Merge pull request scipy#21565 from HaoZeke/newHighs

ENH: HiGHs re-integration

Author: rgommers

.gitignore

@@ -322,5 +322,3 @@ scipy/optimize/_group_columns.c
 scipy/optimize/cython_optimize/_zeros.c
 scipy/optimize/cython_optimize/_zeros.pyx
 scipy/optimize/lbfgsb/_lbfgsbmodule.c
-scipy/optimize/_highs/cython/src/_highs_wrapper.cxx
-scipy/optimize/_highs/cython/src/_highs_constants.cxx

.gitmodules

@@ -9,10 +9,6 @@
 	path = scipy/_lib/unuran
 	url = https://github.com/scipy/unuran.git
 	shallow = true
-[submodule "HiGHS"]
-	path = scipy/_lib/highs
-	url = https://github.com/scipy/highs
-	shallow = true
 [submodule "scipy/_lib/boost_math"]
 	path = scipy/_lib/boost_math
 	url = https://github.com/boostorg/math.git
@@ -29,3 +25,10 @@
 [submodule "scipy/_lib/array_api_extra"]
 	path = scipy/_lib/array_api_extra
 	url = https://github.com/lucascolley/array-api-extra.git
+# All submodules used as a Meson `subproject` are required to be under the
+# subprojects/ directory - see:
+# https://mesonbuild.com/Subprojects.html#why-must-all-subprojects-be-inside-a-single-directory
+[submodule "subprojects/highs"]
+	path = subprojects/highs
+	url = https://github.com/scipy/HiGHs
+	shallow = true

benchmarks/benchmarks/optimize_linprog.py

@@ -17,12 +17,14 @@
 methods = [("highs-ipm", {}),
            ("highs-ds", {})]
 
+# TODO(rg): CI failures with GROW7 as of gh-21565
+# Can't be reproduced locally...
 problems = ['25FV47', '80BAU3B', 'ADLITTLE', 'AFIRO', 'AGG', 'AGG2', 'AGG3',
             'BANDM', 'BEACONFD', 'BLEND', 'BNL1', 'BNL2', 'BORE3D', 'BRANDY',
             'CAPRI', 'CYCLE', 'CZPROB', 'D2Q06C', 'D6CUBE', 'DEGEN2', 'DEGEN3',
             'DFL001', 'E226', 'ETAMACRO', 'FFFFF800', 'FINNIS', 'FIT1D',
             'FIT1P', 'FIT2D', 'FIT2P', 'GANGES', 'GFRD-PNC', 'GREENBEA',
-            'GREENBEB', 'GROW15', 'GROW22', 'GROW7', 'ISRAEL', 'KB2', 'LOTFI',
+            'GREENBEB', 'GROW15', 'GROW22', 'ISRAEL', 'KB2', 'LOTFI',
             'MAROS', 'MAROS-R7', 'MODSZK1', 'PEROLD', 'PILOT', 'PILOT4',
             'PILOT87', 'PILOT-JA', 'PILOTNOV', 'PILOT-WE', 'QAP8', 'QAP12',
             'QAP15', 'RECIPE', 'SC105', 'SC205', 'SC50A', 'SC50B', 'SCAGR25',
@@ -40,7 +42,8 @@
                        'refinery', 'vol1', 'woodinfe']
 
 if not is_xslow():
-    enabled_problems = ['ADLITTLE', 'AFIRO', 'BLEND', 'BEACONFD', 'GROW7',
+    # TODO(rg): CI failures with GROW7 as of gh-21565
+    enabled_problems = ['ADLITTLE', 'AFIRO', 'BLEND', 'BEACONFD',
                         'LOTFI', 'SC105', 'SCTAP1', 'SHARE2B', 'STOCFOR1']
     enabled_infeasible_problems = ['bgdbg1', 'bgprtr', 'box1', 'chemcom',
                                    'cplex2', 'ex72a', 'ex73a', 'forest6',

benchmarks/benchmarks/optimize_milp.py

@@ -48,7 +48,7 @@ def setup(self, prob):
         self.integrality = integrality
 
     def time_milp(self, prob):
-        # TODO: fix this benchmark (timing out in Aug. 2023)
+        # TODO: fix this benchmark (timing out in Aug. 2023); see gh-19389
         # res = milp(c=self.c, constraints=self.constraints, bounds=self.bounds,
         #           integrality=self.integrality)
         # assert res.success
@@ -57,8 +57,9 @@ def time_milp(self, prob):
 
 class MilpMagicSquare(Benchmark):
 
-    # TODO: re-add 6, timing out in Aug. 2023
-    params = [[3, 4, 5]]
+    # TODO: look at 5,6 - timing out and disabled in Apr'24 (5) and Aug'23 (6)
+    #       see gh-19389 for details
+    params = [[3, 4]]
     param_names = ['size']
 
     def setup(self, n):

doc/source/tutorial/optimize.rst

@@ -1731,7 +1731,7 @@ Finally, we can solve the transformed problem using :func:`linprog`.
     >>> bounds = [x0_bounds, x1_bounds, x2_bounds, x3_bounds]
     >>> result = linprog(c, A_ub=A_ub, b_ub=b_ub, A_eq=A_eq, b_eq=b_eq, bounds=bounds)
     >>> print(result.message)
-    The problem is infeasible. (HiGHS Status 8: model_status is Infeasible; primal_status is At lower/fixed bound)
+    The problem is infeasible. (HiGHS Status 8: model_status is Infeasible; primal_status is None)
 
 The result states that our problem is infeasible, meaning that there is no solution vector that satisfies all the
 constraints. That doesn't necessarily mean we did anything wrong; some problems truly are infeasible.

mypy.ini

@@ -291,10 +291,7 @@ ignore_errors = True
 [mypy-scipy.optimize._linprog_highs]
 ignore_errors = True
 
-[mypy-scipy.optimize._highs.highs_wrapper]
-ignore_errors = True
-
-[mypy-scipy.optimize._highs.constants]
+[mypy-scipy.optimize._highspy.*]
 ignore_errors = True
 
 [mypy-scipy.optimize._trustregion]

pyproject.toml

@@ -124,6 +124,8 @@ tracker = "https://github.com/scipy/scipy/issues"
 [tool.doit]
 dodoFile = "dev.py"
 
+[tool.meson-python.args]
+install = ['--skip-subprojects']
 
 [tool.cibuildwheel]
 skip = "cp36-* cp37-* cp38-* pp* *_ppc64le *_i686 *_s390x"

scipy/_lib/_highs_utils.py

@@ -2,9 +2,6 @@ fs = import('fs')
 if not fs.exists('boost_math/README.md')
   error('Missing the `boost` submodule! Run `git submodule update --init` to fix this.')
 endif
-if not fs.exists('highs/README.md')
-  error('Missing the `highs` submodule! Run `git submodule update --init` to fix this.')
-endif
 if not fs.exists('unuran/README.md')
   error('Missing the `unuran` submodule! Run `git submodule update --init` to fix this.')
 endif