Merge branch 'latest' into strongcg

Author: Opt-Mucca

.github/workflows/build-fast.yml

@@ -18,7 +18,7 @@ jobs:
       - name: Configure CMake
         shell: bash
         working-directory: ${{runner.workspace}}/build
-        run: cmake $GITHUB_WORKSPACE -DFAST_BUILD=ON -DCMAKE_BUILD_TYPE=RELEASE
+        run: cmake $GITHUB_WORKSPACE -DFAST_BUILD=ON -DCMAKE_BUILD_TYPE=RELEASE -DCMAKE_UNITY_BUILD=ON
 
       - name: Build
         working-directory: ${{runner.workspace}}/build
@@ -45,7 +45,7 @@ jobs:
       - name: Configure CMake
         shell: bash
         working-directory: ${{runner.workspace}}/build
-        run: cmake $GITHUB_WORKSPACE -DFAST_BUILD=ON -DCMAKE_BUILD_TYPE=DEBUG
+        run: cmake $GITHUB_WORKSPACE -DFAST_BUILD=ON -DCMAKE_BUILD_TYPE=DEBUG -DCMAKE_UNITY_BUILD=ON
 
       - name: Build
         working-directory: ${{runner.workspace}}/build

.github/workflows/build-wheels-push.yml

@@ -59,7 +59,7 @@ jobs:
       - uses: actions/checkout@v4
 
       - name: Build wheels
-        uses: pypa/cibuildwheel@v2.21
+        uses: pypa/cibuildwheel@v3.0
         env:
           CIBW_BUILD: ${{ matrix.python }}-${{ matrix.buildplat[1] }}
 

.github/workflows/build-wheels.yml

@@ -1,7 +1,7 @@
 name: build-wheels
 
-on: [push]
-# on: [pull_request]
+# on: [push]
+on: [pull_request]
 
 concurrency:
   group: ${{ github.workflow }}-${{ github.ref }}
@@ -47,6 +47,6 @@ jobs:
     steps:
       - uses: actions/checkout@v4
       - name: Build wheels
-        uses: pypa/cibuildwheel@v2.21
+        uses: pypa/cibuildwheel@v3.0
         env:
           CIBW_BUILD: ${{ matrix.python }}-${{ matrix.buildplat[1] }}

CMakeLists.txt

@@ -73,7 +73,7 @@ option(BUILD_CXX "Build C++ library" ON)
 message(STATUS "Build C++ library: ${BUILD_CXX}")
 
 option(BUILD_CXX_EXE "Build C++ executable" ON)
-message(STATUS "Build C++ library: ${BUILD_CXX_EXE}")
+message(STATUS "Build C++ executable: ${BUILD_CXX_EXE}")
 
 option(BUILD_TESTING "Build Tests" ON)
 

FEATURES.md

@@ -1,61 +1,12 @@
 ## Build changes
 
-Replace command line parsing library with Cpp11 [#2211](https://github.com/ERGO-Code/HiGHS/pull/2211)
-
-CMake updates [#2286](https://github.com/ERGO-Code/HiGHS/pull/2286), the root of the HiGHS source files is now `highs/`, rather than `src/`
-
-Add missing include to zstr needed for gcc v15 and clang v19 [#2313](https://github.com/ERGO-Code/HiGHS/pull/2313)
-
-Updates for intel llvm compiler on linux [#2257](https://github.com/ERGO-Code/HiGHS/pull/2257)
-
-Build directory for Windows MSVC now `Release/bin` replacing `bin/Release` [#2376](https://github.com/ERGO-Code/HiGHS/pull/2376)
-
 ## Code changes
 
