_settings, "only low bound is set for " << j << " but low bound value " << numeric_traits<T>::zero() << " is not equal to " << this->m_x[j] << std::endl);
+                    return false;
+                }
+            }
+            if (this->m_column_types[j] == column_type::boxed) {
+                if (this->m_upper_bounds[j] != this->m_x[j] && !numeric_traits<T>::is_zero(this->m_x[j])) {
+                    return false;
+                }
+            }
+        }
+        return true;
+    }
+
+
+    friend core_solver_pretty_printer<T, X>;
+};
+}

src/util/lp/lp_primal_core_solver_instances.cpp

@@ -0,0 +1,24 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include <utility>
+#include <memory>
+#include <string>
+#include "util/vector.h"
+#include <functional>
+#include "util/lp/lar_solver.h"
+#include "util/lp/lp_primal_core_solver.hpp"
+#include "util/lp/lp_primal_core_solver_tableau.hpp"
+namespace lean {
+template void lp_primal_core_solver<double, double>::find_feasible_solution();
+template void lean::lp_primal_core_solver<lean::mpq, lean::numeric_pair<lean::mpq> >::find_feasible_solution();
+
+template unsigned lp_primal_core_solver<double, double>::solve();
+template unsigned lp_primal_core_solver<double, double>::solve_with_tableau();
+template unsigned lp_primal_core_solver<mpq, mpq>::solve();
+template void lean::lp_primal_core_solver<double, double>::clear_breakpoints();
+template bool lean::lp_primal_core_solver<lean::mpq, lean::mpq>::update_basis_and_x_tableau(int, int, lean::mpq const&);
+template bool lean::lp_primal_core_solver<double, double>::update_basis_and_x_tableau(int, int, double const&);
+template bool lean::lp_primal_core_solver<lean::mpq, lean::numeric_pair<lean::mpq> >::update_basis_and_x_tableau(int, int, lean::numeric_pair<lean::mpq> const&);
+}

src/util/lp/lp_primal_core_solver_tableau.hpp

@@ -0,0 +1,393 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+// this is a part of lp_primal_core_solver that deals with the tableau
+#include "util/lp/lp_primal_core_solver.h"
+namespace lean {
+template <typename T, typename X> void lp_primal_core_solver<T, X>::one_iteration_tableau() {
+    int entering = choose_entering_column_tableau();
+    if (entering == -1) {
+        decide_on_status_when_cannot_find_entering();
+    }
+    else {
+        advance_on_entering_tableau(entering);
+    }
+    lean_assert(this->inf_set_is_correct());
+}
+
+template <typename T, typename X> void lp_primal_core_solver<T, X>::advance_on_entering_tableau(int entering) {
+    X t;
+    int leaving = find_leaving_and_t_tableau(entering, t);
+    if (leaving == -1) {
+        this->set_status(UNBOUNDED);
+        return;
+    }
+    advance_on_entering_and_leaving_tableau(entering, leaving, t);
+}
+/*
+template <typename T, typename X> int lp_primal_core_solver<T, X>::choose_entering_column_tableau_rows() {
+    int i = find_inf_row();
+    if (i == -1)
+        return -1;
+    return find_shortest_beneficial_column_in_row(i);
+ }
+*/
+ template <typename T, typename X> int lp_primal_core_solver<T, X>::choose_entering_column_tableau() {
+    //this moment m_y = cB * B(-1)
+    unsigned number_of_benefitial_columns_to_go_over =  get_number_of_non_basic_column_to_try_for_enter();
+    
+    lean_assert(numeric_traits<T>::precise());
+    if (number_of_benefitial_columns_to_go_over == 0)
+        return -1;
+    if (this->m_basis_sort_counter == 0) {
+        sort_non_basis();
+        this->m_basis_sort_counter = 20;
+    }
+    else {
+        this->m_basis_sort_counter--;
+    }
+    unsigned j_nz = this->m_m() + 1; // this number is greater than the max column size
+    std::list<unsigned>::iterator entering_iter = m_non_basis_list.end();
+    for (auto non_basis_iter = m_non_basis_list.begin(); number_of_benefitial_columns_to_go_over && non_basis_iter != m_non_basis_list.end(); ++non_basis_iter) {
+        unsigned j = *non_basis_iter;
+        if (!column_is_benefitial_for_entering_basis(j))
+            continue;
+
+        // if we are here then j is a candidate to enter the basis
+        unsigned t = this->m_A.number_of_non_zeroes_in_column(j);
+        if (t < j_nz) {
+            j_nz = t;
+            entering_iter = non_basis_iter;
+            if (number_of_benefitial_columns_to_go_over)
+                number_of_benefitial_columns_to_go_over--;
+        }
+        else if (t == j_nz && my_random() % 2 == 0) {
+            entering_iter = non_basis_iter;
+        }
+    }// while (number_of_benefitial_columns_to_go_over && initial_offset_in_non_basis != offset_in_nb);
+    if (entering_iter == m_non_basis_list.end())
+        return -1;
+    unsigned entering = *entering_iter;
+    m_sign_of_entering_delta = this->m_d[entering] > 0 ? 1 : -1;
+    if (this->m_using_infeas_costs && this->m_settings.use_breakpoints_in_feasibility_search)
+        m_sign_of_entering_delta = -m_sign_of_entering_delta;
+    m_non_basis_list.erase(entering_iter);
+    m_non_basis_list.push_back(entering);
+    return entering;
+
+}
+
+
+
+
+template <typename T, typename X>
+unsigned lp_primal_core_solver<T, X>::solve_with_tableau() {
+    init_run_tableau();
+    if (this->current_x_is_feasible() && this->m_look_for_feasible_solution_only) {
+        this->set_status(FEASIBLE);
+        return 0;
+    }
+        
+    if ((!numeric_traits<T>::precise()) && this->A_mult_x_is_off()) {
+        this->set_status(FLOATING_POINT_ERROR);
+        return 0;
+    }
+    do {
+        if (this->print_statistics_with_iterations_and_nonzeroes_and_cost_and_check_that_the_time_is_over((this->m_using_infeas_costs? "inf t" : "feas t"), * this->m_settings.get_message_ostream())) {
+            return this->total_iterations();
+        }
+        if (this->m_settings.use_tableau_rows())
+            one_iteration_tableau_rows();
+        else 
+            one_iteration_tableau();
+        switch (this->get_status()) {
+        case OPTIMAL:  // double check that we are at optimum
+        case INFEASIBLE:
+            if (this->m_look_for_feasible_solution_only && this->current_x_is_feasible())
+                break;
+            if (!numeric_traits<T>::precise()) {
+                if(this->m_look_for_feasible_solution_only)
+                    break;
+                this->init_lu();
+                
+                if (this->m_factorization->get_status() != LU_status::OK) {
+                    this->set_status(FLOATING_POINT_ERROR);
+                    break;
+                }
+                init_reduced_costs();
+                if (choose_entering_column(1) == -1) {
+                    decide_on_status_when_cannot_find_entering();
+                    break;
+                }
+                this->set_status(UNKNOWN);
+            } else { // precise case
+                if ((!this->infeasibility_costs_are_correct())) {
+                    init_reduced_costs_tableau(); // forcing recalc
+                    if (choose_entering_column_tableau() == -1) {
+                        decide_on_status_when_cannot_find_entering();
+                        break;
+                    }
+                    this->set_status(UNKNOWN);
+                }
+            }
+            break;
+        case TENTATIVE_UNBOUNDED:
+            this->init_lu();
+            if (this->m_factorization->get_status() != LU_status::OK) {
+                this->set_status(FLOATING_POINT_ERROR);
+                break;
+            }
+                
+            init_reduced_costs();
+            break;
+        case UNBOUNDED:
+            if (this->current_x_is_infeasible()) {
+                init_reduced_costs();
+                this->set_status(UNKNOWN);
+            }
+            break;
+
+        case UNSTABLE:
+            lean_assert(! (numeric_traits<T>::precise()));
+            this->init_lu();
+            if (this->m_factorization->get_status() != LU_status::OK) {
+                this->set_status(FLOATING_POINT_ERROR);
+                break;
+            }
+            init_reduced_costs();
+            break;
+
+        default:
+            break; // do nothing
+        }
+    } while (this->get_status() != FLOATING_POINT_ERROR
+             &&
+             this->get_status() != UNBOUNDED
+             &&
+             this->get_status() != OPTIMAL
+             &&
+             this->get_status() != INFEASIBLE
+             &&
+             this->m_iters_with_no_cost_growing <= this->m_settings.max_number_of_iterations_with_no_improvements
+             &&
+             this->total_iterations() <= this->m_settings.max_total_number_of_iterations
+             &&
+             !(this->current_x_is_feasible() && this->m_look_for_feasible_solution_only));
+
+    lean_assert(this->get_status() == FLOATING_POINT_ERROR
+                ||
+                this->current_x_is_feasible() == false
+                ||
+                this->calc_current_x_is_feasible_include_non_basis());
+    return this->total_iterations();
+
+}
+template <typename T, typename X>void lp_primal_core_solver<T, X>::advance_on_entering_and_leaving_tableau(int entering, int leaving, X & t) {
+    lean_assert(this->A_mult_x_is_off() == false);
+    lean_assert(leaving >= 0 && entering >= 0);
+    lean_assert((this->m_settings.simplex_strategy() ==
+                simplex_strategy_enum::tableau_rows) ||
+                m_non_basis_list.back() == static_cast<unsigned>(entering));
+    lean_assert(this->m_using_infeas_costs || !is_neg(t));
+    lean_assert(entering != leaving || !is_zero(t)); // otherwise nothing changes
+    if (entering == leaving) {
+        advance_on_entering_equal_leaving_tableau(entering, t);
+        return;
+    }
+    if (!is_zero(t)) {
+        if (this->current_x_is_feasible() || !this->m_settings.use_breakpoints_in_feasibility_search ) {
+            if (m_sign_of_entering_delta == -1)
+                t = -t;
+        }
+        this->update_basis_and_x_tableau(entering, leaving, t);
+        lean_assert(this->A_mult_x_is_off() == false);
+        this->m_iters_with_no_cost_growing = 0;
+    } else {
+        this->pivot_column_tableau(entering, this->m_basis_heading[leaving]);
+        this->change_basis(entering, leaving);
+    }
+
+    if (this->m_look_for_feasible_solution_only && this->current_x_is_feasible())
+        return;
+
+    if (this->m_settings.simplex_strategy() != simplex_strategy_enum::tableau_rows) {
+        if (need_to_switch_costs()) {
+            this->init_reduced_costs_tableau();
+        }
+        
+        lean_assert(!need_to_switch_costs());
+        std::list<unsigned>::iterator it = m_non_basis_list.end();
+        it--;
+        * it = static_cast<unsigned>(leaving);
+    }
+}
+
+template <typename T, typename X>
+void lp_primal_core_solver<T, X>::advance_on_entering_equal_leaving_tableau(int entering, X & t) {
+    lean_assert(!this->A_mult_x_is_off() );
+    this->update_x_tableau(entering, t * m_sign_of_entering_delta); 
+    if (this->m_look_for_feasible_solution_only && this->current_x_is_feasible())
+        return;
+    
+    if (need_to_switch_costs()) {
+        init_reduced_costs_tableau();
+    }
+    this->m_iters_with_no_cost_growing = 0;
+}
+template <typename T, typename X> int lp_primal_core_solver<T, X>::find_leaving_and_t_tableau(unsigned entering, X & t) {
+    unsigned k = 0;
+    bool unlimited = true;
+    unsigned row_min_nz = this->m_n() + 1;
+    m_leaving_candidates.clear();
+    auto & col = this->m_A.m_columns[entering];
+    unsigned col_size = col.size();
+    for (;k < col_size && unlimited; k++) {
+        const column_cell & c = col[k];
+        unsigned i = c.m_i;
+        const T & ed = this->m_A.get_val(c);
+        lean_assert(!numeric_traits<T>::is_zero(ed));
+        unsigned j = this->m_basis[i];
+        limit_theta_on_basis_column(j, - ed * m_sign_of_entering_delta, t, unlimited);
+        if (!unlimited) {
+            m_leaving_candidates.push_back(j);
+            row_min_nz = this->m_A.m_rows[i].size();
+        }
+    }
+    if (unlimited) {
+        if (try_jump_to_another_bound_on_entering_unlimited(entering, t))
+            return entering;
+        return -1;
+    }
+
+    X ratio;
+    for (;k < col_size; k++) {
+        const column_cell & c = col[k];
+        unsigned i = c.m_i;
+        const T & ed = this->m_A.get_val(c);
+         lean_assert(!numeric_traits<T>::is_zero(ed));
+        unsigned j = this->m_basis[i];
+        unlimited = true;
+        limit_theta_on_basis_column(j, -ed * m_sign_of_entering_delta, ratio, unlimited);
+        if (unlimited) continue;
+        unsigned i_nz = this->m_A.m_rows[i].size();
+        if (ratio < t) {
+            t = ratio;
+            m_leaving_candidates.clear();
+            m_leaving_candidates.push_back(j);
+            row_min_nz = i_nz;
+        } else if (ratio == t && i_nz < row_min_nz) {
+            m_leaving_candidates.clear();
+            m_leaving_candidates.push_back(j);
+            row_min_nz = this->m_A.m_rows[i].size();
+        } else if (ratio == t && i_nz == row_min_nz) {
+            m_leaving_candidates.push_back(j);
+        }
+    }
+
+    ratio = t;
+    unlimited = false;
+    if (try_jump_to_another_bound_on_entering(entering, t, ratio, unlimited)) {
+        t = ratio;
+        return entering;
+    }
+    if (m_leaving_candidates.size() == 1)
+        return m_leaving_candidates[0];
+    k = my_random() % m_leaving_candidates.size();
+    return m_leaving_candidates[k];
+}
+template <typename T, typename X> void lp_primal_core_solver<T, X>::init_run_tableau() {
+        //        print_matrix(&(this->m_A), std::cout);
+        lean_assert(this->A_mult_x_is_off() == false);
+        lean_assert(basis_columns_are_set_correctly());
+        this->m_basis_sort_counter = 0; // to initiate the sort of the basis
+        this->set_total_iterations(0);
+        this->m_iters_with_no_cost_growing = 0;
+		lean_assert(this->inf_set_is_correct());
+        if (this->current_x_is_feasible() && this->m_look_for_feasible_solution_only)
+            return;
+        if (this->m_settings.backup_costs)
+            backup_and_normalize_costs();
+        m_epsilon_of_reduced_cost = numeric_traits<X>::precise() ? zero_of_type<T>() : T(1) / T(10000000);
+        if (this->m_settings.use_breakpoints_in_feasibility_search)
+            m_breakpoint_indices_queue.resize(this->m_n());
+        if (!numeric_traits<X>::precise()) {
+            this->m_column_norm_update_counter = 0;
+            init_column_norms();
+        }
+        if (this->m_settings.m_simplex_strategy == simplex_strategy_enum::tableau_rows)
+            init_tableau_rows();
+        lean_assert(this->reduced_costs_are_correct_tableau());
+        lean_assert(!this->need_to_pivot_to_basis_tableau());
+}
+
+template <typename T, typename X> bool lp_primal_core_solver<T, X>::
+update_basis_and_x_tableau(int entering, int leaving, X const & tt) {
+    lean_assert(this->use_tableau());
+    update_x_tableau(entering, tt);
+    this->pivot_column_tableau(entering, this->m_basis_heading[leaving]);
+    this->change_basis(entering, leaving);
+    return true;
+}
+template <typename T, typename X> void lp_primal_core_solver<T, X>::
+update_x_tableau(unsigned entering, const X& delta) {
+    if (!this->m_using_infeas_costs) {
+        this->m_x[entering] += delta;
+        for (const auto & c : this->m_A.m_columns[entering]) {
+            unsigned i = c.m_i;
+            this->m_x[this->m_basis[i]] -= delta * this->m_A.get_val(c);
+            this->update_column_in_inf_set(this->m_basis[i]);
+        }
+    } else { // m_using_infeas_costs == true
+        this->m_x[entering] += delta;
+        lean_assert(this->column_is_feasible(entering));
+        lean_assert(this->m_costs[entering] == zero_of_type<T>());
+        // m_d[entering] can change because of the cost change for basic columns.
+        for (const auto & c : this->m_A.m_columns[entering]) {
+            unsigned i = c.m_i;
+            unsigned j = this->m_basis[i];
+            this->m_x[j] -= delta * this->m_A.get_val(c);
+            update_inf_cost_for_column_tableau(j);
+            if (is_zero(this->m_costs[j]))
+                this->m_inf_set.erase(j);
+            else
+                this->m_inf_set.insert(j);
+        }
+    }
+    lean_assert(this->A_mult_x_is_off() == false);
+}
+
+template <typename T, typename X> void lp_primal_core_solver<T, X>::
+update_inf_cost_for_column_tableau(unsigned j) {
+    lean_assert(this->m_settings.simplex_strategy() != simplex_strategy_enum::tableau_rows);
+    lean_assert(this->m_using_infeas_costs);
+    T new_cost = get_infeasibility_cost_for_column(j);
+    T delta = this->m_costs[j] - new_cost;
+    if (is_zero(delta))
+        return;
+    this->m_costs[j] = new_cost;
+    update_reduced_cost_for_basic_column_cost_change(delta, j);
+}
+
+template <typename T, typename X> void lp_primal_core_solver<T, X>::init_reduced_costs_tableau() {
+    if (this->current_x_is_infeasible() && !this->m_using_infeas_costs) {
+        init_infeasibility_costs();
+    } else if (this->current_x_is_feasible() && this->m_using_infeas_costs) {
+        if (this->m_look_for_feasible_solution_only)
+            return;
+        this->m_costs = m_costs_backup;
+        this->m_using_infeas_costs = false;
+    }
+    unsigned size = this->m_basis_heading.size();
+    for (unsigned j = 0; j < size; j++) {
+        if (this->m_basis_heading[j] >= 0)
+            this->m_d[j] = zero_of_type<T>();
+        else {
+            T& d = this->m_d[j] = this->m_costs[j];
+            for (auto & cc : this->m_A.m_columns[j]) {
+                d -= this->m_costs[this->m_basis[cc.m_i]] * this->m_A.get_val(cc);
+            }
+        }
+    }
+}
+}

src/util/lp/lp_primal_simplex.h

@@ -0,0 +1,96 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#pragma once
+#include "util/vector.h"
+#include <unordered_map>
+#include <string>
+#include <algorithm>
+#include "util/lp/lp_utils.h"
+#include "util/lp/column_info.h"
+#include "util/lp/lp_primal_core_solver.h"
+#include "util/lp/lp_solver.h"
+#include "util/lp/iterator_on_row.h"
+namespace lean {
+template <typename T, typename X>
+class lp_primal_simplex: public lp_solver<T, X> {
+    lp_primal_core_solver<T, X> * m_core_solver = nullptr;
+    vector<X> m_low_bounds;
+private:
+    unsigned original_rows() { return this->m_external_rows_to_core_solver_rows.size(); }
+
+    void fill_costs_and_x_for_first_stage_solver(unsigned original_number_of_columns);
+
+    void init_buffer(unsigned k, vector<T> & r);
+
+    void refactor();
+
+    void set_scaled_costs();
+public:
+    lp_primal_simplex() {}
+
+    column_info<T> * get_or_create_column_info(unsigned column);
+
+    void set_status(lp_status status) {
+        this->m_status = status;
+    }
+
+    lp_status get_status() {
+        return this->m_status;
+    }
+
+    void fill_acceptable_values_for_x();
+
+
+    void set_zero_bound(bool * bound_is_set, T * bounds,  unsigned i);
+
+    void fill_costs_and_x_for_first_stage_solver_for_row(
+                                                         int row,
+                                                         unsigned & slack_var,
+                                                         unsigned & artificial);
+
+
+
+    
+    void set_core_solver_bounds();
+
+    void update_time_limit_from_starting_time(int start_time) {
+        this->m_settings.time_limit -= (get_millisecond_span(start_time) / 1000.);
+    }
+
+    void find_maximal_solution();
+
+    void fill_A_x_and_basis_for_stage_one_total_inf();
+
+    void fill_A_x_and_basis_for_stage_one_total_inf_for_row(unsigned row);
+
+    void solve_with_total_inf();
+
+
+    ~lp_primal_simplex();
+
+    bool bounds_hold(std::unordered_map<std::string, T> const & solution);
+
+    T get_row_value(unsigned i, std::unordered_map<std::string, T> const & solution, std::ostream * out);
+
+    bool row_constraint_holds(unsigned i, std::unordered_map<std::string, T> const & solution, std::ostream * out);
+
+    bool row_constraints_hold(std::unordered_map<std::string, T> const & solution);
+
+
+    T * get_array_from_map(std::unordered_map<std::string, T> const & solution);
+
+    bool solution_is_feasible(std::unordered_map<std::string, T> const & solution) {
+        return bounds_hold(solution) && row_constraints_hold(solution);
+    }
+
+    virtual T get_column_value(unsigned column) const {
+        return this->get_column_value_with_core_solver(column, m_core_solver);
+    }
+
+    T get_current_cost() const;
+
+    
+};
+}

src/util/lp/lp_primal_simplex.hpp

@@ -0,0 +1,355 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include <string>
+#include "util/vector.h"
+#include "util/lp/lp_primal_simplex.h"
+
+namespace lean {
+template <typename T, typename X> void lp_primal_simplex<T, X>::fill_costs_and_x_for_first_stage_solver(unsigned original_number_of_columns) {
+    unsigned slack_var = original_number_of_columns;
+    unsigned artificial = original_number_of_columns + this->m_slacks;
+
+    for (unsigned row = 0; row < this->row_count(); row++) {
+        fill_costs_and_x_for_first_stage_solver_for_row(row, slack_var, artificial);
+    }
+}
+
+template <typename T, typename X> void lp_primal_simplex<T, X>::init_buffer(unsigned k, vector<T> & r) {
+    for (unsigned i = 0; i < k; i++) {
+        r[i] = 0;
+    }
+    r[k] = 1;
+    for (unsigned i = this->row_count() -1; i > k; i--) {
+        r[i] = 0;
+    }
+}
+
+template <typename T, typename X> void lp_primal_simplex<T, X>::refactor() {
+    m_core_solver->init_lu();
+    if (m_core_solver->factorization()->get_status() != LU_status::OK) {
+        throw_exception("cannot refactor");
+    }
+}
+
+template <typename T, typename X> void lp_primal_simplex<T, X>::set_scaled_costs() {
+    unsigned j = this->number_of_core_structurals();
+    while (j-- > 0) {
+        this->set_scaled_cost(j);
+    }
+}
+
+template <typename T, typename X>     column_info<T> * lp_primal_simplex<T, X>::get_or_create_column_info(unsigned column) {
+    auto it = this->m_columns.find(column);
+    return (it == this->m_columns.end())? ( this->m_columns[column] = new column_info<T>) : it->second;
+}
+
+template <typename T, typename X> void lp_primal_simplex<T, X>::fill_acceptable_values_for_x() {
+    for (auto t : this->m_core_solver_columns_to_external_columns) {
+        this->m_x[t.first] = numeric_traits<T>::zero();
+    }
+}
+
+
+template <typename T, typename X> void lp_primal_simplex<T, X>::set_zero_bound(bool * bound_is_set, T * bounds,  unsigned i) {
+    bound_is_set[i] = true;
+    bounds[i] = numeric_traits<T>::zero();
+}
+
+template <typename T, typename X> void lp_primal_simplex<T, X>::fill_costs_and_x_for_first_stage_solver_for_row(
+                                                                                                                int row,
+                                                                                                                unsigned & slack_var,
+                                                                                                                unsigned & artificial) {
+    lean_assert(row >= 0 && row < this->row_count());
+    auto & constraint = this->m_constraints[this->m_core_solver_rows_to_external_rows[row]];
+    // we need to bring the program to the form Ax = b
+    T rs = this->m_b[row];
+    T artificial_cost =  - numeric_traits<T>::one();
+    switch (constraint.m_relation) {
+    case Equal: // no slack variable here
+        this->m_column_types[artificial] = column_type::low_bound;
+        this->m_costs[artificial] = artificial_cost; // we are maximizing, so the artificial, which is non-negatiive, will be pushed to zero
+        this->m_basis[row] = artificial;
+        if (rs >= 0) {
+            (*this->m_A)(row, artificial) = numeric_traits<T>::one();
+            this->m_x[artificial] = rs;
+        } else {
+            (*this->m_A)(row, artificial) = - numeric_traits<T>::one();
+            this->m_x[artificial] = - rs;
+        }
+        artificial++;
+        break;
+
+    case Greater_or_equal:
+        this->m_column_types[slack_var] = column_type::low_bound;
+        (*this->m_A)(row, slack_var) = - numeric_traits<T>::one();
+
+        if (rs > 0) {
+            lean_assert(numeric_traits<T>::is_zero(this->m_x[slack_var]));
+            // adding one artificial
+            this->m_column_types[artificial] = column_type::low_bound;
+            (*this->m_A)(row, artificial) = numeric_traits<T>::one();
+            this->m_costs[artificial] = artificial_cost;
+            this->m_basis[row] = artificial;
+            this->m_x[artificial] = rs;
+            artificial++;
+        } else {
+            // we can put a slack_var into the basis, and atemplate <typename T, typename X> void lp_primal_simplex<T, X>::adding an artificial variable
+            this->m_basis[row] = slack_var;
+            this->m_x[slack_var] = - rs;
+        }
+        slack_var++;
+        break;
+    case Less_or_equal:
+        // introduce a non-negative slack variable
+        this->m_column_types[slack_var] = column_type::low_bound;
+        (*this->m_A)(row, slack_var) = numeric_traits<T>::one();
+
+        if (rs < 0) {
+            // adding one artificial
+            lean_assert(numeric_traits<T>::is_zero(this->m_x[slack_var]));
+            this->m_column_types[artificial] = column_type::low_bound;
+            (*this->m_A)(row, artificial) = - numeric_traits<T>::one();
+            this->m_costs[artificial] = artificial_cost;
+            this->m_x[artificial] = - rs;
+            this->m_basis[row] = artificial++;
+        } else {
+            // we can put slack_var into the basis, and atemplate <typename T, typename X> void lp_primal_simplex<T, X>::adding an artificial variable
+            this->m_basis[row] = slack_var;
+            this->m_x[slack_var] = rs;
+        }
+        slack_var++;
+        break;
+    }
+}
+
+
+
+
+
+template <typename T, typename X> void lp_primal_simplex<T, X>::set_core_solver_bounds() {
+    unsigned total_vars = this->m_A->column_count() + this->m_slacks + this->m_artificials;
+    this->m_column_types.resize(total_vars);
+    this->m_upper_bounds.resize(total_vars);
+    for (auto cit : this->m_map_from_var_index_to_column_info) {
+        column_info<T> * ci = cit.second;
+        unsigned j = ci->get_column_index();
+        if (!is_valid(j))
+            continue; // the variable is not mapped to a column
+        switch (this->m_column_types[j] = ci->get_column_type()){
+        case column_type::fixed:
+            this->m_upper_bounds[j] = numeric_traits<T>::zero();
+            break;
+        case column_type::boxed:
+            this->m_upper_bounds[j] = ci->get_adjusted_upper_bound() / this->m_column_scale[j];
+            break;
+
+        default: break; // do nothing
+        }
+    }
+}
+
+
+template <typename T, typename X> void lp_primal_simplex<T, X>::find_maximal_solution() {
+    int preprocessing_start_time = get_millisecond_count();
+    if (this->problem_is_empty()) {
+        this->m_status = lp_status::EMPTY;
+        return;
+    }
+
+    this->cleanup();
+    this->fill_matrix_A_and_init_right_side();
+    if (this->m_status == lp_status::INFEASIBLE) {
+        return;
+    }
+    this->m_x.resize(this->m_A->column_count());
+    this->fill_m_b();
+    this->scale();
+    fill_acceptable_values_for_x();
+    this->count_slacks_and_artificials();
+    set_core_solver_bounds();
+    update_time_limit_from_starting_time(preprocessing_start_time);
+    solve_with_total_inf();
+}
+
+template <typename T, typename X> void lp_primal_simplex<T, X>::fill_A_x_and_basis_for_stage_one_total_inf() {
+    for (unsigned row = 0; row < this->row_count(); row++)
+        fill_A_x_and_basis_for_stage_one_total_inf_for_row(row);
+}
+
+template <typename T, typename X> void lp_primal_simplex<T, X>::fill_A_x_and_basis_for_stage_one_total_inf_for_row(unsigned row) {
+    lean_assert(row < this->row_count());
+    auto ext_row_it = this->m_core_solver_rows_to_external_rows.find(row);
+    lean_assert(ext_row_it != this->m_core_solver_rows_to_external_rows.end());
+    unsigned ext_row = ext_row_it->second;
+    auto constr_it = this->m_constraints.find(ext_row);
+    lean_assert(constr_it != this->m_constraints.end());
+    auto & constraint = constr_it->second;
+    unsigned j = this->m_A->column_count(); // j is a slack variable
+    this->m_A->add_column();
+    // we need to bring the program to the form Ax = b
+    this->m_basis[row] = j;
+    switch (constraint.m_relation) {
+    case Equal:
+        this->m_x[j] = this->m_b[row];
+        (*this->m_A)(row, j) = numeric_traits<T>::one();
+        this->m_column_types[j] = column_type::fixed;
+        this->m_upper_bounds[j] = m_low_bounds[j] = zero_of_type<X>();
+        break;
+
+    case Greater_or_equal:
+        this->m_x[j] = - this->m_b[row];
+        (*this->m_A)(row, j) = - numeric_traits<T>::one();
+        this->m_column_types[j] = column_type::low_bound;
+        this->m_upper_bounds[j] = zero_of_type<X>();
+        break;
+    case Less_or_equal:
+        this->m_x[j] = this->m_b[row];
+        (*this->m_A)(row, j) = numeric_traits<T>::one();
+        this->m_column_types[j] = column_type::low_bound;
+        this->m_upper_bounds[j] = m_low_bounds[j] = zero_of_type<X>();
+        break;
+    default:
+        lean_unreachable();
+    }
+}
+
+template <typename T, typename X> void lp_primal_simplex<T, X>::solve_with_total_inf() {
+    int total_vars = this->m_A->column_count() + this->row_count();
+    if (total_vars == 0) {
+        this->m_status = OPTIMAL;
+        return;
+    }
+    m_low_bounds.clear();
+    m_low_bounds.resize(total_vars, zero_of_type<X>());  // low bounds are shifted ot zero
+    this->m_x.resize(total_vars, numeric_traits<T>::zero());
+    this->m_basis.resize(this->row_count());
+    this->m_costs.clear();
+    this->m_costs.resize(total_vars, zero_of_type<T>());
+    fill_A_x_and_basis_for_stage_one_total_inf();
+    if (this->m_settings.get_message_ostream() != nullptr)
+        this->print_statistics_on_A(*this->m_settings.get_message_ostream());
+    set_scaled_costs();
+
+    m_core_solver = new lp_primal_core_solver<T, X>(*this->m_A,
+                                                    this->m_b,
+                                                    this->m_x,
+                                                    this->m_basis,
+                                                    this->m_nbasis,
+                                                    this->m_heading,
+                                                    this->m_costs,
+                                                    this->m_column_types,
+                                                    m_low_bounds,
+                                                    this->m_upper_bounds,
+                                                    this->m_settings, *this);
+    m_core_solver->solve();
+    this->set_status(m_core_solver->get_status());
+    this->m_total_iterations = m_core_solver->total_iterations();   
+}
+
+
+template <typename T, typename X> lp_primal_simplex<T, X>::~lp_primal_simplex() {
+    if (m_core_solver != nullptr) {
+        delete m_core_solver;
+    }
+}
+
+template <typename T, typename X> bool lp_primal_simplex<T, X>::bounds_hold(std::unordered_map<std::string, T> const & solution) {
+    for (auto it : this->m_map_from_var_index_to_column_info) {
+        auto sol_it = solution.find(it.second->get_name());
+        if (sol_it == solution.end()) {
+            std::stringstream s;
+            s << "cannot find column " << it.first << " in solution";
+            throw_exception(s.str() );
+        }
+
+        if (!it.second->bounds_hold(sol_it->second)) {
+            //            std::cout << "bounds do not hold for " << it.second->get_name() << std::endl;
+            it.second->bounds_hold(sol_it->second);
+            return false;
+        }
+    }
+    return true;
+}
+
+template <typename T, typename X> T lp_primal_simplex<T, X>::get_row_value(unsigned i, std::unordered_map<std::string, T> const & solution, std::ostream * out) {
+    auto it = this->m_A_values.find(i);
+    if (it == this->m_A_values.end()) {
+        std::stringstream s;
+        s << "cannot find row " << i;
+        throw_exception(s.str() );
+    }
+    T ret = numeric_traits<T>::zero();
+    for (auto & pair : it->second) {
+        auto cit = this->m_map_from_var_index_to_column_info.find(pair.first);
+        lean_assert(cit != this->m_map_from_var_index_to_column_info.end());
+        column_info<T> * ci = cit->second;
+        auto sol_it = solution.find(ci->get_name());
+        lean_assert(sol_it != solution.end());
+        T column_val = sol_it->second;
+        if (out != nullptr) {
+            (*out) << pair.second << "(" << ci->get_name() << "=" << column_val << ") ";
+        }
+        ret += pair.second * column_val;
+    }
+    if (out != nullptr) {
+        (*out) << " = " << ret << std::endl;
+    }
+    return ret;
+}
+
+template <typename T, typename X> bool lp_primal_simplex<T, X>::row_constraint_holds(unsigned i, std::unordered_map<std::string, T> const & solution, std::ostream *out) {
+    T row_val = get_row_value(i, solution, out);
+    auto & constraint = this->m_constraints[i];
+    T rs = constraint.m_rs;
+    bool print = out != nullptr;
+    switch (constraint.m_relation) {
+    case Equal:
+        if (fabs(numeric_traits<T>::get_double(row_val - rs)) > 0.00001) {
+            if (print) {
+                (*out) << "should be = " << rs << std::endl;
+            }
+            return false;
+        }
+        return true;
+    case Greater_or_equal:
+        if (numeric_traits<T>::get_double(row_val - rs) < -0.00001) {
+            if (print) {
+                (*out) << "should be >= " << rs << std::endl;
+            }
+            return false;
+        }
+        return true;;
+
+    case Less_or_equal:
+        if (numeric_traits<T>::get_double(row_val - rs) > 0.00001) {
+            if (print) {
+                (*out) << "should be <= " << rs << std::endl;
+            }
+            return false;
+        }
+        return true;;
+    }
+    lean_unreachable();
+    return false; // it is unreachable
+}
+
+template <typename T, typename X> bool lp_primal_simplex<T, X>::row_constraints_hold(std::unordered_map<std::string, T> const & solution) {
+    for (auto it : this->m_A_values) {
+        if (!row_constraint_holds(it.first, solution, nullptr)) {
+            row_constraint_holds(it.first, solution, nullptr);
+            return false;
+        }
+    }
+    return true;
+}
+
+template <typename T, typename X> T lp_primal_simplex<T, X>::get_current_cost() const {
+    T ret = numeric_traits<T>::zero();
+    for (auto it : this->m_map_from_var_index_to_column_info) {
+        ret += this->get_column_cost_value(it.first, it.second);
+    }
+    return ret;
+}
+}

