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Merge branch 'latest' of https://github.com/ERGO-Code/HiGHS into enumerateSolutions4
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‎THIRD_PARTY_NOTICES.md‎

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# Third Party Licenses and Acknowledgements
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The majority of the HiGHS source code is available under the [MIT license](https://opensource.org/license/MIT).
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Code in the `/extern` directory was originally developed by third-parties and is
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licensed under additional licenses.
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## amd
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The source code in `/extern/amd` is distributed under the [BSD-3 license](https://opensource.org/license/bsd-3-clause)
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at `/extern/amd/License.txt`.
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It was originally developed by Timothy Davis.
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The upstream source code is available at:
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* https://github.com/DrTimothyAldenDavis/SuiteSparse
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To avoid compiling this code into HiGHS, use `-DHIPO=OFF`.
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## filereaderlp
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The source code in `/extern/filereaderlp` is distributed under the [MIT license](https://opensource.org/license/MIT)
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at `/extern/filereaderlp/LICENSE`.
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It was originally developed by Michael Feldmeier.
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The upstream source code is available at:
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* https://github.com/feldmeier/FilereaderLP
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## metis
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The source code in `/extern/metis` is distributed under the [Apache 2.0 license](https://opensource.org/license/apache-2-0)
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at `/extern/metis/LICENSE.txt`.
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It was originally developed by George Karypis.
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The upstream source code is available at:
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* https://github.com/KarypisLab/METIS
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* https://github.com/KarypisLab/GKlib
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To avoid compiling this code into HiGHS, use `-DHIPO=OFF`.
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## pdqsort
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The source code in `/extern/pdqsort` is distributed under the [zlib license](https://opensource.org/license/zlib)
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at `/extern/pdqsort/license.txt`.
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It was originally developed by Orson Peters.
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The upstream source code is available at:
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* https://github.com/orlp/pdqsort
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## rcm
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The source code in `/extern/rcm` is distributed under the [MIT license](https://opensource.org/license/MIT)
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at `/extern/rcm/LICENSE`.
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It was originally developed by Alan George, Joseph Liu, and John Burkardt.
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The upstream source code is available at:
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* https://people.sc.fsu.edu/~jburkardt/cpp_src/rcm/rcm.html
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## zstr
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The source code in `/extern/zstr` is distributed under the [MIT license](https://opensource.org/license/MIT)
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at `/extern/zstr/LICENSE`.
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It was originally developed by Matei David.
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The upstream source code is available at:
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* https://github.com/mateidavid/zstr

‎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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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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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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@@ -7,7 +7,7 @@ HiGHS uses CMake as build system, and requires at least version
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88
## HiGHS with HiPO
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10-
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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1212
#### 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
36-
cd METIS
37-
git checkout 521-ts
38-
```
39-
40-
Then build with
41-
```
42-
cmake -S. -B build \
43-
-DGKLIB_PATH=/path_to_METIS_repo/GKlib \
44-
-DCMAKE_INSTALL_PREFIX=path_to_installs_dir
45-
cmake --build build
46-
cmake --install build
47-
```
48-
49-
On Windows, do not forget to specify configuration type
50-
```
51-
cmake --build build --config Release
52-
```
32+
#### External ordering heuristics
5333

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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5636
### HiPO
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5838
To install HiPO, on Linux and MacOS, run
5939
```
60-
cmake -S. -B build -DHIPO=ON -DMETIS_ROOT=path_to_installs_dir
40+
cmake -S. -B build -DHIPO=ON
6141
```
6242
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.
6343
```

‎docs/src/options/definitions.md‎

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- Type: string
435435
- Default: "both"
436436

437+
## [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
442447

443-
## [hipo\_metis\_no2hop](@id option-hipo-metis-no2hop)
444-
- Set option no2hop in Metis when using HiPO
445-
- Type: boolean
446-
- Default: false
447-
448448
## pdlp\_scaling
449449
- Scaling option for PDLP solver: Default = true
450450
- Type: boolean

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