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Work on Highs support
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@andreaslundell
andreaslundell committed Jun 11, 2024
1 parent 24d726a commit cdced2b
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Showing 4 changed files with 94 additions and 22 deletions.
26 changes: 13 additions & 13 deletions CMakeLists.txt
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Original file line number Diff line number Diff line change
Expand Up @@ -47,27 +47,27 @@ option(SIMPLE_OUTPUT_CHARS "Whether to avoid using special characters in the con
option(HAS_AMPL "Should the AMPL .nl interface be build" ON)

# GAMS
option(HAS_GAMS "Is GAMS available" OFF)
set(GAMS_DIR "/opt/gams/gams30.2" CACHE STRING "The base directory where GAMS is located (if available)")
option(HAS_GAMS "Is GAMS available" ON)
set(GAMS_DIR "/opt/gams/gams46.4" CACHE STRING "The base directory where GAMS is located (if available)")

# CPLEX
option(HAS_CPLEX "Is Cplex available" OFF)
set(CPLEX_DIR "/opt/ibm/ILOG/CPLEX_Studio1210" CACHE STRING "The base directory where CPLEX is located (if available)")
option(HAS_CPLEX "Is Cplex available" ON)
set(CPLEX_DIR "/opt/ibm/ILOG/CPLEX_Studio221" CACHE STRING "The base directory where CPLEX is located (if available)")

# Gurobi
option(HAS_GUROBI "Is Gurobi available" OFF)
set(GUROBI_DIR "/opt/gurobi/gurobi900" CACHE STRING "The base directory where Gurobi is located (if available)")
option(HAS_GUROBI "Is Gurobi available" ON)
set(GUROBI_DIR "/opt/gurobi/gurobi1101" CACHE STRING "The base directory where Gurobi is located (if available)")

# Cbc
option(HAS_CBC "Is Cbc available" OFF)
set(CBC_DIR "/opt/Cbc-2.10" CACHE STRING "The base directory where Cbc is located (if available).")

# Cbc
option(HAS_HIGHS "Is HiGHS available" ON)
option(HAS_CBC "Is Cbc available" ON)
set(CBC_DIR "/opt/cbc-2.10.10" CACHE STRING "The base directory where Cbc is located (if available).")

# Ipopt
option(HAS_IPOPT "Is Ipopt available" OFF)
set(IPOPT_DIR "/opt/ipopt" CACHE STRING "The base directory where Ipopt is located (if available).")
option(HAS_IPOPT "Is Ipopt available" ON)
set(IPOPT_DIR "/opt/ipopt-3.14" CACHE STRING "The base directory where Ipopt is located (if available).")

# Highs
option(HAS_HIGHS "Is HiGHS available" ON)

# Create also the executable
option(GENERATE_EXE "Should the SHOT executable be generated (requires at least that either OS or GAMS is available)"
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2 changes: 1 addition & 1 deletion ThirdParty/HiGHS
Submodule HiGHS updated 438 files
60 changes: 52 additions & 8 deletions src/MIPSolver/MIPSolverHighs.cpp
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Expand Up @@ -3,7 +3,7 @@
@author Andreas Lundell, Åbo Akademi University
@section LICENSE
@section∏LICENSE
This software is licensed under the Eclipse Public License 2.0.
Please see the README and LICENSE files for more information.
*/
Expand Down Expand Up @@ -84,7 +84,7 @@ HighsCallbackFunctionType highsCallback
currentSolution.hashValue = hashValue;
MIPSolver->currentSolutions.push_back(currentSolution);

env->output->outputInfo(fmt::format(" | #sols: {} \t obj.val: {:.4f} \t gap: {:.4f} ",
env->output->outputDebug(fmt::format(" | #sols: {} \t obj.val: {:.4f} \t gap: {:.4f} ",
MIPSolver->currentSolutions.size(), data_out->objective_function_value, data_out->mip_gap));

// Sorts the solutions so that the best one is at the first position
Expand Down Expand Up @@ -317,7 +317,6 @@ void MIPSolverHighs::initializeSolverSettings()
"mip_abs_gap", env->settings->getSetting<double>("ObjectiveGap.Absolute", "Termination"));
highsInstance.setOptionValue(
"mip_feasibility_tolerance", env->settings->getSetting<double>("Tolerance.Integer", "Primal"));
// highsInstance.setOptionValue("mip_heuristic_effort", 1.0);