src/util/lp/lp_primal_simplex_instances.cpp

@@ -0,0 +1,20 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include <utility>
+#include <memory>
+#include <string>
+#include "util/vector.h"
+#include <functional>
+#include "util/lp/lp_primal_simplex.hpp"
+template bool lean::lp_primal_simplex<double, double>::bounds_hold(std::unordered_map<std::string, double, std::hash<std::string>, std::equal_to<std::string>, std::allocator<std::pair<std::string const, double> > > const&);
+template bool lean::lp_primal_simplex<double, double>::row_constraints_hold(std::unordered_map<std::string, double, std::hash<std::string>, std::equal_to<std::string>, std::allocator<std::pair<std::string const, double> > > const&);
+template double lean::lp_primal_simplex<double, double>::get_current_cost() const;
+template double lean::lp_primal_simplex<double, double>::get_column_value(unsigned int) const;
+template lean::lp_primal_simplex<double, double>::~lp_primal_simplex();
+template lean::lp_primal_simplex<lean::mpq, lean::mpq>::~lp_primal_simplex();
+template lean::mpq lean::lp_primal_simplex<lean::mpq, lean::mpq>::get_current_cost() const;
+template lean::mpq lean::lp_primal_simplex<lean::mpq, lean::mpq>::get_column_value(unsigned int) const;
+template void lean::lp_primal_simplex<double, double>::find_maximal_solution();
+template void lean::lp_primal_simplex<lean::mpq, lean::mpq>::find_maximal_solution();

src/util/lp/lp_settings.h

@@ -0,0 +1,339 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+
+#pragma once
+#include "util/vector.h"
+#include <string>
+#include <algorithm>
+#include <limits>
+#include <sys/timeb.h>
+#include <iomanip>
+#include "util/lp/lp_utils.h"
+
+namespace lean {
+typedef unsigned var_index;
+typedef unsigned constraint_index;
+typedef unsigned row_index;
+enum class column_type  {
+    free_column = 0,
+        low_bound = 1,
+        upper_bound = 2,
+        boxed = 3,
+        fixed = 4
+        };
+
+enum class simplex_strategy_enum {
+    tableau_rows = 0,
+    tableau_costs = 1,
+    no_tableau = 2
+};
+
+std::string column_type_to_string(column_type t);
+
+enum lp_status {
+    UNKNOWN,
+    INFEASIBLE,
+    TENTATIVE_UNBOUNDED,
+    UNBOUNDED,
+    TENTATIVE_DUAL_UNBOUNDED,
+    DUAL_UNBOUNDED,
+    OPTIMAL,
+    FEASIBLE,
+    FLOATING_POINT_ERROR,
+    TIME_EXHAUSTED,
+    ITERATIONS_EXHAUSTED,
+    EMPTY,
+    UNSTABLE
+};
+
+// when the ratio of the vector lenth to domain size to is greater than the return value we switch to solve_By_for_T_indexed_only
+template <typename X>
+unsigned ratio_of_index_size_to_all_size() {
+    if (numeric_traits<X>::precise())
+        return 10;
+    return 120;
+}
+
+const char* lp_status_to_string(lp_status status);
+
+inline std::ostream& operator<<(std::ostream& out, lp_status status) {
+    return out << lp_status_to_string(status);
+}
+
+lp_status lp_status_from_string(std::string status);
+
+enum non_basic_column_value_position { at_low_bound, at_upper_bound, at_fixed, free_of_bounds, not_at_bound };
+
+template <typename X> bool is_epsilon_small(const X & v, const double& eps);    // forward definition
+
+int get_millisecond_count();
+int get_millisecond_span(int start_time);
+unsigned my_random();
+void my_random_init(long unsigned seed);
+
+
+class lp_resource_limit {
+public:
+    virtual bool get_cancel_flag() = 0;
+};
+
+struct stats {
+    unsigned m_total_iterations;
+    unsigned m_iters_with_no_cost_growing;
+    unsigned m_num_factorizations;
+    unsigned m_num_of_implied_bounds;
+    unsigned m_need_to_solve_inf;
+    stats() { reset(); }
+    void reset() { memset(this, 0, sizeof(*this)); }
+};
+
+struct lp_settings {
+private:
+    class default_lp_resource_limit : public lp_resource_limit {
+        lp_settings& m_settings;
+        int m_start_time;
+    public:
+        default_lp_resource_limit(lp_settings& s): m_settings(s), m_start_time(get_millisecond_count()) {}
+        virtual bool get_cancel_flag() {
+            int span_in_mills = get_millisecond_span(m_start_time);
+            return (span_in_mills / 1000.0  > m_settings.time_limit);
+        }
+    };
+
+    default_lp_resource_limit m_default_resource_limit;
+    lp_resource_limit* m_resource_limit;
+    // used for debug output
+    std::ostream* m_debug_out = &std::cout;
+    // used for messages, for example, the computation progress messages
+    std::ostream* m_message_out = &std::cout;
+
+    stats  m_stats;
+
+public:
+    unsigned reps_in_scaler = 20;
+    // when the absolute value of an element is less than pivot_epsilon
+    // in pivoting, we treat it as a zero
+    double pivot_epsilon = 0.00000001;
+    // see Chatal, page 115
+    double positive_price_epsilon = 1e-7;
+    // a quatation "if some choice of the entering vairable leads to an eta matrix
+    // whose diagonal element in the eta column is less than e2 (entering_diag_epsilon) in magnitude, the this choice is rejected ...
+    double entering_diag_epsilon = 1e-8;
+    int c_partial_pivoting = 10; // this is the constant c from page 410
+    unsigned depth_of_rook_search = 4;
+    bool using_partial_pivoting = true;
+    // dissertation of Achim Koberstein
+    // if Bx - b is different at any component more that refactor_epsilon then we refactor
+    double refactor_tolerance = 1e-4;
+    double pivot_tolerance = 1e-6;
+    double zero_tolerance = 1e-12;
+    double drop_tolerance = 1e-14;
+    double tolerance_for_artificials = 1e-4;
+    double can_be_taken_to_basis_tolerance = 0.00001;
+
+    unsigned percent_of_entering_to_check = 5; // we try to find a profitable column in a percentage of the columns
+    bool use_scaling = true;
+    double scaling_maximum = 1;
+    double scaling_minimum = 0.5;
+    double harris_feasibility_tolerance = 1e-7; // page 179 of Istvan Maros
+    double ignore_epsilon_of_harris = 10e-5;
+    unsigned max_number_of_iterations_with_no_improvements = 2000000;
+    unsigned max_total_number_of_iterations = 20000000;
+    double time_limit = std::numeric_limits<double>::max(); // the maximum time limit of the total run time in seconds
+    // dual section
+    double dual_feasibility_tolerance = 1e-7; // // page 71 of the PhD thesis of Achim Koberstein
+    double primal_feasibility_tolerance = 1e-7; // page 71 of the PhD thesis of Achim Koberstein
+    double relative_primal_feasibility_tolerance = 1e-9; // page 71 of the PhD thesis of Achim Koberstein
+
+    bool m_bound_propagation = true;
+    
+    bool bound_progation() const {
+        return m_bound_propagation;
+    }
+
+    bool& bound_propagation() {
+        return m_bound_propagation;
+    }
+    
+    lp_settings() : m_default_resource_limit(*this), m_resource_limit(&m_default_resource_limit) {}
+
+    void set_resource_limit(lp_resource_limit& lim) { m_resource_limit = &lim; }
+    bool get_cancel_flag() const { return m_resource_limit->get_cancel_flag(); }
+
+    void set_debug_ostream(std::ostream* out) { m_debug_out = out; }
+    void set_message_ostream(std::ostream* out) { m_message_out = out; }
+    
+    std::ostream* get_debug_ostream() { return m_debug_out; }
+    std::ostream* get_message_ostream() { return m_message_out; }
+    stats& st() { return m_stats; }
+    stats const& st() const { return m_stats; }
+
+    template <typename T> static bool is_eps_small_general(const T & t, const double & eps) {
+        return (!numeric_traits<T>::precise())? is_epsilon_small<T>(t, eps) : numeric_traits<T>::is_zero(t);
+    }
+
+    template <typename T>
+    bool abs_val_is_smaller_than_dual_feasibility_tolerance(T const & t) {
+        return is_eps_small_general<T>(t, dual_feasibility_tolerance);
+    }
+
+    template <typename T>
+    bool abs_val_is_smaller_than_primal_feasibility_tolerance(T const & t) {
+        return is_eps_small_general<T>(t, primal_feasibility_tolerance);
+    }
+
+    template <typename T>
+    bool abs_val_is_smaller_than_can_be_taken_to_basis_tolerance(T const & t) {
+        return is_eps_small_general<T>(t, can_be_taken_to_basis_tolerance);
+    }
+
+    template <typename T>
+    bool abs_val_is_smaller_than_drop_tolerance(T const & t) const {
+        return is_eps_small_general<T>(t, drop_tolerance);
+    }
+
+
+    template <typename T>
+    bool abs_val_is_smaller_than_zero_tolerance(T const & t) {
+        return is_eps_small_general<T>(t, zero_tolerance);
+    }
+
+    template <typename T>
+    bool abs_val_is_smaller_than_refactor_tolerance(T const & t) {
+        return is_eps_small_general<T>(t, refactor_tolerance);
+    }
+
+
+    template <typename T>
+    bool abs_val_is_smaller_than_pivot_tolerance(T const & t) {
+        return is_eps_small_general<T>(t, pivot_tolerance);
+    }
+
+    template <typename T>
+    bool abs_val_is_smaller_than_harris_tolerance(T const & t) {
+        return is_eps_small_general<T>(t, harris_feasibility_tolerance);
+    }
+
+    template <typename T>
+    bool abs_val_is_smaller_than_ignore_epslilon_for_harris(T const & t) {
+        return is_eps_small_general<T>(t, ignore_epsilon_of_harris);
+    }
+
+    template <typename T>
+    bool abs_val_is_smaller_than_artificial_tolerance(T const & t) {
+        return is_eps_small_general<T>(t, tolerance_for_artificials);
+    }
+    // the method of lar solver to use
+    bool presolve_with_double_solver_for_lar = true;
+    simplex_strategy_enum m_simplex_strategy = simplex_strategy_enum::tableau_rows;
+    simplex_strategy_enum simplex_strategy() const {
+        return m_simplex_strategy;
+    }
+
+    simplex_strategy_enum & simplex_strategy() {
+        return m_simplex_strategy;
+    }
+
+    bool use_tableau() const {
+        return m_simplex_strategy != simplex_strategy_enum::no_tableau;
+    }
+
+    bool use_tableau_rows() const {
+        return m_simplex_strategy == simplex_strategy_enum::tableau_rows;
+    }
+    
+    int report_frequency = 1000;
+    bool print_statistics = false;
+    unsigned column_norms_update_frequency = 12000;
+    bool scale_with_ratio = true;
+    double density_threshold = 0.7; // need to tune it up, todo
+#ifdef LEAN_DEBUG
+    static unsigned ddd; // used for debugging    
+#endif
+    bool use_breakpoints_in_feasibility_search = false;
+    unsigned random_seed = 1;
+    static unsigned long random_next;
+    unsigned max_row_length_for_bound_propagation = 300;
+    bool backup_costs = true;
+}; // end of lp_settings class
+
+
+#define LP_OUT(_settings_, _msg_) { if (_settings_.get_debug_ostream()) { *_settings_.get_debug_ostream() << _msg_; } }
+
+template <typename T>
+std::string T_to_string(const T & t) {
+    std::ostringstream strs;
+    strs << t;
+    return strs.str();
+}
+
+inline std::string T_to_string(const numeric_pair<mpq> & t) {
+    std::ostringstream strs;
+    double r = (t.x + t.y / mpq(1000)).get_double();
+    strs << r;
+    return strs.str();
+}
+
+
+inline std::string T_to_string(const mpq & t) {
+    std::ostringstream strs;
+    strs << t.get_double();
+    return strs.str();
+}
+
+template <typename T>
+bool val_is_smaller_than_eps(T const & t, double const & eps) {
+    if (!numeric_traits<T>::precise()) {
+        return numeric_traits<T>::get_double(t) < eps;
+    }
+    return t <= numeric_traits<T>::zero();
+}
+
+template <typename T>
+bool vectors_are_equal(T * a, vector<T>  &b, unsigned n);
+
+template <typename T>
+bool vectors_are_equal(const vector<T> & a, const buffer<T>  &b);
+
+template <typename T>
+bool vectors_are_equal(const vector<T> & a, const vector<T> &b);
+
+template <typename T>
+T abs (T const & v) { return v >= zero_of_type<T>() ? v : -v; }
+
+template <typename X>
+X max_abs_in_vector(vector<X>& t){
+    X r(zero_of_type<X>());
+    for (auto & v : t)
+        r = std::max(abs(v) , r);
+    return r;
+}
+inline void print_blanks(int n, std::ostream & out) {
+    while (n--) {out << ' '; }
+}
+
+
+// after a push of the last element we ensure that the vector increases
+// we also suppose that before the last push the vector was increasing
+inline void ensure_increasing(vector<unsigned> & v) {
+    lean_assert(v.size() > 0);
+    unsigned j = v.size() - 1;
+    for (; j > 0; j-- )
+        if (v[j] <= v[j - 1]) {
+            // swap
+            unsigned t = v[j];
+            v[j] = v[j-1];
+            v[j-1] = t;
+        } else {
+            break;
+        }
+}
+
+
+
+#if LEAN_DEBUG
+bool D();
+#endif
+}

src/util/lp/lp_settings.hpp

@@ -0,0 +1,133 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include <cmath>
+#include <string>
+#include "util/vector.h"
+#include "util/lp/lp_settings.h"
+namespace lean {
+std::string column_type_to_string(column_type t) {
+    switch (t) {
+    case column_type::fixed:       return "fixed";
+    case column_type::boxed:       return "boxed";
+    case column_type::low_bound:   return "low_bound";
+    case column_type::upper_bound: return "upper_bound";
+    case column_type::free_column: return "free_column";
+    default:  lean_unreachable();
+    }
+    return "unknown"; // it is unreachable
+}
+
+const char* lp_status_to_string(lp_status status) {
+    switch (status) {
+    case UNKNOWN: return "UNKNOWN";
+    case INFEASIBLE: return "INFEASIBLE";
+    case UNBOUNDED: return "UNBOUNDED";
+    case TENTATIVE_DUAL_UNBOUNDED: return "TENTATIVE_DUAL_UNBOUNDED";
+    case DUAL_UNBOUNDED: return "DUAL_UNBOUNDED";
+    case OPTIMAL: return "OPTIMAL";
+    case FEASIBLE: return "FEASIBLE";
+    case FLOATING_POINT_ERROR: return "FLOATING_POINT_ERROR";
+    case TIME_EXHAUSTED: return "TIME_EXHAUSTED";
+    case ITERATIONS_EXHAUSTED: return "ITERATIONS_EXHAUSTED";
+    case EMPTY: return "EMPTY";
+    case UNSTABLE: return "UNSTABLE";
+    default:
+        lean_unreachable();
+    }
+    return "UNKNOWN";  // it is unreachable
+}
+
+lp_status lp_status_from_string(std::string status) {
+    if (status == "UNKNOWN") return  lp_status::UNKNOWN;
+    if (status == "INFEASIBLE") return lp_status::INFEASIBLE;
+    if (status == "UNBOUNDED") return lp_status::UNBOUNDED;
+    if (status == "OPTIMAL") return lp_status::OPTIMAL;
+    if (status == "FEASIBLE") return lp_status::FEASIBLE;
+    if (status == "FLOATING_POINT_ERROR") return lp_status::FLOATING_POINT_ERROR;
+    if (status == "TIME_EXHAUSTED") return lp_status::TIME_EXHAUSTED;
+    if (status == "ITERATIONS_EXHAUSTED") return lp_status::ITERATIONS_EXHAUSTED;
+    if (status == "EMPTY") return lp_status::EMPTY;
+    lean_unreachable();
+    return lp_status::UNKNOWN; // it is unreachable
+}
+int get_millisecond_count() {
+    timeb tb;
+    ftime(&tb);
+    return tb.millitm + (tb.time & 0xfffff) * 1000;
+}
+
+int get_millisecond_span(int start_time) {
+    int span = get_millisecond_count() - start_time;
+    if (span < 0)
+        span += 0x100000 * 1000;
+    return span;
+}
+
+
+
+void my_random_init(long unsigned seed) {
+    lp_settings::random_next = seed;   
+}
+
+unsigned my_random() {
+    lp_settings::random_next = lp_settings::random_next * 1103515245 + 12345;
+    return((unsigned)(lp_settings::random_next/65536) % 32768);
+}
+
+template <typename T>
+bool vectors_are_equal(T * a, vector<T>  &b, unsigned n) {
+    if (numeric_traits<T>::precise()) {
+        for (unsigned i = 0; i < n; i ++){
+            if (!numeric_traits<T>::is_zero(a[i] - b[i])) {
+                // std::cout << "a[" << i <<"]" << a[i] << ", " << "b[" << i <<"]" << b[i] << std::endl;
+                return false;
+            }
+        }
+    } else {
+        for (unsigned i = 0; i < n; i ++){
+            if (std::abs(numeric_traits<T>::get_double(a[i] - b[i])) > 0.000001) {
+                // std::cout << "a[" << i <<"]" << a[i] << ", " << "b[" << i <<"]" << b[i] << std::endl;
+                return false;
+            }
+        }
+    }
+    return true;
+}
+
+
+template <typename T>
+bool vectors_are_equal(const vector<T> & a, const vector<T>  &b) {
+    unsigned n = static_cast<unsigned>(a.size());
+    if (n != b.size()) return false;
+    if (numeric_traits<T>::precise()) {
+        for (unsigned i = 0; i < n; i ++){
+            if (!numeric_traits<T>::is_zero(a[i] - b[i])) {
+                // std::cout << "a[" << i <<"]" << a[i] << ", " << "b[" << i <<"]" << b[i] << std::endl;
+                return false;
+            }
+        }
+    } else {
+        for (unsigned i = 0; i < n; i ++){
+            double da = numeric_traits<T>::get_double(a[i]);
+            double db = numeric_traits<T>::get_double(b[i]);
+            double amax = std::max(fabs(da), fabs(db));
+            if (amax > 1) {
+                da /= amax;
+                db /= amax;
+            }
+                
+            if (fabs(da - db) > 0.000001) {
+                // std::cout << "a[" << i <<"] = " << a[i] << ", but " << "b[" << i <<"] = " << b[i] << std::endl;
+                return false;
+            }
+        }
+    }
+    return true;
+}
+unsigned long lp_settings::random_next = 1;
+#ifdef LEAN_DEBUG
+unsigned lp_settings::ddd = 0;
+#endif
+}

src/util/lp/lp_settings_instances.cpp

@@ -0,0 +1,10 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include "util/vector.h"
+#include <memory>
+#include "util/lp/lp_settings.hpp"
+template bool lean::vectors_are_equal<double>(vector<double> const&, vector<double> const&);
+template bool lean::vectors_are_equal<lean::mpq>(vector<lean::mpq > const&, vector<lean::mpq> const&);
+

src/util/lp/lp_solver.h

@@ -0,0 +1,253 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+
+#pragma once
+#include <string>
+#include <unordered_map>
+#include <algorithm>
+#include "util/vector.h"
+#include "util/lp/lp_settings.h"
+#include "util/lp/column_info.h"
+#include "util/lp/static_matrix.h"
+#include "util/lp/lp_core_solver_base.h"
+#include "util/lp/scaler.h"
+#include "util/lp/linear_combination_iterator.h"
+#include "util/lp/bound_analyzer_on_row.h"
+namespace lean {
+enum lp_relation  {
+    Less_or_equal,
+    Equal,
+    Greater_or_equal
+};
+
+template <typename T, typename X>
+struct lp_constraint {
+    X m_rs; // right side of the constraint
+    lp_relation m_relation;
+    lp_constraint() {} // empty constructor
+    lp_constraint(T rs, lp_relation relation): m_rs(rs), m_relation(relation) {}
+};
+
+
+template <typename T, typename X>
+class lp_solver : public column_namer {
+    column_info<T> * get_or_create_column_info(unsigned column);
+
+protected:
+    T get_column_cost_value(unsigned j, column_info<T> * ci) const;
+public:
+    unsigned m_total_iterations;
+    static_matrix<T, X>* m_A = nullptr; // this is the matrix of constraints
+    vector<T> m_b; // the right side vector
+    unsigned m_first_stage_iterations = 0;
+    unsigned m_second_stage_iterations = 0;
+    std::unordered_map<unsigned, lp_constraint<T, X>> m_constraints;
+    std::unordered_map<var_index, column_info<T>*> m_map_from_var_index_to_column_info;
+    std::unordered_map<unsigned, std::unordered_map<unsigned, T> > m_A_values;
+    std::unordered_map<std::string, unsigned> m_names_to_columns; // don't have to use it
+    std::unordered_map<unsigned, unsigned> m_external_rows_to_core_solver_rows;
+    std::unordered_map<unsigned, unsigned> m_core_solver_rows_to_external_rows;
+    std::unordered_map<unsigned, unsigned> m_core_solver_columns_to_external_columns;
+    vector<T> m_column_scale;
+    std::unordered_map<unsigned, std::string>  m_name_map;
+    unsigned m_artificials = 0;
+    unsigned m_slacks = 0;
+    vector<column_type> m_column_types;
+    vector<T> m_costs;
+    vector<T> m_x;
+    vector<T> m_upper_bounds;
+    vector<unsigned> m_basis;
+    vector<unsigned> m_nbasis;
+    vector<int> m_heading;
+
+
+    lp_status m_status = lp_status::UNKNOWN;
+
+    lp_settings m_settings;
+    lp_solver() {}
+
+    unsigned row_count() const { return this->m_A->row_count(); }
+
+    void add_constraint(lp_relation relation, T  right_side, unsigned row_index);
+
+    void set_cost_for_column(unsigned column, T  column_cost) {
+        get_or_create_column_info(column)->set_cost(column_cost);
+    }
+    std::string get_column_name(unsigned j) const override;
+
+    void set_row_column_coefficient(unsigned row, unsigned column, T const & val) {
+        m_A_values[row][column] = val;
+    }
+    // returns the current cost
+    virtual T get_current_cost() const = 0;
+       // do not have to call it
+    void give_symbolic_name_to_column(std::string name, unsigned column);
+
+    virtual T get_column_value(unsigned column) const = 0;
+
+    T get_column_value_by_name(std::string name) const;
+
+    // returns -1 if not found
+    virtual int get_column_index_by_name(std::string name) const;
+
+    void set_low_bound(unsigned i, T bound) {
+        column_info<T> *ci = get_or_create_column_info(i);
+        ci->set_low_bound(bound);
+    }
+
+    void set_upper_bound(unsigned i, T bound) {
+        column_info<T> *ci = get_or_create_column_info(i);
+        ci->set_upper_bound(bound);
+    }
+
+    void unset_low_bound(unsigned i) {
+        get_or_create_column_info(i)->unset_low_bound();
+    }
+
+    void unset_upper_bound(unsigned i) {
+        get_or_create_column_info(i)->unset_upper_bound();
+    }
+
+    void set_fixed_value(unsigned i, T val) {
+        column_info<T> *ci = get_or_create_column_info(i);
+        ci->set_fixed_value(val);
+    }
+
+    void unset_fixed_value(unsigned i) {
+        get_or_create_column_info(i)->unset_fixed();
+    }
+
+    lp_status get_status() const {
+        return m_status;
+    }
+
+    void set_status(lp_status st)  {
+        m_status = st;
+    }
+
+    
+    virtual ~lp_solver();
+
+    void flip_costs();
+
+    virtual void find_maximal_solution() = 0;
+    void set_time_limit(unsigned time_limit_in_seconds) {
+        m_settings.time_limit = time_limit_in_seconds;
+    }
+
+    void set_max_iterations_per_stage(unsigned max_iterations) {
+        m_settings.max_total_number_of_iterations = max_iterations;
+    }
+
+    unsigned get_max_iterations_per_stage() const {
+        return m_settings.max_total_number_of_iterations;
+    }
+protected:
+    bool problem_is_empty();
+
+    void scale();
+
+
+    void print_rows_scale_stats(std::ostream & out);
+
+    void print_columns_scale_stats(std::ostream & out);
+
+    void print_row_scale_stats(unsigned i, std::ostream & out);
+
+    void print_column_scale_stats(unsigned j, std::ostream & out);
+
+    void print_scale_stats(std::ostream & out);
+
+    void get_max_abs_in_row(std::unordered_map<unsigned, T> & row_map);
+
+    void pin_vars_down_on_row(std::unordered_map<unsigned, T> & row) {
+        pin_vars_on_row_with_sign(row, - numeric_traits<T>::one());
+    }
+
+    void pin_vars_up_on_row(std::unordered_map<unsigned, T> & row) {
+        pin_vars_on_row_with_sign(row, numeric_traits<T>::one());
+    }
+
+    void pin_vars_on_row_with_sign(std::unordered_map<unsigned, T> & row, T sign );
+
+    bool get_minimal_row_value(std::unordered_map<unsigned, T> & row, T & low_bound);
+
+    bool get_maximal_row_value(std::unordered_map<unsigned, T> & row, T & low_bound);
+
+    bool row_is_zero(std::unordered_map<unsigned, T> & row);
+
+    bool row_e_is_obsolete(std::unordered_map<unsigned, T> & row, unsigned row_index);
+
+    bool row_ge_is_obsolete(std::unordered_map<unsigned, T> & row, unsigned row_index);
+
+    bool row_le_is_obsolete(std::unordered_map<unsigned, T> & row, unsigned row_index);
+
+    // analyse possible max and min values that are derived from var boundaries
+    // Let us say that the we have a "ge" constraint, and the min value is equal to the rs.
+    // Then we know what values of the variables are. For each positive coeff of the row it has to be
+    // the low boundary of the var and for a negative - the upper.
+
+    // this routing also pins the variables to the boundaries
+    bool row_is_obsolete(std::unordered_map<unsigned, T> & row, unsigned row_index );
+
+    void remove_fixed_or_zero_columns();
+
+    void remove_fixed_or_zero_columns_from_row(unsigned i, std::unordered_map<unsigned, T> & row);
+
+    unsigned try_to_remove_some_rows();
+
+    void cleanup();
+
+    void map_external_rows_to_core_solver_rows();
+
+    void map_external_columns_to_core_solver_columns();
+
+    unsigned number_of_core_structurals() {
+        return static_cast<unsigned>(m_core_solver_columns_to_external_columns.size());
+    }
+
+    void restore_column_scales_to_one() {
+        for (unsigned i = 0; i < m_column_scale.size(); i++) m_column_scale[i] = numeric_traits<T>::one();
+    }
+
+    void unscale();
+
+    void fill_A_from_A_values();
+
+    void fill_matrix_A_and_init_right_side();
+
+    void count_slacks_and_artificials();
+
+    void count_slacks_and_artificials_for_row(unsigned i);
+
+    T low_bound_shift_for_row(unsigned i);
+
+    void fill_m_b();
+
+    T get_column_value_with_core_solver(unsigned column, lp_core_solver_base<T, X> * core_solver) const;
+    void set_scaled_cost(unsigned j);
+    void print_statistics_on_A(std::ostream & out)  {
+        out << "extended A[" << this->m_A->row_count() << "," << this->m_A->column_count() << "]" << std::endl;
+    }
+
+    struct row_tighten_stats {
+        unsigned n_of_new_bounds = 0;
+        unsigned n_of_fixed = 0;
+        bool is_obsolete = false;
+    };
+    
+
+
+public:
+    lp_settings & settings() { return m_settings;}
+    void print_model(std::ostream & s) const {
+        s << "objective = " << get_current_cost() << std::endl;
+        s << "column values\n";
+        for (auto & it : m_names_to_columns) {
+            s << it.first << " = " << get_column_value(it.second) << std::endl;
+        }
+    }
+};
+}

