Updated FEATURES.md and added HighsModel to getIis in highspy

Author: jajhall

FEATURES.md

@@ -18,3 +18,28 @@ Only for LPs is there a choice of solver. Previously, when setting the `solver`
 
 As per [#2487](https://github.com/ERGO-Code/HiGHS/issues/2487), trivial heuristics now run before feasibility jump (FJ), and FJ will use any existing incumbent. FJ will clip any finite variable values in the incumbent to lower and upper bounds, and falls back to the existing logic (lower bound if finite, else upper bound if finite, else 0) for any infinite values in the incumbent.
 
+Prompted by [#2460](https://github.com/ERGO-Code/HiGHS/issues/2460), the options `user_cost_scale` and `user_bound_scale` apply uniform (power-of-two) scaling to the objective and bounds of a model, and now respect the following restrictions
+- For a MIP, column bounds cannot be scaled, so the scaling is achieved by scaling the cost and constraint matrix column
+- For a QP, Hessian entries must be scaled down (up) when bounds are scaled up (down) so that all terms in the objective are scaled by a constant.
+
+After HiGHS determines and logs the coefficient ranges and warns about extreme values, it recommends values of `user_cost_scale` and `user_bound_scale` if
+- All the objective coefficients (bound values) are smaller than the "excessively small constant" `kExcessivelySmallObjectiveCoefficient` (`kExcessivelySmallBoundValue`) - both of which are 1e-4 - suggesting that they are scaled up so that the largest value becomes (just over) the excessively small constant. Since the smallest value can be arbitrarily small, scaling so that this becomes (just over) the small constant is inadvisable, as the largest value could then be scaled up to an extremely large value.
+- All the objective coefficients (bound values) are larger than the "excessively large constant" `kExcessivelyLargeObjectiveCoefficient` (`kExcessivelyLargeBoundValue`) - both of which are 1e6 - suggesting that they are scaled down so that the largest value becomes (just over) the excessively large constant.
+
+The recommended objective scaling is determined with respect to the recommended bound scaling
+Users can obtain the recommended values of user_cost_scale and user_bound_scale by calling `Highs::getObjectiveBoundScaling`
+
+The irreducible infeasibility system (IIS) facility now detects infeasibility due to bounds on constraint activity values being incompatible with constraint bounds. A `kIisStrategyLight` mode for the `iis_strategy` option has been introduced so that only infeasibility due to incompatible variable/constraint bounds and constraint activity values is checked for. The model corresponding to any known IIS is now formed and held as a data member of the `HighsIis` class. The `HighsIis` class is available via `highspy`, and its data members are available via the C API.
+
+Prompted by [#2463](https://github.com/ERGO-Code/HiGHS/issues/2463), when HiGHS writes out a solution or basis for a model without column or row names, it creates names. This avoids a mis-match between the ordering of variables when such a model is written out as a .lp file, and then this and a solution or a basis is read in.
+
+Prompted by [#2487](https://github.com/ERGO-Code/HiGHS/issues/2487), the feasibility jump MIP heuristic starts from any incumbent solution, allowing it to improve on an existing feasible solution.
+
+Prompted by [#2528](https://github.com/ERGO-Code/HiGHS/issues/2528), the logging for the HiGHS interior point method (IPM) solvers and PDLP solver has been standardised, and logging has been added to the IPM solver during time-consuming computational phases.
+
+Prompted by [#2557](https://github.com/ERGO-Code/HiGHS/issues/2557), `Highs::getFixedLp` has been added so that, after solving a MIP, the LP with discrete variables fixed at their optimal values can be formed, allowing it to be passed to HiGHS and solved as an LP. 
+
+Prompted by [#2581](https://github.com/ERGO-Code/HiGHS/issues/2581), the QP example in `call_highs_from_csharp.cs` has been corrected
+
+Prompted by [#2582](https://github.com/ERGO-Code/HiGHS/issues/2582), the C API constants are declared `static const` to prevent multiple definition linker errors
+

docs/src/options/definitions.md

@@ -6,7 +6,7 @@
 - Default: "choose"
 
 ## [solver](@id option-solver)
-- Solver option: "simplex", "choose", "ipm", "hipo" or "pdlp". If "simplex"/"ipm"/"hipo"/"pdlp" is chosen then, for a MIP (QP) the integrality constraint (quadratic term) will be ignored
+- LP solver option: "choose", "simplex", "ipm", "ipx", "hipo" or "pdlp"
 - Type: string
 - Default: "choose"
 
@@ -241,6 +241,11 @@
 - Type: boolean
 - Default: "false"
 
