Merge branch 'latest' into workflows

Author: galabovaa

FEATURES.md

@@ -1,49 +1,9 @@
 ## Build changes
 
-Added code coverage report
-
-Replaced command line parsing library with CLI11. Removed C++17 reference with cxxopts, which is no longer in HiGHS
-
 ## Code changes
 
-Any LP offset is communicated to the IPM solver, and used in logging and primal/dual objective calculations. 
-
-If there is a valid basis when Highs::run() is called, presolve isn't skipped unless the solver option is "simplex" or "choose" (when simplex will always be chosen if there is an advanced basis).
-
-Added basis solve methods to highspy
-
-Added methods to get primal/dual ray and dual unboundedness direction to highspy
-
-When a presolved LP has model status kUnknown, rather than returning this to the user, it performs postsolve and then uses the basis to solve the original LP
-
-Fixed bug in presolve when pointers stored in HighsMatrixSlice get invalidated when the coefficient matrix is reallocated (e.g. when non-zeros are added in HPresolve::addToMatrix)
-
-Primal and dual residual tolerances - applied following IPM or PDLP solution - now documented as options
-
-Highs::getCols (Highs::getRows) now runs in linear time if the internal constraint matrix is stored column-wise (row-wise). Added ensureColwise/Rowwise to the Highs class, the C API and highspy so that users can set the internal constraint matrix storage orientation
-
-When columns and rows are deleted from the incumbent LP after a basic solution has been found, HiGHS no longer invalidates the basis. Now it maintains the basic and nonbasic status of the remaining variables and constraints. When the model is re-solved, this information is used to construct a starting basis.
-
-Fixed bugs in presolve
-
-When running from the command line, changes to default option values are reported
-
-Added callback to allow users to supply integer feasible solutions to the MIP solver during execution
-
-Bug fix for primal heuristics in the MIP solver
-
-Model status is set appropriately when a solver's claimed optimality doesn't satify the general HiGHS primal/dual feasibilily tolerances. Affects IPM without crossover and PDLP
-
-Command line parsing now done with pure C++11 code
-
-Added command line flags to read basis from and write basis to a file 
-
-Bug fixes in records of primal/dual rays
-
-MPS read utility improved. Error logging is now less verbose; inability to handle USERCUTS section is properly logged
-
-Implemented lifting for probing as described by Achterberg et al in _Presolve Reductions in Mixed Integer Programming._ INFORMS Journal on Computing 32(2):473-506 (2019). Not used by default, but option mip_lifting_for_probing allows it to be used with two levels of modification
+Fixed incorrect assertion in `HighsMipSolver::solutionFeasible()` (fixing [#2204](https://github.com/ERGO-Code/HiGHS/issues/2204)))
 
-Propagated updates from cuPDLP-C
+getColIntegrality now returns `HighsVarType::kContinuous` when `model_.lp_.integrality_` is empty (fixing [#2261](https://github.com/ERGO-Code/HiGHS/issues/2261))
 
-Added GPU support for cuPDLP-C
+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))

check/TestCAPI.c

@@ -743,8 +743,8 @@ void fullApiOptions() {
   assert(return_status == kHighsStatusOk);
   assert(check_simplex_scale_strategy == simplex_scale_strategy);
   assert(min_simplex_scale_strategy == 0);
-  assert(max_simplex_scale_strategy == 5);
-  assert(default_simplex_scale_strategy == 1);
+  assert(max_simplex_scale_strategy == 4);
+  assert(default_simplex_scale_strategy == 2);
 