src/util/lp/lp_solver.hpp

@@ -0,0 +1,554 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include <string>
+#include <algorithm>
+#include "util/vector.h"
+#include "util/lp/lp_solver.h"
+namespace lean {
+template <typename T, typename X> column_info<T> * lp_solver<T, X>::get_or_create_column_info(unsigned column) {
+    auto it = m_map_from_var_index_to_column_info.find(column);
+    return (it == m_map_from_var_index_to_column_info.end())? (m_map_from_var_index_to_column_info[column] = new column_info<T>(static_cast<unsigned>(-1))) : it->second;
+}
+
+template <typename T, typename X>
+std::string lp_solver<T, X>::get_column_name(unsigned j) const { // j here is the core solver index
+    auto it = this->m_core_solver_columns_to_external_columns.find(j);
+    if (it == this->m_core_solver_columns_to_external_columns.end())
+        return std::string("x")+T_to_string(j);
+    unsigned external_j = it->second;
+    auto t = this->m_map_from_var_index_to_column_info.find(external_j);
+    if (t == this->m_map_from_var_index_to_column_info.end()) {
+        return std::string("x") +T_to_string(external_j);
+    }
+    return t->second->get_name();
+}
+
+template <typename T, typename X> T lp_solver<T, X>::get_column_cost_value(unsigned j, column_info<T> * ci) const {
+    if (ci->is_fixed()) {
+        return ci->get_cost() * ci->get_fixed_value();
+    }
+    return ci->get_cost() * get_column_value(j);
+}
+template <typename T, typename X> void lp_solver<T, X>::add_constraint(lp_relation relation, T  right_side, unsigned row_index) {
+    lean_assert(m_constraints.find(row_index) == m_constraints.end());
+    lp_constraint<T, X> cs(right_side, relation);
+    m_constraints[row_index] = cs;
+}
+
+template <typename T, typename X> void lp_solver<T, X>::give_symbolic_name_to_column(std::string name, unsigned column) {
+    auto it = m_map_from_var_index_to_column_info.find(column);
+    column_info<T> *ci;
+    if (it == m_map_from_var_index_to_column_info.end()){
+        m_map_from_var_index_to_column_info[column] = ci = new column_info<T>;
+    } else {
+        ci = it->second;
+    }
+    ci->set_name(name);
+    m_names_to_columns[name] = column;
+}
+
+
+template <typename T, typename X>  T lp_solver<T, X>::get_column_value_by_name(std::string name) const {
+    auto it = m_names_to_columns.find(name);
+    if (it == m_names_to_columns.end()) {
+        std::stringstream s;
+        s << "get_column_value_by_name " << name;
+        throw_exception(s.str());
+    }
+    return get_column_value(it -> second);
+}
+
+// returns -1 if not found
+template <typename T, typename X> int lp_solver<T, X>::get_column_index_by_name(std::string name) const {
+    auto t = m_names_to_columns.find(name);
+    if (t == m_names_to_columns.end()) {
+        return -1;
+    }
+    return t->second;
+}
+
+
+template <typename T, typename X>  lp_solver<T, X>::~lp_solver(){
+    if (m_A != nullptr) {
+        delete m_A;
+    }
+    for (auto t : m_map_from_var_index_to_column_info) {
+        delete t.second;
+    }
+}
+
+template <typename T, typename X> void lp_solver<T, X>::flip_costs() {
+    for (auto t : m_map_from_var_index_to_column_info) {
+        column_info<T> *ci = t.second;
+        ci->set_cost(-ci->get_cost());
+    }
+}
+
+template <typename T, typename X>    bool lp_solver<T, X>::problem_is_empty() {
+    for (auto & c : m_A_values)
+        if (c.second.size())
+            return false;
+    return true;
+}
+
+template <typename T, typename X> void lp_solver<T, X>::scale() {
+    if (numeric_traits<T>::precise() || m_settings.use_scaling == false) {
+        m_column_scale.clear();
+        m_column_scale.resize(m_A->column_count(), one_of_type<T>());
+        return;
+    }
+
+    T smin = T(m_settings.scaling_minimum);
+    T smax = T(m_settings.scaling_maximum);
+
+    scaler<T, X> scaler(m_b, *m_A, smin, smax, m_column_scale, this->m_settings);
+    if (!scaler.scale()) {
+        unscale();
+    }
+}
+
+
+template <typename T, typename X> void lp_solver<T, X>::print_rows_scale_stats(std::ostream & out) {
+    out << "rows max" << std::endl;
+    for (unsigned i = 0; i < m_A->row_count(); i++) {
+        print_row_scale_stats(i, out);
+    }
+    out << std::endl;
+}
+
+template <typename T, typename X> void lp_solver<T, X>::print_columns_scale_stats(std::ostream & out) {
+    out << "columns max" << std::endl;
+    for (unsigned i = 0; i < m_A->column_count(); i++) {
+        print_column_scale_stats(i, out);
+    }
+    out << std::endl;
+}
+
+template <typename T, typename X> void lp_solver<T, X>::print_row_scale_stats(unsigned i, std::ostream & out) {
+    out << "(" << std::min(m_A->get_min_abs_in_row(i), abs(m_b[i])) << " ";
+    out << std::max(m_A->get_max_abs_in_row(i), abs(m_b[i])) << ")";
+}
+
+template <typename T, typename X> void lp_solver<T, X>::print_column_scale_stats(unsigned j, std::ostream & out) {
+    out << "(" << m_A->get_min_abs_in_row(j) << " ";
+    out <<  m_A->get_max_abs_in_column(j) << ")";
+}
+
+template <typename T, typename X> void lp_solver<T, X>::print_scale_stats(std::ostream & out) {
+    print_rows_scale_stats(out);
+    print_columns_scale_stats(out);
+}
+
+template <typename T, typename X> void lp_solver<T, X>::get_max_abs_in_row(std::unordered_map<unsigned, T> & row_map) {
+    T ret = numeric_traits<T>::zero();
+    for (auto jp : row_map) {
+        T ac = numeric_traits<T>::abs(jp->second);
+        if (ac > ret) {
+            ret = ac;
+        }
+    }
+    return ret;
+}
+
+template <typename T, typename X> void lp_solver<T, X>::pin_vars_on_row_with_sign(std::unordered_map<unsigned, T> & row, T sign ) {
+    for (auto t : row) {
+        unsigned j = t.first;
+        column_info<T> * ci = m_map_from_var_index_to_column_info[j];
+        T a = t.second;
+        if (a * sign > numeric_traits<T>::zero()) {
+            lean_assert(ci->upper_bound_is_set());
+            ci->set_fixed_value(ci->get_upper_bound());
+        } else {
+            lean_assert(ci->low_bound_is_set());
+            ci->set_fixed_value(ci->get_low_bound());
+        }
+    }
+}
+
+template <typename T, typename X>    bool lp_solver<T, X>::get_minimal_row_value(std::unordered_map<unsigned, T> & row, T & low_bound) {
+    low_bound = numeric_traits<T>::zero();
+    for (auto & t : row) {
+        T a = t.second;
+        column_info<T> * ci = m_map_from_var_index_to_column_info[t.first];
+        if (a > numeric_traits<T>::zero()) {
+            if (ci->low_bound_is_set()) {
+                low_bound += ci->get_low_bound() * a;
+            } else {
+                return false;
+            }
+        } else {
+            if (ci->upper_bound_is_set()) {
+                low_bound += ci->get_upper_bound() * a;
+            } else {
+                return false;
+            }
+        }
+    }
+    return true;
+}
+
+template <typename T, typename X>    bool lp_solver<T, X>::get_maximal_row_value(std::unordered_map<unsigned, T> & row, T & low_bound) {
+    low_bound = numeric_traits<T>::zero();
+    for (auto & t : row) {
+        T a = t.second;
+        column_info<T> * ci = m_map_from_var_index_to_column_info[t.first];
+        if (a < numeric_traits<T>::zero()) {
+            if (ci->low_bound_is_set()) {
+                low_bound += ci->get_low_bound() * a;
+            } else {
+                return false;
+            }
+        } else {
+            if (ci->upper_bound_is_set()) {
+                low_bound += ci->get_upper_bound() * a;
+            } else {
+                return false;
+            }
+        }
+    }
+    return true;
+}
+
+template <typename T, typename X>    bool lp_solver<T, X>::row_is_zero(std::unordered_map<unsigned, T> & row) {
+    for (auto & t : row) {
+        if (!is_zero(t.second))
+            return false;
+    }
+    return true;
+}
+
+template <typename T, typename X>    bool lp_solver<T, X>::row_e_is_obsolete(std::unordered_map<unsigned, T> & row, unsigned row_index) {
+    T rs = m_constraints[row_index].m_rs;
+    if (row_is_zero(row)) {
+        if (!is_zero(rs))
+            m_status = INFEASIBLE;
+        return true;
+    }
+
+    T low_bound;
+    bool lb = get_minimal_row_value(row, low_bound);
+    if (lb) {
+        T diff = low_bound - rs;
+        if (!val_is_smaller_than_eps(diff, m_settings.refactor_tolerance)){
+            // low_bound > rs + m_settings.refactor_epsilon
+            m_status = INFEASIBLE;
+            return true;
+        }
+        if (val_is_smaller_than_eps(-diff, m_settings.refactor_tolerance)){
+            pin_vars_down_on_row(row);
+            return true;
+        }
+    }
+
+    T upper_bound;
+    bool ub = get_maximal_row_value(row, upper_bound);
+    if (ub) {
+        T diff = rs - upper_bound;
+        if (!val_is_smaller_than_eps(diff,  m_settings.refactor_tolerance)) {
+            // upper_bound < rs - m_settings.refactor_tolerance
+            m_status = INFEASIBLE;
+            return true;
+        }
+        if (val_is_smaller_than_eps(-diff, m_settings.refactor_tolerance)){
+            pin_vars_up_on_row(row);
+            return true;
+        }
+    }
+
+    return false;
+}
+
+template <typename T, typename X>  bool lp_solver<T, X>::row_ge_is_obsolete(std::unordered_map<unsigned, T> & row, unsigned row_index) {
+    T rs = m_constraints[row_index].m_rs;
+    if (row_is_zero(row)) {
+        if (rs > zero_of_type<X>())
+            m_status = INFEASIBLE;
+        return true;
+    }
+
+    T upper_bound;
+    if (get_maximal_row_value(row, upper_bound)) {
+        T diff = rs - upper_bound;
+        if (!val_is_smaller_than_eps(diff, m_settings.refactor_tolerance)) {
+            // upper_bound < rs - m_settings.refactor_tolerance
+            m_status = INFEASIBLE;
+            return true;
+        }
+        if (val_is_smaller_than_eps(-diff, m_settings.refactor_tolerance)){
+            pin_vars_up_on_row(row);
+            return true;
+        }
+    }
+
+    return false;
+}
+
+template <typename T, typename X> bool lp_solver<T, X>::row_le_is_obsolete(std::unordered_map<unsigned, T> & row, unsigned row_index) {
+    T low_bound;
+    T rs = m_constraints[row_index].m_rs;
+    if (row_is_zero(row)) {
+        if (rs < zero_of_type<X>())
+            m_status = INFEASIBLE;
+        return true;
+    }
+
+    if (get_minimal_row_value(row, low_bound)) {
+        T diff = low_bound - rs;
+        if (!val_is_smaller_than_eps(diff, m_settings.refactor_tolerance)){
+            // low_bound > rs + m_settings.refactor_tolerance
+            m_status = lp_status::INFEASIBLE;
+            return true;
+        }
+        if (val_is_smaller_than_eps(-diff, m_settings.refactor_tolerance)){
+            pin_vars_down_on_row(row);
+            return true;
+        }
+    }
+
+    return false;
+}
+
+// analyse possible max and min values that are derived from var boundaries
+// Let us say that the we have a "ge" constraint, and the min value is equal to the rs.
+// Then we know what values of the variables are. For each positive coeff of the row it has to be
+// the low boundary of the var and for a negative - the upper.
+
+// this routing also pins the variables to the boundaries
+template <typename T, typename X>    bool lp_solver<T, X>::row_is_obsolete(std::unordered_map<unsigned, T> & row, unsigned row_index ) {
+    auto & constraint = m_constraints[row_index];
+    switch (constraint.m_relation) {
+    case lp_relation::Equal:
+        return row_e_is_obsolete(row, row_index);
+
+    case lp_relation::Greater_or_equal:
+        return row_ge_is_obsolete(row, row_index);
+
+    case lp_relation::Less_or_equal:
+        return row_le_is_obsolete(row, row_index);
+    }
+    lean_unreachable();
+    return false; // it is unreachable
+}
+
+template <typename T, typename X> void lp_solver<T, X>::remove_fixed_or_zero_columns() {
+    for (auto & i_row : m_A_values) {
+        remove_fixed_or_zero_columns_from_row(i_row.first, i_row.second);
+    }
+}
+
+template <typename T, typename X> void lp_solver<T, X>::remove_fixed_or_zero_columns_from_row(unsigned i, std::unordered_map<unsigned, T> & row) {
+    auto & constraint = m_constraints[i];
+    vector<unsigned> removed;
+    for (auto & col : row) {
+        unsigned j = col.first;
+        lean_assert(m_map_from_var_index_to_column_info.find(j) != m_map_from_var_index_to_column_info.end());
+        column_info<T> * ci = m_map_from_var_index_to_column_info[j];
+        if (ci->is_fixed()) {
+            removed.push_back(j);
+            T aj = col.second;
+            constraint.m_rs -= aj * ci->get_fixed_value();
+        } else {
+            if (numeric_traits<T>::is_zero(col.second)){
+                removed.push_back(j);
+            }
+        }
+    }
+
+    for (auto j : removed) {
+        row.erase(j);
+    }
+}
+
+template <typename T, typename X> unsigned lp_solver<T, X>::try_to_remove_some_rows() {
+    vector<unsigned> rows_to_delete;
+    for (auto & t : m_A_values) {
+        if (row_is_obsolete(t.second, t.first)) {
+            rows_to_delete.push_back(t.first);
+        }
+
+        if (m_status == lp_status::INFEASIBLE) {
+            return 0;
+        }
+    }
+    if (rows_to_delete.size() > 0) {
+        for (unsigned k : rows_to_delete) {
+            m_A_values.erase(k);
+        }
+    }
+    remove_fixed_or_zero_columns();
+    return static_cast<unsigned>(rows_to_delete.size());
+}
+
+template <typename T, typename X> void lp_solver<T, X>::cleanup() {
+    int n = 0; // number of deleted rows
+    int d;
+    while ((d = try_to_remove_some_rows() > 0))
+        n += d;
+
+     if (n == 1) {
+         LP_OUT(m_settings, "deleted one row" << std::endl);
+     } else if (n) {
+         LP_OUT(m_settings, "deleted " << n << " rows" << std::endl);
+     }
+}
+
+template <typename T, typename X> void lp_solver<T, X>::map_external_rows_to_core_solver_rows() {
+    unsigned size = 0;
+    for (auto & row : m_A_values) {
+        m_external_rows_to_core_solver_rows[row.first] = size;
+        m_core_solver_rows_to_external_rows[size] = row.first;
+        size++;
+    }
+}
+
+template <typename T, typename X> void lp_solver<T, X>::map_external_columns_to_core_solver_columns() {
+    unsigned size = 0;
+    for (auto & row : m_A_values) {
+        for (auto & col : row.second) {
+            if (col.second == numeric_traits<T>::zero() || m_map_from_var_index_to_column_info[col.first]->is_fixed()) {
+                throw_exception("found fixed column");
+            }
+            unsigned j = col.first;
+            auto column_info_it = m_map_from_var_index_to_column_info.find(j);
+            lean_assert(column_info_it != m_map_from_var_index_to_column_info.end());
+
+            auto j_column = column_info_it->second->get_column_index();
+            if (!is_valid(j_column)) { // j is a newcomer
+                m_map_from_var_index_to_column_info[j]->set_column_index(size);
+                m_core_solver_columns_to_external_columns[size++] = j;
+            }
+        }
+    }
+}
+
+template <typename T, typename X> void lp_solver<T, X>::unscale() {
+    delete m_A;
+    m_A = nullptr;
+    fill_A_from_A_values();
+    restore_column_scales_to_one();
+    fill_m_b();
+}
+
+template <typename T, typename X> void lp_solver<T, X>::fill_A_from_A_values() {
+    m_A = new static_matrix<T, X>(static_cast<unsigned>(m_A_values.size()), number_of_core_structurals());
+    for (auto & t : m_A_values) {
+        auto row_it = m_external_rows_to_core_solver_rows.find(t.first);
+        lean_assert(row_it != m_external_rows_to_core_solver_rows.end());
+        unsigned row =  row_it->second;
+        for (auto k : t.second) {
+            auto column_info_it = m_map_from_var_index_to_column_info.find(k.first);
+            lean_assert(column_info_it != m_map_from_var_index_to_column_info.end());
+            column_info<T> *ci = column_info_it->second;
+            unsigned col = ci->get_column_index();
+            lean_assert(is_valid(col));
+            bool col_is_flipped = m_map_from_var_index_to_column_info[k.first]->is_flipped();
+            if (!col_is_flipped) {
+                (*m_A)(row, col) = k.second;
+            } else {
+                (*m_A)(row, col) = - k.second;
+            }
+        }
+    }
+}
+
+template <typename T, typename X> void lp_solver<T, X>::fill_matrix_A_and_init_right_side() {
+    map_external_rows_to_core_solver_rows();
+    map_external_columns_to_core_solver_columns();
+    lean_assert(m_A == nullptr);
+    fill_A_from_A_values();
+    m_b.resize(m_A->row_count());
+}
+
+template <typename T, typename X> void lp_solver<T, X>::count_slacks_and_artificials() {
+    for (int i = row_count() - 1; i >= 0; i--) {
+        count_slacks_and_artificials_for_row(i);
+    }
+}
+
+template <typename T, typename X> void lp_solver<T, X>::count_slacks_and_artificials_for_row(unsigned i) {
+    lean_assert(this->m_constraints.find(this->m_core_solver_rows_to_external_rows[i]) != this->m_constraints.end());
+    auto & constraint = this->m_constraints[this->m_core_solver_rows_to_external_rows[i]];
+    switch (constraint.m_relation) {
+    case Equal:
+        m_artificials++;
+        break;
+    case Greater_or_equal:
+        m_slacks++;
+        if (this->m_b[i] > 0) {
+            m_artificials++;
+        }
+        break;
+    case Less_or_equal:
+        m_slacks++;
+        if (this->m_b[i] < 0) {
+            m_artificials++;
+        }
+        break;
+    }
+}
+
+template <typename T, typename X>    T lp_solver<T, X>::low_bound_shift_for_row(unsigned i) {
+    T ret = numeric_traits<T>::zero();
+
+    auto row = this->m_A_values.find(i);
+    if (row == this->m_A_values.end()) {
+        throw_exception("cannot find row");
+    }
+    for (auto col : row->second) {
+        ret += col.second * this->m_map_from_var_index_to_column_info[col.first]->get_shift();
+    }
+    return ret;
+}
+
+template <typename T, typename X> void lp_solver<T, X>::fill_m_b() {
+    for (int i = this->row_count() - 1; i >= 0; i--) {
+        lean_assert(this->m_constraints.find(this->m_core_solver_rows_to_external_rows[i]) != this->m_constraints.end());
+        unsigned external_i = this->m_core_solver_rows_to_external_rows[i];
+        auto & constraint = this->m_constraints[external_i];
+        this->m_b[i] = constraint.m_rs - low_bound_shift_for_row(external_i);
+    }
+}
+
+template <typename T, typename X> T lp_solver<T, X>::get_column_value_with_core_solver(unsigned column, lp_core_solver_base<T, X> * core_solver) const {
+    auto cit = this->m_map_from_var_index_to_column_info.find(column);
+    if (cit == this->m_map_from_var_index_to_column_info.end()) {
+        return numeric_traits<T>::zero();
+    }
+
+    column_info<T> * ci = cit->second;
+
+    if (ci->is_fixed()) {
+        return ci->get_fixed_value();
+    }
+
+    unsigned cj = ci->get_column_index();
+    if (cj != static_cast<unsigned>(-1)) {
+        T v = core_solver->get_var_value(cj) * this->m_column_scale[cj];
+        if (ci->is_free()) {
+            return v;
+        }
+        if (!ci->is_flipped()) {
+            return v + ci->get_low_bound();
+        }
+
+        // the flipped case when there is only upper bound
+        return -v + ci->get_upper_bound(); //
+    }
+
+    return numeric_traits<T>::zero(); // returns zero for out of boundary columns
+}
+
+template <typename T, typename X> void lp_solver<T, X>::set_scaled_cost(unsigned j) {
+    // grab original costs but modify it with the column scales
+    lean_assert(j < this->m_column_scale.size());
+    column_info<T> * ci = this->m_map_from_var_index_to_column_info[this->m_core_solver_columns_to_external_columns[j]];
+    T cost = ci->get_cost();
+    if (ci->is_flipped()){
+        cost *= -1;
+    }
+    lean_assert(ci->is_fixed() == false);
+    this->m_costs[j] = cost * this->m_column_scale[j];
+}
+}

src/util/lp/lp_solver_instances.cpp

@@ -0,0 +1,40 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include <string>
+#include "util/lp/lp_solver.hpp"
+template void lean::lp_solver<double, double>::add_constraint(lean::lp_relation, double, unsigned int);
+template void lean::lp_solver<double, double>::cleanup();
+template void lean::lp_solver<double, double>::count_slacks_and_artificials();
+template void lean::lp_solver<double, double>::fill_m_b();
+template void lean::lp_solver<double, double>::fill_matrix_A_and_init_right_side();
+template void lean::lp_solver<double, double>::flip_costs();
+template double lean::lp_solver<double, double>::get_column_cost_value(unsigned int, lean::column_info<double>*) const;
+template int lean::lp_solver<double, double>::get_column_index_by_name(std::string) const;
+template double lean::lp_solver<double, double>::get_column_value_with_core_solver(unsigned int, lean::lp_core_solver_base<double, double>*) const;
+template lean::column_info<double>* lean::lp_solver<double, double>::get_or_create_column_info(unsigned int);
+template void lean::lp_solver<double, double>::give_symbolic_name_to_column(std::string, unsigned int);
+template void lean::lp_solver<double, double>::print_statistics_on_A(std::ostream & out);
+template bool lean::lp_solver<double, double>::problem_is_empty();
+template void lean::lp_solver<double, double>::scale();
+template void lean::lp_solver<double, double>::set_scaled_cost(unsigned int);
+template lean::lp_solver<double, double>::~lp_solver();
+template void lean::lp_solver<lean::mpq, lean::mpq>::add_constraint(lean::lp_relation, lean::mpq, unsigned int);
+template void lean::lp_solver<lean::mpq, lean::mpq>::cleanup();
+template void lean::lp_solver<lean::mpq, lean::mpq>::count_slacks_and_artificials();
+template void lean::lp_solver<lean::mpq, lean::mpq>::fill_m_b();
+template void lean::lp_solver<lean::mpq, lean::mpq>::fill_matrix_A_and_init_right_side();
+template void lean::lp_solver<lean::mpq, lean::mpq>::flip_costs();
+template lean::mpq lean::lp_solver<lean::mpq, lean::mpq>::get_column_cost_value(unsigned int, lean::column_info<lean::mpq>*) const;
+template int lean::lp_solver<lean::mpq, lean::mpq>::get_column_index_by_name(std::string) const;
+template lean::mpq lean::lp_solver<lean::mpq, lean::mpq>::get_column_value_by_name(std::string) const;
+template lean::mpq lean::lp_solver<lean::mpq, lean::mpq>::get_column_value_with_core_solver(unsigned int, lean::lp_core_solver_base<lean::mpq, lean::mpq>*) const;
+template lean::column_info<lean::mpq>* lean::lp_solver<lean::mpq, lean::mpq>::get_or_create_column_info(unsigned int);
+template void lean::lp_solver<lean::mpq, lean::mpq>::give_symbolic_name_to_column(std::string, unsigned int);
+template void lean::lp_solver<lean::mpq, lean::mpq>::print_statistics_on_A(std::ostream & out);
+template bool lean::lp_solver<lean::mpq, lean::mpq>::problem_is_empty();
+template void lean::lp_solver<lean::mpq, lean::mpq>::scale();
+template void lean::lp_solver<lean::mpq, lean::mpq>::set_scaled_cost(unsigned int);
+template lean::lp_solver<lean::mpq, lean::mpq>::~lp_solver();
+template double lean::lp_solver<double, double>::get_column_value_by_name(std::string) const;

src/util/lp/lp_utils.cpp

@@ -0,0 +1,11 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include "util/lp/lp_utils.h"
+#ifdef lp_for_z3
+namespace lean {
+double numeric_traits<double>::g_zero = 0.0;
+double numeric_traits<double>::g_one = 1.0;
+}
+#endif

src/util/lp/lp_utils.h

@@ -0,0 +1,141 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+  This file should be present in z3 and in Lean.
+*/
+#pragma once
+#include <string>
+#include "util/lp/numeric_pair.h"
+#include "util/debug.h"
+#include <unordered_map>
+template <typename A, typename B>
+bool try_get_val(const std::unordered_map<A,B> & map, const A& key, B & val) {
+    const auto it = map.find(key);
+    if (it == map.end()) return false;
+    val = it->second;
+    return true;
+}
+
+template <typename A, typename B>
+bool contains(const std::unordered_map<A, B> & map, const A& key) {
+	return map.find(key) != map.end();
+}
+
+#ifdef lp_for_z3
+
+#ifdef Z3DEBUG
+#define LEAN_DEBUG 1
+#endif
+
+namespace lean {
+    inline void throw_exception(const std::string & str) {
+        throw default_exception(str);
+    }
+    typedef z3_exception exception;
+
+#define lean_assert(_x_) { SASSERT(_x_); }
+    inline void lean_unreachable() { lean_assert(false); }
+    template <typename X> inline X zero_of_type() { return numeric_traits<X>::zero(); }
+    template <typename X> inline X one_of_type() { return numeric_traits<X>::one(); }
+    template <typename X> inline bool is_zero(const X & v) { return numeric_traits<X>::is_zero(v); }
+    template <typename X> inline bool is_pos(const X & v) { return numeric_traits<X>::is_pos(v); }
+    template <typename X> inline bool is_neg(const X & v) { return numeric_traits<X>::is_neg(v); }
+
+    template <typename X> inline bool precise() { return numeric_traits<X>::precise(); }
+}
+namespace std {
+template<>
+struct hash<rational> {
+    inline size_t operator()(const rational & v) const {
+        return v.hash();
+    }
+};
+}
+
+template <class T>
+inline void hash_combine(std::size_t & seed, const T & v) {
+    seed ^= std::hash<T>()(v) + 0x9e3779b9 + (seed << 6) + (seed >> 2);
+}
+
+namespace std {
+template<typename S, typename T> struct hash<pair<S, T>> {
+    inline size_t operator()(const pair<S, T> & v) const {
+        size_t seed = 0;
+        hash_combine(seed, v.first);
+        hash_combine(seed, v.second);
+        return seed;
+    }
+};
+
+template<>
+struct hash<lean::numeric_pair<lean::mpq>> {
+    inline size_t operator()(const lean::numeric_pair<lean::mpq> & v) const {
+        size_t seed = 0;
+        hash_combine(seed, v.x);
+        hash_combine(seed, v.y);
+        return seed;
+    }
+};
+
+}
+#else // else  of #if  lp_for_z3
+#include <utility>
+#include <functional>
+//include "util/numerics/mpq.h"
+//include "util/numerics/numeric_traits.h"
+//include "util/numerics/double.h"
+
+#ifdef __CLANG__
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wmismatched-tags"
+#endif
+namespace std {
+template<>
+struct hash<lean::mpq> {
+    inline size_t operator()(const lean::mpq & v) const {
+        return v.hash();
+    }
+};
+}
+namespace lean {
+template <typename X> inline bool  precise() { return numeric_traits<X>::precise();}
+template <typename X> inline X one_of_type() { return numeric_traits<X>::one(); }
+template <typename X> inline bool is_zero(const X & v) { return numeric_traits<X>::is_zero(v); }
+template <typename X> inline double  get_double(const X & v) { return numeric_traits<X>::get_double(v); }
+template <typename T> inline T zero_of_type() {return numeric_traits<T>::zero();}
+inline void throw_exception(std::string str) { throw exception(str); }
+template <typename T> inline T from_string(std::string const & ) { lean_unreachable();}
+template <> double inline from_string<double>(std::string const & str) { return atof(str.c_str());}
+template <> mpq inline from_string<mpq>(std::string const & str) {
+    return mpq(atof(str.c_str()));
+}
+
+} // closing lean
+template <class T>
+inline void hash_combine(std::size_t & seed, const T & v) {
+    seed ^= std::hash<T>()(v) + 0x9e3779b9 + (seed << 6) + (seed >> 2);
+}
+
+namespace std {
+template<typename S, typename T> struct hash<pair<S, T>> {
+    inline size_t operator()(const pair<S, T> & v) const {
+        size_t seed = 0;
+        hash_combine(seed, v.first);
+        hash_combine(seed, v.second);
+        return seed;
+    }
+};
+template<>
+struct hash<lean::numeric_pair<lean::mpq>> {
+    inline size_t operator()(const lean::numeric_pair<lean::mpq> & v) const {
+        size_t seed = 0;
+        hash_combine(seed, v.x);
+        hash_combine(seed, v.y);
+        return seed;
+    }
+};
+} // std
+#ifdef __CLANG__
+#pragma clang diagnostic pop
+#endif
+#endif