-Fixed incorrect assertion in `HighsMipSolver::solutionFeasible()` (fixing [#2204](https://github.com/ERGO-Code/HiGHS/issues/2204))
-
-As part of [#2251](https://github.com/ERGO-Code/HiGHS/issues/2251) cuPDLP-C will start from the incumbent solution in HiGHS. For a model that has been changed, the user must supply a starting solution via a call to `Highs::setSolution`
-
-getColIntegrality now returns `HighsVarType::kContinuous` when `model_.lp_.integrality_` is empty (fixing [#2261](https://github.com/ERGO-Code/HiGHS/issues/2261))
-
-Now ensuring that when solving a scaled LP with useful but unvalidated basis, it does not lose its scaling after validation, since the scaling factors will be applied to the solution (fixing [#2267](https://github.com/ERGO-Code/HiGHS/issues/2267))
-
-By setting non-empty values of options `read_solution_file`, `read_basis_file`, `write_model_file` (with extension `.lp` or `.mps`), `write_solution_file`, `solution_file`, `write_basis_file`, these files will be read or written when calling `Highs::run()`. Hence options previously only available via the command line interface can be use (for example) by modelling languages that only call `Highs::run()` (fixing [#2269](https://github.com/ERGO-Code/HiGHS/issues/2269)).
-
-Bug [#2273](https://github.com/ERGO-Code/HiGHS/issues/2273) fixed
-
-Added the feasibility jump heuristic as per [#1423](https://github.com/ERGO-Code/HiGHS/issues/1423). This is on by default, but using the option `mip_heuristic_run_feasibility_jump=false` switches it off.
-
-ZI rounding and shifting MIP primal heuristics have been added (see [#2287](https://github.com/ERGO-Code/HiGHS/pull/2287)). They are off by default, but can be activated by setting the options `mip_heuristic_run_zi_round` and `mip_heuristic_run_shifting` to be true. Options `mip_heuristic_run_rins`, `mip_heuristic_run_rens` and `mip_heuristic_run_root_reduced_cost` to run the RINS, RENS and rootReducedCost heuristics have been added. These are true by default, but setting them to be false can accelerate the MIP solver on easy problems.
-
-Added `Highs_changeRowsBoundsByRange` to C API, fixing [#2296](https://github.com/ERGO-Code/HiGHS/issues/2296)
-
-Corrected docstrings for `Highs_getReducedRow`, motivated by [#2312](https://github.com/ERGO-Code/HiGHS/issues/2312)
-
-LP file reader no longer fails when there is no objective section. Fix is [#2316](https://github.com/ERGO-Code/HiGHS/pull/2316), but this exposes code quality issue [#2318](https://github.com/ERGO-Code/HiGHS/issues/2318)
-
-Added a max scale factor (+1024) when scaling up coefficients in `preprocessBaseInequality` and `postprocessCut`. Fix is [#2337](https://github.com/ERGO-Code/HiGHS/pull/2337)
-
-Corrected the bounds used in when strengthening coefficients in `HPresolve::rowPresolve`, fixing [#1517](https://github.com/ERGO-Code/HiGHS/issues/1517)
-
-Fixed numerical error in `highs/mip/HighsCliqueTable.cpp`, closing [#2320](https://github.com/ERGO-Code/HiGHS/issues/2320)
-
-Fixed bug in `highs/mip/HighsFeasibilityJump.cpp`, closing [#2331](https://github.com/ERGO-Code/HiGHS/issues/2331)
-
-Tightened CMIR cuts, leading to small performance gain,  closing [#2333](https://github.com/ERGO-Code/HiGHS/issues/2333)
-
-Scaling the tolerance in forcing row reduction to avoid use of rows with small coefficients and bounds,  closing [#2290](https://github.com/ERGO-Code/HiGHS/issues/2290)
-
-Fixed bug when calculating a coefficient in one of the cuts in `separateImpliedBounds` in `highs/mip/HighsImplications.cpp`
-
-Added `CSECTION` to the exceptions for keywords that are followed by text, and thus cannot be used as names of columns, RHS, ranges, bounds etc.
-
-Introduced the following KKT error measures to `HighsInfo`: `num_relative_primal_infeasibilities`; `max_relative_primal_infeasibility`; `num_relative_dual_infeasibilities`; `max_relative_dual_infeasibility`; `num_primal_residual_errors`; `max_primal_residual_error`; `num_dual_residual_errors`; `max_dual_residual_error`; `num_relative_primal_residual_errors`; `max_relative_primal_residual_error`; `num_relative_dual_residual_errors`; `max_relative_dual_residual_error`; `num_complementarity_violations`; `max_complementarity_violation`; `primal_dual_objective_error.` The relative values are used to assess whether a solution deemed to be optimal by the first order LP solver `cuPDLP-C` or interior point solver `IPX` (without crossover) is truly acceptable. They also enable users to determine whether a solution corresponding to `HighsModelStatus::kUnknown` is acceptable to them as optimal. Also introduced options `complementarity_tolerance` used to assess whether the (relative) primal-dual objective error is acceptable, and `kkt_tolerance` which, if set to a value other than `kDefaultKktTolerance = 1e-7` is used as the tolerance for all the KKT error measures. The HiGHS documentation has been updated to reflect the new options and `HighsInfo` data, and logging messages indicate when KKT error measures are not satisfied, despite the solver considering the LP solution to be optimal.
-
-Added a max scale factor (+1024) when scaling up coefficients in `preprocessBaseInequality` and `postprocessCut`. Fix is [#2337](https://github.com/ERGO-Code/HiGHS/pull/2337).
+Forcing column reduction now checks the bound on the column dual rather than whether the dual row activity is zero fixing [#2409](https://github.com/ERGO-Code/HiGHS/issues/2409)
 
