Update HiGHS header to 1.8.0

Author: metab0t

thirdparty/solvers/highs/HConfig.h

@@ -1,21 +1,21 @@
 #ifndef HCONFIG_H_
 #define HCONFIG_H_
 
-#define FAST_BUILD
+/* #undef FAST_BUILD */
 /* #undef ZLIB_FOUND */
 /* #undef CUPDLP_CPU */
 #define CMAKE_BUILD_TYPE "Release"
-#define CMAKE_INSTALL_PREFIX "D:/a/highsbox/highsbox/HiGHS/highs_dist"
+#define CMAKE_INSTALL_PREFIX "E:/HiGHS/build/install"
 /* #undef HIGHSINT64 */
 /* #undef HIGHS_NO_DEFAULT_THREADS */
 #define HIGHS_HAVE_MM_PAUSE
 /* #undef HIGHS_HAVE_BUILTIN_CLZ */
 #define HIGHS_HAVE_BITSCAN_REVERSE
 
-#define HIGHS_GITHASH "5ce7a27"
+#define HIGHS_GITHASH "fcfb53414"
 #define HIGHS_VERSION_MAJOR 1
-#define HIGHS_VERSION_MINOR 7
-#define HIGHS_VERSION_PATCH 2
-#define HIGHS_DIR "D:/a/highsbox/highsbox/HiGHS"
+#define HIGHS_VERSION_MINOR 8
+#define HIGHS_VERSION_PATCH 0
+#define HIGHS_DIR "E:/HiGHS"
 
 #endif /* HCONFIG_H_ */

thirdparty/solvers/highs/Highs.h

@@ -17,6 +17,7 @@
 #include <sstream>
 
 #include "lp_data/HighsCallback.h"
+#include "lp_data/HighsIis.h"
 #include "lp_data/HighsLpUtils.h"
 #include "lp_data/HighsRanging.h"
 #include "lp_data/HighsSolutionDebug.h"
@@ -159,6 +160,11 @@ class Highs {
    */
   HighsStatus passRowName(const HighsInt row, const std::string& name);
 
+  /**
+   * @brief Pass a model name to the incumbent model
+   */
+  HighsStatus passModelName(const std::string& name);
+
   /**
    * @brief Read in a model
    */
@@ -499,6 +505,16 @@ class Highs {
    */
   HighsStatus getRanging(HighsRanging& ranging);
 
+  /**
+   * @brief Solve the feasibility relaxation problem
+   */
+  HighsStatus feasibilityRelaxation(const double global_lower_penalty,
+                                    const double global_upper_penalty,
+                                    const double global_rhs_penalty,
+                                    const double* local_lower_penalty = nullptr,
+                                    const double* local_upper_penalty = nullptr,
+                                    const double* local_rhs_penalty = nullptr);
+
   /**
    * @brief Get the ill-conditioning information for the current basis
    */
@@ -507,6 +523,12 @@ class Highs {
                                  const HighsInt method = 0,
                                  const double ill_conditioning_bound = 1e-4);
 
+  /**
+   * @brief Get (any) irreducible infeasible subsystem (IIS)
+   * information for the incumbent model
+   */
+  HighsStatus getIis(HighsIis& iis);
+
   /**
    * @brief Get the current model objective value
    */
@@ -586,6 +608,14 @@ class Highs {
                                HighsInt* col_num_nz = nullptr,
                                HighsInt* col_indices = nullptr);
 
+  /**
+   * @brief Get the condition number of the current basis matrix,
+   * possibly computing it exactly and reporting the error in the
+   * approximate condition number
+   */
+  HighsStatus getKappa(double& kappa, const bool exact = false,
+                       const bool report = false);
+
   /**
    * @brief Get the number of columns in the incumbent model
    */
@@ -1063,6 +1093,12 @@ class Highs {
    */
   HighsStatus setSolution(const HighsSolution& solution);
 
+  /**
+   * @brief Pass a sparse primal solution
+   */
+  HighsStatus setSolution(const HighsInt num_entries, const HighsInt* index,
+                          const double* value);
+
   /**
    * @brief Set the callback method to use for HiGHS
    */
@@ -1210,6 +1246,14 @@ class Highs {
   HighsStatus getBasisInverseRowSparse(const HighsInt row,
                                        HVector& row_ep_buffer);
 