   // There are some functions to check what type of option value you should
   // provide.
@@ -2091,6 +2091,38 @@ iteration_count1); assertLogical("Dual", logic);
   Highs_destroy(highs);
 }
 */
+void testDeleteRowResolveWithBasis() {
+  // Created to expose bug in #2267, but also illustrates case where
+  // scaling was performed on the original problem - due to the 6 in
+  // row 1, but would not be performed on the problem after row 1 has
+  // been removed
+  void* highs = Highs_create();
+  Highs_setBoolOptionValue(highs, "output_flag", dev_run);
+  HighsInt ret;
+  double INF = Highs_getInfinity(highs);
+  ret = Highs_addCol(highs, 0.0, 2.0, 2.0, 0, NULL, NULL);
+  ret = Highs_addCol(highs, 0.0, -INF, INF, 0, NULL, NULL);
+  ret = Highs_addCol(highs, 0.0, -INF, INF, 0, NULL, NULL);
+  HighsInt index_1[2] = {0, 2};
+  double value_1[2] = {2.0, -1.0};
+  ret = Highs_addRow(highs, 0.0, 0.0, 2, index_1, value_1);
+  HighsInt index_2[1] = {1};
+  double value_2[1] = {6.0};
+  ret = Highs_addRow(highs, 10.0, INF, 1, index_2, value_2);
+  Highs_run(highs);
+  double col_value[3] = {0.0, 0.0, 0.0};
+  Highs_getSolution(highs, col_value, NULL, NULL, NULL);
+  assertDoubleValuesEqual("col_value[0]", col_value[0], 2.0);
+  ret = Highs_deleteRowsByRange(highs, 1, 1);
+  assert(ret == 0);
+  ret = Highs_run(highs);
+  assert(ret == 0);
+  ret = Highs_getSolution(highs, col_value, NULL, NULL, NULL);
+  assert(ret == 0);
+  assertDoubleValuesEqual("col_value[0]", col_value[0], 2.0);
+  Highs_destroy(highs);
+}
+
 int main() {
   minimalApiIllegalLp();
   testCallback();
@@ -2113,6 +2145,8 @@ int main() {
   testMultiObjective();
   testQpIndefiniteFailure();
   testDualRayTwice();
+
+  testDeleteRowResolveWithBasis();
   return 0;
 }
 //  testSetSolution();

docs/src/options/definitions.md

@@ -128,7 +128,7 @@
 - Default: 1
 
 ## simplex\_scale\_strategy
-- Simplex scaling strategy: off / choose / equilibration / forced equilibration / max value 0 / max value 1 (0/1/2/3/4/5)
+- Simplex scaling strategy: off / choose / equilibration (default) / forced equilibration / max value (0/1/2/3/4)
 - Type: integer
 - Range: {0, 5}
 - Default: 1

src/highspy/__init__.pyi

@@ -7,6 +7,7 @@ from highspy._core import (
     HighsHessian,
     HighsInfo,
     HighsInfoType,
+    HighsLinearObjective,
     HighsLogType,
     HighsLp,
     HighsModel,
@@ -59,6 +60,7 @@ __all__: list[str] = [
     "HighsRanging",
     "kHighsInf",
     "kHighsIInf",
+    "HighsLinearObjective",
     "HIGHS_VERSION_MAJOR",
     "HIGHS_VERSION_MINOR",
     "HIGHS_VERSION_PATCH",

src/highspy/_core/__init__.pyi

@@ -290,6 +290,17 @@ class HighsModel:
 
     def __init__(self) -> None: ...
 
+class HighsLinearObjective:
+    weight: float
+    offset: float
+    coefficients: list[float]
+    abs_tolerance: float
+    rel_tolerance: float
+    priority: int
+    
+    def __init__(self) -> None: ...
+
+
 class HighsModelStatus:
     """
     Members:
@@ -777,6 +788,7 @@ class _Highs:
         indices: numpy.ndarray[typing.Any, numpy.dtype[numpy.int32]],
         values: numpy.ndarray[typing.Any, numpy.dtype[numpy.float64]],
     ) -> HighsStatus: ...
+    def addLinearObjective(self, linear_objective: HighsLinearObjective) -> HighsStatus: ...
     def addVar(self, lower_bound: float, upper_bound: float) -> HighsStatus: ...
     def addVars(
         self,
@@ -814,6 +826,7 @@ class _Highs:
     def changeRowBounds(self, row: int, lower_bound: float, upper_bound: float) -> HighsStatus: ...
     def clear(self) -> HighsStatus: ...
     def clearModel(self) -> HighsStatus: ...
+    def clearLinearObjectives(self) -> HighsStatus: ...
     def clearSolver(self) -> HighsStatus: ...
     def crossover(self, solution: HighsSolution) -> HighsStatus: ...
     def deleteCols(self, num_cols: int, cols: numpy.ndarray[typing.Any, numpy.dtype[numpy.int32]]) -> HighsStatus: ...