src/util/lp/lu.h

@@ -0,0 +1,359 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+
+#pragma once
+
+#include "util/vector.h"
+#include "util/debug.h"
+#include <algorithm>
+#include <set>
+#include "util/lp/sparse_matrix.h"
+#include "util/lp/static_matrix.h"
+#include <string>
+#include "util/lp/numeric_pair.h"
+#include <iostream>
+#include <fstream>
+#include "util/lp/row_eta_matrix.h"
+#include "util/lp/square_dense_submatrix.h"
+#include "util/lp/dense_matrix.h"
+namespace lean {
+#ifdef LEAN_DEBUG
+template <typename T, typename X> // print the nr x nc submatrix at the top left corner
+void print_submatrix(sparse_matrix<T, X> & m, unsigned mr, unsigned nc);
+
+template<typename T, typename X>
+void print_matrix(static_matrix<T, X> &m, std::ostream & out);
+
+template <typename T, typename X>
+void print_matrix(sparse_matrix<T, X>& m, std::ostream & out);
+#endif
+
+template <typename T, typename X>
+X dot_product(const vector<T> & a, const vector<X> & b) {
+    lean_assert(a.size() == b.size());
+    auto r = zero_of_type<X>();
+    for (unsigned i = 0; i < a.size(); i++) {
+        r += a[i] * b[i];
+    }
+    return r;
+}
+
+
+template <typename T, typename X>
+class one_elem_on_diag: public tail_matrix<T, X> {
+    unsigned m_i;
+    T m_val;
+public:
+    one_elem_on_diag(unsigned i, T val) : m_i(i), m_val(val) {
+#ifdef LEAN_DEBUG
+        m_one_over_val = numeric_traits<T>::one() / m_val;
+#endif
+    }
+
+    bool is_dense() const { return false; }
+
+    one_elem_on_diag(const one_elem_on_diag & o);
+
+#ifdef LEAN_DEBUG
+    unsigned m_m;
+    unsigned m_n;
+    virtual void set_number_of_rows(unsigned m) { m_m = m; m_n = m; }
+    virtual void set_number_of_columns(unsigned n) { m_m = n; m_n = n; }
+    T m_one_over_val;
+
+    T get_elem (unsigned i, unsigned j) const;
+
+    unsigned row_count() const { return m_m; } // not defined }
+    unsigned column_count() const { return m_m; } // not defined  }
+#endif
+    void apply_from_left(vector<X> & w, lp_settings &) {
+        w[m_i] /= m_val;
+    }
+
+    void apply_from_right(vector<T> & w) {
+        w[m_i] /= m_val;
+    }
+
+    void apply_from_right(indexed_vector<T> & w) {
+        if (is_zero(w.m_data[m_i]))
+            return;
+        auto & v = w.m_data[m_i] /= m_val;
+        if (lp_settings::is_eps_small_general(v, 1e-14)) {
+            w.erase_from_index(m_i);
+            v = zero_of_type<T>();
+        }
+    }
+
+    
+    void apply_from_left_to_T(indexed_vector<T> & w, lp_settings & settings);
+
+    void conjugate_by_permutation(permutation_matrix<T, X> & p) {
+        // this = p * this * p(-1)
+#ifdef LEAN_DEBUG
+        // auto rev = p.get_reverse();
+        // auto deb = ((*this) * rev);
+        // deb = p * deb;
+#endif
+        m_i = p.apply_reverse(m_i);
+
+#ifdef LEAN_DEBUG
+        // lean_assert(*this == deb);
+#endif
+    }
+}; // end of one_elem_on_diag
+
+enum class LU_status { OK, Degenerated};
+
+// This class supports updates of the columns of B, and solves systems Bx=b,and yB=c
+// Using Suhl-Suhl method described in the dissertation of Achim Koberstein, Chapter 5
+template <typename T, typename X>
+class lu {
+    LU_status m_status = LU_status::OK;
+public:
+    // the fields
+    unsigned m_dim;
+    static_matrix<T, X> const &m_A;
+    permutation_matrix<T, X> m_Q;
+    permutation_matrix<T, X> m_R;
+    permutation_matrix<T, X> m_r_wave;
+    sparse_matrix<T, X> m_U;
+    square_dense_submatrix<T, X>* m_dense_LU;
+    
+    vector<tail_matrix<T, X> *> m_tail;
+    lp_settings & m_settings;
+    bool m_failure = false;
+    indexed_vector<T> m_row_eta_work_vector;
+    indexed_vector<T> m_w_for_extension;
+    indexed_vector<T> m_y_copy;
+    indexed_vector<unsigned> m_ii; //to optimize the work with the m_index fields
+    unsigned m_refactor_counter = 0;
+    // constructor
+    // if A is an m by n matrix then basis has length m and values in [0,n); the values are all different
+    // they represent the set of m columns
+    lu(static_matrix<T, X> const & A,
+       vector<unsigned>& basis,
+       lp_settings & settings);
+    void debug_test_of_basis(static_matrix<T, X> const & A, vector<unsigned> & basis);
+    void solve_Bd_when_w_is_ready(vector<T> & d, indexed_vector<T>& w );
+    void solve_By(indexed_vector<X> & y);
+
+    void solve_By(vector<X> & y);
+
+    void solve_By_for_T_indexed_only(indexed_vector<T>& y, const lp_settings &);
+
+    template <typename L>
+    void solve_By_when_y_is_ready(indexed_vector<L> & y);
+    void solve_By_when_y_is_ready_for_X(vector<X> & y);
+    void solve_By_when_y_is_ready_for_T(vector<T> & y, vector<unsigned> & index);
+    void print_indexed_vector(indexed_vector<T> & w, std::ofstream & f);
+
+    void print_matrix_compact(std::ostream & f);
+
+    void print(indexed_vector<T> & w, const vector<unsigned>& basis);
+    void solve_Bd(unsigned a_column, vector<T> & d, indexed_vector<T> & w);
+    void solve_Bd(unsigned a_column, indexed_vector<T> & d, indexed_vector<T> & w);
+    void solve_Bd_faster(unsigned a_column, indexed_vector<T> & d); // d is the right side on the input and the solution at the exit
+
+    void  solve_yB(vector<T>& y);
+
+    void  solve_yB_indexed(indexed_vector<T>& y);
+
+    void add_delta_to_solution_indexed(indexed_vector<T>& y);
+
+    void add_delta_to_solution(const vector<T>& yc, vector<T>& y);
+
+    
+    void find_error_of_yB(vector<T>& yc, const vector<T>& y,
+                          const vector<unsigned>& basis);
+
+    void find_error_of_yB_indexed(const indexed_vector<T>& y,
+                                  const vector<int>& heading, const lp_settings& settings);
+
+    
+    void solve_yB_with_error_check(vector<T> & y, const vector<unsigned>& basis);
+
+    void solve_yB_with_error_check_indexed(indexed_vector<T> & y, const vector<int>& heading, const vector<unsigned> & basis, const lp_settings &);
+
+    void apply_Q_R_to_U(permutation_matrix<T, X> & r_wave);
+
+
+    LU_status get_status() { return m_status; }
+
+    void set_status(LU_status status) {
+        m_status = status;
+    }
+
+    ~lu();
+
+    void init_vector_y(vector<X> & y);
+
+    void perform_transformations_on_w(indexed_vector<T>& w);
+
+    void init_vector_w(unsigned entering, indexed_vector<T> & w);
+    void apply_lp_list_to_w(indexed_vector<T> & w);
+    void apply_lp_list_to_y(vector<X>& y);
+
+    void swap_rows(int j, int k);
+
+    void swap_columns(int j, int pivot_column);
+
+    void push_matrix_to_tail(tail_matrix<T, X>* tm) {
+        m_tail.push_back(tm);
+    }
+
+    bool pivot_the_row(int row);
+
+    eta_matrix<T, X> * get_eta_matrix_for_pivot(unsigned j);
+    // we're processing the column j now
+    eta_matrix<T, X> * get_eta_matrix_for_pivot(unsigned j, sparse_matrix<T, X>& copy_of_U);
+
+    // see page 407 of Chvatal
+    unsigned transform_U_to_V_by_replacing_column(indexed_vector<T> & w, unsigned leaving_column_of_U);
+
+#ifdef LEAN_DEBUG
+    void check_vector_w(unsigned entering);
+
+    void check_apply_matrix_to_vector(matrix<T, X> *lp, T *w);
+
+    void check_apply_lp_lists_to_w(T * w);
+
+    // provide some access operators for testing
+    permutation_matrix<T, X> & Q() { return m_Q; }
+    permutation_matrix<T, X> & R() { return m_R; }
+    matrix<T, X> & U() { return m_U; }
+    unsigned tail_size() { return m_tail.size(); }
+
+    tail_matrix<T, X> * get_lp_matrix(unsigned i) {
+        return m_tail[i];
+    }
+
+    T B_(unsigned i, unsigned j,  const vector<unsigned>& basis) {
+        return m_A.get_elem(i, basis[j]);
+    }
+
+    unsigned dimension() { return m_dim; }
+
+#endif
+
+
+    unsigned get_number_of_nonzeroes() {
+        return m_U.get_number_of_nonzeroes();
+    }
+
+
+    void process_column(int j);
+
+    bool is_correct(const vector<unsigned>& basis);
+
+
+#ifdef LEAN_DEBUG
+    dense_matrix<T, X> tail_product();
+    dense_matrix<T, X>  get_left_side(const vector<unsigned>& basis);
+
+    dense_matrix<T, X>  get_right_side();
+#endif
+
+    // needed for debugging purposes
+    void copy_w(T *buffer, indexed_vector<T> & w);
+
+    // needed for debugging purposes
+    void restore_w(T *buffer, indexed_vector<T> & w);
+    bool all_columns_and_rows_are_active();
+
+    bool too_dense(unsigned j) const;
+
+    void pivot_in_dense_mode(unsigned i);
+
+    void create_initial_factorization();
+
+    void calculate_r_wave_and_update_U(unsigned bump_start, unsigned bump_end, permutation_matrix<T, X> & r_wave);
+
+    void scan_last_row_to_work_vector(unsigned lowest_row_of_the_bump);
+
+    bool diagonal_element_is_off(T /* diag_element */) { return false; }
+
+    void pivot_and_solve_the_system(unsigned replaced_column, unsigned lowest_row_of_the_bump);
+    // see Achim Koberstein's thesis page 58, but here we solve the system and pivot to the last
+    // row at the same time
+    row_eta_matrix<T, X> *get_row_eta_matrix_and_set_row_vector(unsigned replaced_column, unsigned lowest_row_of_the_bump, const T &  pivot_elem_for_checking);
+
+    void replace_column(T pivot_elem, indexed_vector<T> & w, unsigned leaving_column_of_U);
+
+    void calculate_Lwave_Pwave_for_bump(unsigned replaced_column, unsigned lowest_row_of_the_bump);
+
+    void calculate_Lwave_Pwave_for_last_row(unsigned lowest_row_of_the_bump, T diagonal_element);
+
+    void prepare_entering(unsigned entering, indexed_vector<T> & w) {
+        init_vector_w(entering, w);
+    }
+    bool need_to_refactor() { return m_refactor_counter >= 200; }
+    
+    void adjust_dimension_with_matrix_A() {
+        lean_assert(m_A.row_count() >= m_dim);
+        m_dim = m_A.row_count();
+        m_U.resize(m_dim);
+        m_Q.resize(m_dim);
+        m_R.resize(m_dim);
+        m_row_eta_work_vector.resize(m_dim);
+    }
+
+
+    std::unordered_set<unsigned> get_set_of_columns_to_replace_for_add_last_rows(const vector<int> & heading) const {
+        std::unordered_set<unsigned> columns_to_replace;
+        unsigned m = m_A.row_count();
+        unsigned m_prev = m_U.dimension();
+
+        lean_assert(m_A.column_count() == heading.size());
+
+        for (unsigned i = m_prev; i < m; i++) {
+            for (const row_cell<T> & c : m_A.m_rows[i]) {
+                int h = heading[c.m_j];
+                if (h < 0) {
+                    continue;
+                }
+                columns_to_replace.insert(c.m_j);
+            }
+        }
+        return columns_to_replace;
+    }
+    
+    void add_last_rows_to_B(const vector<int> & heading, const std::unordered_set<unsigned> & columns_to_replace) {
+        unsigned m = m_A.row_count();
+        lean_assert(m_A.column_count() == heading.size());
+        adjust_dimension_with_matrix_A();
+        m_w_for_extension.resize(m);
+        // At this moment the LU is correct      
+        // for B extended by only by ones at the diagonal in the lower right corner
+
+        for (unsigned j :columns_to_replace) {
+            lean_assert(heading[j] >= 0);
+            replace_column_with_only_change_at_last_rows(j, heading[j]);
+            if (get_status() == LU_status::Degenerated)
+                break;
+        }
+    }
+    // column j is a basis column, and there is a change in the last rows
+    void replace_column_with_only_change_at_last_rows(unsigned j, unsigned column_to_change_in_U) {
+        init_vector_w(j, m_w_for_extension);
+        replace_column(zero_of_type<T>(), m_w_for_extension, column_to_change_in_U);
+    }
+
+    bool has_dense_submatrix() const {
+        for (auto m : m_tail)
+            if (m->is_dense())
+                return true;
+        return false;
+    }
+    
+}; // end of lu
+
+template <typename T, typename X>
+void init_factorization(lu<T, X>* & factorization, static_matrix<T, X> & m_A, vector<unsigned> & m_basis, lp_settings &m_settings);
+
+#ifdef LEAN_DEBUG
+template <typename T, typename X>
+dense_matrix<T, X>  get_B(lu<T, X>& f, const vector<unsigned>& basis);
+#endif
+}

src/util/lp/lu.hpp

@@ -0,0 +1,940 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include <string>
+#include <algorithm>
+#include <set>
+#include "util/vector.h"
+#include <utility>
+#include "util/debug.h"
+#include "util/lp/lu.h"
+namespace lean {
+#ifdef LEAN_DEBUG
+template <typename T, typename X> // print the nr x nc submatrix at the top left corner
+void print_submatrix(sparse_matrix<T, X> & m, unsigned mr, unsigned nc, std::ostream & out) {
+    vector<vector<std::string>> A;
+    vector<unsigned> widths;
+    for (unsigned i = 0; i < m.row_count() && i < mr ; i++) {
+        A.push_back(vector<std::string>());
+        for (unsigned j = 0; j < m.column_count() && j < nc; j++) {
+            A[i].push_back(T_to_string(static_cast<T>(m(i, j))));
+        }
+    }
+
+    for (unsigned j = 0; j < m.column_count() && j < nc; j++) {
+        widths.push_back(get_width_of_column(j, A));
+    }
+
+    print_matrix_with_widths(A, widths, out);
+}
+
+template<typename T, typename X>
+void print_matrix(static_matrix<T, X> &m, std::ostream & out) {
+    vector<vector<std::string>> A;
+    vector<unsigned> widths;
+    std::set<std::pair<unsigned, unsigned>> domain = m.get_domain();
+    for (unsigned i = 0; i < m.row_count(); i++) {
+        A.push_back(vector<std::string>());
+        for (unsigned j = 0; j < m.column_count(); j++) {
+            A[i].push_back(T_to_string(static_cast<T>(m(i, j))));
+        }
+    }
+
+    for (unsigned j = 0; j < m.column_count(); j++) {
+        widths.push_back(get_width_of_column(j, A));
+    }
+
+    print_matrix_with_widths(A, widths, out);
+}
+
+template <typename T, typename X>
+void print_matrix(sparse_matrix<T, X>& m, std::ostream & out) {
+    vector<vector<std::string>> A;
+    vector<unsigned> widths;
+    for (unsigned i = 0; i < m.row_count(); i++) {
+        A.push_back(vector<std::string>());
+        for (unsigned j = 0; j < m.column_count(); j++) {
+            A[i].push_back(T_to_string(static_cast<T>(m(i, j))));
+        }
+    }
+
+    for (unsigned j = 0; j < m.column_count(); j++) {
+        widths.push_back(get_width_of_column(j, A));
+    }
+
+    print_matrix_with_widths(A, widths, out);
+}
+#endif
+
+
+template <typename T, typename X>
+one_elem_on_diag<T, X>::one_elem_on_diag(const one_elem_on_diag & o) {
+    m_i = o.m_i;
+    m_val = o.m_val;
+#ifdef LEAN_DEBUG
+    m_m = m_n = o.m_m;
+    m_one_over_val = numeric_traits<T>::one() / o.m_val;
+#endif
+}
+
+#ifdef LEAN_DEBUG
+template <typename T, typename X>
+T one_elem_on_diag<T, X>::get_elem(unsigned i, unsigned j) const {
+    if (i == j){
+        if (j == m_i) {
+            return m_one_over_val;
+        }
+        return numeric_traits<T>::one();
+    }
+
+    return numeric_traits<T>::zero();
+}
+#endif
+template <typename T, typename X>
+void one_elem_on_diag<T, X>::apply_from_left_to_T(indexed_vector<T> & w, lp_settings & settings) {
+    T & t = w[m_i];
+    if (numeric_traits<T>::is_zero(t)) {
+        return;
+    }
+    t /= m_val;
+    if (numeric_traits<T>::precise()) return;
+    if (settings.abs_val_is_smaller_than_drop_tolerance(t)) {
+        w.erase_from_index(m_i);
+        t = numeric_traits<T>::zero();
+    }
+}
+
+// This class supports updates of the columns of B, and solves systems Bx=b,and yB=c
+// Using Suhl-Suhl method described in the dissertation of Achim Koberstein, Chapter 5
+template <typename T, typename X>
+lu<T, X>::lu(static_matrix<T, X> const & A,
+             vector<unsigned>& basis,
+             lp_settings & settings):
+    m_dim(A.row_count()),
+    m_A(A),
+    m_Q(m_dim),
+    m_R(m_dim),
+    m_r_wave(m_dim),
+    m_U(A, basis), // create the square matrix that eventually will be factorized
+    m_settings(settings),
+    m_row_eta_work_vector(A.row_count()){
+    lean_assert(!(numeric_traits<T>::precise() && settings.use_tableau()));
+#ifdef LEAN_DEBUG
+    debug_test_of_basis(A, basis);
+#endif
+    ++m_settings.st().m_num_factorizations;
+    create_initial_factorization();
+#ifdef LEAN_DEBUG
+    // lean_assert(check_correctness());
+#endif
+}
+template <typename T, typename X>
+void lu<T, X>::debug_test_of_basis(static_matrix<T, X> const & A, vector<unsigned> & basis) {
+    std::set<unsigned> set;
+    for (unsigned i = 0; i < A.row_count(); i++) {
+        lean_assert(basis[i]< A.column_count());
+        set.insert(basis[i]);
+    }
+    lean_assert(set.size() == A.row_count());
+}
+
+ template <typename T, typename X>
+ void lu<T, X>::solve_By(indexed_vector<X> & y) {
+     lean_assert(false); // not implemented
+     // init_vector_y(y);
+     // solve_By_when_y_is_ready(y);
+ }
+
+
+template <typename T, typename X>
+void lu<T, X>::solve_By(vector<X> & y) {
+    init_vector_y(y);
+    solve_By_when_y_is_ready_for_X(y);
+}
+
+template <typename T, typename X>
+void lu<T, X>::solve_By_when_y_is_ready_for_X(vector<X> & y) {
+    if (numeric_traits<T>::precise()) {
+        m_U.solve_U_y(y);
+        m_R.apply_reverse_from_left_to_X(y); // see 24.3 from Chvatal
+        return;
+    }
+    m_U.double_solve_U_y(y);
+    m_R.apply_reverse_from_left_to_X(y); // see 24.3 from Chvatal
+    unsigned i = m_dim;
+    while (i--) {
+        if (is_zero(y[i])) continue;
+        if (m_settings.abs_val_is_smaller_than_drop_tolerance(y[i])){
+            y[i] = zero_of_type<X>();
+        }
+    }
+}
+
+template <typename T, typename X>
+void lu<T, X>::solve_By_when_y_is_ready_for_T(vector<T> & y, vector<unsigned> & index) {
+    if (numeric_traits<T>::precise()) {
+        m_U.solve_U_y(y);
+        m_R.apply_reverse_from_left_to_T(y); // see 24.3 from Chvatal
+        unsigned j = m_dim;
+        while (j--) {
+            if (!is_zero(y[j]))
+                index.push_back(j);
+        }
+        return;
+    }
+    m_U.double_solve_U_y(y);
+    m_R.apply_reverse_from_left_to_T(y); // see 24.3 from Chvatal
+    unsigned i = m_dim;
+    while (i--) {
+        if (is_zero(y[i])) continue;
+        if (m_settings.abs_val_is_smaller_than_drop_tolerance(y[i])){
+            y[i] = zero_of_type<T>();
+        } else {
+            index.push_back(i);
+        }
+    }
+}
+
+template <typename T, typename X>
+void lu<T, X>::solve_By_for_T_indexed_only(indexed_vector<T> & y, const lp_settings & settings) {
+    if (numeric_traits<T>::precise()) {
+        vector<unsigned> active_rows;
+        m_U.solve_U_y_indexed_only(y, settings, active_rows);
+        m_R.apply_reverse_from_left(y); // see 24.3 from Chvatal
+        return;
+    }
+    m_U.double_solve_U_y(y, m_settings);
+    m_R.apply_reverse_from_left(y); // see 24.3 from Chvatal
+}
+
+template <typename T, typename X>
+void lu<T, X>::print_matrix_compact(std::ostream & f) {
+    f << "matrix_start" << std::endl;
+    f << "nrows " << m_A.row_count() << std::endl;
+    f << "ncolumns " << m_A.column_count() << std::endl;
+    for (unsigned i = 0; i < m_A.row_count(); i++) {
+        auto & row = m_A.m_rows[i];
+        f << "row " << i << std::endl;
+        for (auto & t : row) {
+            f << "column " << t.m_j << " value " << t.m_value << std::endl;
+        }
+        f << "row_end" << std::endl;
+    }
+    f << "matrix_end" << std::endl;
+}
+template <typename T, typename X>
+void lu<T, X>::print(indexed_vector<T> & w, const vector<unsigned>& basis) {
+    std::string dump_file_name("/tmp/lu");
+    remove(dump_file_name.c_str());
+    std::ofstream f(dump_file_name);
+    if (!f.is_open()) {
+        LP_OUT(m_settings, "cannot open file " << dump_file_name << std::endl);
+        return;
+    }
+    LP_OUT(m_settings, "writing lu dump to " << dump_file_name << std::endl);
+    print_matrix_compact(f);
+    print_vector(basis, f);
+    print_indexed_vector(w, f);
+    f.close();
+}
+template <typename T, typename X>
+void lu<T, X>::solve_Bd(unsigned a_column, indexed_vector<T> & d, indexed_vector<T> & w) {
+    init_vector_w(a_column, w);
+
+    if (w.m_index.size() * ratio_of_index_size_to_all_size<T>() < d.m_data.size()) { // this const might need some tuning
+        d = w;
+        solve_By_for_T_indexed_only(d, m_settings);
+    } else {
+        d.m_data = w.m_data;
+        d.m_index.clear();
+        solve_By_when_y_is_ready_for_T(d.m_data, d.m_index);
+    }
+}
+
+template <typename T, typename X>
+void lu<T, X>::solve_Bd_faster(unsigned a_column, indexed_vector<T> & d) { // puts the a_column into d
+    init_vector_w(a_column, d);
+    solve_By_for_T_indexed_only(d, m_settings);
+}
+
+template <typename T, typename X>
+void lu<T, X>::solve_yB(vector<T>& y) {
+    // first solve yU = cb*R(-1)
+    m_R.apply_reverse_from_right_to_T(y); // got y = cb*R(-1)
+    m_U.solve_y_U(y); // got y*U=cb*R(-1)
+    m_Q.apply_reverse_from_right_to_T(y); //
+    for (auto e = m_tail.rbegin(); e != m_tail.rend(); ++e) {
+#ifdef LEAN_DEBUG
+        (*e)->set_number_of_columns(m_dim);
+#endif
+        (*e)->apply_from_right(y);
+    }
+}
+
+template <typename T, typename X>
+void lu<T, X>::solve_yB_indexed(indexed_vector<T>& y) {
+    lean_assert(y.is_OK());
+    // first solve yU = cb*R(-1)
+    m_R.apply_reverse_from_right_to_T(y); // got y = cb*R(-1)
+    lean_assert(y.is_OK());
+    m_U.solve_y_U_indexed(y, m_settings); // got y*U=cb*R(-1)
+    lean_assert(y.is_OK());
+    m_Q.apply_reverse_from_right_to_T(y);
+    lean_assert(y.is_OK());
+    for (auto e = m_tail.rbegin(); e != m_tail.rend(); ++e) {
+#ifdef LEAN_DEBUG
+        (*e)->set_number_of_columns(m_dim);
+#endif
+        (*e)->apply_from_right(y);
+        lean_assert(y.is_OK());
+    }
+}
+
+template <typename T, typename X>
+void lu<T, X>::add_delta_to_solution(const vector<T>& yc, vector<T>& y){
+    unsigned i = static_cast<unsigned>(y.size());
+    while (i--)
+        y[i]+=yc[i];
+}
+
+template <typename T, typename X>
+void lu<T, X>::add_delta_to_solution_indexed(indexed_vector<T>& y) {
+    // the delta sits in m_y_copy, put result into y
+    lean_assert(y.is_OK());
+    lean_assert(m_y_copy.is_OK());
+    m_ii.clear();
+    m_ii.resize(y.data_size());
+    for (unsigned i : y.m_index)
+        m_ii.set_value(1, i);
+    for (unsigned i : m_y_copy.m_index) {
+        y.m_data[i] += m_y_copy[i];
+        if (m_ii[i] == 0)
+            m_ii.set_value(1, i);
+    }
+    lean_assert(m_ii.is_OK());
+    y.m_index.clear();
+
+    for (unsigned i : m_ii.m_index) {
+        T & v = y.m_data[i];
+        if (!lp_settings::is_eps_small_general(v, 1e-14))
+            y.m_index.push_back(i);
+        else if (!numeric_traits<T>::is_zero(v))
+            v = zero_of_type<T>();
+    }
+        
+    lean_assert(y.is_OK());
+}
+
+template <typename T, typename X>
+void lu<T, X>::find_error_of_yB(vector<T>& yc, const vector<T>& y, const vector<unsigned>& m_basis) {
+    unsigned i = m_dim;
+    while (i--) {
+        yc[i] -= m_A.dot_product_with_column(y, m_basis[i]);
+    }
+}
+
+template <typename T, typename X>
+void lu<T, X>::find_error_of_yB_indexed(const indexed_vector<T>& y, const vector<int>& heading, const lp_settings& settings) {
+#if 0 == 1
+    // it is a non efficient version
+    indexed_vector<T> yc = m_y_copy;
+    yc.m_index.clear();
+    lean_assert(!numeric_traits<T>::precise());
+    {
+
+        vector<unsigned> d_basis(y.m_data.size());
+        for (unsigned j = 0; j < heading.size(); j++) {
+            if (heading[j] >= 0) {
+                d_basis[heading[j]] = j;
+            }
+        }
+        
+        
+        unsigned i = m_dim;
+        while (i--) {
+            T & v = yc.m_data[i] -= m_A.dot_product_with_column(y.m_data, d_basis[i]);
+            if (settings.abs_val_is_smaller_than_drop_tolerance(v))
+                v = zero_of_type<T>();
+            else
+                yc.m_index.push_back(i);
+        }
+    }
+#endif
+    lean_assert(m_ii.is_OK());
+    m_ii.clear();
+    m_ii.resize(y.data_size());
+    lean_assert(m_y_copy.is_OK());
+    // put the error into m_y_copy
+    for (auto k : y.m_index) {
+        auto & row = m_A.m_rows[k];
+        const T & y_k = y.m_data[k];
+        for (auto & c : row) {
+            unsigned j = c.m_j;
+            int hj = heading[j];
+            if (hj < 0) continue;
+            if (m_ii.m_data[hj] == 0)
+                m_ii.set_value(1, hj);
+            m_y_copy.m_data[hj] -= c.get_val() * y_k;
+        }
+    }
+    // add the index of m_y_copy to m_ii
+    for (unsigned i : m_y_copy.m_index) {
+        if (m_ii.m_data[i] == 0)
+            m_ii.set_value(1, i);
+    }
+    
+    // there is no guarantee that m_y_copy is OK here, but its index
+    // is contained in m_ii index
+    m_y_copy.m_index.clear();
+    // setup the index of m_y_copy
+    for (auto k : m_ii.m_index) {
+        T& v = m_y_copy.m_data[k];
+        if (settings.abs_val_is_smaller_than_drop_tolerance(v))
+            v = zero_of_type<T>();
+        else {
+            m_y_copy.set_value(v, k);
+        }
+    }
+    lean_assert(m_y_copy.is_OK());
+
+}
+
+
+
+
+// solves y*B = y
+// y is the input
+template <typename T, typename X>
+void lu<T, X>::solve_yB_with_error_check_indexed(indexed_vector<T> & y, const vector<int>& heading,  const vector<unsigned> & basis, const lp_settings & settings) {
+    if (numeric_traits<T>::precise()) {
+        if (y.m_index.size() * ratio_of_index_size_to_all_size<T>() * 3 < m_A.column_count()) {
+            solve_yB_indexed(y);
+        } else {
+            solve_yB(y.m_data);
+            y.restore_index_and_clean_from_data();
+        }
+        return;
+    }
+    lean_assert(m_y_copy.is_OK());
+    lean_assert(y.is_OK());
+    if (y.m_index.size() * ratio_of_index_size_to_all_size<T>() < m_A.column_count()) {
+        m_y_copy = y;
+        solve_yB_indexed(y);
+        lean_assert(y.is_OK());
+        if (y.m_index.size() * ratio_of_index_size_to_all_size<T>() >= m_A.column_count()) {
+            find_error_of_yB(m_y_copy.m_data, y.m_data, basis);
+            solve_yB(m_y_copy.m_data);
+            add_delta_to_solution(m_y_copy.m_data, y.m_data);
+            y.restore_index_and_clean_from_data();
+            m_y_copy.clear_all();
+        } else {
+            find_error_of_yB_indexed(y, heading, settings); // this works with m_y_copy
+            solve_yB_indexed(m_y_copy);
+            add_delta_to_solution_indexed(y);
+        }
+        lean_assert(m_y_copy.is_OK());
+    } else {
+        solve_yB_with_error_check(y.m_data, basis);
+        y.restore_index_and_clean_from_data();
+    }
+}
+
+
+// solves y*B = y
+// y is the input
+template <typename T, typename X>
+void lu<T, X>::solve_yB_with_error_check(vector<T> & y, const vector<unsigned>& basis) {
+    if (numeric_traits<T>::precise()) {
+        solve_yB(y);
+        return;
+    }
+    auto & yc = m_y_copy.m_data;
+    yc =y; // copy y aside
+    solve_yB(y);
+    find_error_of_yB(yc, y, basis);
+    solve_yB(yc);
+    add_delta_to_solution(yc, y);
+    m_y_copy.clear_all();
+}
+template <typename T, typename X>
+void lu<T, X>::apply_Q_R_to_U(permutation_matrix<T, X> & r_wave) {
+    m_U.multiply_from_right(r_wave);
+    m_U.multiply_from_left_with_reverse(r_wave);
+}
+
+
+// Solving yB = cb to find the entering variable,
+// where cb is the cost vector projected to B.
+// The result is stored in cb.
+
+// solving Bd = a ( to find the column d of B^{-1} A_N corresponding to the entering
+// variable
+template <typename T, typename X>
+lu<T, X>::~lu(){
+    for (auto t : m_tail) {
+        delete t;
+    }
+}
+template <typename T, typename X>
+void lu<T, X>::init_vector_y(vector<X> & y) {
+    apply_lp_list_to_y(y);
+    m_Q.apply_reverse_from_left_to_X(y);
+}
+
+template <typename T, typename X>
+void lu<T, X>::perform_transformations_on_w(indexed_vector<T>& w) {
+    apply_lp_list_to_w(w);
+    m_Q.apply_reverse_from_left(w);
+    // TBD does not compile: lean_assert(numeric_traits<T>::precise() || check_vector_for_small_values(w, m_settings));
+}
+
+// see Chvatal 24.3
+template <typename T, typename X>
+void lu<T, X>::init_vector_w(unsigned entering, indexed_vector<T> & w) {
+    w.clear();
+    m_A.copy_column_to_indexed_vector(entering, w); // w = a, the column
+    perform_transformations_on_w(w);
+}
+template <typename T, typename X>
+void lu<T, X>::apply_lp_list_to_w(indexed_vector<T> & w) {
+    for (unsigned i = 0; i < m_tail.size(); i++) {
+        m_tail[i]->apply_from_left_to_T(w, m_settings);
+        // TBD does not compile: lean_assert(check_vector_for_small_values(w, m_settings));
+    }
+}
+template <typename T, typename X>
+void lu<T, X>::apply_lp_list_to_y(vector<X>& y) {
+    for (unsigned i = 0; i < m_tail.size(); i++) {
+        m_tail[i]->apply_from_left(y, m_settings);
+    }
+}
+template <typename T, typename X>
+void lu<T, X>::swap_rows(int j, int k) {
+    if (j != k) {
+        m_Q.transpose_from_left(j, k);
+        m_U.swap_rows(j, k);
+    }
+}
+
+template <typename T, typename X>
+void lu<T, X>::swap_columns(int j, int pivot_column) {
+    if (j == pivot_column)
+        return;
+    m_R.transpose_from_right(j, pivot_column);
+    m_U.swap_columns(j, pivot_column);
+}
+template <typename T, typename X>
+bool lu<T, X>::pivot_the_row(int row) {
+    eta_matrix<T, X> * eta_matrix = get_eta_matrix_for_pivot(row);
+    if (get_status() != LU_status::OK) {
+        return false;
+    }
+
+    if (eta_matrix == nullptr) {
+        m_U.shorten_active_matrix(row, nullptr);
+        return true;
+    }
+    if (!m_U.pivot_with_eta(row, eta_matrix, m_settings))
+        return false;
+    eta_matrix->conjugate_by_permutation(m_Q);
+    push_matrix_to_tail(eta_matrix);
+    return true;
+}
+// we're processing the column j now
+template <typename T, typename X>
+eta_matrix<T, X> * lu<T, X>::get_eta_matrix_for_pivot(unsigned j) {
+    eta_matrix<T, X> *ret;
+    if(!m_U.fill_eta_matrix(j, &ret)) {
+        set_status(LU_status::Degenerated);
+    }
+    return ret;
+}
+// we're processing the column j now
+template <typename T, typename X>
+eta_matrix<T, X> * lu<T, X>::get_eta_matrix_for_pivot(unsigned j, sparse_matrix<T, X>& copy_of_U) {
+    eta_matrix<T, X> *ret;
+    copy_of_U.fill_eta_matrix(j, &ret);
+    return ret;
+}
+
+// see page 407 of Chvatal
+template <typename T, typename X>
+unsigned lu<T, X>::transform_U_to_V_by_replacing_column(indexed_vector<T> & w,
+                                                        unsigned leaving_column) {
+    unsigned column_to_replace = m_R.apply_reverse(leaving_column);
+    m_U.replace_column(column_to_replace, w, m_settings);
+    return column_to_replace;
+}
+
+#ifdef LEAN_DEBUG
+template <typename T, typename X>
+void lu<T, X>::check_vector_w(unsigned entering) {
+    T * w = new T[m_dim];
+    m_A.copy_column_to_vector(entering, w);
+    check_apply_lp_lists_to_w(w);
+    delete [] w;
+}
+template <typename T, typename X>
+void lu<T, X>::check_apply_matrix_to_vector(matrix<T, X> *lp, T *w) {
+    if (lp != nullptr) {
+        lp -> set_number_of_rows(m_dim);
+        lp -> set_number_of_columns(m_dim);
+        apply_to_vector(*lp, w);
+    }
+}
+
+template <typename T, typename X>
+void lu<T, X>::check_apply_lp_lists_to_w(T * w) {
+    for (unsigned i = 0; i < m_tail.size(); i++) {
+        check_apply_matrix_to_vector(m_tail[i], w);
+    }
+    permutation_matrix<T, X> qr = m_Q.get_reverse();
+    apply_to_vector(qr, w);
+    for (int i = m_dim - 1; i >= 0; i--) {
+        lean_assert(abs(w[i] - w[i]) < 0.0000001);
+    }
+}
+
+#endif
+template <typename T, typename X>
+void lu<T, X>::process_column(int j) {
+    unsigned pi, pj;
+    bool success = m_U.get_pivot_for_column(pi, pj, m_settings.c_partial_pivoting, j);
+    if (!success) {
+        LP_OUT(m_settings, "get_pivot returned false: cannot find the pivot for column " << j << std::endl);
+        m_failure = true;
+        return;
+    }
+
+    if (static_cast<int>(pi) == -1) {
+        LP_OUT(m_settings, "cannot find the pivot for column " << j << std::endl);
+        m_failure = true;
+        return;
+    }
+    swap_columns(j, pj);
+    swap_rows(j, pi);
+    if (!pivot_the_row(j)) {
+        //      LP_OUT(m_settings, "pivot_the_row(" << j << ") failed" << std::endl);
+        m_failure = true;
+    }
+}
+template <typename T, typename X>
+bool lu<T, X>::is_correct(const vector<unsigned>& basis) {
+#ifdef LEAN_DEBUG
+    if (get_status() != LU_status::OK) {
+        return false;
+    }
+    dense_matrix<T, X> left_side = get_left_side(basis);
+    dense_matrix<T, X> right_side = get_right_side();
+    return left_side == right_side;
+#else
+    return true;
+#endif
+}
+
+
+#ifdef LEAN_DEBUG
+template <typename T, typename X>
+dense_matrix<T, X> lu<T, X>::tail_product() {
+    lean_assert(tail_size() > 0);
+    dense_matrix<T, X> left_side = permutation_matrix<T, X>(m_dim);
+    for (unsigned i = 0; i < tail_size(); i++) {
+        matrix<T, X>* lp =  get_lp_matrix(i);
+        lp->set_number_of_rows(m_dim);
+        lp->set_number_of_columns(m_dim);
+        left_side = ((*lp) * left_side);
+    }
+    return left_side;
+}
+template <typename T, typename X>
+dense_matrix<T, X> lu<T, X>::get_left_side(const vector<unsigned>& basis) {
+    dense_matrix<T, X> left_side = get_B(*this, basis);
+    for (unsigned i = 0; i < tail_size(); i++) {
+        matrix<T, X>* lp =  get_lp_matrix(i);
+        lp->set_number_of_rows(m_dim);
+        lp->set_number_of_columns(m_dim);
+        left_side = ((*lp) * left_side);
+    }
+    return left_side;
+}
+template <typename T, typename X>
+dense_matrix<T, X>  lu<T, X>::get_right_side() {
+    auto ret = U() * R();
+    ret = Q() * ret;
+    return ret;
+}
+#endif
+
+// needed for debugging purposes
+template <typename T, typename X>
+void lu<T, X>::copy_w(T *buffer, indexed_vector<T> & w) {
+    unsigned i = m_dim;
+    while (i--) {
+        buffer[i] = w[i];
+    }
+}
+
+// needed for debugging purposes
+template <typename T, typename X>
+void lu<T, X>::restore_w(T *buffer, indexed_vector<T> & w) {
+    unsigned i = m_dim;
+    while (i--) {
+        w[i] = buffer[i];
+    }
+}
+template <typename T, typename X>
+bool lu<T, X>::all_columns_and_rows_are_active() {
+    unsigned i = m_dim;
+    while (i--) {
+        lean_assert(m_U.col_is_active(i));
+        lean_assert(m_U.row_is_active(i));
+    }
+    return true;
+}
+template <typename T, typename X>
+bool lu<T, X>::too_dense(unsigned j) const {
+    unsigned r = m_dim - j;
+    if (r < 5)
+        return false;
+     // if (j * 5 < m_dim * 4) // start looking for dense only at the bottom  of the rows
+     //    return false;
+    //    return r * r * m_settings.density_threshold <= m_U.get_number_of_nonzeroes_below_row(j);
+    return r * r * m_settings.density_threshold <= m_U.get_n_of_active_elems();
+}
+template <typename T, typename X>
+void lu<T, X>::pivot_in_dense_mode(unsigned i) {
+    int j = m_dense_LU->find_pivot_column_in_row(i);
+    if (j == -1) {
+        m_failure = true;
+        return;
+    }
+    if (i != static_cast<unsigned>(j)) {
+        swap_columns(i, j);
+        m_dense_LU->swap_columns(i, j);
+    }
+    m_dense_LU->pivot(i, m_settings);
+}
+template <typename T, typename X>
+void lu<T, X>::create_initial_factorization(){
+    m_U.prepare_for_factorization();
+    unsigned j;
+    for (j = 0; j < m_dim; j++) {
+        process_column(j);
+        if (m_failure) {
+            set_status(LU_status::Degenerated);
+            return;
+        }
+        if (too_dense(j)) {
+            break;
+        }
+    }
+    if (j == m_dim) {
+        // TBD does not compile: lean_assert(m_U.is_upper_triangular_and_maximums_are_set_correctly_in_rows(m_settings));
+        //        lean_assert(is_correct());
+        // lean_assert(m_U.is_upper_triangular_and_maximums_are_set_correctly_in_rows(m_settings));
+        return;
+    }
+    j++;
+    m_dense_LU = new square_dense_submatrix<T, X>(&m_U, j);
+    for (; j < m_dim; j++) {
+        pivot_in_dense_mode(j);
+        if (m_failure) {
+            set_status(LU_status::Degenerated);
+            return;
+        }
+    }
+    m_dense_LU->update_parent_matrix(m_settings);
+    lean_assert(m_dense_LU->is_L_matrix());
+    m_dense_LU->conjugate_by_permutation(m_Q);
+    push_matrix_to_tail(m_dense_LU);
+    m_refactor_counter = 0;
+    // lean_assert(is_correct());
+    // lean_assert(m_U.is_upper_triangular_and_maximums_are_set_correctly_in_rows(m_settings));
+}
+
+template <typename T, typename X>
+void lu<T, X>::calculate_r_wave_and_update_U(unsigned bump_start, unsigned bump_end, permutation_matrix<T, X> & r_wave) {
+    if (bump_start > bump_end) {
+        set_status(LU_status::Degenerated);
+        return;
+    }
+    if (bump_start == bump_end) {
+        return;
+    }
+
+    r_wave[bump_start] = bump_end; // sending the offensive column to the end of the bump
+
+    for ( unsigned i = bump_start + 1 ; i <= bump_end; i++ ) {
+        r_wave[i] = i - 1;
+    }
+
+    m_U.multiply_from_right(r_wave);
+    m_U.multiply_from_left_with_reverse(r_wave);
+}
+template <typename T, typename X>
+void lu<T, X>::scan_last_row_to_work_vector(unsigned lowest_row_of_the_bump) {
+    vector<indexed_value<T>> & last_row_vec = m_U.get_row_values(m_U.adjust_row(lowest_row_of_the_bump));
+    for (auto & iv : last_row_vec) {
+        if (is_zero(iv.m_value)) continue;
+        lean_assert(!m_settings.abs_val_is_smaller_than_drop_tolerance(iv.m_value));
+        unsigned adjusted_col = m_U.adjust_column_inverse(iv.m_index);
+        if (adjusted_col < lowest_row_of_the_bump) {
+            m_row_eta_work_vector.set_value(-iv.m_value, adjusted_col);
+        } else  {
+            m_row_eta_work_vector.set_value(iv.m_value, adjusted_col); // preparing to calculate the real value in the matrix
+        }
+    }
+}
+
+template <typename T, typename X>
+void lu<T, X>::pivot_and_solve_the_system(unsigned replaced_column, unsigned lowest_row_of_the_bump) {
+    // we have the system right side at m_row_eta_work_vector now
+    // solve the system column wise
+    for (unsigned j = replaced_column; j < lowest_row_of_the_bump; j++) {
+        T v = m_row_eta_work_vector[j];
+        if (numeric_traits<T>::is_zero(v)) continue; // this column does not contribute to the solution
+        unsigned aj = m_U.adjust_row(j);
+        vector<indexed_value<T>> & row = m_U.get_row_values(aj);
+        for (auto & iv : row) {
+            unsigned col = m_U.adjust_column_inverse(iv.m_index);
+            lean_assert(col >= j || numeric_traits<T>::is_zero(iv.m_value));
+            if (col == j) continue;
+            if (numeric_traits<T>::is_zero(iv.m_value)) {
+                continue;
+            }
+            // the -v is for solving the system ( to zero the last row), and +v is for pivoting
+            T delta = col < lowest_row_of_the_bump? -v * iv.m_value: v * iv.m_value;
+            lean_assert(numeric_traits<T>::is_zero(delta) == false);
+
+
+            
+           // m_row_eta_work_vector.add_value_at_index_with_drop_tolerance(col, delta);
+            if (numeric_traits<T>::is_zero(m_row_eta_work_vector[col])) {
+                if (!m_settings.abs_val_is_smaller_than_drop_tolerance(delta)){
+                    m_row_eta_work_vector.set_value(delta, col);
+                }
+            } else {
+                T t = (m_row_eta_work_vector[col] += delta);
+                if (m_settings.abs_val_is_smaller_than_drop_tolerance(t)){
+                    m_row_eta_work_vector[col] = numeric_traits<T>::zero();
+                    auto it = std::find(m_row_eta_work_vector.m_index.begin(), m_row_eta_work_vector.m_index.end(), col);
+                    if (it != m_row_eta_work_vector.m_index.end())
+                        m_row_eta_work_vector.m_index.erase(it);
+                }
+                }
+        }
+    }
+}
+// see Achim Koberstein's thesis page 58, but here we solve the system and pivot to the last
+// row at the same time
+template <typename T, typename X>
+row_eta_matrix<T, X> *lu<T, X>::get_row_eta_matrix_and_set_row_vector(unsigned replaced_column, unsigned lowest_row_of_the_bump, const T &  pivot_elem_for_checking) {
+    if (replaced_column == lowest_row_of_the_bump) return nullptr;
+    scan_last_row_to_work_vector(lowest_row_of_the_bump);
+    pivot_and_solve_the_system(replaced_column, lowest_row_of_the_bump);
+    if (numeric_traits<T>::precise() == false && !is_zero(pivot_elem_for_checking)) {
+        T denom = std::max(T(1), abs(pivot_elem_for_checking));
+        if (
+            !m_settings.abs_val_is_smaller_than_pivot_tolerance((m_row_eta_work_vector[lowest_row_of_the_bump] - pivot_elem_for_checking) / denom)) {
+            set_status(LU_status::Degenerated);
+            //        LP_OUT(m_settings, "diagonal element is off" << std::endl);
+            return nullptr;
+        }
+    }
+#ifdef LEAN_DEBUG
+    auto ret = new row_eta_matrix<T, X>(replaced_column, lowest_row_of_the_bump, m_dim);
+#else
+    auto ret = new row_eta_matrix<T, X>(replaced_column, lowest_row_of_the_bump);
+#endif
+
+    for (auto j : m_row_eta_work_vector.m_index) {
+        if (j < lowest_row_of_the_bump) {
+            auto & v = m_row_eta_work_vector[j];
+            if (!is_zero(v)) {
+                if (!m_settings.abs_val_is_smaller_than_drop_tolerance(v)){
+                    ret->push_back(j, v);
+                }
+                v = numeric_traits<T>::zero();
+            }
+        }
+    } // now the lowest_row_of_the_bump contains the rest of the row to the right of the bump with correct values
+    return ret;
+}
+
+template <typename T, typename X>
+void lu<T, X>::replace_column(T pivot_elem_for_checking, indexed_vector<T> & w, unsigned leaving_column_of_U){
+    m_refactor_counter++;
+    unsigned replaced_column =  transform_U_to_V_by_replacing_column( w, leaving_column_of_U);
+    unsigned lowest_row_of_the_bump = m_U.lowest_row_in_column(replaced_column);
+    m_r_wave.init(m_dim);
+    calculate_r_wave_and_update_U(replaced_column, lowest_row_of_the_bump, m_r_wave);
+    auto row_eta = get_row_eta_matrix_and_set_row_vector(replaced_column, lowest_row_of_the_bump, pivot_elem_for_checking);
+
+    if (get_status() == LU_status::Degenerated) {
+        m_row_eta_work_vector.clear_all();
+        return;
+    }
+    m_Q.multiply_by_permutation_from_right(m_r_wave);
+    m_R.multiply_by_permutation_reverse_from_left(m_r_wave);
+    if (row_eta != nullptr) {
+        row_eta->conjugate_by_permutation(m_Q);
+        push_matrix_to_tail(row_eta);
+    }
+    calculate_Lwave_Pwave_for_bump(replaced_column, lowest_row_of_the_bump);
+    // lean_assert(m_U.is_upper_triangular_and_maximums_are_set_correctly_in_rows(m_settings));
+    // lean_assert(w.is_OK() && m_row_eta_work_vector.is_OK());
+}
+template <typename T, typename X>
+void lu<T, X>::calculate_Lwave_Pwave_for_bump(unsigned replaced_column, unsigned lowest_row_of_the_bump){
+    T diagonal_elem;
+    if (replaced_column < lowest_row_of_the_bump) {
+        diagonal_elem = m_row_eta_work_vector[lowest_row_of_the_bump];
+        //          lean_assert(m_row_eta_work_vector.is_OK());
+        m_U.set_row_from_work_vector_and_clean_work_vector_not_adjusted(m_U.adjust_row(lowest_row_of_the_bump), m_row_eta_work_vector, m_settings);
+    } else {
+        diagonal_elem = m_U(lowest_row_of_the_bump, lowest_row_of_the_bump); // todo - get it more efficiently
+    }
+    if (m_settings.abs_val_is_smaller_than_pivot_tolerance(diagonal_elem)) {
+        set_status(LU_status::Degenerated);
+        return;
+    }
+
+    calculate_Lwave_Pwave_for_last_row(lowest_row_of_the_bump, diagonal_elem);
+    //         lean_assert(m_U.is_upper_triangular_and_maximums_are_set_correctly_in_rows(m_settings));
+}
+
+template <typename T, typename X>
+void lu<T, X>::calculate_Lwave_Pwave_for_last_row(unsigned lowest_row_of_the_bump, T diagonal_element) {
+    auto l = new one_elem_on_diag<T, X>(lowest_row_of_the_bump, diagonal_element);
+#ifdef LEAN_DEBUG
+    l->set_number_of_columns(m_dim);
+#endif
+    push_matrix_to_tail(l);
+    m_U.divide_row_by_constant(lowest_row_of_the_bump, diagonal_element, m_settings);
+    l->conjugate_by_permutation(m_Q);
+}
+
+template <typename T, typename X>
+void init_factorization(lu<T, X>* & factorization, static_matrix<T, X> & m_A, vector<unsigned> & m_basis, lp_settings &m_settings) {
+    if (factorization != nullptr)
+        delete factorization;
+    factorization = new lu<T, X>(m_A, m_basis, m_settings);
+    // if (factorization->get_status() != LU_status::OK) 
+    //     LP_OUT(m_settings, "failing in init_factorization" << std::endl);
+}
+
+#ifdef LEAN_DEBUG
+template <typename T, typename X>
+dense_matrix<T, X>  get_B(lu<T, X>& f, const vector<unsigned>& basis) {
+    lean_assert(basis.size() == f.dimension());
+    lean_assert(basis.size() == f.m_U.dimension());
+    dense_matrix<T, X>  B(f.dimension(), f.dimension());
+    for (unsigned i = 0; i < f.dimension(); i++)
+        for (unsigned j = 0; j < f.dimension(); j++)
+            B.set_elem(i, j, f.B_(i, j, basis));
+
+    return B;
+}
+#endif
+}

