Update HiGHS to 1.8.1

Author: metab0t

thirdparty/solvers/highs/HConfig.h

@@ -1,7 +1,7 @@
 #ifndef HCONFIG_H_
 #define HCONFIG_H_
 
-/* #undef FAST_BUILD */
+#define FAST_BUILD
 /* #undef ZLIB_FOUND */
 /* #undef CUPDLP_CPU */
 #define CMAKE_BUILD_TYPE "Release"
@@ -12,10 +12,10 @@
 /* #undef HIGHS_HAVE_BUILTIN_CLZ */
 #define HIGHS_HAVE_BITSCAN_REVERSE
 
-#define HIGHS_GITHASH "fcfb53414"
+#define HIGHS_GITHASH "4a7f24ac6"
 #define HIGHS_VERSION_MAJOR 1
 #define HIGHS_VERSION_MINOR 8
-#define HIGHS_VERSION_PATCH 0
+#define HIGHS_VERSION_PATCH 1
 #define HIGHS_DIR "E:/HiGHS"
 
 #endif /* HCONFIG_H_ */

thirdparty/solvers/highs/Highs.h

@@ -176,7 +176,9 @@ class Highs {
   HighsStatus readBasis(const std::string& filename);
 
   /**
-   * @brief Presolve the incumbent model
+   * @brief Presolve the incumbent model, allowing the presolved model
+   * to be extracted. Subsequent solution of the incumbent model will
+   * only use presolve if there is no valid basis
    */
   HighsStatus presolve();
 
@@ -400,6 +402,17 @@ class Highs {
    * Methods for model output
    */
 
+  /**
+   * @brief Identify and the standard form of the HighsLp instance in
+   * HiGHS
+   */
+  HighsStatus getStandardFormLp(HighsInt& num_col, HighsInt& num_row,
+                                HighsInt& num_nz, double& offset,
+                                double* cost = nullptr, double* rhs = nullptr,
+                                HighsInt* start = nullptr,
+                                HighsInt* index = nullptr,
+                                double* value = nullptr);
+
   /**
    * @brief Return a const reference to the presolved HighsLp instance in HiGHS
    */
@@ -493,6 +506,15 @@ class Highs {
    */
   HighsStatus getDualRaySparse(bool& has_dual_ray, HVector& row_ep_buffer);
 
+  /**
+   * @brief Indicate whether a dual unboundedness direction exists,
+   * and gets it if it does and dual_unboundedness_direction is not
+   * nullptr
+   */
+  HighsStatus getDualUnboundednessDirection(
+      bool& has_dual_unboundedness_direction,
+      double* dual_unboundedness_direction_value = nullptr);
+
   /**
    * @brief Indicate whether a primal unbounded ray exists, and gets
    * it if it does and primal_ray is not nullptr
@@ -530,10 +552,15 @@ class Highs {
   HighsStatus getIis(HighsIis& iis);
 
   /**
-   * @brief Get the current model objective value
+   * @brief Get the current model objective function value
    */
   double getObjectiveValue() const { return info_.objective_function_value; }
 
+  /**
+   * @brief Try to get the current dual objective function value
+   */
+  HighsStatus getDualObjectiveValue(double& dual_objective_value);
+
   /**
    * Methods for operations with the invertible representation of the
    * current basis matrix
@@ -1322,9 +1349,8 @@ class Highs {
 
   HighsStatus resetHighsOptions();
 
-  HighsStatus writeHighsOptions(
-      const std::string& filename,  //!< The filename
-      const bool report_only_non_default_values = true);
+  HighsStatus writeHighsOptions(const std::string& filename,  //!< The filename
+                                const bool report_only_deviations = true);
 
   HighsInt getSimplexIterationCount() {
     deprecationMessage("getSimplexIterationCount", "None");
@@ -1378,6 +1404,12 @@ class Highs {
       HighsPresolveStatus::kNotPresolved;
   HighsModelStatus model_status_ = HighsModelStatus::kNotset;
 
+  bool standard_form_valid_;
+  double standard_form_offset_;
+  std::vector<double> standard_form_cost_;
+  std::vector<double> standard_form_rhs_;
+  HighsSparseMatrix standard_form_matrix_;
+
   HEkk ekk_instance_;
 
