Opened 6 months ago

Last modified 7 weeks ago

#32282 new enhancement

Add LP solver backends for HiGHS via scipy.optimize.linprog

Reported by: mkoeppe Owned by:
Priority: major Milestone: sage-9.6
Component: linear programming Keywords:
Cc: dimpase Merged in:
Authors: Reviewers:
Report Upstream: N/A Work issues:
Branch: Commit:
Dependencies: Stopgaps:

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Description (last modified by mkoeppe)

scipy 1.6 added a vendored copy of the HiGHS LP solvers. https://github.com/scipy/scipy/tree/master/scipy/optimize/_highs/src

https://docs.scipy.org/doc/scipy/reference/optimize.linprog-highs.html

We should start using them.

scipy 1.7 makes dual values available - https://docs.scipy.org/doc/scipy/reference/release.1.7.0.html#scipy-optimize-improvements

https://www.maths.ed.ac.uk/hall/HiGHS/ also claims to have MIP, but this does not seem to be exposed in scipy.optimize. Upstream issue https://github.com/scipy/scipy/issues/14455 tracks the task of adding a MIP interface.

highs also has a rudimentary python interface in its own source tree - https://github.com/ERGO-Code/HiGHS/blob/master/src/interfaces/highs_python_api.py

Change History (4)

comment:1 Changed 6 months ago by mkoeppe

  • Description modified (diff)

comment:2 Changed 6 months ago by mkoeppe

  • Description modified (diff)

comment:3 Changed 6 months ago by mkoeppe

  • Description modified (diff)

comment:4 Changed 7 weeks ago by mkoeppe

  • Milestone changed from sage-9.5 to sage-9.6
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