src/util/lp/lu_instances.cpp

@@ -0,0 +1,63 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include <utility>
+#include <memory>
+#include <string>
+#include "util/vector.h"
+#include "util/debug.h"
+#include "util/lp/lu.hpp"
+template double lean::dot_product<double, double>(vector<double> const&, vector<double> const&);
+template lean::lu<double, double>::lu(lean::static_matrix<double, double> const&, vector<unsigned int>&, lean::lp_settings&);
+template void lean::lu<double, double>::push_matrix_to_tail(lean::tail_matrix<double, double>*);
+template void lean::lu<double, double>::replace_column(double, lean::indexed_vector<double>&, unsigned);
+template void lean::lu<double, double>::solve_Bd(unsigned int, lean::indexed_vector<double>&, lean::indexed_vector<double>&);
+template lean::lu<double, double>::~lu();
+template void lean::lu<lean::mpq, lean::mpq>::push_matrix_to_tail(lean::tail_matrix<lean::mpq, lean::mpq>*);
+template void lean::lu<lean::mpq, lean::mpq>::solve_Bd(unsigned int, lean::indexed_vector<lean::mpq>&, lean::indexed_vector<lean::mpq>&);
+template lean::lu<lean::mpq, lean::mpq>::~lu();
+template void lean::lu<lean::mpq, lean::numeric_pair<lean::mpq> >::push_matrix_to_tail(lean::tail_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >*);
+template void lean::lu<lean::mpq, lean::numeric_pair<lean::mpq> >::solve_Bd(unsigned int, lean::indexed_vector<lean::mpq>&, lean::indexed_vector<lean::mpq>&);
+template lean::lu<lean::mpq, lean::numeric_pair<lean::mpq> >::~lu();
+template lean::mpq lean::dot_product<lean::mpq, lean::mpq>(vector<lean::mpq > const&, vector<lean::mpq > const&);
+template void lean::init_factorization<double, double>(lean::lu<double, double>*&, lean::static_matrix<double, double>&, vector<unsigned int>&, lean::lp_settings&);
+template void lean::init_factorization<lean::mpq, lean::mpq>(lean::lu<lean::mpq, lean::mpq>*&, lean::static_matrix<lean::mpq, lean::mpq>&, vector<unsigned int>&, lean::lp_settings&);
+template void lean::init_factorization<lean::mpq, lean::numeric_pair<lean::mpq> >(lean::lu<lean::mpq, lean::numeric_pair<lean::mpq> >*&, lean::static_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >&, vector<unsigned int>&, lean::lp_settings&);
+#ifdef LEAN_DEBUG
+template void lean::print_matrix<double, double>(lean::sparse_matrix<double, double>&, std::ostream & out);
+template void lean::print_matrix<lean::mpq, lean::mpq>(lean::static_matrix<lean::mpq, lean::mpq>&, std::ostream&);
+template void lean::print_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >(lean::static_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >&, std::ostream&);
+template void lean::print_matrix<double, double>(lean::static_matrix<double, double>&, std::ostream & out);
+template bool lean::lu<double, double>::is_correct(const vector<unsigned>& basis);
+template bool lean::lu<lean::mpq, lean::numeric_pair<lean::mpq> >::is_correct( vector<unsigned int> const &);
+template lean::dense_matrix<double, double> lean::get_B<double, double>(lean::lu<double, double>&, const vector<unsigned>& basis);
+template lean::dense_matrix<lean::mpq, lean::mpq> lean::get_B<lean::mpq, lean::mpq>(lean::lu<lean::mpq, lean::mpq>&, vector<unsigned int> const&);
+
+#endif
+
+template bool lean::lu<double, double>::pivot_the_row(int); // NOLINT
+template void lean::lu<double, double>::init_vector_w(unsigned int, lean::indexed_vector<double>&);
+template void lean::lu<double, double>::solve_By(vector<double>&);
+template void lean::lu<double, double>::solve_By_when_y_is_ready_for_X(vector<double>&);
+template void lean::lu<double, double>::solve_yB_with_error_check(vector<double>&, const vector<unsigned>& basis);
+template void lean::lu<double, double>::solve_yB_with_error_check_indexed(lean::indexed_vector<double>&, vector<int> const&,  const vector<unsigned> & basis, const lp_settings&);
+template void lean::lu<lean::mpq, lean::mpq>::replace_column(lean::mpq, lean::indexed_vector<lean::mpq>&, unsigned);
+template void lean::lu<lean::mpq, lean::mpq>::solve_By(vector<lean::mpq >&);
+template void lean::lu<lean::mpq, lean::mpq>::solve_By_when_y_is_ready_for_X(vector<lean::mpq >&);
+template void lean::lu<lean::mpq, lean::mpq>::solve_yB_with_error_check(vector<lean::mpq >&, const vector<unsigned>& basis);
+template void lean::lu<lean::mpq, lean::mpq>::solve_yB_with_error_check_indexed(lean::indexed_vector<lean::mpq>&, vector< int > const&,  const vector<unsigned> & basis, const lp_settings&);
+template void lean::lu<lean::mpq, lean::numeric_pair<lean::mpq> >::solve_yB_with_error_check_indexed(lean::indexed_vector<lean::mpq>&, vector< int > const&,  const vector<unsigned> & basis, const lp_settings&);
+template void lean::lu<lean::mpq, lean::numeric_pair<lean::mpq> >::init_vector_w(unsigned int, lean::indexed_vector<lean::mpq>&);
+template void lean::lu<lean::mpq, lean::numeric_pair<lean::mpq> >::replace_column(lean::mpq, lean::indexed_vector<lean::mpq>&, unsigned);
+template void lean::lu<lean::mpq, lean::numeric_pair<lean::mpq> >::solve_Bd_faster(unsigned int, lean::indexed_vector<lean::mpq>&);
+template void lean::lu<lean::mpq, lean::numeric_pair<lean::mpq> >::solve_By(vector<lean::numeric_pair<lean::mpq> >&);
+template void lean::lu<lean::mpq, lean::numeric_pair<lean::mpq> >::solve_By_when_y_is_ready_for_X(vector<lean::numeric_pair<lean::mpq> >&);
+template void lean::lu<lean::mpq, lean::numeric_pair<lean::mpq> >::solve_yB_with_error_check(vector<lean::mpq >&, const vector<unsigned>& basis);
+template void lean::lu<lean::mpq, lean::mpq>::solve_By(lean::indexed_vector<lean::mpq>&);
+template void lean::lu<double, double>::solve_By(lean::indexed_vector<double>&);
+template void lean::lu<double, double>::solve_yB_indexed(lean::indexed_vector<double>&);
+template void lean::lu<lean::mpq, lean::mpq>::solve_yB_indexed(lean::indexed_vector<lean::mpq>&);
+template void lean::lu<lean::mpq, lean::numeric_pair<lean::mpq> >::solve_yB_indexed(lean::indexed_vector<lean::mpq>&);
+template void lean::lu<lean::mpq, lean::mpq>::solve_By_for_T_indexed_only(lean::indexed_vector<lean::mpq>&, lean::lp_settings const&);
+template void lean::lu<double, double>::solve_By_for_T_indexed_only(lean::indexed_vector<double>&, lean::lp_settings const&);

src/util/lp/matrix.h

@@ -0,0 +1,44 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#ifdef Z3DEBUG
+#pragma once
+#include "util/lp/numeric_pair.h"
+#include "util/vector.h"
+#include <string>
+#include "util/lp/lp_settings.h"
+namespace lean {
+// used for debugging purposes only
+template <typename T, typename X>
+class matrix {
+public:
+    virtual T get_elem (unsigned i, unsigned j) const = 0;
+    virtual unsigned row_count() const  = 0;
+    virtual unsigned column_count() const = 0;
+    virtual void set_number_of_rows(unsigned m)  = 0;
+    virtual void set_number_of_columns(unsigned n) = 0;
+
+    virtual ~matrix() {}
+
+    bool is_equal(const matrix<T, X>& other);
+    bool operator == (matrix<T, X> const & other) {
+        return is_equal(other);
+    }
+    T operator()(unsigned i, unsigned j) const { return get_elem(i, j); }
+};
+
+template <typename T, typename X>
+void apply_to_vector(matrix<T, X> & m, T * w);
+
+
+
+unsigned get_width_of_column(unsigned j, vector<vector<std::string>> & A);
+void print_matrix_with_widths(vector<vector<std::string>> & A, vector<unsigned> & ws, std::ostream & out);
+void print_string_matrix(vector<vector<std::string>> & A);
+
+template <typename T, typename X>
+void print_matrix(matrix<T, X> const * m, std::ostream & out);
+
+}
+#endif

src/util/lp/matrix.hpp

@@ -0,0 +1,105 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+
+#ifdef Z3DEBUG
+#include <cmath>
+#include <string>
+#include "util/lp/matrix.h"
+namespace lean {
+template <typename T, typename X>
+bool matrix<T, X>::is_equal(const matrix<T, X>& other) {
+    if (other.row_count() != row_count() || other.column_count() != column_count())
+        return false;
+    for (unsigned i = 0; i < row_count(); i++) {
+        for (unsigned j = 0; j < column_count(); j++) {
+            auto a = get_elem(i, j);
+            auto b = other.get_elem(i, j);
+            if (numeric_traits<T>::precise()) {
+                if (a != b) return false;
+            } else if (fabs(numeric_traits<T>::get_double(a - b)) > 0.000001) {
+                // cout << "returning false from operator== of matrix comparison" << endl;
+                // cout << "this matrix is " << endl;
+                // print_matrix(*this);
+                // cout << "other matrix is " << endl;
+                // print_matrix(other);
+                return false;
+            }
+        }
+    }
+    return true;
+}
+
+template <typename T, typename X>
+void apply_to_vector(matrix<T, X> & m, T * w) {
+    // here m is a square matrix
+    unsigned dim = m.row_count();
+
+    T * wc = new T[dim];
+
+    for (unsigned i = 0; i < dim; i++) {
+        wc[i] = w[i];
+    }
+
+    for (unsigned i = 0; i < dim; i++) {
+        T t = numeric_traits<T>::zero();
+        for (unsigned j = 0; j < dim; j++) {
+            t += m(i, j) * wc[j];
+        }
+        w[i] = t;
+    }
+    delete [] wc;
+}
+
+
+
+unsigned get_width_of_column(unsigned j, vector<vector<std::string>> & A) {
+    unsigned r = 0;
+    for (unsigned i = 0; i < A.size(); i++) {
+        vector<std::string> & t = A[i];
+        std::string str= t[j];
+        unsigned s = str.size();
+        if (r < s) {
+            r = s;
+        }
+    }
+    return r;
+}
+
+void print_matrix_with_widths(vector<vector<std::string>> & A, vector<unsigned> & ws, std::ostream & out) {
+    for (unsigned i = 0; i < A.size(); i++) {
+        for (unsigned j = 0; j < A[i].size(); j++) {
+            print_blanks(ws[j] - A[i][j].size(), out);
+            out << A[i][j] << " ";
+        }
+        out << std::endl;
+    }
+}
+
+void print_string_matrix(vector<vector<std::string>> & A, std::ostream & out) {
+    vector<unsigned> widths;
+
+    if (A.size() > 0)
+        for (unsigned j = 0; j < A[0].size(); j++) {
+            widths.push_back(get_width_of_column(j, A));
+        }
+
+    print_matrix_with_widths(A, widths, out);
+    out << std::endl;
+}
+
+template <typename T, typename X>
+void print_matrix(matrix<T, X> const * m, std::ostream & out) {
+    vector<vector<std::string>> A(m->row_count());
+    for (unsigned i = 0; i < m->row_count(); i++) {
+        for (unsigned j = 0; j < m->column_count(); j++) {
+            A[i].push_back(T_to_string(m->get_elem(i, j)));
+        }
+    }
+
+    print_string_matrix(A, out);
+}
+
+}
+#endif

src/util/lp/matrix_instances.cpp

@@ -0,0 +1,16 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include "util/lp/lp_settings.h"
+#ifdef LEAN_DEBUG
+#include "util/lp/matrix.hpp"
+#include "util/lp/static_matrix.h"
+#include <string>
+template void lean::print_matrix<double, double>(lean::matrix<double, double> const*, std::ostream & out);
+template bool lean::matrix<double, double>::is_equal(lean::matrix<double, double> const&);
+template void lean::print_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >(lean::matrix<lean::mpq, lean::numeric_pair<lean::mpq> > const *, std::basic_ostream<char, std::char_traits<char> > &);
+template void lean::print_matrix<lean::mpq, lean::mpq>(lean::matrix<lean::mpq, lean::mpq> const*, std::ostream&);
+template bool lean::matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::is_equal(lean::matrix<lean::mpq, lean::numeric_pair<lean::mpq> > const&);
+template bool lean::matrix<lean::mpq, lean::mpq>::is_equal(lean::matrix<lean::mpq, lean::mpq> const&);
+#endif