   HighsPresolveLog presolve_log_;
@@ -1430,6 +1462,9 @@ class Highs {
   // Clears the presolved model and its status
   void clearPresolve();
   //
+  // Clears the standard form LP
+  void clearStandardFormLp();
+  //
   // Methods to clear solver data for users in Highs class members
   // before (possibly) updating them with data from trying to solve
   // the incumbent model.
@@ -1470,9 +1505,8 @@ class Highs {
   HighsStatus returnFromHighs(const HighsStatus return_status);
   void reportSolvedLpQpStats();
 
-  void underDevelopmentLogMessage(const std::string& method_name);
-
   // Interface methods
+  HighsStatus formStandardFormLp();
   HighsStatus basisForSolution();
   HighsStatus addColsInterface(
       HighsInt ext_num_new_col, const double* ext_col_cost,

thirdparty/solvers/highs/interfaces/highs_c_api.h

@@ -915,11 +915,13 @@ HighsInt Highs_getBasis(const void* highs, HighsInt* col_status,
 HighsInt Highs_getModelStatus(const void* highs);
 
 /**
- * Get an unbounded dual ray that is a certificate of primal infeasibility.
+ * Indicates whether a dual ray that is a certificate of primal
+ * infeasibility currently exists, and (at the expense of solving an
+ * LP) gets it if it does not and dual_ray_value is not nullptr.
  *
  * @param highs             A pointer to the Highs instance.
- * @param has_dual_ray      A pointer to an int to store 1 if the dual ray
- *                          exists.
+ * @param has_dual_ray      A pointer to an int to store 1 if a dual ray
+ *                          currently exists.
  * @param dual_ray_value    An array of length [num_row] filled with the
  *                          unbounded ray.
  *
@@ -929,7 +931,28 @@ HighsInt Highs_getDualRay(const void* highs, HighsInt* has_dual_ray,
                           double* dual_ray_value);
 
 /**
- * Get an unbounded primal ray that is a certificate of dual infeasibility.
+ * Indicates whether a dual unboundedness direction (corresponding to a
+ * certificate of primal infeasibility) exists, and (at the expense of
+ * solving an LP) gets it if it does not and
+ * dual_unboundedness_direction is not nullptr
+ *
+ * @param highs                                   A pointer to the Highs
+ *                                                instance.
+ * @param has_dual_unboundedness_direction        A pointer to an int to store 1
+ *                                                if the dual unboundedness
+ *                                                direction exists.
+ * @param dual_unboundedness_direction_value      An array of length [num_col]
+ *                                                filled with the unboundedness
+ *                                                direction.
+ */
+HighsInt getDualUnboundednessDirection(
+    const void* highs, HighsInt* has_dual_unboundedness_direction,
+    double* dual_unboundedness_direction_value);
+
+/**
+ * Indicates whether a primal ray that is a certificate of primal
+ * unboundedness currently exists, and (at the expense of solving an
+ * LP) gets it if it does not and primal_ray_value is not nullptr.
  *
  * @param highs             A pointer to the Highs instance.
  * @param has_primal_ray    A pointer to an int to store 1 if the primal ray

thirdparty/solvers/highs/io/HighsIO.h

@@ -24,7 +24,7 @@ class HighsOptions;
 
 const HighsInt kIoBufferSize = 1024;  // 65536;
 
-enum class HighsFileType { kNone = 0, kOther, kMps, kLp, kMd, kHtml };
+enum class HighsFileType { kMinimal = 0, kFull, kMps, kLp, kMd };
 
