Add support for reduced costs in HiGHS

[staadecker]

Hi Yue!

I hope all is well. I was wondering if it would be possible to add support for retrieving reduced costs in HiGHS. Some Pyoframe users want to switch to HiGHS from Gurobi but the lack of reduced costs is a blocker.

If I'm not mistaken it should be pretty straight forward to implement and would just require creating a function similar to get_constraint_duals but using coldual (which you already have) instead of rowdual.

Cheers!
Martin

[metab0t]

I think we can add a new variable attribute like ReducedCost to make it as a cross-solver feature.

[staadecker]

That would be much appreciated!

[metab0t]

Implemented in 98a903d

It will be included in an upcoming new release.

[staadecker]

Awesome, thank you!! Looking forward to the release.