src/util/lp/mps_reader.h

@@ -0,0 +1,867 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+
+#pragma once
+
+// reads an MPS file reperesenting a Mixed Integer Program
+#include <functional>
+#include <algorithm>
+#include <string>
+#include "util/vector.h"
+#include <unordered_map>
+#include <iostream>
+#include <fstream>
+#include <locale>
+#include "util/lp/lp_primal_simplex.h"
+#include "util/lp/lp_dual_simplex.h"
+#include "util/lp/lar_solver.h"
+#include "util/lp/lp_utils.h"
+#include "util/lp/lp_solver.h"
+namespace lean {
+inline bool my_white_space(const char & a) {
+    return a == ' ' || a == '\t';
+}
+inline size_t number_of_whites(const std::string & s)  {
+    size_t i = 0;
+    for(;i < s.size(); i++)
+        if (!my_white_space(s[i])) return i;
+    return i;
+}
+inline size_t number_of_whites_from_end(const std::string & s)  {
+    size_t ret = 0;
+    for(int i = static_cast<int>(s.size()) - 1;i >= 0; i--)
+        if (my_white_space(s[i])) ret++;else break;
+    
+    return ret;
+}
+
+
+    // trim from start
+inline std::string &ltrim(std::string &s) {
+    s.erase(0, number_of_whites(s));
+    return s;
+}
+
+
+
+
+    // trim from end
+inline std::string &rtrim(std::string &s) {
+    //       s.erase(std::find_if(s.rbegin(), s.rend(), std::not1(std::ptr_fun<int, int>(std::isspace))).base(), s.end());
+    s.erase(s.end() - number_of_whites_from_end(s), s.end());
+    return s;
+}
+    // trim from both ends
+inline std::string &trim(std::string &s) {
+    return ltrim(rtrim(s));
+}
+
+inline std::string trim(std::string const &r) {
+        std::string s = r;
+        return ltrim(rtrim(s));
+}
+
+
+inline vector<std::string> string_split(const std::string &source, const char *delimiter, bool keep_empty)  {
+    vector<std::string> results;
+    size_t prev = 0;
+    size_t next = 0;
+    while ((next = source.find_first_of(delimiter, prev)) != std::string::npos) {
+        if (keep_empty || (next - prev != 0)) {
+            results.push_back(source.substr(prev, next - prev));
+        }
+        prev = next + 1;
+    }
+    if (prev < source.size()) {
+        results.push_back(source.substr(prev));
+    }
+    return results;
+}
+
+inline vector<std::string> split_and_trim(std::string line) {
+    auto split = string_split(line, " \t", false);
+    vector<std::string> ret;
+    for (auto s : split) {
+        ret.push_back(trim(s));
+    }
+    return ret;
+}
+
+template <typename T, typename X>
+class mps_reader {
+    enum row_type { Cost, Less_or_equal, Greater_or_equal, Equal };
+    struct bound {
+        bool m_low_is_set = true;
+        T m_low;
+        bool m_upper_is_set = false;
+        T m_upper;
+        bool m_value_is_fixed = false;
+        T m_fixed_value;
+        bool m_free = false;
+        // constructor
+        bound() : m_low(numeric_traits<T>::zero()) {} // it seems all mps files I have seen have the default low value 0 on a variable
+    };
+
+    struct column {
+        std::string m_name;
+        bound * m_bound = nullptr;
+        unsigned m_index;
+        column(std::string name, unsigned index): m_name(name), m_index(index) {
+        }
+    };
+
+    struct row {
+        row_type m_type;
+        std::string m_name;
+        std::unordered_map<std::string, T> m_row_columns;
+        T m_right_side = numeric_traits<T>::zero();
+        unsigned m_index;
+        T m_range = numeric_traits<T>::zero();
+        row(row_type type, std::string name, unsigned index) : m_type(type), m_name(name), m_index(index) {
+        }
+    };
+
+    std::string m_file_name;
+    bool m_is_OK = true;
+    std::unordered_map<std::string, row *> m_rows;
+    std::unordered_map<std::string, column *> m_columns;
+    std::unordered_map<std::string, unsigned> m_names_to_var_index;
+    std::string m_line;
+    std::string m_name;
+    std::string m_cost_row_name;
+    std::ifstream m_file_stream;
+    // needed to adjust the index row
+    unsigned m_cost_line_count = 0;
+    unsigned m_line_number = 0;
+    std::ostream * m_message_stream = & std::cout;
+
+    void set_m_ok_to_false() {
+        *m_message_stream << "setting m_is_OK to false" << std::endl;
+        m_is_OK = false;
+    }
+
+    std::string get_string_from_position(unsigned offset) {
+        unsigned i = offset;
+        for (; i < m_line.size(); i++){
+            if (m_line[i] == ' ')
+                break;
+        }
+        lean_assert(m_line.size() >= offset);
+        lean_assert(m_line.size() >> i);
+        lean_assert(i >= offset);
+        return m_line.substr(offset, i - offset);
+    }
+
+    void set_boundary_for_column(unsigned col, bound * b, lp_solver<T, X> * solver){
+        if (b == nullptr) {
+            solver->set_low_bound(col, numeric_traits<T>::zero());
+            return;
+        }
+
+        if (b->m_free) {
+            return;
+        }
+        if (b->m_low_is_set) {
+            solver->set_low_bound(col, b->m_low);
+        }
+        if (b->m_upper_is_set) {
+            solver->set_upper_bound(col, b->m_upper);
+        }
+
+        if (b->m_value_is_fixed) {
+            solver->set_fixed_value(col, b->m_fixed_value);
+        }
+    }
+
+    bool all_white_space() {
+        for (unsigned i = 0; i < m_line.size(); i++) {
+            char c = m_line[i];
+            if (c != ' ' && c != '\t') {
+                return false;
+            }
+        }
+        return true;
+    }
+
+    void read_line() {
+        while (m_is_OK) {
+            if (!getline(m_file_stream, m_line)) {
+                m_line_number++;
+                set_m_ok_to_false();
+                *m_message_stream << "cannot read from file" << std::endl;
+            }
+            m_line_number++;
+            if (m_line.size() != 0 && m_line[0] != '*' && !all_white_space())
+                break;
+        }
+    }
+
+    void read_name() {
+        do {
+            read_line();
+            if (m_line.find("NAME") != 0) {
+                continue;
+            }
+            m_line = m_line.substr(4);
+            m_name = trim(m_line);
+            break;
+        } while (m_is_OK);
+    }
+
+    void read_rows() {
+        // look for start of the rows
+        read_line();
+        do {
+            if (static_cast<int>(m_line.find("ROWS")) >= 0) {
+                break;
+            }
+        } while (m_is_OK);
+        do {
+            read_line();
+            if (m_line.find("COLUMNS") == 0) {
+                break;
+            }
+            add_row();
+        } while (m_is_OK);
+    }
+
+    void read_column_by_columns(std::string column_name, std::string column_data) {
+         // uph, let us try to work with columns
+        if (column_data.size() >= 22) {
+            std::string ss = column_data.substr(0, 8);
+            std::string row_name = trim(ss);
+            auto t = m_rows.find(row_name);
+
+            if (t == m_rows.end()) {
+                *m_message_stream << "cannot find " << row_name << std::endl;
+                goto fail;
+            } else {
+                row * row = t->second;
+                row->m_row_columns[column_name] = numeric_traits<T>::from_string(column_data.substr(8));
+                if (column_data.size() > 24) {
+                    column_data = column_data.substr(25);
+                    if (column_data.size() >= 22) {
+                        read_column_by_columns(column_name, column_data);
+                    }
+                }
+            }
+        } else {
+        fail:
+            set_m_ok_to_false();
+            *m_message_stream << "cannot understand this line" << std::endl;
+            *m_message_stream << "line = " << m_line <<  ", line number is " << m_line_number << std::endl;
+            return;
+        }
+    }
+
+    void read_column(std::string column_name, std::string column_data){
+        auto tokens = split_and_trim(column_data);
+        for (unsigned i = 0; i < tokens.size() - 1; i+= 2) {
+            auto row_name = tokens[i];
+            if (row_name == "'MARKER'") return; // it is the integrality marker, no real data here
+            auto t = m_rows.find(row_name);
+            if (t == m_rows.end()) {
+                read_column_by_columns(column_name, column_data);
+                return;
+            }
+            row *r = t->second;
+            r->m_row_columns[column_name] = numeric_traits<T>::from_string(tokens[i + 1]);
+        }
+    }
+
+    void read_columns(){
+        std::string column_name;
+        do {
+            read_line();
+            if (m_line.find("RHS") == 0) {
+                //  cout << "found RHS" << std::endl;
+                break;
+            }
+            if (m_line.size() < 22) {
+                (*m_message_stream) << "line is too short for a column" << std::endl;
+                (*m_message_stream) << m_line << std::endl;
+                (*m_message_stream) << "line number is " << m_line_number << std::endl;
+                set_m_ok_to_false();
+                return;
+            }
+            std::string column_name_tmp = trim(m_line.substr(4, 8));
+            if (!column_name_tmp.empty()) {
+                column_name = column_name_tmp;
+            }
+            auto col_it = m_columns.find(column_name);
+            mps_reader::column * col;
+            if (col_it == m_columns.end()) {
+                col = new mps_reader::column(column_name, static_cast<unsigned>(m_columns.size()));
+                m_columns[column_name] = col;
+                // (*m_message_stream) << column_name << '[' << col->m_index << ']'<< std::endl;
+            } else {
+                col = col_it->second;
+            }
+            read_column(column_name, m_line.substr(14));
+        } while (m_is_OK);
+    }
+
+    void read_rhs() {
+        do {
+            read_line();
+            if (m_line.find("BOUNDS") == 0 || m_line.find("ENDATA") == 0 || m_line.find("RANGES") == 0) {
+                break;
+            }
+            fill_rhs();
+        } while (m_is_OK);
+    }
+
+
+    void fill_rhs_by_columns(std::string rhsides) {
+        // uph, let us try to work with columns
+        if (rhsides.size() >= 22) {
+            std::string ss = rhsides.substr(0, 8);
+            std::string row_name = trim(ss);
+            auto t = m_rows.find(row_name);
+
+            if (t == m_rows.end()) {
+                (*m_message_stream) << "cannot find " << row_name << std::endl;
+                goto fail;
+            } else {
+                row * row = t->second;
+                row->m_right_side = numeric_traits<T>::from_string(rhsides.substr(8));
+                if (rhsides.size() > 24) {
+                    rhsides = rhsides.substr(25);
+                    if (rhsides.size() >= 22) {
+                        fill_rhs_by_columns(rhsides);
+                    }
+                }
+            }
+        } else {
+        fail:
+            set_m_ok_to_false();
+            (*m_message_stream) << "cannot understand this line" << std::endl;
+            (*m_message_stream) << "line = " << m_line <<  ", line number is " << m_line_number << std::endl;
+            return;
+        }
+    }
+
+    void fill_rhs()  {
+        if (m_line.size() < 14) {
+            (*m_message_stream) << "line is too short" << std::endl;
+            (*m_message_stream) << m_line << std::endl;
+            (*m_message_stream) << "line number is " << m_line_number << std::endl;
+            set_m_ok_to_false();
+            return;
+        }
+        std::string rhsides = m_line.substr(14);
+        vector<std::string> splitted_line = split_and_trim(rhsides);
+
+        for (unsigned i = 0; i < splitted_line.size() - 1; i += 2) {
+            auto t = m_rows.find(splitted_line[i]);
+            if (t == m_rows.end()) {
+                fill_rhs_by_columns(rhsides);
+                return;
+            }
+            row * row = t->second;
+            row->m_right_side = numeric_traits<T>::from_string(splitted_line[i + 1]);
+        }
+    }
+
+    void read_bounds() {
+        if (m_line.find("BOUNDS") != 0) {
+            return;
+        }
+
+        do {
+            read_line();
+            if (m_line[0] != ' ') {
+                break;
+            }
+            create_or_update_bound();
+        } while (m_is_OK);
+    }
+
+    void read_ranges() {
+        if (m_line.find("RANGES") != 0) {
+            return;
+        }
+        do {
+            read_line();
+            auto sl = split_and_trim(m_line);
+            if (sl.size() < 2) {
+                break;
+            }
+            read_range(sl);
+        } while (m_is_OK);
+    }
+
+
+    void read_bound_by_columns(std::string colstr) {
+        if (colstr.size() < 14) {
+            (*m_message_stream) << "line is too short" << std::endl;
+            (*m_message_stream) << m_line << std::endl;
+            (*m_message_stream) << "line number is " << m_line_number << std::endl;
+            set_m_ok_to_false();
+            return;
+        }
+         // uph, let us try to work with columns
+        if (colstr.size() >= 22) {
+            std::string ss = colstr.substr(0, 8);
+            std::string column_name = trim(ss);
+            auto t = m_columns.find(column_name);
+
+            if (t == m_columns.end()) {
+                (*m_message_stream) << "cannot find " << column_name << std::endl;
+                goto fail;
+            } else {
+                vector<std::string> bound_string;
+                bound_string.push_back(column_name);
+                if (colstr.size() > 14) {
+                    bound_string.push_back(colstr.substr(14));
+                }
+                mps_reader::column * col = t->second;
+                bound * b = col->m_bound;
+                if (b == nullptr) {
+                    col->m_bound = b = new bound();
+                }
+                update_bound(b, bound_string);
+            }
+        } else {
+        fail:
+            set_m_ok_to_false();
+            (*m_message_stream) << "cannot understand this line" << std::endl;
+            (*m_message_stream) << "line = " << m_line <<  ", line number is " << m_line_number << std::endl;
+            return;
+        }
+    }
+
+    void update_bound(bound * b, vector<std::string> bound_string) {
+        /*
+          UP means an upper bound is applied to the variable. A bound of type LO means a lower bound is applied. A bound type of FX ("fixed") means that the variable has upper and lower bounds equal to a single value. A bound type of FR ("free") means the variable has neither lower nor upper bounds and so can take on negative values. A variation on that is MI for free negative, giving an upper bound of 0 but no lower bound. Bound type PL is for a free positive for zero to plus infinity, but as this is the normal default, it is seldom used. There are also bound types for use in MIP models - BV for binary, being 0 or 1. UI for upper integer and LI for lower integer. SC stands for semi-continuous and indicates that the variable may be zero, but if not must be equal to at least the value given.
+        */
+
+        std::string bound_type = get_string_from_position(1);
+        if (bound_type == "BV") {
+            b->m_upper_is_set = true;
+            b->m_upper = 1;
+            return;
+        }
+
+        if (bound_type == "UP" || bound_type == "UI" || bound_type == "LIMITMAX") {
+            if (bound_string.size() <= 1){
+                set_m_ok_to_false();
+                return;
+            }
+            b->m_upper_is_set = true;
+            b->m_upper= numeric_traits<T>::from_string(bound_string[1]);
+        } else if (bound_type == "LO" || bound_type == "LI") {
+            if (bound_string.size() <= 1){
+                set_m_ok_to_false();
+                return;
+            }
+
+            b->m_low_is_set = true;
+            b->m_low = numeric_traits<T>::from_string(bound_string[1]);
+        } else if (bound_type == "FR") {
+            b->m_free = true;
+        } else if (bound_type == "FX") {
+            if (bound_string.size() <= 1){
+                set_m_ok_to_false();
+                return;
+            }
+
+            b->m_value_is_fixed = true;
+            b->m_fixed_value =  numeric_traits<T>::from_string(bound_string[1]);
+        } else if (bound_type == "PL") {
+            b->m_low_is_set = true;
+            b->m_low = 0;
+        } else if (bound_type == "MI") {
+            b->m_upper_is_set = true;
+            b->m_upper = 0;
+        } else {
+            (*m_message_stream) << "unexpected bound type " << bound_type << " at line " << m_line_number << std::endl;
+            set_m_ok_to_false();
+            throw;
+        }
+    }
+
+    void create_or_update_bound() {
+        const unsigned name_offset = 14;
+        lean_assert(m_line.size() >= 14);
+        vector<std::string> bound_string = split_and_trim(m_line.substr(name_offset, m_line.size()));
+
+        if (bound_string.size() == 0) {
+            set_m_ok_to_false();
+            (*m_message_stream) << "error at line " << m_line_number << std::endl;
+            throw m_line;
+        }
+
+        std::string name = bound_string[0];
+        auto it = m_columns.find(name);
+        if (it == m_columns.end()){
+            read_bound_by_columns(m_line.substr(14));
+            return;
+        }
+        mps_reader::column * col = it->second;
+        bound * b = col->m_bound;
+        if (b == nullptr) {
+            col->m_bound = b = new bound();
+        }
+        update_bound(b, bound_string);
+    }
+
+
+
+    void read_range_by_columns(std::string rhsides) {
+        if (m_line.size() < 14) {
+            (*m_message_stream) << "line is too short" << std::endl;
+            (*m_message_stream) << m_line << std::endl;
+            (*m_message_stream) << "line number is " << m_line_number << std::endl;
+            set_m_ok_to_false();
+            return;
+        }
+         // uph, let us try to work with columns
+        if (rhsides.size() >= 22) {
+            std::string ss = rhsides.substr(0, 8);
+            std::string row_name = trim(ss);
+            auto t = m_rows.find(row_name);
+
+            if (t == m_rows.end()) {
+                (*m_message_stream) << "cannot find " << row_name << std::endl;
+                goto fail;
+            } else {
+                row * row = t->second;
+                row->m_range = numeric_traits<T>::from_string(rhsides.substr(8));
+                maybe_modify_current_row_and_add_row_for_range(row);
+                if (rhsides.size() > 24) {
+                    rhsides = rhsides.substr(25);
+                    if (rhsides.size() >= 22) {
+                        read_range_by_columns(rhsides);
+                    }
+                }
+            }
+        } else {
+        fail:
+            set_m_ok_to_false();
+            (*m_message_stream) << "cannot understand this line" << std::endl;
+            (*m_message_stream) << "line = " << m_line <<  ", line number is " << m_line_number << std::endl;
+            return;
+        }
+    }
+
+
+    void read_range(vector<std::string> & splitted_line){
+        for (unsigned i = 1; i < splitted_line.size() - 1; i += 2) {
+            auto it = m_rows.find(splitted_line[i]);
+            if (it == m_rows.end()) {
+                read_range_by_columns(m_line.substr(14));
+                return;
+            }
+            row * row = it->second;
+            row->m_range = numeric_traits<T>::from_string(splitted_line[i + 1]);
+            maybe_modify_current_row_and_add_row_for_range(row);
+        }
+    }
+
+    void maybe_modify_current_row_and_add_row_for_range(row * row_with_range) {
+        unsigned index= static_cast<unsigned>(m_rows.size() - m_cost_line_count);
+        std::string row_name = row_with_range->m_name + "_range";
+        row * other_bound_range_row;
+        switch (row_with_range->m_type) {
+        case row_type::Greater_or_equal:
+            m_rows[row_name] = other_bound_range_row = new row(row_type::Less_or_equal, row_name, index);
+            other_bound_range_row->m_right_side = row_with_range->m_right_side + abs(row_with_range->m_range);
+            break;
+        case row_type::Less_or_equal:
+            m_rows[row_name] = other_bound_range_row = new row(row_type::Greater_or_equal, row_name, index);
+            other_bound_range_row->m_right_side = row_with_range->m_right_side - abs(row_with_range->m_range);
+            break;
+        case row_type::Equal:
+            if (row_with_range->m_range > 0) {
+                row_with_range->m_type = row_type::Greater_or_equal; // the existing row type change
+                m_rows[row_name] = other_bound_range_row = new row(row_type::Less_or_equal, row_name, index);
+            } else { // row->m_range < 0;
+                row_with_range->m_type = row_type::Less_or_equal; // the existing row type change
+                m_rows[row_name] = other_bound_range_row = new row(row_type::Greater_or_equal, row_name, index);
+            }
+            other_bound_range_row->m_right_side = row_with_range->m_right_side + row_with_range->m_range;
+            break;
+        default:
+            (*m_message_stream) << "unexpected bound type " << row_with_range->m_type << " at line " << m_line_number << std::endl;
+            set_m_ok_to_false();
+            throw;
+        }
+
+        for (auto s : row_with_range->m_row_columns) {
+            lean_assert(m_columns.find(s.first) != m_columns.end());
+            other_bound_range_row->m_row_columns[s.first] = s.second;
+        }
+    }
+
+    void add_row() {
+        if (m_line.length() < 2) {
+            return;
+        }
+
+        m_line = trim(m_line);
+        char c = m_line[0];
+        m_line = m_line.substr(1);
+        m_line = trim(m_line);
+        add_row(c);
+    }
+
+    void add_row(char c) {
+        unsigned index= static_cast<unsigned>(m_rows.size() - m_cost_line_count);
+        switch (c) {
+        case 'E':
+            m_rows[m_line] = new row(row_type::Equal, m_line, index);
+            break;
+        case 'L':
+            m_rows[m_line] = new row(row_type::Less_or_equal, m_line, index);
+            break;
+        case 'G':
+            m_rows[m_line] = new row(row_type::Greater_or_equal, m_line, index);
+            break;
+        case 'N':
+            m_rows[m_line] = new row(row_type::Cost, m_line, index);
+            m_cost_row_name = m_line;
+            m_cost_line_count++;
+            break;
+        }
+    }
+    unsigned range_count()  {
+        unsigned ret = 0;
+        for (auto s : m_rows) {
+            if (s.second->m_range != 0) {
+                ret++;
+            }
+        }
+        return ret;
+    }
+
+    /*
+      If rhs is a constraint's right-hand-side value and range is the constraint's range value, then the range interval is defined according to the following table:
+
+      sense   interval
+      G   [rhs, rhs + |range|]
+      L   [rhs - |range|, rhs]
+      E   [rhs, rhs + |range|]     if range ¡Ý 0 [rhs - |range|, rhs]     if range < 0
+      where |range| is range's absolute value.
+    */
+
+    lp_relation get_relation_from_row(row_type rt) {
+        switch (rt) {
+        case mps_reader::Less_or_equal: return lp_relation::Less_or_equal;
+        case mps_reader::Greater_or_equal: return lp_relation::Greater_or_equal;
+        case mps_reader::Equal: return lp_relation::Equal;
+        default:
+            (*m_message_stream) << "Unexpected rt " << rt << std::endl;
+            set_m_ok_to_false();
+            throw;
+        }
+    }
+
+    unsigned solver_row_count() {
+        return m_rows.size() - m_cost_line_count + range_count();
+    }
+
+    void fill_solver_on_row(row * row, lp_solver<T, X> *solver)  {
+        if (row->m_name != m_cost_row_name) {
+            solver->add_constraint(get_relation_from_row(row->m_type), row->m_right_side, row->m_index);
+            for (auto s : row->m_row_columns) {
+                lean_assert(m_columns.find(s.first) != m_columns.end());
+                solver->set_row_column_coefficient(row->m_index, m_columns[s.first]->m_index, s.second);
+            }
+        } else {
+            set_solver_cost(row, solver);
+        }
+    }
+
+    T abs(T & t) { return t < numeric_traits<T>::zero() ? -t: t; }
+
+    void fill_solver_on_rows(lp_solver<T, X> * solver) {
+        for (auto row_it : m_rows) {
+            fill_solver_on_row(row_it.second, solver);
+        }
+    }
+
+
+    void fill_solver_on_columns(lp_solver<T, X> * solver){
+        for (auto s : m_columns) {
+            mps_reader::column * col = s.second;
+            unsigned index = col->m_index;
+            set_boundary_for_column(index, col->m_bound, solver);
+            // optional call
+            solver->give_symbolic_name_to_column(col->m_name, col->m_index);
+        }
+    }
+
+    void fill_solver(lp_solver<T, X> *solver) {
+        fill_solver_on_rows(solver);
+        fill_solver_on_columns(solver);
+    }
+
+    void set_solver_cost(row * row, lp_solver<T, X> *solver) {
+        for (auto s : row->m_row_columns) {
+            std::string name = s.first;
+            lean_assert(m_columns.find(name) != m_columns.end());
+            mps_reader::column * col = m_columns[name];
+            solver->set_cost_for_column(col->m_index, s.second);
+        }
+    }
+
+public:
+
+    void set_message_stream(std::ostream * o) {
+        lean_assert(o != nullptr);
+        m_message_stream = o;
+    }
+    vector<std::string> column_names() {
+        vector<std::string> v;
+        for (auto s : m_columns) {
+            v.push_back(s.first);
+        }
+        return v;
+    }
+
+    ~mps_reader() {
+        for (auto s : m_rows) {
+            delete s.second;
+        }
+        for (auto s : m_columns) {
+            auto col = s.second;
+            auto b = col->m_bound;
+            if (b != nullptr) {
+                delete b;
+            }
+            delete col;
+        }
+    }
+
+    mps_reader(std::string file_name):
+        m_file_name(file_name), m_file_stream(file_name) {
+    }
+    void read() {
+        if (!m_file_stream.is_open()){
+            set_m_ok_to_false();
+            return;
+        }
+
+        read_name();
+        read_rows();
+        read_columns();
+        read_rhs();
+        if (m_line.find("BOUNDS") == 0) {
+            read_bounds();
+            read_ranges();
+        } else  if (m_line.find("RANGES") == 0) {
+            read_ranges();
+            read_bounds();
+        }
+    }
+
+    bool is_ok()  {
+        return m_is_OK;
+    }
+
+    lp_solver<T, X> * create_solver(bool dual) {
+        lp_solver<T, X> * solver = dual? (lp_solver<T, X>*)new lp_dual_simplex<T, X>() : new lp_primal_simplex<T, X>();
+        fill_solver(solver);
+        return solver;
+    }
+
+    lconstraint_kind get_lar_relation_from_row(row_type rt) {
+        switch (rt) {
+        case Less_or_equal: return LE;
+        case Greater_or_equal: return GE;
+        case Equal: return EQ;
+        default:
+            (*m_message_stream) << "Unexpected rt " << rt << std::endl;
+            set_m_ok_to_false();
+            throw;
+        }
+    }
+
+    unsigned get_var_index(std::string s) {
+        auto it = m_names_to_var_index.find(s);
+        if (it != m_names_to_var_index.end())
+            return it->second;
+        unsigned ret = m_names_to_var_index.size();
+        m_names_to_var_index[s] = ret;
+        return ret;
+    }
+    
+    void fill_lar_solver_on_row(row * row, lar_solver *solver)  {
+        if (row->m_name != m_cost_row_name) {
+            auto kind = get_lar_relation_from_row(row->m_type);
+            vector<std::pair<mpq, var_index>> ls;
+            for (auto s : row->m_row_columns) {
+                var_index i = solver->add_var(get_var_index(s.first));
+                ls.push_back(std::make_pair(s.second, i));
+            }
+            solver->add_constraint(ls, kind, row->m_right_side);
+        } else {
+            // ignore the cost row
+        }
+    }
+
+
+    void fill_lar_solver_on_rows(lar_solver * solver) {
+        for (auto row_it : m_rows) {
+            fill_lar_solver_on_row(row_it.second, solver);
+        }
+    }
+
+    void create_low_constraint_for_var(column* col, bound * b, lar_solver *solver) {
+        vector<std::pair<mpq, var_index>> ls;
+        var_index i = solver->add_var(col->m_index);
+        ls.push_back(std::make_pair(numeric_traits<T>::one(), i));
+        solver->add_constraint(ls, GE, b->m_low);
+    }
+
+    void create_upper_constraint_for_var(column* col, bound * b, lar_solver *solver) {
+        var_index i = solver->add_var(col->m_index);
+        vector<std::pair<mpq, var_index>> ls;
+        ls.push_back(std::make_pair(numeric_traits<T>::one(), i));
+        solver->add_constraint(ls, LE, b->m_upper);
+    }
+
+    void create_equality_contraint_for_var(column* col, bound * b, lar_solver *solver) {
+        var_index i = solver->add_var(col->m_index);
+        vector<std::pair<mpq, var_index>> ls;
+        ls.push_back(std::make_pair(numeric_traits<T>::one(), i));
+        solver->add_constraint(ls, EQ, b->m_fixed_value);
+    }
+
+    void fill_lar_solver_on_columns(lar_solver * solver) {
+        for (auto s : m_columns) {
+            mps_reader::column * col = s.second;
+            solver->add_var(col->m_index);
+            auto b = col->m_bound;
+            if (b == nullptr) return;
+
+            if (b->m_free) continue;
+
+            if (b->m_low_is_set) {
+                create_low_constraint_for_var(col, b, solver);
+            }
+            if (b->m_upper_is_set) {
+                create_upper_constraint_for_var(col, b, solver);
+            }
+            if (b->m_value_is_fixed) {
+                create_equality_contraint_for_var(col, b, solver);
+            }
+        }
+    }
+
+
+    void fill_lar_solver(lar_solver * solver) {
+        fill_lar_solver_on_columns(solver);
+        fill_lar_solver_on_rows(solver);
+    }
+
+    lar_solver * create_lar_solver() {
+        lar_solver * solver =  new lar_solver();
+        fill_lar_solver(solver);
+        return solver;
+    }
+};
+}

src/util/lp/numeric_pair.h

@@ -0,0 +1,329 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+  The idea is that it is only one different file in Lean and z3 source inside of LP
+*/
+#pragma once
+#define lp_for_z3
+#include <string>
+#include <cmath>
+#include <algorithm>
+#ifdef lp_for_z3
+#include "../rational.h"
+#include "../sstream.h"
+#include "../z3_exception.h"
+
+#else
+ // include "util/numerics/mpq.h"
+ // include "util/numerics/numeric_traits.h"
+#endif
+namespace lean {
+#ifdef lp_for_z3 // rename rationals
+    typedef rational mpq;
+#else
+    typedef lean::mpq mpq;
+#endif
+
+
+template <typename T>
+std::string T_to_string(const T & t); // forward definition
+#ifdef lp_for_z3
+template <typename T> class numeric_traits {};
+
+template <>  class numeric_traits<unsigned> {
+public:
+    static bool precise() { return true; }
+    static unsigned const zero() { return 0; }
+    static unsigned const one() { return 1; }
+    static bool is_zero(unsigned v) { return v == 0; }
+    static double const get_double(unsigned const & d) { return d; }
+};
+
+template <>  class numeric_traits<double> {
+    public:
+        static bool precise() { return false; }
+        static double g_zero;
+        static double const &zero() { return g_zero;  }
+        static double g_one;
+        static double const &one() { return g_one; }
+        static bool is_zero(double v) { return v == 0.0; }
+        static double const & get_double(double const & d) { return d;}
+        static double log(double const & d) { NOT_IMPLEMENTED_YET(); return d;}
+        static double from_string(std::string const & str) { return atof(str.c_str()); }
+        static bool is_pos(const double & d) {return d > 0.0;}
+        static bool is_neg(const double & d) {return d < 0.0;}
+    };
+
+    template<>
+    class numeric_traits<rational> {
+    public:
+        static bool precise() { return true; }
+        static rational const & zero() { return rational::zero(); }
+        static rational const & one() { return rational::one(); }
+        static bool is_zero(const rational & v) { return v.is_zero(); }
+        static double const  get_double(const rational  & d) { return d.get_double();}
+        static rational log(rational const& r) { UNREACHABLE(); return r; }
+        static rational from_string(std::string const & str) { return rational(str.c_str()); }
+        static bool is_pos(const rational & d) {return d.is_pos();}
+        static bool is_neg(const rational & d) {return d.is_neg();}
+    };
+#endif
+
+template <typename X, typename Y>
+struct convert_struct {
+    static X convert(const Y & y){ return X(y);}
+    static bool is_epsilon_small(const X & x,  const double & y) { return std::abs(numeric_traits<X>::get_double(x)) < y; }
+    static bool below_bound_numeric(const X &, const X &, const Y &) { /*lean_unreachable();*/ return false;}
+    static bool above_bound_numeric(const X &, const X &, const Y &) { /*lean_unreachable();*/ return false; }
+};
+
+
+template <>
+struct convert_struct<double, mpq> {
+    static double convert(const mpq & q) {return q.get_double();}
+};
+
+
+template <>
+struct convert_struct<mpq, unsigned> {
+    static mpq convert(unsigned q) {return mpq(q);}
+};
+
+
+
+template <typename T>
+struct numeric_pair {
+    T x;
+    T y;
+    // empty constructor
+    numeric_pair() {}
+    // another constructor
+
+    numeric_pair(T xp, T yp) : x(xp), y(yp) {}
+
+
+    template <typename X>
+    numeric_pair(const X & n) : x(n), y(0) {
+    }
+    
+    template <typename X>
+    numeric_pair(const numeric_pair<X> & n) : x(n.x), y(n.y) {}
+    
+    template <typename X, typename Y>
+    numeric_pair(X xp, Y yp) : numeric_pair(convert_struct<T, X>::convert(xp), convert_struct<T, Y>::convert(yp)) {}
+
+    bool operator<(const numeric_pair& a) const {
+        return x < a.x || (x == a.x && y < a.y);
+    }
+
+    bool operator>(const numeric_pair& a) const {
+        return x > a.x || (x == a.x && y > a.y);
+    }
+
+    bool operator==(const numeric_pair& a) const  {
+        return a.x == x &&  a.y == y;
+    }
+
+    bool operator!=(const numeric_pair& a) const  {
+        return !(*this == a);
+    }
+
+    bool operator<=(const numeric_pair& a) const  {
+        return *this < a || *this == a;
+    }
+
+    bool operator>=(const numeric_pair& a) const  {
+        return *this > a || a == *this;
+    }
+
+    numeric_pair operator*(const T & a) const {
+        return numeric_pair(a * x, a * y);
+    }
+
+    numeric_pair operator/(const T & a) const {
+        T a_as_T(a);
+        return numeric_pair(x / a_as_T, y / a_as_T);
+    }
+
+    numeric_pair operator/(const numeric_pair &) const {
+        // lean_unreachable();
+    }
+    
+    
+    numeric_pair operator+(const numeric_pair & a) const  {
+        return numeric_pair(a.x + x, a.y + y);
+    }
+
+    numeric_pair operator*(const numeric_pair & /*a*/) const  {
+        // lean_unreachable();
+    }
+
+    numeric_pair&  operator+=(const numeric_pair & a) {
+        x += a.x;
+        y += a.y;
+        return *this;
+    }
+
+    numeric_pair&  operator-=(const numeric_pair & a) {
+        x -= a.x;
+        y -= a.y;
+        return *this;
+    }
+
+    numeric_pair&  operator/=(const T & a) {
+        x /= a;
+        y /= a;
+        return *this;
+    }
+
+    numeric_pair&  operator*=(const T & a) {
+        x *= a;
+        y *= a;
+        return *this;
+    }
+
+    numeric_pair operator-(const numeric_pair & a) const {
+        return numeric_pair(x - a.x, y - a.y);
+    }
+
+    numeric_pair operator-() const {
+        return numeric_pair(-x, -y);
+    }
+
+    static bool precize() { return lean::numeric_traits<T>::precize();}
+
+    bool is_zero() const { return x.is_zero() && y.is_zero(); }
+
+    bool is_pos() const { return x.is_pos() || (x.is_zero() && y.is_pos());}
+
+    bool is_neg() const { return x.is_neg() || (x.is_zero() && y.is_neg());}
+    
+    std::string to_string() const {
+        return std::string("(") + T_to_string(x) + ", "  + T_to_string(y) + ")";
+    }
+};
+
+
+template <typename T>
+std::ostream& operator<<(std::ostream& os, numeric_pair<T> const & obj) {
+    os << obj.to_string();
+    return os;
+}
+
+template <typename T, typename X>
+numeric_pair<T> operator*(const X & a, const numeric_pair<T> & r) {
+    return numeric_pair<T>(a * r.x, a * r.y);
+}
+
+template <typename T, typename X>
+numeric_pair<T> operator*(const numeric_pair<T> & r, const X & a) {
+    return numeric_pair<T>(a * r.x, a * r.y);
+}
+
+
+template <typename T, typename X>
+numeric_pair<T> operator/(const numeric_pair<T> & r, const X & a) {
+    return numeric_pair<T>(r.x / a,  r.y / a);
+}
+
+// template <numeric_pair, typename T>  bool precise() { return numeric_traits<T>::precise();}
+template <typename T> double get_double(const lean::numeric_pair<T> & ) { /* lean_unreachable(); */ return 0;}
+template <typename T>
+class numeric_traits<lean::numeric_pair<T>> {
+  public:
+    static bool precise() { return numeric_traits<T>::precise();}
+    static lean::numeric_pair<T> zero() { return lean::numeric_pair<T>(numeric_traits<T>::zero(), numeric_traits<T>::zero()); }
+    static bool is_zero(const lean::numeric_pair<T> & v) { return numeric_traits<T>::is_zero(v.x) && numeric_traits<T>::is_zero(v.y); }
+    static double get_double(const lean::numeric_pair<T> & v){ return numeric_traits<T>::get_double(v.x); } // just return the double of the first coordinate
+    static double one() { /*lean_unreachable();*/ return 0;}
+    static bool is_pos(const numeric_pair<T> &p) {
+        return numeric_traits<T>::is_pos(p.x) ||
+            (numeric_traits<T>::is_zero(p.x) && numeric_traits<T>::is_pos(p.y));
+    }
+    static bool is_neg(const numeric_pair<T> &p) {
+        return numeric_traits<T>::is_neg(p.x) ||
+            (numeric_traits<T>::is_zero(p.x) && numeric_traits<T>::is_neg(p.y));
+    }
+            
+};
+
+template <>
+struct convert_struct<double, numeric_pair<double>> {
+    static double convert(const numeric_pair<double> & q) {return q.x;}
+};
+
+typedef numeric_pair<mpq> impq;
+
+template <typename X> bool is_epsilon_small(const X & v, const double& eps);   // forward definition { return convert_struct<X, double>::is_epsilon_small(v, eps);}
+
+template <typename T>
+struct convert_struct<numeric_pair<T>, double> {
+    static numeric_pair<T> convert(const double & q) {
+        return numeric_pair<T>(convert_struct<T, double>::convert(q), numeric_traits<T>::zero());
+    }
+    static bool is_epsilon_small(const numeric_pair<T> & p, const double & eps) {
+        return convert_struct<T, double>::is_epsilon_small(p.x, eps) && convert_struct<T, double>::is_epsilon_small(p.y, eps);
+    }
+    static bool below_bound_numeric(const numeric_pair<T> &, const numeric_pair<T> &, const double &) {
+        // lean_unreachable();
+        return false;
+    }
+    static bool above_bound_numeric(const numeric_pair<T> &, const numeric_pair<T> &, const double &) {
+        // lean_unreachable();
+        return false;
+    }
+};
+template <>
+struct convert_struct<numeric_pair<double>, double> {
+    static numeric_pair<double> convert(const double & q) {
+        return numeric_pair<double>(q, 0.0);
+    }
+    static bool is_epsilon_small(const numeric_pair<double> & p, const double & eps) {
+        return std::abs(p.x) < eps && std::abs(p.y) < eps;
+    }
+
+    static int compare_on_coord(const double & x, const double & bound, const double eps) {
+        if (bound == 0) return (x < - eps)? -1: (x > eps? 1 : 0); // it is an important special case
+        double relative = (bound > 0)? - eps: eps;
+        return (x < bound * (1.0 + relative) - eps)? -1 : ((x > bound * (1.0 - relative) + eps)? 1 : 0);
+    }
+
+    static bool below_bound_numeric(const numeric_pair<double> & x, const numeric_pair<double> & bound, const double & eps) {
+        int r = compare_on_coord(x.x, bound.x, eps);
+        if (r == 1) return false;
+        if (r == -1) return true;
+        // the first coordinates are almost the same
+        return compare_on_coord(x.y, bound.y, eps) == -1;
+    }
+
+    static bool above_bound_numeric(const numeric_pair<double> & x, const numeric_pair<double> & bound, const double & eps) {
+        int r = compare_on_coord(x.x, bound.x, eps);
+        if (r == -1) return false;
+        if (r ==  1) return true;
+        // the first coordinates are almost the same
+        return compare_on_coord(x.y, bound.y, eps) == 1;
+    }
+};
+
+template <>
+struct convert_struct<double, double> {
+    static bool is_epsilon_small(const double& x, const double & eps) {
+        return x < eps && x > -eps;
+    }
+    static double convert(const double & y){ return y;}
+    static bool below_bound_numeric(const double & x, const double & bound, const double & eps) {
+        if (bound == 0) return x < - eps;
+        double relative = (bound > 0)? - eps: eps;
+        return x < bound * (1.0 + relative) - eps;
+    }
+    static bool above_bound_numeric(const double & x, const double & bound, const double & eps) {
+        if (bound == 0) return x > eps;
+        double relative = (bound > 0)?  eps: - eps;
+        return x > bound * (1.0 + relative) + eps;
+    }
+};
+
+template <typename X> bool is_epsilon_small(const X & v, const double &eps) { return convert_struct<X, double>::is_epsilon_small(v, eps);}
+template <typename X> bool below_bound_numeric(const X & x, const X & bound, const double& eps) { return convert_struct<X, double>::below_bound_numeric(x, bound, eps);}
+template <typename X> bool above_bound_numeric(const X & x, const X & bound, const double& eps) { return convert_struct<X, double>::above_bound_numeric(x, bound, eps);}
+}

