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Merge pull request #2699 from ERGO-Code/hipo-orderings
Add Metis, AMD and RCM to HiGHS
2 parents 9cc4f4f + cd2bd0b commit a0a733f

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‎LicenseNote.txt‎

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The HiGHS source code in highs/ is available under MIT
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license (see LICENSE.TXT).
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Some of the code in extern/ is available under other
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similar permissive licenses:
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- SuiteSparse AMD is available under BSD 3-clause license.
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- Metis is available under Apache 2.0 license.
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These codes ara needed only when building HiGHS with HiPO
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support (-DHIPO=ON). If this is the case, then the resulting
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HiGHS library and executables are available with Apache 2.0
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license rather than MIT.

‎check/TestHipo.cpp‎

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@@ -84,4 +84,55 @@ TEST_CASE("test-hipo-deterministic", "[highs_hipo]") {
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REQUIRE(solution_1.row_value == solution_2.row_value);
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REQUIRE(solution_1.col_dual == solution_2.col_dual);
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REQUIRE(solution_1.row_dual == solution_2.row_dual);
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}
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TEST_CASE("test-hipo-orderings", "[highs_hipo]") {
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// Test that hipo orderings work correctly
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std::string model = "adlittle.mps";
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const double expected_obj = 2.2549e5;
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Highs highs;
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highs.setOptionValue("output_flag", dev_run);
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highs.setOptionValue("solver", kHipoString);
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highs.setOptionValue("timeless_log", kHighsOnString);
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std::string filename = std::string(HIGHS_DIR) + "/check/instances/" + model;
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highs.readModel(filename);
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// metis
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{
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highs.setOptionValue(kHipoOrderingString, kHipoMetisString);
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HighsStatus status = highs.run();
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REQUIRE(status == HighsStatus::kOk);
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const double actual_obj = highs.getObjectiveValue();
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REQUIRE(std::abs(actual_obj - expected_obj) / std::abs(expected_obj) <
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1e-4);
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}
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// amd
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{
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highs.setOptionValue(kHipoOrderingString, kHipoAmdString);
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HighsStatus status = highs.run();
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REQUIRE(status == HighsStatus::kOk);
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const double actual_obj = highs.getObjectiveValue();
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REQUIRE(std::abs(actual_obj - expected_obj) / std::abs(expected_obj) <
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1e-4);
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}
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// rcm
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{
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highs.setOptionValue(kHipoOrderingString, kHipoRcmString);
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HighsStatus status = highs.run();
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REQUIRE(status == HighsStatus::kOk);
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const double actual_obj = highs.getObjectiveValue();
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REQUIRE(std::abs(actual_obj - expected_obj) / std::abs(expected_obj) <
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1e-4);
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}
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highs.resetGlobalScheduler(true);
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}