 /**
  * @brief IO methods for HiGHS - currently just print/log messages

thirdparty/solvers/highs/lp_data/HConst.h

@@ -86,11 +86,14 @@ enum HighsAnalysisLevel {
   kHighsAnalysisLevelSolverTime = 8,
   kHighsAnalysisLevelNlaData = 16,
   kHighsAnalysisLevelNlaTime = 32,
+  kHighsAnalysisLevelMipData = 64,
+  kHighsAnalysisLevelMipTime = 128,
   kHighsAnalysisLevelMin = kHighsAnalysisLevelNone,
   kHighsAnalysisLevelMax =
       kHighsAnalysisLevelModelData + kHighsAnalysisLevelSolverSummaryData +
       kHighsAnalysisLevelSolverRuntimeData + kHighsAnalysisLevelSolverTime +
-      kHighsAnalysisLevelNlaData + kHighsAnalysisLevelNlaTime
+      kHighsAnalysisLevelNlaData + kHighsAnalysisLevelNlaTime +
+      kHighsAnalysisLevelMipData + kHighsAnalysisLevelMipTime
 };
 
 enum class HighsVarType : uint8_t {
@@ -288,6 +291,10 @@ const HighsInt kHighsIllegalInfeasibilityCount = -1;
 const double kHighsIllegalErrorValue = kHighsInf;
 const HighsInt kHighsIllegalErrorIndex = -1;
 
+// Illegal values for complementarity violations used to indicate that true
+// values aren't known
+const double kHighsIllegalComplementarityViolation = kHighsInf;
+
 // Maximum upper bound on semi-variables
 const double kMaxSemiVariableUpper = 1e5;
 

thirdparty/solvers/highs/lp_data/HighsInfo.h

@@ -87,46 +87,6 @@ class InfoRecordDouble : public InfoRecord {
   virtual ~InfoRecordDouble() {}
 };
 
-InfoStatus getInfoIndex(const HighsLogOptions& report_log_options,
-                        const std::string& name,
-                        const std::vector<InfoRecord*>& info_records,
-                        HighsInt& index);
-
-InfoStatus checkInfo(const HighsLogOptions& report_log_options,
-                     const std::vector<InfoRecord*>& info_records);
-InfoStatus checkInfo(const InfoRecordInt& info);
-InfoStatus checkInfo(const InfoRecordDouble& info);
-
-InfoStatus getLocalInfoValue(const HighsLogOptions& report_log_options,
-                             const std::string& name, const bool valid,
-                             const std::vector<InfoRecord*>& info_records,
-                             int64_t& value);
-InfoStatus getLocalInfoValue(const HighsLogOptions& report_log_options,
-                             const std::string& name, const bool valid,
-                             const std::vector<InfoRecord*>& info_records,
-                             HighsInt& value);
-InfoStatus getLocalInfoValue(const HighsLogOptions& report_log_options,
-                             const std::string& name, const bool valid,
-                             const std::vector<InfoRecord*>& info_records,
-                             double& value);
-
-InfoStatus getLocalInfoType(const HighsLogOptions& report_log_options,
-                            const std::string& name,
-                            const std::vector<InfoRecord*>& info_records,
-                            HighsInfoType& type);
-
-HighsStatus writeInfoToFile(
-    FILE* file, const bool valid, const std::vector<InfoRecord*>& info_records,
-    const HighsFileType file_type = HighsFileType::kOther);
-void reportInfo(FILE* file, const std::vector<InfoRecord*>& info_records,
-                const HighsFileType file_type = HighsFileType::kOther);
-void reportInfo(FILE* file, const InfoRecordInt64& info,
-                const HighsFileType file_type = HighsFileType::kOther);
-void reportInfo(FILE* file, const InfoRecordInt& info,
-                const HighsFileType file_type = HighsFileType::kOther);
-void reportInfo(FILE* file, const InfoRecordDouble& info,
-                const HighsFileType file_type = HighsFileType::kOther);
-
 // For now, but later change so HiGHS properties are string based so that new
 // info (for debug and testing too) can be added easily. The info below
 // are just what has been used to parse info from argv.
@@ -155,6 +115,7 @@ struct HighsInfoStruct {
   double sum_dual_infeasibilities;
   double max_complementarity_violation;
   double sum_complementarity_violations;
+  double primal_dual_integral;
 };
 
 class HighsInfo : public HighsInfoStruct {
@@ -313,10 +274,59 @@ class HighsInfo : public HighsInfoStruct {
         "sum_complementarity_violations", "Sum of complementarity violations",
         advanced, &sum_complementarity_violations, 0);
     records.push_back(record_double);
+
+    record_double =
+        new InfoRecordDouble("primal_dual_integral", "Primal-dual integral",
+                             advanced, &primal_dual_integral, 0);
+    records.push_back(record_double);
   }
 
  public:
   std::vector<InfoRecord*> records;
 };
 