+## write\_iis\_model\_file
+- Write IIS model file
+- Type: string
+- Default: ""
+
 ## mip\_detect\_symmetry
 - Whether MIP symmetry should be detected
 - Type: boolean
@@ -397,6 +402,16 @@
 - Range: [0, inf]
 - Default: 5
 
+## mip\_lp\_solver
+- MIP LP solver option: "choose", "simplex", "ipm", "ipx" or "hipo"
+- Type: string
+- Default: "choose"
+
+## mip\_ipm\_solver
+- MIP IPM solver option: "choose", "ipx" or "hipo"
+- Type: string
+- Default: "choose"
+
 ## [ipm\_optimality\_tolerance](@id option-ipm-optimality-tolerance)
 - IPM optimality tolerance
 - Type: double
@@ -410,12 +425,12 @@
 - Default: 2147483647
 
 ## [hipo\_system](@id option-hipo-system)
-- Type of Newton system for HiPO: "augmented", "normaleq" or "choose"
+- HiPO Newton system option: "augmented", "normaleq" or "choose"
 - Type: string
 - Default: "choose"
 
 ## [hipo\_parallel\_type](@id option-hipo-parallel)
-- Type of parallelism for HiPO: "tree", "node", "both"
+- HiPO parallel option: "tree", "node" or "both"
 - Type: string
 - Default: "both"
 
@@ -425,11 +440,6 @@
 - Range: {0, 2147483647}
 - Default: 128
 
-## pdlp\_native\_termination
-- Use native termination for PDLP solver: Default = false
-- Type: boolean
-- Default: "false"
-
 ## pdlp\_scaling
 - Scaling option for PDLP solver: Default = true
 - Type: boolean
@@ -471,8 +481,14 @@
 - Range: [0, inf]
 - Default: 1e-07
 
+## iis\_strategy
+- Strategy for IIS calculation: Light test / Full and prioritise rows / Full and prioritise columns (0/1/2)
+- Type: integer
+- Range: {0, 2}
+- Default: 0
+
 ## blend\_multi\_objectives
-- Blend multiple objectives or apply lexicographically: Default = true
+- Blend multiple objectives or apply lexicographically
 - Type: boolean
 - Default: "true"
 

highs/highs_bindings.cpp

@@ -1505,7 +1505,8 @@ PYBIND11_MODULE(_core, m, py::mod_gil_not_used()) {
       .def_readwrite("row_index", &HighsIis::row_index_)
       .def_readwrite("col_bound", &HighsIis::col_bound_)
       .def_readwrite("row_bound", &HighsIis::row_bound_)
-      .def_readwrite("info", &HighsIis::info_);
+      .def_readwrite("info", &HighsIis::info_)
+      .def_readwrite("model", &HighsModel::model_);
   // structs
   py::class_<HighsSolution>(m, "HighsSolution", py::module_local())
       .def(py::init<>())

highs/lp_data/HighsOptions.h

@@ -706,12 +706,7 @@ class HighsOptions : public HighsOptionsStruct {
 
     record_string = new OptionRecordString(
         kSolverString,
-        "LP solver option: \"choose\", \"simplex\", \"ipm\", \"ipx\""
-#ifdef HIPO
-        ", \"hipo\" or \"pdlp\"",
-#else
-        " or \"pdlp\"",
-#endif
+        "LP solver option: \"choose\", \"simplex\", \"ipm\", \"ipx\", \"hipo\" or \"pdlp\"",
         advanced, &solver, kHighsChooseString);
     records.push_back(record_string);
 
@@ -1228,23 +1223,13 @@ class HighsOptions : public HighsOptionsStruct {
 
     record_string = new OptionRecordString(
         kMipLpSolverString,
-        "MIP LP solver option: \"choose\", \"simplex\", \"ipm\""
-#ifdef HIPO
-        ", \"ipx\" or \"hipo\"",
-#else
-        "or \"ipx\"",
-#endif
+        "MIP LP solver option: \"choose\", \"simplex\", \"ipm\", \"ipx\" or \"hipo\"",
         advanced, &mip_lp_solver, kHighsChooseString);
     records.push_back(record_string);
 
     record_string =
         new OptionRecordString(kMipIpmSolverString,
-                               "MIP IPM solver option: \"choose\""
-#ifdef HIPO
-                               ", \"ipx\" or \"hipo\"",
-#else
-                               "or \"ipx\"",
-#endif
+                               "MIP IPM solver option: \"choose\", \"ipx\" or \"hipo\"",
                                advanced, &mip_ipm_solver, kHighsChooseString);
     records.push_back(record_string);