src/highspy/highs.py

@@ -10,6 +10,7 @@
     ObjSense,
     HighsVarType,
     HighsStatus,
+    HighsLinearObjective,
     cb,  # type: ignore
     _Highs,  # type: ignore
     readonly_ptr_wrapper_double,
@@ -249,7 +250,6 @@ def maximize(self, obj: Optional[Union[highs_var, highs_linear_expression]] = No
 
         super().changeObjectiveSense(ObjSense.kMaximize)
         return self.solve()
-
     @staticmethod
     def internal_get_value(
         array_values: Union[Sequence[float], np.ndarray[Any, np.dtype[np.float64]], readonly_ptr_wrapper_double],

src/interfaces/highs_c_api.cpp

@@ -744,11 +744,11 @@ HighsInt Highs_setCallback(void* highs, HighsCCallbackType user_callback,
   return static_cast<int>(status);
 }
 
-HighsInt Highs_startCallback(void* highs, const int callback_type) {
+HighsInt Highs_startCallback(void* highs, const HighsInt callback_type) {
   return (HighsInt)((Highs*)highs)->startCallback(callback_type);
 }
 
-HighsInt Highs_stopCallback(void* highs, const int callback_type) {
+HighsInt Highs_stopCallback(void* highs, const HighsInt callback_type) {
   return (HighsInt)((Highs*)highs)->stopCallback(callback_type);
 }
 
@@ -1291,9 +1291,9 @@ HighsInt Highs_getPresolvedLp(const void* highs, const HighsInt a_format,
                               a_start, a_index, a_value, integrality);
 }
 
-HighsInt Highs_crossover(void* highs, const int num_col, const int num_row,
-                         const double* col_value, const double* col_dual,
-                         const double* row_dual) {
+HighsInt Highs_crossover(void* highs, const HighsInt num_col,
+                         const HighsInt num_row, const double* col_value,
+                         const double* col_dual, const double* row_dual) {
   HighsSolution solution;
   if (col_value) {
     solution.value_valid = true;