+HighsStatus writeInfoToFile(
+    FILE* file, const bool valid, const HighsInfo& info,
+    const HighsFileType file_type = HighsFileType::kFull);
+
+InfoStatus getInfoIndex(const HighsLogOptions& report_log_options,
+                        const std::string& name,
+                        const std::vector<InfoRecord*>& info_records,
+                        HighsInt& index);
+
+InfoStatus checkInfo(const HighsLogOptions& report_log_options,
+                     const std::vector<InfoRecord*>& info_records);
+InfoStatus checkInfo(const InfoRecordInt& info);
+InfoStatus checkInfo(const InfoRecordDouble& info);
+
+InfoStatus getLocalInfoValue(const HighsLogOptions& report_log_options,
+                             const std::string& name, const bool valid,
+                             const std::vector<InfoRecord*>& info_records,
+                             int64_t& value);
+InfoStatus getLocalInfoValue(const HighsLogOptions& report_log_options,
+                             const std::string& name, const bool valid,
+                             const std::vector<InfoRecord*>& info_records,
+                             HighsInt& value);
+InfoStatus getLocalInfoValue(const HighsLogOptions& report_log_options,
+                             const std::string& name, const bool valid,
+                             const std::vector<InfoRecord*>& info_records,
+                             double& value);
+
+InfoStatus getLocalInfoType(const HighsLogOptions& report_log_options,
+                            const std::string& name,
+                            const std::vector<InfoRecord*>& info_records,
+                            HighsInfoType& type);
+
+HighsStatus writeInfoToFile(
+    FILE* file, const bool valid, const std::vector<InfoRecord*>& info_records,
+    const HighsFileType file_type = HighsFileType::kFull);
+void reportInfo(FILE* file, const std::vector<InfoRecord*>& info_records,
+                const HighsFileType file_type = HighsFileType::kFull);
+void reportInfo(FILE* file, const InfoRecordInt64& info,
+                const HighsFileType file_type = HighsFileType::kFull);
+void reportInfo(FILE* file, const InfoRecordInt& info,
+                const HighsFileType file_type = HighsFileType::kFull);
+void reportInfo(FILE* file, const InfoRecordDouble& info,
+                const HighsFileType file_type = HighsFileType::kFull);
+
 #endif

thirdparty/solvers/highs/lp_data/HighsLpUtils.h

@@ -201,7 +201,7 @@ void getLpMatrixCoefficient(const HighsLp& lp, const HighsInt row,
 void analyseLp(const HighsLogOptions& log_options, const HighsLp& lp);
 
 HighsStatus readSolutionFile(const std::string filename,
-                             const HighsOptions& options, const HighsLp& lp,
+                             const HighsOptions& options, HighsLp& lp,
                              HighsBasis& basis, HighsSolution& solution,
                              const HighsInt style);
 
@@ -216,7 +216,9 @@ bool readSolutionFileKeywordLineOk(std::string& keyword,
                                    std::ifstream& in_file);
 bool readSolutionFileHashKeywordIntLineOk(std::string& keyword, HighsInt& value,
                                           std::ifstream& in_file);
-bool readSolutionFileIdDoubleLineOk(double& value, std::ifstream& in_file);
+bool readSolutionFileIdIgnoreLineOk(std::string& id, std::ifstream& in_file);
+bool readSolutionFileIdDoubleLineOk(std::string& id, double& value,
+                                    std::ifstream& in_file);
 bool readSolutionFileIdDoubleIntLineOk(double& value, HighsInt& index,
                                        std::ifstream& in_file);
 
@@ -225,7 +227,8 @@ void assessColPrimalSolution(const HighsOptions& options, const double primal,
                              const HighsVarType type, double& col_infeasibility,
                              double& integer_infeasibility);
 
-HighsStatus assessLpPrimalSolution(const HighsOptions& options,
+HighsStatus assessLpPrimalSolution(const std::string message,
+                                   const HighsOptions& options,
                                    const HighsLp& lp,
                                    const HighsSolution& solution, bool& valid,
                                    bool& integral, bool& feasible);