+  /**
+   * @Brief Get the primal simplex phase 1 dual values. Advanced
+   * method: for HiGHS IIS calculation
+   */
+  const std::vector<double>& getPrimalPhase1Dual() const {
+    return ekk_instance_.primal_phase1_dual_;
+  }
+
   // Start of deprecated methods
 
   std::string compilationDate() const { return "deprecated"; }
@@ -1326,6 +1370,7 @@ class Highs {
   HighsOptions options_;
   HighsInfo info_;
   HighsRanging ranging_;
+  HighsIis iis_;
 
   std::vector<HighsObjectiveSolution> saved_objective_and_solution_;
 
@@ -1368,7 +1413,7 @@ class Highs {
   HighsStatus openWriteFile(const string filename, const string method_name,
                             FILE*& file, HighsFileType& file_type) const;
 
-  void reportModel();
+  void reportModel(const HighsModel& model);
   void newHighsBasis();
   void forceHighsSolutionBasisSize();
   //
@@ -1415,6 +1460,9 @@ class Highs {
   // Invalidates ekk_instance_
   void invalidateEkk();
 
+  // Invalidates iis_
+  void invalidateIis();
+
   HighsStatus returnFromWriteSolution(FILE* file,
                                       const HighsStatus return_status);
   HighsStatus returnFromRun(const HighsStatus return_status,
@@ -1497,6 +1545,27 @@ class Highs {
                                     double* primal_ray_value);
   HighsStatus getRangingInterface();
 
+  HighsStatus getIisInterface();
+
+  HighsStatus elasticityFilterReturn(
+      const HighsStatus return_status, const bool feasible_model,
+      const HighsInt original_num_col, const HighsInt original_num_row,
+      const std::vector<double>& original_col_cost,
+      const std::vector<double>& original_col_lower,
+      const std::vector<double> original_col_upper,
+      const std::vector<HighsVarType> original_integrality);
+  HighsStatus elasticityFilter(const double global_lower_penalty,
+                               const double global_upper_penalty,
+                               const double global_rhs_penalty,
+                               const double* local_lower_penalty,
+                               const double* local_upper_penalty,
+                               const double* local_rhs_penalty,
+                               const bool get_infeasible_row,
+                               std::vector<HighsInt>& infeasible_row_subset);
+  HighsStatus extractIis(HighsInt& num_iis_col, HighsInt& num_iis_row,
+                         HighsInt* iis_col_index, HighsInt* iis_row_index,
+                         HighsInt* iis_col_bound, HighsInt* iis_row_bound);
+
   bool aFormatOk(const HighsInt num_nz, const HighsInt format);
   bool qFormatOk(const HighsInt num_nz, const HighsInt format);
   void clearZeroHessian();