src/util/lp/permutation_matrix.h

@@ -0,0 +1,173 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#pragma once
+#include "util/vector.h"
+#include <algorithm>
+#include "util/debug.h"
+#include <string>
+#include "util/lp/sparse_vector.h"
+#include "util/lp/indexed_vector.h"
+#include "util/lp/lp_settings.h"
+#include "util/lp/matrix.h"
+#include "util/lp/tail_matrix.h"
+namespace lean {
+#ifdef LEAN_DEBUG
+    inline bool is_even(int k) {  return (k/2)*2 == k; }
+#endif
+
+    template <typename T, typename X>
+class permutation_matrix : public tail_matrix<T, X> {
+        vector<unsigned> m_permutation;
+        vector<unsigned> m_rev;
+        vector<unsigned> m_work_array;
+        vector<T> m_T_buffer;
+        vector<X> m_X_buffer;
+
+
+        class ref {
+            permutation_matrix & m_p;
+            unsigned m_i;
+        public:
+            ref(permutation_matrix & m, unsigned i):m_p(m), m_i(i) {}
+
+            ref & operator=(unsigned  v) { m_p.set_val(m_i, v); return *this; }
+
+            ref & operator=(ref const & v) {
+                m_p.set_val(m_i, v.m_p.m_permutation[v.m_i]);
+                return *this;
+            }
+            operator unsigned & () const { return m_p.m_permutation[m_i]; }
+        };
+
+    public:
+        permutation_matrix() {}
+        permutation_matrix(unsigned length);
+
+        permutation_matrix(unsigned length, vector<unsigned> const & values);
+        // create a unit permutation of the given length
+        void init(unsigned length);
+        unsigned get_rev(unsigned i) { return m_rev[i]; }
+        bool is_dense() const { return false; }
+#ifdef LEAN_DEBUG
+        permutation_matrix get_inverse() const {
+            return permutation_matrix(size(), m_rev);
+        }
+        void print(std::ostream & out) const;
+#endif
+
+        ref operator[](unsigned i) { return ref(*this, i); }
+
+        unsigned operator[](unsigned i) const { return m_permutation[i]; }
+
+        void apply_from_left(vector<X> & w, lp_settings &);
+
+        void apply_from_left_to_T(indexed_vector<T> & w, lp_settings & settings);
+
+        void apply_from_right(vector<T> & w);
+
+        void apply_from_right(indexed_vector<T> & w);
+        
+        template <typename L>
+        void copy_aside(vector<L> & t, vector<unsigned> & tmp_index, indexed_vector<L> & w);
+
+        template <typename L>
+        void clear_data(indexed_vector<L> & w);
+
+        template <typename L>
+        void apply_reverse_from_left(indexed_vector<L> & w);
+
+        void apply_reverse_from_left_to_T(vector<T> & w);
+        void apply_reverse_from_left_to_X(vector<X> & w);
+
+        void apply_reverse_from_right_to_T(vector<T> & w);
+        void apply_reverse_from_right_to_T(indexed_vector<T> & w);
+        void apply_reverse_from_right_to_X(vector<X> & w);
+
+        void set_val(unsigned i, unsigned pi) {
+            lean_assert(i < size() && pi < size());  m_permutation[i] = pi;  m_rev[pi] = i;  }
+
+        void transpose_from_left(unsigned i, unsigned j);
+
+        unsigned apply_reverse(unsigned i) const { return m_rev[i];  }
+
+        void transpose_from_right(unsigned i, unsigned j);
+#ifdef LEAN_DEBUG
+        T get_elem(unsigned i, unsigned j) const{
+            return m_permutation[i] == j? numeric_traits<T>::one() : numeric_traits<T>::zero();
+        }
+        unsigned row_count() const{ return size(); }
+        unsigned column_count() const { return size(); }
+        virtual void set_number_of_rows(unsigned /*m*/) { }
+        virtual void set_number_of_columns(unsigned /*n*/) { }
+#endif
+        void multiply_by_permutation_from_left(permutation_matrix<T, X> & p);
+
+        // this is multiplication in the matrix sense
+        void multiply_by_permutation_from_right(permutation_matrix<T, X> & p);
+
+        void multiply_by_reverse_from_right(permutation_matrix<T, X> & q);
+
+        void multiply_by_permutation_reverse_from_left(permutation_matrix<T, X> & r);
+
+        void shrink_by_one_identity();
+
+        bool is_identity() const;
+
+        unsigned size() const { return static_cast<unsigned>(m_rev.size()); }
+
+        unsigned * values() const { return m_permutation; }
+
+        void resize(unsigned size) {
+            unsigned old_size = m_permutation.size();
+            m_permutation.resize(size);
+            m_rev.resize(size);
+            m_T_buffer.resize(size);
+            m_X_buffer.resize(size);
+            for (unsigned i = old_size; i < size; i++) {
+                m_permutation[i] = m_rev[i] = i;
+    }
+        }
+        
+    }; // end of the permutation class
+
+#ifdef LEAN_DEBUG
+template <typename T, typename X>
+class permutation_generator {
+    unsigned m_n;
+    permutation_generator* m_lower;
+    bool m_done = false;
+    permutation_matrix<T, X> m_current;
+    unsigned m_last;
+public:
+    permutation_generator(unsigned n);
+    permutation_generator(const permutation_generator & o);
+    bool move_next();
+
+    ~permutation_generator() {
+        if (m_lower != nullptr) {
+            delete m_lower;
+        }
+    }
+
+    permutation_matrix<T, X> *current() {
+        return &m_current;
+    }
+};
+
+template <typename T, typename X>
+inline unsigned number_of_inversions(permutation_matrix<T, X> & p);
+
+template <typename T, typename X>
+int sign(permutation_matrix<T, X> & p) {
+    return is_even(number_of_inversions(p))? 1: -1;
+}
+
+template <typename T, typename X>
+T det_val_on_perm(permutation_matrix<T, X>* u, const matrix<T, X>& m);
+
+template <typename T, typename X>
+T determinant(const matrix<T, X>& m);
+#endif
+}

src/util/lp/permutation_matrix.hpp

@@ -0,0 +1,419 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include "util/vector.h"
+#include "util/lp/permutation_matrix.h"
+namespace lean {
+template <typename T, typename X> permutation_matrix<T, X>::permutation_matrix(unsigned length): m_permutation(length), m_rev(length), m_T_buffer(length), m_X_buffer(length)  {
+    for (unsigned i = 0; i < length; i++) { // do not change the direction of the loop because of the vectorization bug in clang3.3
+        m_permutation[i] = m_rev[i] = i;
+    }
+}
+
+template <typename T, typename X> permutation_matrix<T, X>::permutation_matrix(unsigned length, vector<unsigned> const & values): m_permutation(length), m_rev(length) , m_T_buffer(length), m_X_buffer(length) {
+    for (unsigned i = 0; i < length; i++) {
+        set_val(i, values[i]);
+    }
+}
+// create a unit permutation of the given length
+template <typename T, typename X> void permutation_matrix<T, X>::init(unsigned length) {
+    m_permutation.resize(length);
+    m_rev.resize(length);
+    m_T_buffer.resize(length);
+    m_X_buffer.resize(length);
+    for (unsigned i = 0; i < length; i++) {
+        m_permutation[i] = m_rev[i] = i;
+    }
+}
+
+#ifdef LEAN_DEBUG
+template <typename T, typename X> void permutation_matrix<T, X>::print(std::ostream & out) const {
+    out << "[";
+    for (unsigned i = 0; i < size(); i++) {
+        out << m_permutation[i];
+        if (i < size() - 1) {
+            out << ",";
+        } else {
+            out << "]";
+        }
+    }
+    out << std::endl;
+}
+#endif
+
+template <typename T, typename X>
+void permutation_matrix<T, X>::apply_from_left(vector<X> & w, lp_settings & ) {
+#ifdef LEAN_DEBUG
+    // dense_matrix<L, X> deb(*this);
+    // L * deb_w = clone_vector<L>(w, row_count());
+    // deb.apply_from_left(deb_w);
+#endif
+    // std::cout << " apply_from_left " << std::endl;
+    lean_assert(m_X_buffer.size() == w.size());
+    unsigned i = size();
+    while (i-- > 0) {
+        m_X_buffer[i] = w[m_permutation[i]];
+    }
+    i = size();
+    while (i-- > 0) {
+        w[i] = m_X_buffer[i];
+    }
+#ifdef LEAN_DEBUG
+    // lean_assert(vectors_are_equal<L>(deb_w, w, row_count()));
+    // delete [] deb_w;
+#endif
+}
+
+template <typename T, typename X>
+void permutation_matrix<T, X>::apply_from_left_to_T(indexed_vector<T> & w, lp_settings & ) {
+    vector<T> t(w.m_index.size());
+    vector<unsigned> tmp_index(w.m_index.size());
+    copy_aside(t, tmp_index, w); // todo: is it too much copying
+    clear_data(w);
+    // set the new values
+    for (unsigned i = static_cast<unsigned>(t.size()); i > 0;) {
+        i--;
+        unsigned j = m_rev[tmp_index[i]];
+        w[j] = t[i];
+        w.m_index[i] = j;
+    }
+}
+
+template <typename T, typename X> void permutation_matrix<T, X>::apply_from_right(vector<T> & w) {
+#ifdef LEAN_DEBUG
+    // dense_matrix<T, X> deb(*this);
+    // T * deb_w = clone_vector<T>(w, row_count());
+    // deb.apply_from_right(deb_w);
+#endif
+    lean_assert(m_T_buffer.size() == w.size());
+    for (unsigned i = 0; i < size(); i++) {
+        m_T_buffer[i] = w[m_rev[i]];
+    }
+
+    for (unsigned i = 0; i < size(); i++) {
+        w[i] = m_T_buffer[i];
+    }
+#ifdef LEAN_DEBUG
+    // lean_assert(vectors_are_equal<T>(deb_w, w, row_count()));
+    // delete [] deb_w;
+#endif
+}
+
+template <typename T, typename X> void permutation_matrix<T, X>::apply_from_right(indexed_vector<T> & w) {
+#ifdef LEAN_DEBUG
+    vector<T> wcopy(w.m_data);
+    apply_from_right(wcopy);
+#endif
+    vector<T> buffer(w.m_index.size());
+    vector<unsigned> index_copy(w.m_index);
+    for (unsigned i = 0; i < w.m_index.size(); i++) {
+        buffer[i] = w.m_data[w.m_index[i]];
+    }
+    w.clear();
+
+    for (unsigned i = 0; i < index_copy.size(); i++) {
+        unsigned j = index_copy[i];
+        unsigned pj = m_permutation[j];
+        w.set_value(buffer[i], pj);
+    }
+    lean_assert(w.is_OK());
+#ifdef LEAN_DEBUG
+    lean_assert(vectors_are_equal(wcopy, w.m_data));
+#endif
+}
+
+
+template <typename T, typename X> template <typename L>
+void permutation_matrix<T, X>::copy_aside(vector<L> & t, vector<unsigned> & tmp_index, indexed_vector<L> & w) {
+    for (unsigned i = static_cast<unsigned>(t.size()); i > 0;) {
+        i--;
+        unsigned j = w.m_index[i];
+        t[i] = w[j]; // copy aside all non-zeroes
+        tmp_index[i] = j; // and the indices too
+    }
+}
+
+template <typename T, typename X> template <typename L>
+void permutation_matrix<T, X>::clear_data(indexed_vector<L> & w) {
+    // clear old non-zeroes
+    for (unsigned i = static_cast<unsigned>(w.m_index.size()); i > 0;) {
+        i--;
+        unsigned j = w.m_index[i];
+        w[j] = zero_of_type<L>();
+    }
+}
+
+template <typename T, typename X>template <typename L>
+void permutation_matrix<T, X>::apply_reverse_from_left(indexed_vector<L> & w) {
+    // the result will be w = p(-1) * w
+#ifdef LEAN_DEBUG
+    // dense_matrix<L, X> deb(get_reverse());
+    // L * deb_w = clone_vector<L>(w.m_data, row_count());
+    // deb.apply_from_left(deb_w);
+#endif
+    vector<L> t(w.m_index.size());
+    vector<unsigned> tmp_index(w.m_index.size());
+
+    copy_aside(t, tmp_index, w);
+    clear_data(w);
+
+    // set the new values
+    for (unsigned i = static_cast<unsigned>(t.size()); i > 0;) {
+        i--;
+        unsigned j = m_permutation[tmp_index[i]];
+        w[j] = t[i];
+        w.m_index[i] = j;
+    }
+#ifdef LEAN_DEBUG
+    // lean_assert(vectors_are_equal<L>(deb_w, w.m_data, row_count()));
+    // delete [] deb_w;
+#endif
+}
+
+template <typename T, typename X>
+void permutation_matrix<T, X>::apply_reverse_from_left_to_T(vector<T> & w) {
+    // the result will be w = p(-1) * w
+    lean_assert(m_T_buffer.size() == w.size());
+    unsigned i = size();
+    while (i-- > 0) {
+        m_T_buffer[m_permutation[i]] = w[i];
+    }
+    i = size();
+    while (i-- > 0) {
+        w[i] = m_T_buffer[i];
+    }
+}
+template <typename T, typename X>
+void permutation_matrix<T, X>::apply_reverse_from_left_to_X(vector<X> & w) {
+    // the result will be w = p(-1) * w
+    lean_assert(m_X_buffer.size() == w.size());
+    unsigned i = size();
+    while (i-- > 0) {
+        m_X_buffer[m_permutation[i]] = w[i];
+    }
+    i = size();
+    while (i-- > 0) {
+        w[i] = m_X_buffer[i];
+    }
+}
+
+template <typename T, typename X>
+void permutation_matrix<T, X>::apply_reverse_from_right_to_T(vector<T> & w) {
+    // the result will be w = w * p(-1)
+    lean_assert(m_T_buffer.size() == w.size());
+    unsigned i = size();
+    while (i-- > 0) {
+        m_T_buffer[i] = w[m_permutation[i]];
+    }
+    i = size();
+    while (i-- > 0) {
+        w[i] = m_T_buffer[i];
+    }
+}
+
+template <typename T, typename X>
+void permutation_matrix<T, X>::apply_reverse_from_right_to_T(indexed_vector<T> & w) {
+    // the result will be w = w * p(-1)
+#ifdef LEAN_DEBUG
+    // vector<T> wcopy(w.m_data);
+    // apply_reverse_from_right_to_T(wcopy);
+#endif
+    lean_assert(w.is_OK());
+    vector<T> tmp;
+    vector<unsigned> tmp_index(w.m_index);
+    for (auto i : w.m_index) {
+        tmp.push_back(w[i]);
+    }
+    w.clear();
+    
+    for (unsigned k = 0; k < tmp_index.size(); k++) {
+        unsigned j = tmp_index[k];
+        w.set_value(tmp[k], m_rev[j]);
+    }
+
+    // lean_assert(w.is_OK());    
+    // lean_assert(vectors_are_equal(w.m_data, wcopy));
+}
+
+
+template <typename T, typename X>
+void permutation_matrix<T, X>::apply_reverse_from_right_to_X(vector<X> & w) {
+    // the result will be w = w * p(-1)
+    lean_assert(m_X_buffer.size() == w.size());
+    unsigned i = size();
+    while (i-- > 0) {
+        m_X_buffer[i] = w[m_permutation[i]];
+    }
+    i = size();
+    while (i-- > 0) {
+        w[i] = m_X_buffer[i];
+    }
+}
+
+template <typename T, typename X> void permutation_matrix<T, X>::transpose_from_left(unsigned i, unsigned j) {
+    // the result will be this = (i,j)*this
+    lean_assert(i < size() && j < size() && i != j);
+    auto pi = m_rev[i];
+    auto pj = m_rev[j];
+    set_val(pi, j);
+    set_val(pj, i);
+}
+
+template <typename T, typename X> void permutation_matrix<T, X>::transpose_from_right(unsigned i, unsigned j) {
+    // the result will be this = this * (i,j)
+    lean_assert(i < size() && j < size() && i != j);
+    auto pi = m_permutation[i];
+    auto pj = m_permutation[j];
+    set_val(i, pj);
+    set_val(j, pi);
+}
+
+template <typename T, typename X> void permutation_matrix<T, X>::multiply_by_permutation_from_left(permutation_matrix<T, X> & p) {
+    m_work_array = m_permutation;
+    lean_assert(p.size() == size());
+    unsigned i = size();
+    while (i-- > 0) {
+        set_val(i, m_work_array[p[i]]); // we have m(P)*m(Q) = m(QP), where m is the matrix of the permutation
+    }
+}
+
+// this is multiplication in the matrix sense
+template <typename T, typename X> void permutation_matrix<T, X>::multiply_by_permutation_from_right(permutation_matrix<T, X> & p) {
+    m_work_array = m_permutation;
+    lean_assert(p.size() == size());
+    unsigned i = size();
+    while (i-- > 0)
+        set_val(i, p[m_work_array[i]]); // we have m(P)*m(Q) = m(QP), where m is the matrix of the permutation
+    
+}
+
+template <typename T, typename X> void permutation_matrix<T, X>::multiply_by_reverse_from_right(permutation_matrix<T, X> & q){ // todo : condensed permutations ?
+    lean_assert(q.size() == size());
+    m_work_array = m_permutation;
+    // the result is this = this*q(-1)
+    unsigned i = size();
+    while (i-- > 0) {
+        set_val(i, q.m_rev[m_work_array[i]]); // we have m(P)*m(Q) = m(QP), where m is the matrix of the permutation
+    }
+}
+
+template <typename T, typename X> void permutation_matrix<T, X>::multiply_by_permutation_reverse_from_left(permutation_matrix<T, X> & r){ // todo : condensed permutations?
+    // the result is this = r(-1)*this
+    m_work_array = m_permutation;
+    // the result is this = this*q(-1)
+    unsigned i = size();
+    while (i-- > 0) {
+        set_val(i, m_work_array[r.m_rev[i]]);
+    }
+}
+
+
+template <typename T, typename X> bool permutation_matrix<T, X>::is_identity() const {
+    unsigned i = size();
+    while (i-- > 0) {
+        if (m_permutation[i] != i) {
+            return false;
+        }
+    }
+    return true;
+}
+
+
+#ifdef LEAN_DEBUG
+template <typename T, typename X>
+permutation_generator<T, X>::permutation_generator(unsigned n): m_n(n), m_current(n) {
+    lean_assert(n > 0);
+    if (n > 1) {
+        m_lower = new permutation_generator(n - 1);
+    } else {
+        m_lower = nullptr;
+    }
+
+    m_last = 0;
+}
+
+template <typename T, typename X>
+permutation_generator<T, X>::permutation_generator(const permutation_generator & o): m_n(o.m_n), m_done(o.m_done), m_current(o.m_current), m_last(o.m_last) {
+    if (m_lower != nullptr) {
+        m_lower = new permutation_generator(o.m_lower);
+    } else {
+        m_lower = nullptr;
+    }
+}
+
+template <typename T, typename X> bool
+permutation_generator<T, X>::move_next() {
+    if (m_done) {
+        return false;
+    }
+
+    if (m_lower == nullptr) {
+        if (m_last == 0) {
+            m_last++;
+            return true;
+        } else {
+            m_done = true;
+            return false;
+        }
+    } else {
+        if (m_last < m_n && m_last > 0) {
+            m_current[m_last - 1] = m_current[m_last];
+            m_current[m_last] = m_n - 1;
+            m_last++;
+            return true;
+        } else {
+            if (m_lower -> move_next()) {
+                auto lower_curr = m_lower -> current();
+                for ( unsigned i = 1; i < m_n; i++ ){
+                    m_current[i] = (*lower_curr)[i - 1];
+                }
+                m_current[0] = m_n - 1;
+                m_last = 1;
+                return true;
+            } else {
+                m_done = true;
+                return false;
+            }
+        }
+    }
+}
+
+template <typename T, typename X>
+inline unsigned number_of_inversions(permutation_matrix<T, X> & p) {
+    unsigned ret = 0;
+    unsigned n = p.size();
+    for (unsigned i = 0; i < n; i++) {
+        for (unsigned j = i + 1; j < n; j++) {
+            if (p[i] > p[j]) {
+                ret++;
+            }
+        }
+    }
+    return ret;
+}
+
+template <typename T, typename X>
+T det_val_on_perm(permutation_matrix<T, X>* u, const matrix<T, X>& m) {
+    unsigned n = m.row_count();
+    T ret = numeric_traits<T>::one();
+    for (unsigned i = 0; i < n; i++) {
+        unsigned j = (*u)[i];
+        ret *=  m(i, j);
+    }
+    return ret * sign(*u);
+}
+
+template <typename T, typename X>
+T determinant(const matrix<T, X>& m) {
+    lean_assert(m.column_count() == m.row_count());
+    unsigned n = m.row_count();
+    permutation_generator<T, X> allp(n);
+    T ret = numeric_traits<T>::zero();
+    while (allp.move_next()){
+        ret += det_val_on_perm(allp.current(), m);
+    }
+    return ret;
+}
+#endif
+}

src/util/lp/permutation_matrix_instances.cpp

@@ -0,0 +1,60 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include <memory>
+#include "util/vector.h"
+#include "util/lp/permutation_matrix.hpp"
+#include "util/lp/numeric_pair.h"
+template void lean::permutation_matrix<double, double>::apply_from_right(vector<double>&);
+template void lean::permutation_matrix<double, double>::init(unsigned int);
+template void lean::permutation_matrix<lean::mpq, lean::mpq>::init(unsigned int);
+template void lean::permutation_matrix<lean::mpq, lean::numeric_pair<lean::mpq>>::init(unsigned int);
+template bool lean::permutation_matrix<double, double>::is_identity() const;
+template void lean::permutation_matrix<double, double>::multiply_by_permutation_from_left(lean::permutation_matrix<double, double>&);
+template void lean::permutation_matrix<double, double>::multiply_by_permutation_reverse_from_left(lean::permutation_matrix<double, double>&);
+template void lean::permutation_matrix<double, double>::multiply_by_reverse_from_right(lean::permutation_matrix<double, double>&);
+template lean::permutation_matrix<double, double>::permutation_matrix(unsigned int, vector<unsigned int> const&);
+template void lean::permutation_matrix<double, double>::transpose_from_left(unsigned int, unsigned int);
+
+template void lean::permutation_matrix<lean::mpq, lean::mpq>::apply_from_right(vector<lean::mpq>&);
+template bool lean::permutation_matrix<lean::mpq, lean::mpq>::is_identity() const;
+template void lean::permutation_matrix<lean::mpq, lean::mpq>::multiply_by_permutation_from_left(lean::permutation_matrix<lean::mpq, lean::mpq>&);
+template void lean::permutation_matrix<lean::mpq, lean::mpq>::multiply_by_permutation_from_right(lean::permutation_matrix<lean::mpq, lean::mpq>&);
+template void lean::permutation_matrix<lean::mpq, lean::mpq>::multiply_by_permutation_reverse_from_left(lean::permutation_matrix<lean::mpq, lean::mpq>&);
+template void lean::permutation_matrix<lean::mpq, lean::mpq>::multiply_by_reverse_from_right(lean::permutation_matrix<lean::mpq, lean::mpq>&);
+template lean::permutation_matrix<lean::mpq, lean::mpq>::permutation_matrix(unsigned int);
+template void lean::permutation_matrix<lean::mpq, lean::mpq>::transpose_from_left(unsigned int, unsigned int);
+template void lean::permutation_matrix<lean::mpq, lean::mpq>::transpose_from_right(unsigned int, unsigned int);
+template void lean::permutation_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::apply_from_right(vector<lean::mpq>&);
+template bool lean::permutation_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::is_identity() const;
+template void lean::permutation_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::multiply_by_permutation_from_left(lean::permutation_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >&);
+template void lean::permutation_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::multiply_by_permutation_from_right(lean::permutation_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >&);
+template void lean::permutation_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::multiply_by_permutation_reverse_from_left(lean::permutation_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >&);
+template void lean::permutation_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::multiply_by_reverse_from_right(lean::permutation_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >&);
+template lean::permutation_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::permutation_matrix(unsigned int);
+template void lean::permutation_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::transpose_from_left(unsigned int, unsigned int);
+template void lean::permutation_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::transpose_from_right(unsigned int, unsigned int);
+template void lean::permutation_matrix<double, double>::apply_reverse_from_left<double>(lean::indexed_vector<double>&);
+template void lean::permutation_matrix<double, double>::apply_reverse_from_left_to_T(vector<double>&);
+template void lean::permutation_matrix<double, double>::apply_reverse_from_right_to_T(vector<double>&);
+template void lean::permutation_matrix<double, double>::transpose_from_right(unsigned int, unsigned int);
+template void lean::permutation_matrix<lean::mpq, lean::mpq>::apply_reverse_from_left<lean::mpq>(lean::indexed_vector<lean::mpq>&);
+template void lean::permutation_matrix<lean::mpq, lean::mpq>::apply_reverse_from_left_to_T(vector<lean::mpq>&);
+template void lean::permutation_matrix<lean::mpq, lean::mpq>::apply_reverse_from_right_to_T(vector<lean::mpq>&);
+template void lean::permutation_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::apply_reverse_from_left<lean::mpq>(lean::indexed_vector<lean::mpq>&);
+template void lean::permutation_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::apply_reverse_from_left_to_T(vector<lean::mpq>&);
+template void lean::permutation_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::apply_reverse_from_right_to_T(vector<lean::mpq >&);
+template void lean::permutation_matrix<double, double>::multiply_by_permutation_from_right(lean::permutation_matrix<double, double>&);
+
+#ifdef LEAN_DEBUG
+template bool lean::permutation_generator<double, double>::move_next();
+template lean::permutation_generator<double, double>::permutation_generator(unsigned int);
+#endif
+template lean::permutation_matrix<double, double>::permutation_matrix(unsigned int);
+template void lean::permutation_matrix<double, double>::apply_reverse_from_left_to_X(vector<double> &);
+template void  lean::permutation_matrix< lean::mpq, lean::mpq>::apply_reverse_from_left_to_X(vector<lean::mpq> &);
+template void lean::permutation_matrix< lean::mpq, lean::numeric_pair< lean::mpq> >::apply_reverse_from_left_to_X(vector<lean::numeric_pair< lean::mpq>> &);
+template void lean::permutation_matrix<double, double>::apply_reverse_from_right_to_T(lean::indexed_vector<double>&);
+template void lean::permutation_matrix<lean::mpq, lean::mpq>::apply_reverse_from_right_to_T(lean::indexed_vector<lean::mpq>&);
+template void lean::permutation_matrix<lean::mpq, lean::numeric_pair<lean::mpq> >::apply_reverse_from_right_to_T(lean::indexed_vector<lean::mpq>&);