-Renamed `HighsOptions::pdlp_d_gap_tol` to `HighsOptions::pdlp_optimality_tolerance` for consistency with IPM
+Now handling correctly the case where an infeasible MIP has a feasible relaxation, so no ray is computed fixing [#2415](https://github.com/ERGO-Code/HiGHS/issues/2415)
 
-Renamed `HighsOptions::complementarity_tolerance` to `HighsOptions::optimality_tolerance` for consistency with IPM and PDLP
+Fixed minor bug exposed by [#2441](https://github.com/ERGO-Code/HiGHS/issues/2441) in Highs::setSolution() for a sparse user solution when the moidel is empty, and only clearing the dual data before solving with modified objective in Highs::multiobjectiveSolve() so that user-supplied solution is not cleared.
 
+Prompted by [#2463](https://github.com/ERGO-Code/HiGHS/issues/2463), the HiGHS solution and basis files now match data to any column and row names in the model, only assuming that the data are aligned with column and row indices if there are no names in the model. This requires a new version (v2) of the HiGHS basis file. Basis files from v1 are still read, but deprecated. Now, when writing out a model, basis or solution, column and row names are added to the model - previously they were created temporarily and inconsistentyly on the fly. If the model has existing names, then distinctive names are created to replace any blank names, but names with spaces or duplicate names yield an error status return.
 

app/CMakeLists.txt

@@ -25,6 +25,7 @@ if(FAST_BUILD)
     endif()
 
     set_target_properties(highs-bin PROPERTIES OUTPUT_NAME highs)
+    set_target_properties(highs-bin PROPERTIES UNITY_BUILD OFF)
 
     target_compile_features(highs-bin PRIVATE cxx_std_11)
     target_link_libraries(highs-bin PRIVATE ${PROJECT_NAMESPACE}::highs)
@@ -78,6 +79,8 @@ else()
     $<BUILD_INTERFACE:${PROJECT_SOURCE_DIR}/app>
   )
 