thirdparty/solvers/highs/interfaces/highs_c_api.h

@@ -18,7 +18,7 @@
 // Highs_mipCall or Highs_qpCall, and these methods return the
 // appropriate solution information
 //
-// For sophisticated applications, where esoteric solutiuon
+// For sophisticated applications, where esoteric solution
 // information is needed, or if a sequence of modified models need to
 // be solved, use the Highs_create method to generate a pointer to an
 // instance of the C++ Highs class, and then use any of a large number
@@ -120,6 +120,8 @@ const char* const kHighsCallbackDataOutPdlpIterationCountName =
 const char* const kHighsCallbackDataOutObjectiveFunctionValueName =
     "objective_function_value";
 const char* const kHighsCallbackDataOutMipNodeCountName = "mip_node_count";
+const char* const kHighsCallbackDataOutMipTotalLpIterationsName =
+    "mip_total_lp_iterations";
 const char* const kHighsCallbackDataOutMipPrimalBoundName = "mip_primal_bound";
 const char* const kHighsCallbackDataOutMipDualBoundName = "mip_dual_bound";
 const char* const kHighsCallbackDataOutMipGapName = "mip_gap";
@@ -227,11 +229,14 @@ HighsInt Highs_mipCall(const HighsInt num_col, const HighsInt num_row,
  * @param q_format  The format of the Hessian matrix in the form of a
  *                  `kHighsHessianStatus` constant. If q_num_nz > 0, this must
  *                  be `kHighsHessianFormatTriangular`.
- * @param q_start   The Hessian matrix is provided in the same format as the
- *                  constraint matrix, using `q_start`, `q_index`, and `q_value`
- *                  in the place of `a_start`, `a_index`, and `a_value`.
+ * @param q_start   The Hessian matrix is provided to HiGHS as the lower
+ *                  triangular component in compressed sparse column form
+ *                  (or, equivalently, as the upper triangular component
+ *                  in compressed sparse row form). The sparse matrix consists
+ *                  of three arrays, `q_start`, `q_index`, and `q_value`.
+ *                  `q_start` is an array of length [num_col].
  * @param q_index   An array of length [q_num_nz] with indices of matrix
- *                  sentries.
+ *                  entries.
  * @param q_value   An array of length [q_num_nz] with values of matrix entries.
  *
  * @returns A `kHighsStatus` constant indicating whether the call succeeded.
@@ -496,10 +501,13 @@ HighsInt Highs_passMip(void* highs, const HighsInt num_col,
  * @param a_index     An array of length [num_nz] with indices of matrix
  *                    entries.
  * @param a_value     An array of length [num_nz] with values of matrix entries.
- * @param q_start     The Hessian matrix is provided in the same format as the
- *                    constraint matrix, using `q_start`, `q_index`, and
- *                    `q_value` in the place of `a_start`, `a_index`, and
- *                    `a_value`. If the model is linear, pass NULL.
+ * @param q_start     The Hessian matrix is provided to HiGHS as the lower
+ *                    triangular component in compressed sparse column form
+ *                    (or, equivalently, as the upper triangular component
+ *                    in compressed sparse row form). The sparse matrix consists
+ *                    of three arrays, `q_start`, `q_index`, and `q_value`.
+ *                    `q_start` is an array of length [num_col]. If the model
+ *                    is linear, pass NULL.
  * @param q_index     An array of length [q_num_nz] with indices of matrix
  *                    entries. If the model is linear, pass NULL.
  * @param q_value     An array of length [q_num_nz] with values of matrix
@@ -529,11 +537,16 @@ HighsInt Highs_passModel(void* highs, const HighsInt num_col,
  * @param num_nz    The number of non-zero elements in the Hessian matrix.
  * @param format    The format of the Hessian matrix as a `kHighsHessianFormat`
  *                  constant. This must be `kHighsHessianFormatTriangular`.
- * @param start     The Hessian matrix is provided to HiGHS as the upper
- *                  triangular component in compressed sparse column form. The
- *                  sparse matrix consists of three arrays, `start`, `index`,
- *                  and `value`. `start` is an array of length [num_col]
- *                  containing the starting index of each column in `index`.
+ * @param start     The Hessian matrix is provided to HiGHS as the lower
+ *                  triangular component in compressed sparse column form
+ *                  (or, equivalently, as the upper triangular component
+ *                  in compressed sparse row form), using `q_start`, `q_index`,
+ *                  and `q_value`.The Hessian matrix is provided to HiGHS as the
+ *                  lower triangular component in compressed sparse column form.
+ *                  The sparse matrix consists of three arrays, `start`,
+ *                  `index`, and `value`. `start` is an array of length
+ *                  [num_col] containing the starting index of each column in
+ *                  `index`.
  * @param index     An array of length [num_nz] with indices of matrix entries.
  * @param value     An array of length [num_nz] with values of matrix entries.
  *
@@ -568,6 +581,16 @@ HighsInt Highs_passRowName(const void* highs, const HighsInt row,
 HighsInt Highs_passColName(const void* highs, const HighsInt col,
                            const char* name);
 
+/**
+ * Pass the name of the model.
+ *
+ * @param highs A pointer to the Highs instance.
+ * @param name  The name of the model.
+ *
+ * @returns A `kHighsStatus` constant indicating whether the call succeeded.
+ */
+HighsInt Highs_passModelName(const void* highs, const char* name);
+
 /**
  * Read the option values from file.
  *
@@ -1137,6 +1160,19 @@ HighsInt Highs_setSolution(void* highs, const double* col_value,
                            const double* row_value, const double* col_dual,
                            const double* row_dual);
 
