github ERGO-Code/HiGHS v1.11.0

3 months ago

Build changes

Replace command line parsing library with Cpp11 #2211

CMake updates #2286, the root of the HiGHS source files is now highs/, rather than src/

Add missing include to zstr needed for gcc v15 and clang v19 #2313

Updates for intel llvm compiler on linux #2257

Build directory for Windows MSVC now Release/bin replacing bin/Release #2376

Code changes

Fixed incorrect assertion in HighsMipSolver::solutionFeasible() (fixing #2204)

As part of #2251 cuPDLP-C will start from the incumbent solution in HiGHS. For a model that has been changed, the user must supply a starting solution via a call to Highs::setSolution

getColIntegrality now returns HighsVarType::kContinuous when model_.lp_.integrality_ is empty (fixing #2261)

Now ensuring that when solving a scaled LP with useful but unvalidated basis, it does not lose its scaling after validation, since the scaling factors will be applied to the solution (fixing #2267)

By setting non-empty values of options read_solution_file, read_basis_file, write_model_file (with extension .lp or .mps), write_solution_file, solution_file, write_basis_file, these files will be read or written when calling Highs::run(). Hence options previously only available via the command line interface can be use (for example) by modelling languages that only call Highs::run() (fixing #2269).

Bug #2273 fixed

Added the feasibility jump heuristic as per #1423. This is on by default, but using the option mip_heuristic_run_feasibility_jump=false switches it off.

ZI rounding and shifting MIP primal heuristics have been added (see #2287). They are off by default, but can be activated by setting the options mip_heuristic_run_zi_round and mip_heuristic_run_shifting to be true. Options mip_heuristic_run_rins, mip_heuristic_run_rens and mip_heuristic_run_root_reduced_cost to run the RINS, RENS and rootReducedCost heuristics have been added. These are true by default, but setting them to be false can accelerate the MIP solver on easy problems.

Added Highs_changeRowsBoundsByRange to C API, fixing #2296

Corrected docstrings for Highs_getReducedRow, motivated by #2312

LP file reader no longer fails when there is no objective section. Fix is #2316, but this exposes code quality issue #2318

Added a max scale factor (+1024) when scaling up coefficients in preprocessBaseInequality and postprocessCut. Fix is #2337

Corrected the bounds used in when strengthening coefficients in HPresolve::rowPresolve, fixing #1517

Fixed numerical error in highs/mip/HighsCliqueTable.cpp, closing #2320

Fixed bug in highs/mip/HighsFeasibilityJump.cpp, closing #2331

Tightened CMIR cuts, leading to small performance gain, closing #2333

Scaling the tolerance in forcing row reduction to avoid use of rows with small coefficients and bounds, closing #2290

Fixed bug when calculating a coefficient in one of the cuts in separateImpliedBounds in highs/mip/HighsImplications.cpp

Added CSECTION to the exceptions for keywords that are followed by text, and thus cannot be used as names of columns, RHS, ranges, bounds etc.

Introduced the following KKT error measures to HighsInfo: num_relative_primal_infeasibilities; max_relative_primal_infeasibility; num_relative_dual_infeasibilities; max_relative_dual_infeasibility; num_primal_residual_errors; max_primal_residual_error; num_dual_residual_errors; max_dual_residual_error; num_relative_primal_residual_errors; max_relative_primal_residual_error; num_relative_dual_residual_errors; max_relative_dual_residual_error; num_complementarity_violations; max_complementarity_violation; primal_dual_objective_error. The relative values are used to assess whether a solution deemed to be optimal by the first order LP solver cuPDLP-C or interior point solver IPX (without crossover) is truly acceptable. They also enable users to determine whether a solution corresponding to HighsModelStatus::kUnknown is acceptable to them as optimal. Also introduced options complementarity_tolerance used to assess whether the (relative) primal-dual objective error is acceptable, and kkt_tolerance which, if set to a value other than kDefaultKktTolerance = 1e-7 is used as the tolerance for all the KKT error measures. The HiGHS documentation has been updated to reflect the new options and HighsInfo data, and logging messages indicate when KKT error measures are not satisfied, despite the solver considering the LP solution to be optimal.

Added a max scale factor (+1024) when scaling up coefficients in preprocessBaseInequality and postprocessCut. Fix is #2337.

Renamed HighsOptions::pdlp_d_gap_tol to HighsOptions::pdlp_optimality_tolerance for consistency with IPM

Renamed HighsOptions::complementarity_tolerance to HighsOptions::optimality_tolerance for consistency with IPM and PDLP

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