Merge pull request ERGO-Code#2265 from ERGO-Code/document-simplex-scale-strategy

Updated documentation of simplex scaling factor in `docs/src/options/definitions.md` and `src/lp_data/HighsOptions.h`

Author: jajhall

FEATURES.md

@@ -1,49 +1,8 @@
 ## Build changes
 
-Added code coverage report
-
-Replaced command line parsing library with CLI11. Removed C++17 reference with cxxopts, which is no longer in HiGHS
-
 ## Code changes
 
-Any LP offset is communicated to the IPM solver, and used in logging and primal/dual objective calculations. 
-
-If there is a valid basis when Highs::run() is called, presolve isn't skipped unless the solver option is "simplex" or "choose" (when simplex will always be chosen if there is an advanced basis).
-
-Added basis solve methods to highspy
-
-Added methods to get primal/dual ray and dual unboundedness direction to highspy
-
-When a presolved LP has model status kUnknown, rather than returning this to the user, it performs postsolve and then uses the basis to solve the original LP
-
-Fixed bug in presolve when pointers stored in HighsMatrixSlice get invalidated when the coefficient matrix is reallocated (e.g. when non-zeros are added in HPresolve::addToMatrix)
-
-Primal and dual residual tolerances - applied following IPM or PDLP solution - now documented as options
-
-Highs::getCols (Highs::getRows) now runs in linear time if the internal constraint matrix is stored column-wise (row-wise). Added ensureColwise/Rowwise to the Highs class, the C API and highspy so that users can set the internal constraint matrix storage orientation
-
-When columns and rows are deleted from the incumbent LP after a basic solution has been found, HiGHS no longer invalidates the basis. Now it maintains the basic and nonbasic status of the remaining variables and constraints. When the model is re-solved, this information is used to construct a starting basis.
-
-Fixed bugs in presolve
-
-When running from the command line, changes to default option values are reported
-
-Added callback to allow users to supply integer feasible solutions to the MIP solver during execution
-
-Bug fix for primal heuristics in the MIP solver
-
-Model status is set appropriately when a solver's claimed optimality doesn't satify the general HiGHS primal/dual feasibilily tolerances. Affects IPM without crossover and PDLP
-
-Command line parsing now done with pure C++11 code
-
-Added command line flags to read basis from and write basis to a file 
-
-Bug fixes in records of primal/dual rays
-
-MPS read utility improved. Error logging is now less verbose; inability to handle USERCUTS section is properly logged
-
-Implemented lifting for probing as described by Achterberg et al in _Presolve Reductions in Mixed Integer Programming._ INFORMS Journal on Computing 32(2):473-506 (2019). Not used by default, but option mip_lifting_for_probing allows it to be used with two levels of modification
+Fixed incorrect assertion in `HighsMipSolver::solutionFeasible()` (fixing #2204)
 
-Propagated updates from cuPDLP-C
+getColIntegrality now returns `HighsVarType::kContinuous` when `model_.lp_.integrality_` is empty (fixing #2261)
 
-Added GPU support for cuPDLP-C

check/TestCAPI.c

@@ -743,8 +743,8 @@ void fullApiOptions() {
   assert(return_status == kHighsStatusOk);
   assert(check_simplex_scale_strategy == simplex_scale_strategy);
   assert(min_simplex_scale_strategy == 0);
-  assert(max_simplex_scale_strategy == 5);
-  assert(default_simplex_scale_strategy == 1);
+  assert(max_simplex_scale_strategy == 4);
+  assert(default_simplex_scale_strategy == 2);
 
   // There are some functions to check what type of option value you should
   // provide.

docs/src/options/definitions.md

@@ -128,7 +128,7 @@
 - Default: 1
 
 ## simplex\_scale\_strategy
-- Simplex scaling strategy: off / choose / equilibration / forced equilibration / max value 0 / max value 1 (0/1/2/3/4/5)
+- Simplex scaling strategy: off / choose / equilibration (default) / forced equilibration / max value (0/1/2/3/4)
 - Type: integer
 - Range: {0, 5}
 - Default: 1

src/lp_data/HConst.h

@@ -50,9 +50,10 @@ enum SimplexScaleStrategy {
   kSimplexScaleStrategyChoose,                          // 1
   kSimplexScaleStrategyEquilibration,                   // 2
   kSimplexScaleStrategyForcedEquilibration,             // 3
-  kSimplexScaleStrategyMaxValue015,                     // 4
-  kSimplexScaleStrategyMaxValue0157,                    // 5
-  kSimplexScaleStrategyMax = kSimplexScaleStrategyMaxValue0157
+  kSimplexScaleStrategyMaxValue,                        // 4
+  kSimplexScaleStrategyMaxValue015 = kSimplexScaleStrategyMaxValue,
+  kSimplexScaleStrategyMaxValue0157 = kSimplexScaleStrategyMaxValue,
+  kSimplexScaleStrategyMax = kSimplexScaleStrategyMaxValue
 };
 
 enum HighsDebugLevel {

src/lp_data/HighsLpUtils.cpp

@@ -1265,8 +1265,9 @@ bool maxValueScaleMatrix(const HighsOptions& options, HighsLp& lp,
   vector<HighsInt>& Aindex = lp.a_matrix_.index_;
   vector<double>& Avalue = lp.a_matrix_.value_;
 
-  assert(options.simplex_scale_strategy == kSimplexScaleStrategyMaxValue015 ||
-         options.simplex_scale_strategy == kSimplexScaleStrategyMaxValue0157);
+  assert(options.simplex_scale_strategy == kSimplexScaleStrategyMaxValue);
+  assert(kSimplexScaleStrategyMaxValue015 == kSimplexScaleStrategyMaxValue);
+  assert(kSimplexScaleStrategyMaxValue0157 == kSimplexScaleStrategyMaxValue);
 
   // The 015(7) values refer to bit settings in FICO's scaling options.
   // Specifically

src/lp_data/HighsOptions.h

@@ -788,10 +788,11 @@ class HighsOptions : public HighsOptionsStruct {
 
     record_int = new OptionRecordInt(
         "simplex_scale_strategy",
-        "Simplex scaling strategy: off / choose / equilibration / forced "
-        "equilibration / max value 0 / max value 1 (0/1/2/3/4/5)",
+        "Simplex scaling strategy: off / choose / equilibration (default) / "
+        "forced "
+        "equilibration / max value (0/1/2/3/4)",
         advanced, &simplex_scale_strategy, kSimplexScaleStrategyMin,
-        kSimplexScaleStrategyChoose, kSimplexScaleStrategyMax);
+        kSimplexScaleStrategyEquilibration, kSimplexScaleStrategyMax);
     records.push_back(record_int);
 
     record_int = new OptionRecordInt(