+/**
+ * Set a partial primal solution by passing values for a set of variables
+ *
+ * @param highs       A pointer to the Highs instance.
+ * @param num_entries Number of variables in the set
+ * @param index       Indices of variables in the set
+ * @param value       Values of variables in the set
+ *
+ * @returns A `kHighsStatus` constant indicating whether the call succeeded.
+ */
+HighsInt Highs_setSparseSolution(void* highs, const HighsInt num_entries,
+                                 const HighsInt* index, const double* value);
+
 /**
  * Set the callback method to use for HiGHS
  *
@@ -2149,6 +2185,38 @@ HighsInt Highs_getRanging(
     double* row_bound_dn_value, double* row_bound_dn_objective,
     HighsInt* row_bound_dn_in_var, HighsInt* row_bound_dn_ou_var);
 
+/**
+ * Compute the solution corresponding to a (possibly weighted) sum of
+ * (allowable) infeasibilities in an LP/MIP.
+ *
+ * If local penalties are not defined, pass NULL, and the global
+ * penalty will be used. Negative penalty values imply that the bound
+ * or RHS value cannot be violated
+ *
+ * @param highs                             A pointer to the Highs instance.
+ * @param const double global_lower_penalty The penalty for violating lower
+ * bounds on variables
+ * @param const double global_upper_penalty The penalty for violating upper
+ * bounds on variables
+ * @param const double global_rhs_penalty   The penalty for violating constraint
+ * RHS values
+ * @param const double* local_lower_penalty The penalties for violating specific
+ * lower bounds on variables
+ * @param const double* local_upper_penalty The penalties for violating specific
+ * upper bounds on variables
+ * @param const double* local_rhs_penalty   The penalties for violating specific
+ * constraint RHS values
+ * @returns A `kHighsStatus` constant indicating whether the call succeeded.
+ */
+
+HighsInt Highs_feasibilityRelaxation(void* highs,
+                                     const double global_lower_penalty,
+                                     const double global_upper_penalty,
+                                     const double global_rhs_penalty,
+                                     const double* local_lower_penalty,
+                                     const double* local_upper_penalty,
+                                     const double* local_rhs_penalty);
+
 /**
  * Releases all resources held by the global scheduler instance.
  *

thirdparty/solvers/highs/io/HMpsFF.h

@@ -38,6 +38,8 @@
 
 using Triplet = std::tuple<HighsInt, HighsInt, double>;
 
+const std::string mps_comment_chars = "*$";
+
 enum class FreeFormatParserReturnCode {
   kSuccess,
   kParserError,
@@ -124,7 +126,6 @@ class HMpsFF {
   HighsInt fillMatrix(const HighsLogOptions& log_options);
   HighsInt fillHessian(const HighsLogOptions& log_options);
 
-  const bool kAnyFirstNonBlankAsStarImpliesComment = false;
   /// how to treat variables that appear in COLUMNS section first
   /// assume them to be binary as in the original IBM interpretation
   /// or integer with default bounds
@@ -189,6 +190,9 @@ class HMpsFF {
 
   mutable std::string section_args;
 
+  bool timeout();
+  bool getMpsLine(std::istream& file, std::string& strline, bool& skip);
+
   FreeFormatParserReturnCode parse(const HighsLogOptions& log_options,
                                    const std::string& filename);
   // Checks first word of strline and wraps it by it_begin and it_end

thirdparty/solvers/highs/io/HighsIO.h

@@ -18,7 +18,7 @@
 #include <iostream>
 
 #include "lp_data/HighsCallback.h"
-//#include "util/HighsInt.h"
+// #include "util/HighsInt.h"
 
 class HighsOptions;
 
@@ -88,6 +88,14 @@ void highsLogUser(const HighsLogOptions& log_options_, const HighsLogType type,
 void highsLogDev(const HighsLogOptions& log_options_, const HighsLogType type,
                  const char* format, ...);
 
+/**
+ * @brief Replaces fprintf(file,... so that when file=stdout highsLogUser is
+ * used
+ */
+// Printing format: must contain exactly one "\n" at end of format
+void highsFprintfString(FILE* file, const HighsLogOptions& log_options_,
+                        const std::string& s);
+
 /**
  * @brief For development logging when true log_options may not be available -
  * indicated by null pointer