‎cmake/FindHipoDeps.cmake‎

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@@ -144,108 +144,3 @@ else()
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endif()
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endif()
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endif()
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# METIS
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set(METIS_ROOT "" CACHE STRING "Root directory of METIS")
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message(STATUS "METIS_ROOT is " ${METIS_ROOT})
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# If a METIS install was specified try to use it first.
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if (NOT (METIS_ROOT STREQUAL ""))
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message(STATUS "Looking for METIS CMake targets file in " ${METIS_ROOT})
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find_package(metis CONFIG NO_DEFAULT_PATH QUIET)
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else()
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find_package(metis CONFIG QUIET)
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endif()
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if(metis_FOUND)
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message(STATUS "metis CMake config path: ${metis_DIR}")
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else()
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find_path(METIS_PATH
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NAMES "metis.h"
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PATHS "${METIS_ROOT}/include"
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NO_DEFAULT_PATH)
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message(STATUS "Found Metis header at ${METIS_PATH}")
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find_library(METIS_LIB
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NAMES metis libmetis
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PATHS "${METIS_ROOT}/lib" "${METIS_ROOT}/bin"
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NO_DEFAULT_PATH)
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if(METIS_LIB)
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message(STATUS "Found Metis library at ${METIS_LIB}")
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else()
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# METIS_ROOT was not successful
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message(STATUS "Metis not found in METIS_PATH, fallback to default search.")
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if (NOT (METIS_ROOT STREQUAL ""))
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find_package(metis CONFIG)
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if (metis_FOUND)
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message(STATUS "metis CMake config path: ${metis_DIR}")
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else()
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# METIS_ROOT was not successful and there is no cmake config
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find_path(METIS_PATH
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NAMES "metis.h")
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message(STATUS "Found Metis header at ${METIS_PATH}")
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find_library(METIS_LIB
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NAMES metis libmetis)
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if(METIS_LIB)
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message(STATUS "Found Metis library at ${METIS_LIB}")
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else()
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message(FATAL_ERROR "No Metis library found")
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endif()
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endif()
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endif()
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endif()
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endif()
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# GKlib optional for newer versions on ubuntu and macos
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set(GKLIB_ROOT "" CACHE STRING "Root directory of GKlib")
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if (NOT (GKLIB_ROOT STREQUAL ""))
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message(STATUS "GKLIB_ROOT is " ${GKLIB_ROOT})
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find_package(GKlib CONFIG NO_DEFAULT_PATH)
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if(GKlib_FOUND)
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message(STATUS "gklib CMake config path: ${GKlib_DIR}")
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# get_cmake_property(_vars VARIABLES)
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# foreach(_v IN LISTS _vars)
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# if(_v MATCHES "GKlib")
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# message(STATUS "${_v} = ${${_v}}")
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# endif()
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# endforeach()
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# get_property(_targets DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR} PROPERTY IMPORTED_TARGETS)
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# foreach(_t IN LISTS _targets)
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# if(_t MATCHES "GKlib")
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# message(STATUS "GKlib exported target: ${_t}")
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# endif()
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# endforeach()
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else()
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find_path(GKLIB_PATH
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NAMES "gklib.h" "GKlib.h"
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REQUIRED
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PATHS "${GKLIB_ROOT}/include"
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NO_DEFAULT_PATH)
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message(STATUS "Found GKlib header at ${GKLIB_PATH}")
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find_library(GKLIB_LIB
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NAMES GKlib libGKlib
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REQUIRED
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PATHS "${GKLIB_ROOT}/lib"
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NO_DEFAULT_PATH)
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if(GKLIB_LIB)
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message(STATUS "Found GKlib library at ${GKLIB_LIB}")
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else()
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# GKLIB_ROOT was not successful
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message(FATAL_ERROR "No GKlib library found at ${GKLIB_ROOT}")
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endif()
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endif()
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endif()