src/interfaces/highs_c_api.h

@@ -770,7 +770,7 @@ HighsInt Highs_getStringOptionValue(const void* highs, const char* option,
  *
  * @param highs     A pointer to the Highs instance.
  * @param option    The name of the option.
- * @param type      An int in which the corresponding `kHighsOptionType`
+ * @param type      A HighsInt in which the corresponding `kHighsOptionType`
  *                  constant should be placed.
  *
  * @returns A `kHighsStatus` constant indicating whether the call succeeded.
@@ -842,7 +842,7 @@ HighsInt Highs_getBoolOptionValues(const void* highs, const char* option,
                                    HighsInt* current_value,
                                    HighsInt* default_value);
 /**
- * Get the current and default values of an int option
+ * Get the current and default values of a HighsInt option
  *
  * @param highs         A pointer to the Highs instance.
  * @param current_value A pointer to the current value of the option.
@@ -924,7 +924,7 @@ HighsInt Highs_getInt64InfoValue(const void* highs, const char* info,
  *
  * @param highs     A pointer to the Highs instance.
  * @param info      The name of the info item.
- * @param type      An int in which the corresponding `kHighsOptionType`
+ * @param type      A HighsInt in which the corresponding `kHighsOptionType`
  *                  constant is stored.
  *
  * @returns A `kHighsStatus` constant indicating whether the call succeeded.
@@ -983,7 +983,7 @@ HighsInt Highs_getModelStatus(const void* highs);
  * LP) gets it if it does not and dual_ray_value is not nullptr.
  *
  * @param highs             A pointer to the Highs instance.
- * @param has_dual_ray      A pointer to an int to store 1 if a dual ray
+ * @param has_dual_ray      A pointer to a HighsInt to store 1 if a dual ray
  *                          currently exists.
  * @param dual_ray_value    An array of length [num_row] filled with the
  *                          unbounded ray.
@@ -1001,9 +1001,10 @@ HighsInt Highs_getDualRay(const void* highs, HighsInt* has_dual_ray,
  *
  * @param highs                                   A pointer to the Highs
  *                                                instance.
- * @param has_dual_unboundedness_direction        A pointer to an int to store 1
- *                                                if the dual unboundedness
- *                                                direction exists.
+ * @param has_dual_unboundedness_direction        A pointer to a HighsInt to
+ *                                                store 1 if the dual
+ *                                                unboundedness direction
+ *                                                exists.
  * @param dual_unboundedness_direction_value      An array of length [num_col]
  *                                                filled with the unboundedness
  *                                                direction.
@@ -1018,7 +1019,7 @@ HighsInt Highs_getDualUnboundednessDirection(
  * LP) gets it if it does not and primal_ray_value is not nullptr.
  *
  * @param highs             A pointer to the Highs instance.
- * @param has_primal_ray    A pointer to an int to store 1 if the primal ray
+ * @param has_primal_ray    A pointer to a HighsInt to store 1 if the primal ray
  *                          exists.
  * @param primal_ray_value  An array of length [num_col] filled with the
  *                          unbounded ray.
@@ -1279,7 +1280,7 @@ HighsInt Highs_setCallback(void* highs, HighsCCallbackType user_callback,
  *
  * @returns A `kHighsStatus` constant indicating whether the call succeeded.
  */
-HighsInt Highs_startCallback(void* highs, const int callback_type);
+HighsInt Highs_startCallback(void* highs, const HighsInt callback_type);
 
 /**
  * Stop callback of given type
@@ -1289,7 +1290,7 @@ HighsInt Highs_startCallback(void* highs, const int callback_type);
  *
  * @returns A `kHighsStatus` constant indicating whether the call succeeded.
  */
-HighsInt Highs_stopCallback(void* highs, const int callback_type);
+HighsInt Highs_stopCallback(void* highs, const HighsInt callback_type);
 
 /**
  * Return the cumulative wall-clock time spent in `Highs_run`.
@@ -1754,15 +1755,15 @@ HighsInt Highs_getObjectiveOffset(const void* highs, double* offset);
  * @param highs         A pointer to the Highs instance.
  * @param from_col      The first column for which to query data for.
  * @param to_col        The last column (inclusive) for which to query data for.
- * @param num_col       An integer populated with the number of columns got from
+ * @param num_col       A HighsInt populated with the number of columns got from
  *                      the model (this should equal `to_col - from_col + 1`).
  * @param costs         An array of size [to_col - from_col + 1] for the column
  *                      cost coefficients.
  * @param lower         An array of size [to_col - from_col + 1] for the column
  *                      lower bounds.
  * @param upper         An array of size [to_col - from_col + 1] for the column
  *                      upper bounds.
- * @param num_nz        An integer to be populated with the number of non-zero
+ * @param num_nz        A HighsInt to be populated with the number of non-zero
  *                      elements in the constraint matrix.
  * @param matrix_start  An array of size [to_col - from_col + 1] with the start
  *                      indices of each column in `matrix_index` and
@@ -1831,13 +1832,13 @@ HighsInt Highs_getColsByMask(const void* highs, const HighsInt* mask,
  * @param highs         A pointer to the Highs instance.
  * @param from_row      The first row for which to query data for.
  * @param to_row        The last row (inclusive) for which to query data for.
- * @param num_row       An integer to be populated with the number of rows got
+ * @param num_row       A HighsInt to be populated with the number of rows got
  *                      from the model.
  * @param lower         An array of size [to_row - from_row + 1] for the row
  *                      lower bounds.
  * @param upper         An array of size [to_row - from_row + 1] for the row
  *                      upper bounds.
- * @param num_nz        An integer to be populated with the number of non-zero
+ * @param num_nz        A HighsInt to be populated with the number of non-zero
  *                      elements in the constraint matrix.
  * @param matrix_start  An array of size [to_row - from_row + 1] with the start
  *                      indices of each row in `matrix_index` and
@@ -1940,7 +1941,7 @@ HighsInt Highs_getColByName(const void* highs, const char* name, HighsInt* col);
  * Get the integrality of a column.
  *
  * @param col          The index of the column to query.
- * @param integrality  An integer in which the integrality of the column should
+ * @param integrality  A HighsInt in which the integrality of the column should
  *                     be placed. The integer is one of the `kHighsVarTypeXXX`
  *                     constants.
  *
@@ -1994,7 +1995,7 @@ HighsInt Highs_deleteColsByMask(void* highs, HighsInt* mask);
  *
  * @returns A `kHighsStatus` constant indicating whether the call succeeded.
  */
-HighsInt Highs_deleteRowsByRange(void* highs, const int from_row,
+HighsInt Highs_deleteRowsByRange(void* highs, const HighsInt from_row,
                                  const HighsInt to_row);
 
