Code updates

We believe that the issue of HiGHS "hanging" when run on Windows with threads not equal to 1 has been fixed!

Added int64_t mip_total_lp_iterations to HighsCallbackDataOut and modified accessor function

Highs::writeSolution and Highs::writeBasis now being done via HighsIO logging, so can be redirected to logging callback.

Introduced const double kHighsUndefined as value of undefined values in a user solution. It's equal to kHighsInf

Added Highs::setSolution(const HighsInt num_entries, const HighsInt* index, const double* value); to allow a sparse primal solution to be defined. When a MIP is solved to do this, the value of (new) option mip_max_start_nodes is used for mip_max_nodes to avoid excessive cost

Added options write_presolved_model_to_file and write_presolved_model_file so that presolved model can be written via a command line option

Added Highs::feasibilityRelaxation to solve the problem of minimizing a (possibly weighted) sum of (allowable) infeasibilities in an LP/MIP.

Added Python utility examples/plot_highs_log.py (due to @Thell) to visualise progress of the MIP solver.

Added minimal documentation of solvers and how simplex variants can be run

Methods receiving matrix data where only small values are explicit zeros (so removed internally) are now silent and return HighsStatus::kOk (since internal matrix is exact)

Now multiplying by pre-computed reciprocals rather than performing divisions in loops in simplex solver: LP performance improvement ~2.5%

Primal and dual residuals after IPM and cuPDLP-C are checked, and corrections applied to row solution and column duals

Highs::passModelName added to allow name to be given to the incumbent model

Memory leaks in cuPDLP-C fixed

Bug fixed in MIP presolve

Build changes

The python wrapper highspy is now available for aarch64 on manylinux
This allows highs to be run through Python on AWS arm64

Bug fix for fortran on macOS

Code changes

The accessor function Highs_getCallbackDataOutItem in the C API means
that pdlp_iteration_count can be moved back to where it was inserted
into the HighsCallbackDataOut struct in v1.7.0, which broke the C
API. This fixes #1812

Some duplicate code has been eliminated from the MIP solver, and
modifications made to eliminate compiler warnings

Declaration of the (deprecated) method char* highsCompilationDate()
has been corrected

Fixed bug when describing integrality status during the human-readable solution write

Version 1.7.1 of HiGHS contains several updates

Build changes

HiGHS on nixpkgs

HiGHS now has a flake.nix to build the binary, allowing nix users to try it out.

Python build update

On PyPI, highspy is now available as v1.7.1, bringing the Python and C++ versions of HiGHS into line.

Windows versions

Fixed version info of shared library
Added version info to executable

Code changes

Inserting pdlp_iteration_count into the struct HighsCallbackDataOut (for v1.7.0) breaks the C API, so it has been moved to the end of the struct, and an accessor function Highs_getCallbackDataOutItem has been added.

References to the compilation date have been removed from the build and code of HiGHS, so that binaries for the same version compiled on different days are identical. Methods to print compilation dates are deprecated.

setBasis has been added to highspy.

writePresolvedModel has been added, allowing the presolved model to be exported as a file.

The saved MIP solution pool is now populated with the optimal solution when presolve reduces a MIP to empty.

There is now a logging message and error return when a user-supplied solution or basis is rejected due to the size of any vector being incompatible with the dimensions of the incumbent model.

Memory allocation errors in presolve are caught and Highs::run() returns HighsStatus::kError with model_status_ = HighsModelStatus::kMemoryLimit.

QP solver logging is now neater and quieter.

Any Hessian for the incumbent model is modified with zero entries when adding columns to the model, and rows/columns are removed when columns are deleted from the model.

The has been a minor bug fix in the MIP presolve

QP solver will now hot start given a basis and solution

Version 1.7.0 of HiGHS contains several new developments.

HiGHS now offers the exciting new first order LP solver (cuPDLP-c). Ours is currently only a serial CPU implementation, so performance isn't spectacular, but we aim to offer the GPU implementation in due course. To run PDLP, choose the option solver=pdlp. Note that there is currently no time-out available for PDLP, and the termination criteria for cuPDLP-c may mean that the HiGHS optimality conditions are not satisfied. See README.md .

The HiGHS interior point solver now allows analytic centre calculations to be performed. This is done by setting the HiGHS option run_centring to be true. Other new options allow the centring calculations to be controlled.

When Highs::run() is called, ranges of the matrix, costs, bounds and RHS are reported, together with advice on setting the new HiGHS options user_cost_scale and used_bound_scale if there are extreme values.

After solving an LP, the method Highs::getIllConditioning tries (in an approach similar to that used by Gurobi) to identify constraints or basic variables that contribute most to ill-conditioning of the basis matrix.

Logging from the interior point solver is now consistent with logging from the simplex and MIP solvers.

The Python interface has been updated, with several overlooked methods having been added

Considerable modifications and fixes have been added to the build system, in particular for Python. highspy is no longer built with meson, rather a combination of setuptools and cmake.

Bugs in the QP and MIP solvers have been fixed

Thanks are due to due to @fwesselm @feldmeier and @Coloquinte

Added logging, improving solution and interrupt callbacks to C++ and C for a single user-defined callback method. Specifically

• New logging callback consistent with new callback method. Old logging callback is deprecated
• Callback when MIP logging takes place
• Callback when MIP solver finds an improving integer feasible solution
• Interrupt callbacks for simplex, interior point and MIP solvers

Added the use of the objective_target option to terminate the MIP solver when an integer feasible solution at least as good as this value has been found.

Bug fixes

Bug fixes and build system

update interfaces

Removed print statement from HFactor.cpp

Includes a fix to ensure that dependent equations timeout also works on a model of the time remaining, otherwise bdry2 never times out.

Otherwise, one very minor fix to avoid a compiler warning, a print statement deleted, and a typo in a comment.

Modifications have been made to improve the reliability of the IPM solver when cross-over is not always run - carried out for benchmarking purposes. This has required the run_crossover option that was previously Boolean to become a string with possible values "on", "off" and "choose". The latter results in crossover being run if the result of IPM without crossover is imprecise.

HiGHS will now allow a solution to be read from a file when running HiGHS from the command line, and handle the case where a user has supplied a partial (discrete) solution to a MIP. If the supplied solution is not feasible, HiGHS will fix the discrete variables and attempt to find a feasible assignment of the continuous variables by solving an LP.

If the incumbent model has discrete variables, then the MIP is solved regardless of the setting of the solve option. Previously if solve were "simplex" or "ipm" then the relaxation would be solved. To force the relaxation to be solved, set the (new) solve_relaxation option (default "false") to be true.

Various bug fixes, notably time limit introduced into redundant equations rule for presolve.