src/util/lp/quick_xplain.cpp

@@ -0,0 +1,138 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include "util/lp/lar_solver.h"
+namespace lean {
+quick_xplain::quick_xplain(vector<std::pair<mpq, constraint_index>> & explanation, const lar_solver & ls, lar_solver & qsol) :
+    m_explanation(explanation),
+    m_parent_solver(ls),
+    m_qsol(qsol) {
+}
+void quick_xplain::add_constraint_to_qsol(unsigned j) {
+    auto & lar_c = m_constraints_in_local_vars[j];
+    auto ls = lar_c.get_left_side_coefficients();
+    auto ci = m_qsol.add_constraint(ls, lar_c.m_kind, lar_c.m_right_side);
+    m_local_ci_to_constraint_offsets[ci] = j;
+}
+    
+void quick_xplain::copy_constraint_and_add_constraint_vars(const lar_constraint& lar_c) {
+    vector < std::pair<mpq, unsigned>> ls;
+    for (auto & p : lar_c.get_left_side_coefficients()) {
+        unsigned j = p.second;
+        unsigned lj = m_qsol.add_var(j);
+        ls.push_back(std::make_pair(p.first, lj));
+    }
+    m_constraints_in_local_vars.push_back(lar_constraint(ls, lar_c.m_kind, lar_c.m_right_side));
+
+}
+
+bool quick_xplain::infeasible() {
+    m_qsol.solve();
+    return m_qsol.get_status() == INFEASIBLE;
+}
+
+// u - unexplored constraints
+// c and x are assumed, in other words, all constrains of x and c are already added to m_qsol
+void quick_xplain::minimize(const vector<unsigned>& u) {
+    unsigned k = 0;
+    unsigned initial_stack_size = m_qsol.constraint_stack_size();
+    for (; k < u.size();k++) {
+        m_qsol.push();
+        add_constraint_to_qsol(u[k]);
+        if (infeasible())
+            break;
+    }
+    m_x.insert(u[k]);
+    unsigned m = k / 2; // the split
+    if (m < k) {
+        m_qsol.pop(k + 1 - m);
+        add_constraint_to_qsol(u[k]);
+        if (!infeasible()) {
+            vector<unsigned> un;
+            for (unsigned j = m; j < k; j++)
+                un.push_back(u[j]);
+            minimize(un);
+        }
+    }
+    if (m > 0) {
+        lean_assert(m_qsol.constraint_stack_size() >= initial_stack_size);
+        m_qsol.pop(m_qsol.constraint_stack_size() - initial_stack_size);
+        for (auto j : m_x) 
+            add_constraint_to_qsol(j);
+        if (!infeasible()) {
+            vector<unsigned> un;
+            for (unsigned j = 0; j < m; j++)
+                un.push_back(u[j]);
+            minimize(un);
+        }
+    }
+}
+
+    
+void quick_xplain::run(vector<std::pair<mpq, constraint_index>> & explanation, const lar_solver & ls){
+    if (explanation.size() <= 2) return;
+    lar_solver qsol;
+    lean_assert(ls.explanation_is_correct(explanation));
+    quick_xplain q(explanation, ls, qsol);
+    q.solve();
+}
+
+void quick_xplain::copy_constraints_to_local_constraints() {
+    for (auto & p : m_explanation) {
+        const auto & lar_c = m_parent_solver.get_constraint(p.second);
+        m_local_constraint_offset_to_external_ci.push_back(p.second);
+        copy_constraint_and_add_constraint_vars(lar_c);
+    }
+}
+
+bool quick_xplain::is_feasible(const vector<unsigned> & x, unsigned k) const {
+    lar_solver l;
+    for (unsigned i : x) {
+        if (i == k)
+            continue;
+        vector < std::pair<mpq, unsigned>> ls;
+        const lar_constraint & c = m_constraints_in_local_vars[i];
+        for (auto & p : c.get_left_side_coefficients()) {
+            unsigned lj = l.add_var(p.second);
+            ls.push_back(std::make_pair(p.first, lj));
+        }
+        l.add_constraint(ls, c.m_kind, c.m_right_side);
+    }
+    l.solve();
+    return l.get_status() != INFEASIBLE;
+}
+
+bool quick_xplain::x_is_minimal() const {
+    vector<unsigned> x;
+    for (auto j : m_x)
+        x.push_back(j);
+
+    for (unsigned k = 0; k < x.size(); k++) {
+        lean_assert(is_feasible(x, x[k]));
+    }
+    return true;
+}
+
+void quick_xplain::solve() {
+    copy_constraints_to_local_constraints();
+    m_qsol.push();
+    lean_assert(m_qsol.constraint_count() == 0)
+        vector<unsigned> u;
+    for (unsigned k = 0; k < m_constraints_in_local_vars.size(); k++)
+        u.push_back(k);
+    minimize(u);
+    while (m_qsol.constraint_count() > 0)
+        m_qsol.pop();
+    for (unsigned i : m_x)
+        add_constraint_to_qsol(i);
+    m_qsol.solve();
+    lean_assert(m_qsol.get_status() == INFEASIBLE);
+    m_qsol.get_infeasibility_explanation(m_explanation);
+    lean_assert(m_qsol.explanation_is_correct(m_explanation));
+    lean_assert(x_is_minimal());
+    for (auto & p : m_explanation) {
+        p.second = this->m_local_constraint_offset_to_external_ci[m_local_ci_to_constraint_offsets[p.second]];
+    }
+}
+}

src/util/lp/quick_xplain.h

@@ -0,0 +1,33 @@
+/*
+Copyright (c) 2017 Microsoft Corporation
+Author: Lev Nachmanson
+*/
+
+#pragma once
+#include "util/vector.h"
+#include <unordered_set>
+
+namespace lean {
+    class lar_solver; // forward definition
+   
+    class quick_xplain {
+        std::unordered_set<unsigned> m_x; // the minimal set of constraints, the core - it is empty at the begining
+        vector<lar_constraint> m_constraints_in_local_vars;
+        vector<std::pair<mpq, constraint_index>> & m_explanation;
+        const lar_solver& m_parent_solver;
+        lar_solver & m_qsol;
+        vector<constraint_index> m_local_constraint_offset_to_external_ci;
+        std::unordered_map<constraint_index, unsigned> m_local_ci_to_constraint_offsets;
+        quick_xplain(vector<std::pair<mpq, constraint_index>> & explanation, const lar_solver & parent_lar_solver, lar_solver & qsol);
+        void minimize(const vector<unsigned> & u);
+        void add_constraint_to_qsol(unsigned j);
+        void copy_constraint_and_add_constraint_vars(const lar_constraint& lar_c);
+        void copy_constraints_to_local_constraints();
+        bool infeasible();
+        bool is_feasible(const vector<unsigned> & x, unsigned k) const;
+        bool x_is_minimal() const;
+    public:
+        static void run(vector<std::pair<mpq, constraint_index>> & explanation,const lar_solver & ls);
+        void solve();
+    };
+}

src/util/lp/random_updater.h

@@ -0,0 +1,77 @@
+/*
+Copyright (c) 2017 Microsoft Corporation
+Author: Lev Nachmanson
+*/
+#pragma once
+#include <set>
+#include "util/vector.h"
+#include <unordered_map>
+#include <string>
+#include <algorithm>
+#include "util/lp/lp_settings.h"
+#include "util/lp/linear_combination_iterator.h"
+// see http://research.microsoft.com/projects/z3/smt07.pdf
+// The class searches for a feasible solution with as many different values of variables as it can find
+namespace lean {
+template <typename T> struct numeric_pair; // forward definition
+class lar_core_solver; // forward definition
+class random_updater {
+    unsigned range = 100000;
+    struct interval {
+        bool upper_bound_is_set = false;
+        numeric_pair<mpq> upper_bound;
+        bool low_bound_is_set = false;
+        numeric_pair<mpq> low_bound;
+        void set_low_bound(const numeric_pair<mpq> & v) {
+            if (low_bound_is_set) {
+                low_bound = std::max(v, low_bound);
+            } else {
+                low_bound = v;
+                low_bound_is_set = true;
+            }
+        }
+        void set_upper_bound(const numeric_pair<mpq> & v) {
+            if (upper_bound_is_set) {
+                upper_bound = std::min(v, upper_bound);
+            } else {
+                upper_bound = v;
+                upper_bound_is_set = true;
+            }
+        }
+        bool is_empty() const {return
+                upper_bound_is_set && low_bound_is_set && low_bound >= upper_bound;
+        }
+
+        bool low_bound_holds(const numeric_pair<mpq> & a) const {
+            return low_bound_is_set == false || a >= low_bound;
+        }
+        bool upper_bound_holds(const numeric_pair<mpq> & a) const {
+            return upper_bound_is_set == false || a <= upper_bound;
+        }
+
+        bool contains(const numeric_pair<mpq> & a) const {
+            return low_bound_holds(a) && upper_bound_holds(a);
+        }
+        std::string lbs() { return low_bound_is_set ? T_to_string(low_bound):std::string("inf");}
+        std::string rbs() { return upper_bound_is_set? T_to_string(upper_bound):std::string("inf");}
+        std::string to_str() { return std::string("[")+ lbs() + ", " + rbs() + "]";}
+    };
+    std::set<var_index> m_var_set;
+    lar_core_solver & m_core_solver;
+    linear_combination_iterator<mpq>* m_column_j; // the actual column
+    interval find_shift_interval(unsigned j);
+    interval get_interval_of_non_basic_var(unsigned j);
+    void add_column_to_sets(unsigned j);
+    void random_shift_var(unsigned j);
+    std::unordered_map<numeric_pair<mpq>, unsigned> m_values; // it maps a value to the number of time it occurs
+    void diminish_interval_to_leave_basic_vars_feasible(numeric_pair<mpq> &nb_x, interval & inter);
+    void shift_var(unsigned j, interval & r);
+    void diminish_interval_for_basic_var(numeric_pair<mpq> &nb_x, unsigned j, mpq & a, interval & r);
+    numeric_pair<mpq> get_random_from_interval(interval & r);
+    void add_value(numeric_pair<mpq>& v);
+    void remove_value(numeric_pair<mpq> & v);
+  public:
+    random_updater(lar_core_solver & core_solver, const vector<unsigned> & column_list);
+    void update();
+};
+}

src/util/lp/random_updater.hpp

@@ -0,0 +1,205 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include "util/lp/random_updater.h"
+#include "util/lp/static_matrix.h"
+#include "util/lp/lar_solver.h"
+#include "util/vector.h"
+namespace lean {
+
+
+
+random_updater::random_updater(
+                               lar_core_solver & lar_core_solver,
+                               const vector<unsigned> & column_indices) : m_core_solver(lar_core_solver) {
+    for (unsigned j : column_indices)
+        add_column_to_sets(j);
+}
+
+random_updater::interval random_updater::get_interval_of_non_basic_var(unsigned j) {
+    interval ret;
+    switch (m_core_solver.get_column_type(j)) {
+    case column_type::free_column:
+        break;
+    case column_type::low_bound:
+        ret.set_low_bound(m_core_solver.m_r_low_bounds[j]);
+        break;
+    case column_type::upper_bound:
+        ret.set_upper_bound(m_core_solver.m_r_upper_bounds[j]);
+        break;
+    case column_type::boxed:
+    case column_type::fixed:
+        ret.set_low_bound(m_core_solver.m_r_low_bounds[j]);
+        ret.set_upper_bound(m_core_solver.m_r_upper_bounds[j]);
+        break;
+    default:
+        lean_assert(false);
+    }
+    return ret;
+}
+
+void random_updater::diminish_interval_for_basic_var(numeric_pair<mpq>& nb_x, unsigned j,
+                                                     mpq & a,
+                                                     interval & r) {
+    lean_assert(m_core_solver.m_r_heading[j] >= 0);
+    numeric_pair<mpq> delta;
+    lean_assert(a != zero_of_type<mpq>());
+    switch (m_core_solver.get_column_type(j)) {
+    case column_type::free_column:
+        break;
+    case column_type::low_bound:
+        delta = m_core_solver.m_r_x[j] - m_core_solver.m_r_low_bounds[j];
+        lean_assert(delta >= zero_of_type<numeric_pair<mpq>>());
+        if (a > 0) {
+            r.set_upper_bound(nb_x + delta / a);
+        } else {
+            r.set_low_bound(nb_x + delta / a);
+        }
+        break;
+    case column_type::upper_bound:
+        delta = m_core_solver.m_r_upper_bounds()[j] - m_core_solver.m_r_x[j];
+        lean_assert(delta >= zero_of_type<numeric_pair<mpq>>());
+        if (a > 0) {
+            r.set_low_bound(nb_x - delta / a);
+        } else {
+            r.set_upper_bound(nb_x - delta / a);
+        }
+        break;
+    case column_type::boxed:
+        if (a > 0) {
+            delta = m_core_solver.m_r_x[j] - m_core_solver.m_r_low_bounds[j];
+            lean_assert(delta >= zero_of_type<numeric_pair<mpq>>());
+            r.set_upper_bound(nb_x + delta / a);
+            delta = m_core_solver.m_r_upper_bounds()[j] - m_core_solver.m_r_x[j];
+            lean_assert(delta >= zero_of_type<numeric_pair<mpq>>());
+            r.set_low_bound(nb_x - delta / a);
+        } else { // a < 0
+            delta = m_core_solver.m_r_upper_bounds()[j] - m_core_solver.m_r_x[j];
+            lean_assert(delta >= zero_of_type<numeric_pair<mpq>>());
+            r.set_upper_bound(nb_x - delta / a);
+            delta = m_core_solver.m_r_x[j] - m_core_solver.m_r_low_bounds[j];
+            lean_assert(delta >= zero_of_type<numeric_pair<mpq>>());
+            r.set_low_bound(nb_x + delta / a);
+        }
+        break;
+    case column_type::fixed:
+          r.set_low_bound(nb_x);
+          r.set_upper_bound(nb_x);
+          break;
+    default:
+        lean_assert(false);
+    }
+}
+
+
+void random_updater::diminish_interval_to_leave_basic_vars_feasible(numeric_pair<mpq> &nb_x, interval & r) {
+    m_column_j->reset();
+    unsigned i;
+    mpq a;
+    while (m_column_j->next(a, i)) {
+        diminish_interval_for_basic_var(nb_x, m_core_solver.m_r_basis[i], a, r);
+        if (r.is_empty())
+            break;
+    }
+}
+
+random_updater::interval random_updater::find_shift_interval(unsigned j) {
+    interval ret = get_interval_of_non_basic_var(j);
+    diminish_interval_to_leave_basic_vars_feasible(m_core_solver.m_r_x[j], ret);
+    return ret;
+}
+
+void random_updater::shift_var(unsigned j, interval & r) {
+    lean_assert(r.contains(m_core_solver.m_r_x[j]));
+    lean_assert(m_core_solver.m_r_solver.column_is_feasible(j));
+    auto old_x = m_core_solver.m_r_x[j];
+    remove_value(old_x);
+    auto new_val = m_core_solver.m_r_x[j] = get_random_from_interval(r);
+    add_value(new_val);
+
+    lean_assert(r.contains(m_core_solver.m_r_x[j]));
+    lean_assert(m_core_solver.m_r_solver.column_is_feasible(j));
+    auto delta = m_core_solver.m_r_x[j] - old_x;
+   
+    unsigned i;
+    m_column_j->reset();
+    mpq a;
+    while(m_column_j->next(a, i)) {
+        unsigned bj = m_core_solver.m_r_basis[i];
+        m_core_solver.m_r_x[bj] -= a * delta;
+        lean_assert(m_core_solver.m_r_solver.column_is_feasible(bj));
+    }
+    lean_assert(m_core_solver.m_r_solver.A_mult_x_is_off() == false);
+}
+
+numeric_pair<mpq> random_updater::get_random_from_interval(interval & r) {
+    unsigned rand = my_random();
+    if ((!r.low_bound_is_set)  && (!r.upper_bound_is_set))
+        return numeric_pair<mpq>(rand % range, 0);
+    if (r.low_bound_is_set  && (!r.upper_bound_is_set))
+        return r.low_bound + numeric_pair<mpq>(rand % range, 0);
+    if ((!r.low_bound_is_set) && r.upper_bound_is_set)
+        return r.upper_bound - numeric_pair<mpq>(rand % range, 0);
+    lean_assert(r.low_bound_is_set && r.upper_bound_is_set);
+    return r.low_bound + (rand % range) * (r.upper_bound - r.low_bound)/ range;
+}
+
+void random_updater::random_shift_var(unsigned j) {
+    m_column_j = m_core_solver.get_column_iterator(j);
+    if (m_column_j->size() >= 50) {
+        delete m_column_j;
+        return;
+    }
+    interval interv = find_shift_interval(j);
+    if (interv.is_empty()) {
+        delete m_column_j;
+        return;
+    }
+
+    shift_var(j, interv);
+    delete m_column_j;
+}
+
+void random_updater::update() {
+    for (auto j : m_var_set) {
+        if (m_var_set.size() <= m_values.size()) {
+            break; // we are done
+        }
+        random_shift_var(j);
+    }
+}
+
+void random_updater::add_value(numeric_pair<mpq>& v) {
+    auto it = m_values.find(v);
+    if (it == m_values.end()) {
+        m_values[v] = 1;
+    } else {
+        it->second++;
+    }
+}
+
+void random_updater::remove_value(numeric_pair<mpq>& v) {
+    auto it = m_values.find(v);
+    lean_assert(it != m_values.end());
+    it->second--;
+    if (it->second == 0)
+        m_values.erase(it);
+}
+
+void random_updater::add_column_to_sets(unsigned j) {
+    if (m_core_solver.m_r_heading[j] < 0) {
+        m_var_set.insert(j);
+        add_value(m_core_solver.m_r_x[j]);
+    } else {
+        unsigned row = m_core_solver.m_r_heading[j];
+        for (auto row_c : m_core_solver.m_r_A.m_rows[row]) {
+            unsigned cj = row_c.m_j;
+            if (m_core_solver.m_r_heading[cj] < 0) {
+                m_var_set.insert(cj);
+                add_value(m_core_solver.m_r_x[cj]);
+            }
+        }
+    }
+}
+}

src/util/lp/random_updater_instances.cpp

@@ -0,0 +1,5 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include "util/lp/random_updater.hpp"

src/util/lp/row_eta_matrix.h

@@ -0,0 +1,74 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+
+#pragma once
+#include "util/vector.h"
+#include "util/debug.h"
+#include <string>
+#include "util/lp/sparse_vector.h"
+#include "util/lp/indexed_vector.h"
+#include "util/lp/permutation_matrix.h"
+namespace lean {
+    // This is the sum of a unit matrix and a lower triangular matrix
+    // with non-zero elements only in one row
+template <typename T, typename X>
+class row_eta_matrix
+        : public tail_matrix<T, X> {
+#ifdef LEAN_DEBUG
+    unsigned m_dimension;
+#endif
+    unsigned m_row_start;
+    unsigned m_row;
+    sparse_vector<T> m_row_vector;
+public:
+#ifdef LEAN_DEBUG
+    row_eta_matrix(unsigned row_start, unsigned row, unsigned dim):
+#else
+    row_eta_matrix(unsigned row_start, unsigned row):
+#endif
+
+#ifdef LEAN_DEBUG
+    m_dimension(dim),
+#endif
+    m_row_start(row_start), m_row(row) {
+    }
+
+    bool is_dense() const { return false; }
+
+    void print(std::ostream & out) {
+        print_matrix(*this, out);
+    }
+
+    const T & get_diagonal_element() const {
+        return m_row_vector.m_data[m_row];
+    }
+
+    void apply_from_left(vector<X> & w, lp_settings &);
+
+    void apply_from_left_local_to_T(indexed_vector<T> & w, lp_settings & settings);
+    void apply_from_left_local_to_X(indexed_vector<X> & w, lp_settings & settings);
+
+    void apply_from_left_to_T(indexed_vector<T> & w, lp_settings & settings) {
+        apply_from_left_local_to_T(w, settings);
+    }
+
+    void push_back(unsigned row_index, T val ) {
+        lean_assert(row_index != m_row);
+        m_row_vector.push_back(row_index, val);
+    }
+
+    void apply_from_right(vector<T> & w);
+    void apply_from_right(indexed_vector<T> & w);
+
+    void conjugate_by_permutation(permutation_matrix<T, X> & p);
+#ifdef LEAN_DEBUG
+    T get_elem(unsigned row, unsigned col) const;
+    unsigned row_count() const { return m_dimension; }
+    unsigned column_count() const { return m_dimension; }
+    void set_number_of_rows(unsigned m) { m_dimension = m; }
+    void set_number_of_columns(unsigned n) { m_dimension = n; }
+#endif
+}; // end of row_eta_matrix
+}

src/util/lp/row_eta_matrix.hpp

@@ -0,0 +1,171 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include "util/vector.h"
+#include "util/lp/row_eta_matrix.h"
+namespace lean {
+template <typename T, typename X>
+void row_eta_matrix<T, X>::apply_from_left(vector<X> & w, lp_settings &) {
+    // #ifdef LEAN_DEBUG
+    //         dense_matrix<T> deb(*this);
+    //         auto clone_w = clone_vector<T>(w, m_dimension);
+    //         deb.apply_from_left(clone_w, settings);
+    // #endif
+    
+    auto & w_at_row = w[m_row];
+    for (auto & it : m_row_vector.m_data) {
+        w_at_row += w[it.first] * it.second;
+    }
+    // w[m_row] = w_at_row;
+    // #ifdef LEAN_DEBUG
+    //         lean_assert(vectors_are_equal<T>(clone_w, w, m_dimension));
+    //         delete [] clone_w;
+    // #endif
+}
+
+template <typename T, typename X>
+void row_eta_matrix<T, X>::apply_from_left_local_to_T(indexed_vector<T> & w, lp_settings & settings) {
+    auto w_at_row = w[m_row];
+    bool was_zero_at_m_row = is_zero(w_at_row);
+
+    for (auto & it : m_row_vector.m_data) {
+        w_at_row += w[it.first] * it.second;
+    }
+
+    if (!settings.abs_val_is_smaller_than_drop_tolerance(w_at_row)){
+        if (was_zero_at_m_row) {
+            w.m_index.push_back(m_row);
+        }
+        w[m_row] = w_at_row;
+    } else if (!was_zero_at_m_row){
+        w[m_row] = zero_of_type<T>();
+        auto it = std::find(w.m_index.begin(), w.m_index.end(), m_row);
+        w.m_index.erase(it);
+    }
+    // TBD: lean_assert(check_vector_for_small_values(w, settings));
+}
+
+template <typename T, typename X>
+void row_eta_matrix<T, X>::apply_from_left_local_to_X(indexed_vector<X> & w, lp_settings & settings) {
+    auto w_at_row = w[m_row];
+    bool was_zero_at_m_row = is_zero(w_at_row);
+
+    for (auto & it : m_row_vector.m_data) {
+        w_at_row += w[it.first] * it.second;
+    }
+
+    if (!settings.abs_val_is_smaller_than_drop_tolerance(w_at_row)){
+        if (was_zero_at_m_row) {
+            w.m_index.push_back(m_row);
+        }
+        w[m_row] = w_at_row;
+    } else if (!was_zero_at_m_row){
+        w[m_row] = zero_of_type<X>();
+        auto it = std::find(w.m_index.begin(), w.m_index.end(), m_row);
+        w.m_index.erase(it);
+    }
+    // TBD: does not compile lean_assert(check_vector_for_small_values(w, settings));
+}
+
+template <typename T, typename X>
+void row_eta_matrix<T, X>::apply_from_right(vector<T> & w) {
+    const T & w_row = w[m_row];
+    if (numeric_traits<T>::is_zero(w_row)) return;
+#ifdef LEAN_DEBUG
+    // dense_matrix<T> deb(*this);
+    // auto clone_w = clone_vector<T>(w, m_dimension);
+    // deb.apply_from_right(clone_w);
+#endif
+    for (auto & it : m_row_vector.m_data) {
+        w[it.first] += w_row * it.second;
+    }
+#ifdef LEAN_DEBUG
+    // lean_assert(vectors_are_equal<T>(clone_w, w, m_dimension));
+    // delete clone_w;
+#endif
+}
+
+template <typename T, typename X>
+void row_eta_matrix<T, X>::apply_from_right(indexed_vector<T> & w) {
+    lean_assert(w.is_OK());
+    const T & w_row = w[m_row];
+    if (numeric_traits<T>::is_zero(w_row)) return;
+#ifdef LEAN_DEBUG
+    // vector<T> wcopy(w.m_data);
+    // apply_from_right(wcopy);
+#endif
+    if (numeric_traits<T>::precise()) {
+        for (auto & it : m_row_vector.m_data) {
+            unsigned j = it.first;
+            bool was_zero = numeric_traits<T>::is_zero(w[j]);
+            const T & v = w[j] += w_row * it.second;       
+            
+            if (was_zero) {
+                if (!numeric_traits<T>::is_zero(v))                     
+                    w.m_index.push_back(j);
+            } else {
+                if (numeric_traits<T>::is_zero(v))
+                    w.erase_from_index(j);
+            }
+        }
+    } else { // the non precise version
+        const double drop_eps = 1e-14;
+        for (auto & it : m_row_vector.m_data) {
+            unsigned j = it.first;
+            bool was_zero = numeric_traits<T>::is_zero(w[j]);
+            T & v = w[j] += w_row * it.second;       
+            
+            if (was_zero) { 
+                if (!lp_settings::is_eps_small_general(v, drop_eps))
+                    w.m_index.push_back(j);
+                else
+                    v = zero_of_type<T>();
+            } else {
+                if (lp_settings::is_eps_small_general(v, drop_eps)) {
+                    w.erase_from_index(j);
+                    v = zero_of_type<T>();
+                }
+            }
+        }
+    }
+#ifdef LEAN_DEBUG
+    // lean_assert(vectors_are_equal(wcopy, w.m_data));
+
+#endif
+}
+
+template <typename T, typename X>
+void row_eta_matrix<T, X>::conjugate_by_permutation(permutation_matrix<T, X> & p) {
+    // this = p * this * p(-1)
+#ifdef LEAN_DEBUG
+    // auto rev = p.get_reverse();
+    // auto deb = ((*this) * rev);
+    // deb = p * deb;
+#endif
+    m_row = p.apply_reverse(m_row);
+    // copy aside the column indices
+    vector<unsigned> columns;
+    for (auto & it : m_row_vector.m_data)
+        columns.push_back(it.first);
+    for (unsigned i = static_cast<unsigned>(columns.size()); i-- > 0;)
+        m_row_vector.m_data[i].first = p.get_rev(columns[i]);
+#ifdef LEAN_DEBUG
+    // lean_assert(deb == *this);
+#endif
+}
+#ifdef LEAN_DEBUG
+template <typename T, typename X>
+T row_eta_matrix<T, X>::get_elem(unsigned row, unsigned col) const {
+    if (row == m_row){
+        if (col == row) {
+            return numeric_traits<T>::one();
+        }
+        return m_row_vector[col];
+    }
+
+    return col == row ? numeric_traits<T>::one() : numeric_traits<T>::zero();
+}
+#endif
+}
+

src/util/lp/row_eta_matrix_instances.cpp

@@ -0,0 +1,33 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+#include "util/vector.h"
+#include <memory>
+#include "util/lp/row_eta_matrix.hpp"
+#include "util/lp/lu.h"
+namespace lean {
+template void row_eta_matrix<double, double>::conjugate_by_permutation(permutation_matrix<double, double>&);
+template void row_eta_matrix<mpq, numeric_pair<mpq> >::conjugate_by_permutation(permutation_matrix<mpq, numeric_pair<mpq> >&);
+template void row_eta_matrix<mpq, mpq>::conjugate_by_permutation(permutation_matrix<mpq, mpq>&);
+#ifdef LEAN_DEBUG
+template mpq row_eta_matrix<mpq, mpq>::get_elem(unsigned int, unsigned int) const;
+template mpq row_eta_matrix<mpq, numeric_pair<mpq> >::get_elem(unsigned int, unsigned int) const;
+template double row_eta_matrix<double, double>::get_elem(unsigned int, unsigned int) const;
+#endif
+template void row_eta_matrix<mpq, mpq>::apply_from_left(vector<mpq>&, lp_settings&);
+template void row_eta_matrix<mpq, mpq>::apply_from_right(vector<mpq>&);
+template void row_eta_matrix<mpq, mpq>::apply_from_right(indexed_vector<mpq>&);
+template void row_eta_matrix<mpq, numeric_pair<mpq> >::apply_from_left(vector<numeric_pair<mpq>>&, lp_settings&);
+template void row_eta_matrix<mpq, numeric_pair<mpq> >::apply_from_right(vector<mpq>&);
+template void row_eta_matrix<mpq, numeric_pair<mpq> >::apply_from_right(indexed_vector<mpq>&);
+template void row_eta_matrix<double, double>::apply_from_left(vector<double>&, lp_settings&);
+template void row_eta_matrix<double, double>::apply_from_right(vector<double>&);
+template void row_eta_matrix<double, double>::apply_from_right(indexed_vector<double>&);
+template void row_eta_matrix<mpq, mpq>::apply_from_left_to_T(indexed_vector<mpq>&, lp_settings&);
+template void row_eta_matrix<mpq, mpq>::apply_from_left_local_to_T(indexed_vector<mpq>&, lp_settings&);
+template void row_eta_matrix<mpq, numeric_pair<mpq> >::apply_from_left_to_T(indexed_vector<mpq>&, lp_settings&);
+template void row_eta_matrix<mpq, numeric_pair<mpq> >::apply_from_left_local_to_T(indexed_vector<mpq>&, lp_settings&);
+template void row_eta_matrix<double, double>::apply_from_left_to_T(indexed_vector<double>&, lp_settings&);
+template void row_eta_matrix<double, double>::apply_from_left_local_to_T(indexed_vector<double>&, lp_settings&);
+}

src/util/lp/scaler.h

@@ -0,0 +1,79 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+
+#pragma once
+#include "util/vector.h"
+#include <math.h>
+#include <algorithm>
+#include <stdio.h>      /* printf, fopen */
+#include <stdlib.h>     /* exit, EXIT_FAILURE */
+#include "util/lp/lp_utils.h"
+#include "util/lp/static_matrix.h"
+namespace lean {
+// for scaling an LP
+template <typename T, typename X>
+class scaler {
+    vector<X> & m_b; // right side
+    static_matrix<T, X> &m_A; // the constraint matrix
+    const T &  m_scaling_minimum;
+    const T & m_scaling_maximum;
+    vector<T>& m_column_scale;
+    lp_settings & m_settings;
+public:
+    // constructor
+    scaler(vector<X> & b, static_matrix<T, X> &A, const T & scaling_minimum, const T & scaling_maximum, vector<T> & column_scale,
+           lp_settings & settings):
+        m_b(b),
+        m_A(A),
+        m_scaling_minimum(scaling_minimum),
+        m_scaling_maximum(scaling_maximum),
+        m_column_scale(column_scale),
+        m_settings(settings) {
+        lean_assert(m_column_scale.size() == 0);
+        m_column_scale.resize(m_A.column_count(), numeric_traits<T>::one());
+    }
+
+    T right_side_balance();
+
+    T get_balance() { return m_A.get_balance(); }
+
+    T A_min() const;
+
+    T A_max() const;
+
+    T get_A_ratio() const;
+
+    T get_max_ratio_on_rows() const;
+
+    T get_max_ratio_on_columns() const;
+
+    void scale_rows_with_geometric_mean();
+
+    void scale_columns_with_geometric_mean();
+
+    void scale_once_for_ratio();
+
+    bool scale_with_ratio();
+
+    void bring_row_maximums_to_one();
+
+    void bring_column_maximums_to_one();
+
+    void bring_rows_and_columns_maximums_to_one();
+
+    bool scale_with_log_balance();
+    // Returns true if and only if the scaling was successful.
+    // It is the caller responsibility to restore the matrix
+    bool scale();
+
+    void scale_rows();
+
+    void scale_row(unsigned i);
+
+    void scale_column(unsigned i);
+
+    void scale_columns();
+};
+}