+  set_target_properties(highs PROPERTIES UNITY_BUILD OFF)
+
   # install the binary
   install(TARGETS highs EXPORT highs-targets
     RUNTIME)
@@ -87,4 +90,4 @@ endif()
 if(EMSCRIPTEN AND EMSCRIPTEN_HTML)
   set(CMAKE_EXECUTABLE_SUFFIX ".html")
   set_target_properties(highs PROPERTIES LINK_DEPENDS ${CMAKE_CURRENT_SOURCE_DIR}/highs_webdemo_shell.html)
-endif()
+endif()

check/CMakeLists.txt

@@ -106,6 +106,8 @@ if ((NOT FAST_BUILD OR ALL_TESTS) AND NOT (BUILD_EXTRA_UNIT_ONLY))
 
   add_executable(unit_tests ${TEST_SOURCES})
 
+  set_target_properties(unit_tests PROPERTIES UNITY_BUILD OFF)
+
   if (UNIX)
       target_compile_options(unit_tests PRIVATE "-Wno-unused-variable")
       target_compile_options(unit_tests PRIVATE "-Wno-unused-const-variable")
@@ -258,7 +260,7 @@ if ((NOT FAST_BUILD OR ALL_TESTS) AND NOT (BUILD_EXTRA_UNIT_ONLY))
       "lseu\;1120|1119.9999999\;"
       "egout\;(568.1007|568.1006999)\;"
       "gt2\;21166\;"
-      "rgn\;82.1999992\;"
+      "rgn\;82.19999\;"
       "bell5\;(8966406.49152|8966406.491519|8966406.49151)\;"
       "sp150x300d\;(69|68.9999999)\;"
       "p0548\;(8691|8690.9999999)\;"

check/TestBasis.cpp

@@ -56,8 +56,16 @@ TEST_CASE("Basis-file", "[highs_basis_file]") {
   f << "HiGHS v1" << std::endl;
   f << "None" << std::endl;
   f.close();
-  return_status = highs.readBasis(invalid_basis_file);
-  REQUIRE(return_status == HighsStatus::kOk);
+  // HiGHS v1 basis file is deprecated, but read, so warning is
+  // returned
+  REQUIRE(highs.readBasis(invalid_basis_file) == HighsStatus::kWarning);
+
+  // Write and read a file for an invalid basis
+  f.open(invalid_basis_file, std::ios::out);
+  f << "HiGHS_basis_file v2" << std::endl;
+  f << "None" << std::endl;
+  f.close();
+  REQUIRE(highs.readBasis(invalid_basis_file) == HighsStatus::kOk);
 
   // Write and read a file for incompatible number of columns
   f.open(invalid_basis_file, std::ios::out);

check/TestCheckSolution.cpp

@@ -90,9 +90,9 @@ TEST_CASE("check-set-mip-solution", "[highs_check_solution]") {
   if (dev_run) printf("Num nodes = %d\n", int(scratch_num_nodes));
 
   std::string solution_file = test_name + model + ".sol";
-  if (dev_run) return_status = highs.writeSolution("");
-  return_status = highs.writeSolution(solution_file);
-  REQUIRE(return_status == HighsStatus::kOk);
+  if (dev_run) REQUIRE(highs.writeSolution("") == HighsStatus::kOk);
+  ;
+  REQUIRE(highs.writeSolution(solution_file) == HighsStatus::kOk);
 
   highs.clear();
 
@@ -459,6 +459,118 @@ TEST_CASE("read-miplib-solution", "[highs_check_solution]") {
   h.resetGlobalScheduler(true);
 }
 