‎cmake/sources.cmake‎

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@@ -258,6 +258,74 @@ set(hipo_util_headers
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ipm/hipo/auxiliary/mycblas.h
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ipm/hipo/auxiliary/VectorOperations.h)
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set(hipo_orderings_sources
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../extern/amd/amd_1.c
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../extern/amd/amd_2.c
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../extern/amd/amd_aat.c
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../extern/amd/amd_control.c
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../extern/amd/amd_defaults.c
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../extern/amd/amd_info.c
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../extern/amd/amd_order.c
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../extern/amd/amd_post_tree.c
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../extern/amd/amd_postorder.c
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../extern/amd/amd_preprocess.c
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../extern/amd/amd_valid.c
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../extern/amd/SuiteSparse_config.c
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../extern/metis/GKlib/error.c
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../extern/metis/GKlib/mcore.c
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../extern/metis/GKlib/memory.c
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../extern/metis/GKlib/random.c
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../extern/metis/libmetis/auxapi.c
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../extern/metis/libmetis/balance.c
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../extern/metis/libmetis/bucketsort.c
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../extern/metis/libmetis/coarsen.c
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../extern/metis/libmetis/compress.c
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../extern/metis/libmetis/contig.c
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../extern/metis/libmetis/fm.c
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../extern/metis/libmetis/gklib.c
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../extern/metis/libmetis/graph.c
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../extern/metis/libmetis/initpart.c
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../extern/metis/libmetis/mcutil.c
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../extern/metis/libmetis/mmd.c
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../extern/metis/libmetis/ometis.c
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../extern/metis/libmetis/options.c
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../extern/metis/libmetis/refine.c
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../extern/metis/libmetis/separator.c
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../extern/metis/libmetis/sfm.c
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../extern/metis/libmetis/srefine.c
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../extern/metis/libmetis/util.c
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../extern/metis/libmetis/wspace.c
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../extern/rcm/rcm.cpp)
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set(hipo_orderings_headers
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../extern/amd/amd_internal.h
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../extern/amd/amd.h
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../extern/amd/SuiteSparse_config.h
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../extern/metis/GKlib/gk_arch.h
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../extern/metis/GKlib/gk_defs.h
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../extern/metis/GKlib/gk_macros.h
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../extern/metis/GKlib/gk_mkblas.h
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../extern/metis/GKlib/gk_mkmemory.h
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../extern/metis/GKlib/gk_mkpqueue.h
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../extern/metis/GKlib/gk_mkrandom.h
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../extern/metis/GKlib/gk_mksort.h
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../extern/metis/GKlib/gk_ms_inttypes.h
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../extern/metis/GKlib/gk_ms_stat.h
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../extern/metis/GKlib/gk_ms_stdint.h
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../extern/metis/GKlib/gk_proto.h
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../extern/metis/GKlib/gk_struct.h
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../extern/metis/GKlib/gk_types.h
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../extern/metis/GKlib/GKlib.h
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../extern/metis/libmetis/defs.h
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../extern/metis/libmetis/gklib_defs.h
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../extern/metis/libmetis/macros.h
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../extern/metis/libmetis/metislib.h
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../extern/metis/libmetis/proto.h
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../extern/metis/libmetis/stdheaders.h
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../extern/metis/libmetis/struct.h
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../extern/metis/metis.h
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../extern/rcm/rcm.h)
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# redefinition of 'kHighsInf'
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set_source_files_properties (../extern/filereaderlp/reader.cpp PROPERTIES SKIP_UNITY_BUILD_INCLUSION ON)
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‎docs/src/installation.md‎

