Opened 17 months ago

Last modified 3 months ago

#32282 new enhancement

Add LP solver backends for HiGHS via scipy.optimize.linprog — at Version 1

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 (last modified by Matthias Köppe)

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.

Change History (1)

comment:1 Changed 17 months ago by Matthias Köppe

Description: modified (diff)
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