+TEST_CASE("read-lp-file-solution", "[highs_check_solution]") {
+  const std::string test_name = Catch::getResultCapture().getCurrentTestName();
+  const std::string model_file_name = test_name + ".lp";
+  const std::string solution_file_name = test_name + ".sol";
+  const bool with_names = false;
+  HighsLp lp;
+  lp.num_col_ = 3;
+  lp.num_row_ = 2;
+  lp.col_cost_ = {0, 1, 1};
+  lp.col_lower_ = {0, 10, 0};
+  lp.col_upper_ = {kHighsInf, kHighsInf, kHighsInf};
+  if (with_names) lp.col_names_ = {"x", "y", "z"};
+  lp.row_lower_ = {1, -kHighsInf};
+  lp.row_upper_ = {kHighsInf, 2};
+  if (with_names) lp.row_names_ = {"r-lo", "r-up"};
+  lp.a_matrix_.start_ = {0, 2, 2, 4};
+  lp.a_matrix_.index_ = {0, 1, 0, 1};
+  lp.a_matrix_.value_ = {1, 1, 1, 1};
+  lp.integrality_ = {HighsVarType::kContinuous, HighsVarType::kContinuous,
+                     HighsVarType::kInteger};
+  Highs h;
+  h.setOptionValue("output_flag", dev_run);
+  REQUIRE(h.passModel(lp) == HighsStatus::kOk);
+  h.run();
+  h.writeModel(model_file_name);
+  h.writeSolution(solution_file_name);
+
+  h.readModel(model_file_name);
+  h.writeModel("");
+  h.readSolution(solution_file_name);
+  h.run();
+
+  std::remove(model_file_name.c_str());
+  std::remove(solution_file_name.c_str());
+
+  h.resetGlobalScheduler(true);
+}
+
+TEST_CASE("read-lp-file-basis", "[highs_check_solution]") {
+  const std::string test_name = Catch::getResultCapture().getCurrentTestName();
+  const std::string model_file_name = test_name + ".lp";
+  const std::string basis_file_name = test_name + ".bas";
+  const bool with_names = false;
+  HighsLp lp;
+  lp.num_col_ = 3;
+  lp.num_row_ = 2;
+  lp.col_cost_ = {0, 1, 1};
+  lp.col_lower_ = {0, 10, 0};
+  lp.col_upper_ = {kHighsInf, kHighsInf, kHighsInf};
+  if (with_names) lp.col_names_ = {"x", "y", "z"};
+  lp.row_lower_ = {1, -kHighsInf};
+  lp.row_upper_ = {kHighsInf, 2};
+  if (with_names) lp.row_names_ = {"r-lo", "r-up"};
+  lp.a_matrix_.start_ = {0, 2, 2, 4};
+  lp.a_matrix_.index_ = {0, 1, 0, 1};
+  lp.a_matrix_.value_ = {1, 1, 1, 1};
+  Highs h;
+  h.setOptionValue("output_flag", dev_run);
+  REQUIRE(h.passModel(lp) == HighsStatus::kOk);
+  h.run();
+  // Optimally x - basic; y - lower; z - lower
+  h.writeModel(model_file_name);
+  h.writeSolution("", 1);
+  h.writeBasis("");
+  h.writeBasis(basis_file_name);
+
+  h.readModel(model_file_name);
+  // Variables now ordered y; z; x
+  h.writeModel("");
+  h.readBasis(basis_file_name);
+  // Old read basis yields initial basis: y - basic; z - lower; x -
+  // lower, using basis for original ordering with new ordering. Not
+  // optimal - in fact basis matrix B = [0] is singular!
+  h.run();
+  REQUIRE(h.getInfo().simplex_iteration_count == 0);
+
+  std::remove(model_file_name.c_str());
+  std::remove(basis_file_name.c_str());
+
+  h.resetGlobalScheduler(true);
+}
+
+TEST_CASE("read-lp-file-rgn", "[highs_check_solution]") {
+  const std::string test_name = Catch::getResultCapture().getCurrentTestName();
+  const std::string filename =
+      std::string(HIGHS_DIR) + "/check/instances/rgn.mps";
+  const std::string model_file_name = test_name + ".lp";
+  const std::string solution_file_name = test_name + ".sol";
+  Highs h;
+  h.setOptionValue("output_flag", dev_run);
+  REQUIRE(h.readModel(filename) == HighsStatus::kOk);
+  REQUIRE(h.run() == HighsStatus::kOk);
+  REQUIRE(h.writeSolution(solution_file_name) == HighsStatus::kOk);
+  REQUIRE(h.writeModel(model_file_name) == HighsStatus::kOk);
+
+  REQUIRE(h.readModel(model_file_name) == HighsStatus::kOk);
+  REQUIRE(h.readSolution(solution_file_name) == HighsStatus::kOk);
+  bool valid;
+  bool integral;
+  bool feasible;
+  REQUIRE(h.assessPrimalSolution(valid, integral, feasible) ==
+          HighsStatus::kOk);
+  REQUIRE(valid);
+  REQUIRE(integral);
+  REQUIRE(feasible);
+
+  std::remove(model_file_name.c_str());
+  std::remove(solution_file_name.c_str());
+
+  h.resetGlobalScheduler(true);
+}
+
 void runWriteReadCheckSolution(Highs& highs, const std::string& test_name,
                                const std::string& model,
                                const HighsModelStatus require_model_status,
@@ -478,9 +590,15 @@ void runWriteReadCheckSolution(Highs& highs, const std::string& test_name,
   if (dev_run)
     printf("Writing solution in style %d to %s\n", int(write_solution_style),
            solution_file.c_str());
-  if (dev_run) return_status = highs.writeSolution("", write_solution_style);
-  return_status = highs.writeSolution(solution_file, write_solution_style);
-  REQUIRE(return_status == HighsStatus::kOk);
+  // For models without names, Highs::writeSolution will return
+  // HighsStatus::kWarning
+  HighsStatus require_status = highs.getLp().col_names_.size()
+                                   ? HighsStatus::kOk
+                                   : HighsStatus::kWarning;
+  REQUIRE(highs.writeSolution(solution_file, write_solution_style) ==
+          require_status);
+  if (dev_run)
+    REQUIRE(highs.writeSolution("", write_solution_style) == HighsStatus::kOk);
 