 /**
@@ -2222,9 +2223,9 @@ HighsInt Highs_getPresolvedLp(const void* highs, const HighsInt a_format,
  *
  * @returns A `kHighsStatus` constant indicating whether the call succeeded.
  */
-HighsInt Highs_crossover(void* highs, const int num_col, const int num_row,
-                         const double* col_value, const double* col_dual,
-                         const double* row_dual);
+HighsInt Highs_crossover(void* highs, const HighsInt num_col,
+                         const HighsInt num_row, const double* col_value,
+                         const double* col_dual, const double* row_dual);
 
 /**
  * Compute the ranging information for all costs and bounds. For

src/lp_data/HConst.h

@@ -50,9 +50,10 @@ enum SimplexScaleStrategy {
   kSimplexScaleStrategyChoose,                          // 1
   kSimplexScaleStrategyEquilibration,                   // 2
   kSimplexScaleStrategyForcedEquilibration,             // 3
-  kSimplexScaleStrategyMaxValue015,                     // 4
-  kSimplexScaleStrategyMaxValue0157,                    // 5
-  kSimplexScaleStrategyMax = kSimplexScaleStrategyMaxValue0157
+  kSimplexScaleStrategyMaxValue,                        // 4
+  kSimplexScaleStrategyMaxValue015 = kSimplexScaleStrategyMaxValue,
+  kSimplexScaleStrategyMaxValue0157 = kSimplexScaleStrategyMaxValue,
+  kSimplexScaleStrategyMax = kSimplexScaleStrategyMaxValue
 };
 
 enum HighsDebugLevel {

src/lp_data/HighsLpUtils.cpp

@@ -1265,8 +1265,9 @@ bool maxValueScaleMatrix(const HighsOptions& options, HighsLp& lp,
   vector<HighsInt>& Aindex = lp.a_matrix_.index_;
   vector<double>& Avalue = lp.a_matrix_.value_;
 
-  assert(options.simplex_scale_strategy == kSimplexScaleStrategyMaxValue015 ||
-         options.simplex_scale_strategy == kSimplexScaleStrategyMaxValue0157);
+  assert(options.simplex_scale_strategy == kSimplexScaleStrategyMaxValue);
+  assert(kSimplexScaleStrategyMaxValue015 == kSimplexScaleStrategyMaxValue);
+  assert(kSimplexScaleStrategyMaxValue0157 == kSimplexScaleStrategyMaxValue);
 
   // The 015(7) values refer to bit settings in FICO's scaling options.
   // Specifically
@@ -1438,6 +1439,7 @@ HighsStatus applyScalingToLpRow(HighsLp& lp, const HighsInt row,
 }
 
 void unscaleSolution(HighsSolution& solution, const HighsScale& scale) {
+  assert(scale.has_scaling);
   assert(solution.col_value.size() == static_cast<size_t>(scale.num_col));
   assert(solution.col_dual.size() == static_cast<size_t>(scale.num_col));
   assert(solution.row_value.size() == static_cast<size_t>(scale.num_row));