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## HiGHS with HiPO
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HiGHS does not have any external dependencies, however, the new interior point solver HiPO uses BLAS and Metis. At the moment HiPO is optional and can be enabled via CMake. To build HiPO, you need to have Metis and BLAS installed on your machine. Please follow the instructions below.
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HiGHS does not have any external dependencies, however, the new interior point solver HiPO uses BLAS. At the moment HiPO is optional and can be enabled via CMake. To build HiPO, you need to have BLAS installed on your machine. Please follow the instructions below.
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#### BLAS
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To specify explicitly which BLAS vendor to look for, `BLA_VENDOR` coud be set in CMake, e.g. `-DBLA_VENDOR=Apple` or `-DBLA_VENDOR=OpenBLAS`. Alternatively, to specify which BLAS library to use, set `BLAS_LIBRARIES` to the full path of the library e.g. `-DBLAS_LIBRARIES=/path_to/libopenblas.so`.
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#### Metis
33-
There are some known issues with Metis so the recommented version is in [this fork](https://github.com/galabovaa/METIS/tree/521-ts), branch 521-ts. This is version 5.2.1 with several patches for more reliable build and execution. Clone the repository with
34-
```
35-
git clone https://github.com/galabovaa/METIS.git
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cd METIS
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git checkout 521-ts
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```
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Then build with
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```
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cmake -S. -B build \
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-DGKLIB_PATH=/path_to_METIS_repo/GKlib \
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-DCMAKE_INSTALL_PREFIX=path_to_installs_dir
45-
cmake --build build
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cmake --install build
47-
```
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On Windows, do not forget to specify configuration type
50-
```
51-
cmake --build build --config Release
52-
```
32+
#### External ordering heuristics
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54-
If you compile HiGHS with 64-bit integers (HIGHSINT64=ON), then Metis must also be compiled with 64-bit integers.
34+
HiPO also relies on a fill-reducing ordering heuristic. HiGHS includes the source code of Metis, AMD and RCM, three open-source ordering heuristics. Their source code is already part of the HiGHS library, so there is no need to link them. In particular, there is no need to have Metis installed separately, as in previous versions of HiPO. These source codes can be found in extern/metis, extern/amd, extern/rcm, together with the respective license files. Notice that the HiGHS source code is MIT licensed. However, if you build HiGHS with HiPO support, then libhighs and the HiGHS executables are licensed Apache 2.0, due to the presence of Metis and AMD.
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### HiPO
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5838
To install HiPO, on Linux and MacOS, run
5939
```
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cmake -S. -B build -DHIPO=ON -DMETIS_ROOT=path_to_installs_dir
40+
cmake -S. -B build -DHIPO=ON
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```
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On Windows, you also need to specify the path to OpenBLAS. If it was installed with vcpkg as suggested above, add the path to `vcpkg.cmake` to the CMake flags, e.g.
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```

‎docs/src/options/definitions.md‎

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- Type: string
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- Default: "both"
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## [hipo\_ordering](@id option-hipo-ordering)
438+
- HiPO matrix reordering: "metis", "amd", "rcm" or "choose"
439+
- Type: string
440+
- Default: "choose"
441+
437442
## hipo\_block\_size
438443
- Block size for dense linear algebra within HiPO
439444
- Type: integer
440445
- Range: {0, 2147483647}
441446
- Default: 128
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443-
## [hipo\_metis\_no2hop](@id option-hipo-metis-no2hop)
444-
- Set option no2hop in Metis when using HiPO
445-
- Type: boolean
446-
- Default: false
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## pdlp\_scaling
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- Scaling option for PDLP solver: Default = true
450450
- Type: boolean

‎docs/src/solvers.md‎

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@@ -51,9 +51,10 @@ HiGHS has two interior point (IPM) solvers:
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within the interior point solver: select "augmented" to force the solver to use the augmented system, "normaleq" for normal
5252
equations, or "choose" to leave the choice to the solver.
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54-
HiPO uses Metis internally to reorder the Newton system matrix. In case of large fill-in in the factorisation, two alternatives are available for users to try:
55-
* Setting the [hipo\_metis\_no2hop](@ref option-hipo-metis-no2hop) option to "true" may improve the quality of the ordering in some cases.
56-
* Linking the Metis library from branch 510-ts in [this fork](https://github.com/galabovaa/METIS/tree/510-ts), instead of branch 521-ts, may improve the quality of the ordering in some cases. This is available only if HiGHS is compiled from source.
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The option [hipo\_ordering](@ref option-hipo-ordering) can be used to select the fill-reducing heuristic to use during the factorisation:
55+
* Nested dissection, obtained setting the option [hipo\_ordering](@ref option-hipo-ordering) to "metis".
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* Approximate mininum degree, obtained setting the option [hipo\_ordering](@ref option-hipo-ordering) to "amd".
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* Reverse Cuthill-McKee, obtained setting the option [hipo\_ordering](@ref option-hipo-ordering) to "rcm".
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Setting the option [__solver__](@ref option-solver) to "ipm" selects the HiPO solver, if the build supports it, otherwise it selects the IPX solver.
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‎extern/amd/License.txt‎

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AMD, Copyright (c), 1996-2022, Timothy A. Davis,
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Patrick R. Amestoy, and Iain S. Duff. All Rights Reserved.
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4+
Availability:
5+
6+
http://www.suitesparse.com
7+
8+
-------------------------------------------------------------------------------
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AMD License: BSD 3-clause:
10+
-------------------------------------------------------------------------------
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Redistribution and use in source and binary forms, with or without
13+
modification, are permitted provided that the following conditions are met:
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* Redistributions of source code must retain the above copyright
15+
notice, this list of conditions and the following disclaimer.
16+
* Redistributions in binary form must reproduce the above copyright
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notice, this list of conditions and the following disclaimer in the
18+
documentation and/or other materials provided with the distribution.
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* Neither the name of the organizations to which the authors are
20+
affiliated, nor the names of its contributors may be used to endorse
21+
or promote products derived from this software without specific prior
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written permission.
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
26+
IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
27+
ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDERS BE LIABLE FOR ANY
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DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
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(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
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SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
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CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
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LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY
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OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH
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DAMAGE.
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