   const bool& value_valid = highs.getSolution().value_valid;
   bool valid, integral, feasible;
@@ -581,3 +699,42 @@ void runSetLpSolution(const std::string model) {
 
   highs.resetGlobalScheduler(true);
 }
+
+TEST_CASE("miplib-sol-file", "[highs_filereader]") {
+  const std::string test_name = Catch::getResultCapture().getCurrentTestName();
+  std::string sol_file = test_name + ".sol";
+  std::string lp_file = test_name + ".lp";
+  FILE* file = fopen(lp_file.c_str(), "w");
+  std::string file_content =
+      "Minimize\n obj: 2 sel_2 + sel_3\nSubject To\nr0: sel_0 - sel_1 + sel_4 "
+      ">= "
+      "2\nEnd\n";
+  if (dev_run) printf("Using .lp file\n%s", file_content.c_str());
+  fprintf(file, "%s", file_content.c_str());
+  fclose(file);
+  Highs h;
+  h.setOptionValue("output_flag", dev_run);
+  REQUIRE(h.readModel(lp_file) == HighsStatus::kOk);
+
+  file = fopen(sol_file.c_str(), "w");
+  file_content =
+      "=obj= 203672547.1\nsel_0 1\nsel_1 0\nsel_2 0\nsel_3 0\nsel_4 1\n";
+  if (dev_run) printf("Using .sol file\n%s", file_content.c_str());
+  fprintf(file, "%s", file_content.c_str());
+  fclose(file);
+  REQUIRE(h.readSolution(sol_file) == HighsStatus::kOk);
+
+  std::vector<double> solution = h.getSolution().col_value;
+  REQUIRE(solution[0] == 0);
+  REQUIRE(solution[1] == 0);
+  REQUIRE(solution[2] == 1);
+  REQUIRE(solution[3] == 0);
+  REQUIRE(solution[4] == 1);
+
+  REQUIRE(h.run() == HighsStatus::kOk);
+
+  std::remove(lp_file.c_str());
+  std::remove(sol_file.c_str());
+
+  h.resetGlobalScheduler(true);
+}