// Adds a user-provided node limit
if(auto nodeLimit = env->settings->getSetting<double>("MIP.NodeLimit", "Dual"); nodeLimit > 0)
Expand All @@ -328,11 +327,57 @@ void MIPSolverHighs::initializeSolverSettings()
highsInstance.setOptionValue("mip_max_nodes", (int)nodeLimit);
}

highsInstance.setOptionValue(
"mip_allow_restart", env->settings->getSetting<bool>("Highs.MIPAllowRestart", "Subsolver"));
highsInstance.setOptionValue(
"mip_detect_symmetry", env->settings->getSetting<bool>("Highs.MIPDetectSymmetry", "Subsolver"));
highsInstance.setOptionValue(
"mip_heuristic_effort", env->settings->getSetting<double>("Highs.MIPHeuristicEffort", "Subsolver"));

switch(env->settings->getSetting<int>("Highs.Parallel", "Subsolver"))
{
case 0:
highsInstance.setOptionValue("parallel", "off");
break;
case 1:
highsInstance.setOptionValue("parallel", "choose");
break;
case 2:
highsInstance.setOptionValue("parallel", "on");
break;
default:
highsInstance.setOptionValue("parallel", "choose");
break;
}

switch(env->settings->getSetting<int>("Highs.Presolve", "Subsolver"))
{
case 0:
highsInstance.setOptionValue("presolve", "off");
break;
case 1:
highsInstance.setOptionValue("presolve", "choose");
break;
case 2:
highsInstance.setOptionValue("presolve", "on");
break;
default:
highsInstance.setOptionValue("presolve", "choose");
break;
}

highsInstance.setOptionValue("threads", env->settings->getSetting<int>("MIP.NumberOfThreads", "Dual"));

// highsInstance.setOptionValue("simplex_strategy", 0);
// highsInstance.setOptionValue("solver", "choose");
// highsInstance.setOptionValue("primal_feasibility_tolerance", 1e-6);
// highsInstance.setOptionValue("dual_feasibility_tolerance", 1e-6);

// highsInstance.setOptionValue("highs_debug_level", 3);
// highsInstance.setOptionValue("mip_report_level", 2);
// highsInstance.setOptionValue("output_flag", true);

highsInstance.setOptionValue("output_flag", false);
highsInstance.setOptionValue("threads", env->settings->getSetting<int>("MIP.NumberOfThreads", "Dual"));
highsCallbackData.env = env;

highsInstance.setCallback(highsCallback, reinterpret_cast<void*>(&highsCallbackData));
highsInstance.startCallback(kCallbackMipSolution);
Expand Down Expand Up @@ -491,8 +536,7 @@ E_ProblemSolutionStatus MIPSolverHighs::solveProblem()
cachedSolutionHasChanged = true;
currentSolutions.clear();

HighsLp lp = highsInstance.getLp();
highsCallbackData.env = env;
// HighsLp lp = highsInstance.getLp();

highsReturnStatus = highsInstance.run();
MIPSolutionStatus = getSolutionStatus();
Expand Down Expand Up @@ -610,7 +654,7 @@ void MIPSolverHighs::addMIPStart(VectorDouble point)
auto return_status = highsInstance.setSolution(solution);

if(return_status != HighsStatus::kOk)
env->output->outputDebug(" Could not att MIP start in Highs.");
env->output->outputDebug(" Could not add MIP start in Highs.");
}

void MIPSolverHighs::writeProblemToFile(std::string filename)
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28 changes: 28 additions & 0 deletions src/Solver.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -1536,6 +1536,34 @@ void Solver::initializeSettings()
env->settings->createSetting("Cbc.Strategy", "Subsolver", 1, "This turns on newer features", enumStrategy, 0);
enumStrategy.clear();

#endif

#ifdef HAS_HIGHS

env->settings->createSettingGroup("Subsolver", "Highs", "Highs", "");

env->settings->createSetting("Highs.MIPAllowRestart", "Subsolver", true, "Whether MIP restart is permitted");

env->settings->createSetting(
"Highs.MIPDetectSymmetry", "Subsolver", true, "Whether MIP symmetry should be detected");

env->settings->createSetting(
"Highs.MIPHeuristicEffort", "Subsolver", 0.05, "Effort spent for MIP heuristics", 0, 1);

VectorString enumHighsParallel;
enumHighsParallel.push_back("off");
enumHighsParallel.push_back("choose");
enumHighsParallel.push_back("on");
env->settings->createSetting("Highs.Parallel", "Subsolver", 1, "Use parallelization", enumHighsParallel, 0);
enumHighsParallel.clear();

VectorString enumHighsPresolve;
enumHighsPresolve.push_back("off");
enumHighsPresolve.push_back("choose");
enumHighsPresolve.push_back("on");
env->settings->createSetting("Highs.Presolve", "Subsolver", 1, "Use presolve", enumHighsPresolve, 0);
enumHighsPresolve.clear();

#endif

// Subsolver settings: Ipopt
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