Opened 16 months ago

Last modified 3 months ago

#32282 new enhancement

Add LP solver backends for HiGHS via scipy.optimize.linprog — at Initial Version

Reported by: Matthias Köppe Owned by:
Priority: major Milestone: sage-9.8
Component: linear programming Keywords:
Cc: Dima Pasechnik, Sébastien Labbé, David Coudert Merged in:
Authors: Reviewers:
Report Upstream: N/A Work issues:
Branch: Commit:
Dependencies: Stopgaps:

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Description

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.

https://www.maths.ed.ac.uk/hall/HiGHS/ also claims to have MIP, but this does not seem to be exposed in scipy.optimize.

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