Added option hipo_system for selecting augmented system or normal equations

Author: filikat

highs/ipm/IpxWrapper.cpp

@@ -504,13 +504,22 @@ HighsStatus solveLpHipo(const HighsOptions& options, HighsTimer& timer,
     hipo_options.parallel = hipo::kOptionParallelChoose;
   }
 
-  // Highs does not have an option to select NE/AS approach.
-  // For now use choose, but an option should be added for the user to choose.
-  hipo_options.nla = hipo::kOptionNlaChoose;
+  // Parse hipo_system option
+  if (options.hipo_system == kHipoAugmentedString) {
+    hipo_options.nla = hipo::kOptionNlaAugmented;
+  } else if (options.hipo_system == kHipoNormalEqString) {
+    hipo_options.nla = hipo::kOptionNlaNormEq;
+  } else if (options.hipo_system == kHighsChooseString) {
+    hipo_options.nla = hipo::kOptionNlaChoose;
+  } else {
+    highsLogUser(options.log_options, HighsLogType::kError,
+                 "Unknown value of option hipo_system\n");
+    model_status = HighsModelStatus::kSolveError;
+    return HighsStatus::kError;
+  }
 
   // ===========================================================================
   // TO DO
-  // - add options for NE/AS
   // - consider adding options for parallel tree/node
   // - block size for dense factorisation can have large impact on performance
   //   and depends on the specific architecture. It may be worth exposing it to

highs/lp_data/HighsOptions.cpp

@@ -84,10 +84,10 @@ bool commandLineSolverOk(const HighsLogOptions& report_log_options,
     return true;
   highsLogUser(report_log_options, HighsLogType::kWarning,
                "Value \"%s\" for solver option is not one of \"%s\", \"%s\", "
-               "\"%s\" or \"%s\"\n",
+               "\"%s\", \"%s\" or \"%s\"\n",
                value.c_str(), kSimplexString.c_str(),
                kHighsChooseString.c_str(), kIpmString.c_str(),
-               kPdlpString.c_str());
+               kHipoString.c_str(), kPdlpString.c_str());
   return false;
 }
 

highs/lp_data/HighsOptions.h

@@ -287,6 +287,11 @@ const string kReadSolutionFileString = "read_solution_file";
 // String for HiGHS log file option
 const string kLogFileString = "log_file";
 
+// Strings for HiPO system option
+const string kHipoSystemString = "hipo_system";
+const string kHipoAugmentedString = "augmented";
+const string kHipoNormalEqString = "normaleq";
+
 struct HighsOptionsStruct {
   // Run-time options read from the command line
   std::string presolve;
@@ -345,8 +350,9 @@ struct HighsOptionsStruct {
   bool log_to_console;
   bool timeless_log;
 
-  // Options for IPM solver
+  // Options for IPM solvers
   HighsInt ipm_iteration_limit;
+  std::string hipo_system;
 
   // Options for PDLP solver
   bool pdlp_scaling;
@@ -511,6 +517,7 @@ struct HighsOptionsStruct {
         log_to_console(false),
         timeless_log(false),
         ipm_iteration_limit(0),
+        hipo_system(""),
         pdlp_scaling(false),
         pdlp_iteration_limit(0),
         pdlp_e_restart_method(0),
@@ -668,9 +675,10 @@ class HighsOptions : public HighsOptionsStruct {
 
     record_string = new OptionRecordString(
         kSolverString,
-        "Solver option: \"simplex\", \"choose\", \"hipo\", \"ipm\" or \"pdlp\". "
+        "Solver option: \"simplex\", \"choose\", \"hipo\", \"ipm\" or "
+        "\"pdlp\". "
         "If "
-        "\"simplex\"/\"ipm\"/\"pdlp\" is chosen then, for a MIP (QP) the "
+        "\"simplex\"/\"ipm\"/\"hipo\"/\"pdlp\" is chosen then, for a MIP (QP) the "
         "integrality "
         "constraint (quadratic term) will be ignored",
         advanced, &solver, kHighsChooseString);
@@ -1194,6 +1202,12 @@ class HighsOptions : public HighsOptionsStruct {
         &ipm_iteration_limit, 0, kHighsIInf, kHighsIInf);
     records.push_back(record_int);
 
+    record_string = new OptionRecordString(
+        kHipoSystemString,
+        "HiPO Newton system option: \"augmented\", \"normaleq\" or \"choose\".",
+        advanced, &hipo_system, kHighsChooseString);
+    records.push_back(record_string);
+
     record_bool = new OptionRecordBool(
         "pdlp_scaling", "Scaling option for PDLP solver: Default = true",
         advanced, &pdlp_scaling, true);