Add options to README (#61)

README.md

@@ -48,3 +48,292 @@ model = Model(HiGHS.Optimizer)
 set_optimizer_attribute(model, "presolve", "on")
 set_optimizer_attribute(model, "time_limit", 60.0)
 ```
+
+## Options
+
+To print the list of options supported by HiGHS, do:
+```julia
+using HiGHS
+model = HiGHS.Optimizer()
+Highs_writeOptions(model, "options.txt")
+println(read("options.txt", String))
+```
+
+The current option list is:
+```
+# Presolve option: "off", "choose" or "on"
+# [type: string, advanced: false, default: "choose"]
+presolve = choose
+
+# Solver option: "simplex", "choose" or "ipm"
+# [type: string, advanced: false, default: "choose"]
+solver = choose
+
+# Parallel option: "off", "choose" or "on"
+# [type: string, advanced: false, default: "choose"]
+parallel = choose
+
+# Time limit
+# [type: double, advanced: false, range: [0, inf], default: inf]
+time_limit = inf
+
+# Limit on cost coefficient: values larger than this will be treated as infinite
+# [type: double, advanced: false, range: [1e+15, inf], default: 1e+20]
+infinite_cost = 1e+20
+
+# Limit on |constraint bound|: values larger than this will be treated as infinite
+# [type: double, advanced: false, range: [1e+15, inf], default: 1e+20]
+infinite_bound = 1e+20
+
+# Lower limit on |matrix entries|: values smaller than this will be treated as zero
+# [type: double, advanced: false, range: [1e-12, inf], default: 1e-09]
+small_matrix_value = 1e-09
+
+# Upper limit on |matrix entries|: values larger than this will be treated as infinite
+# [type: double, advanced: false, range: [1, inf], default: 1e+15]
+large_matrix_value = 1e+15
+
+# Primal feasibility tolerance
+# [type: double, advanced: false, range: [1e-10, inf], default: 1e-07]
+primal_feasibility_tolerance = 1e-07
+
+# Dual feasibility tolerance
+# [type: double, advanced: false, range: [1e-10, inf], default: 1e-07]
+dual_feasibility_tolerance = 1e-07
+
+# IPM optimality tolerance
+# [type: double, advanced: false, range: [1e-12, inf], default: 1e-08]
+ipm_optimality_tolerance = 1e-08
+
+# Objective bound for termination
+# [type: double, advanced: false, range: [-inf, inf], default: inf]
+objective_bound = inf
+
+# Objective target for termination
+# [type: double, advanced: false, range: [-inf, inf], default: -inf]
+objective_target = -inf
+
+# random seed used in HiGHS
+# [type: HighsInt, advanced: false, range: {0, 2147483647}, default: 0]
+highs_random_seed = 0
+
+# Debugging level in HiGHS
+# [type: HighsInt, advanced: false, range: {0, 3}, default: 0]
+highs_debug_level = 0
+
+# Analysis level in HiGHS
+# [type: HighsInt, advanced: false, range: {0, 31}, default: 0]
+highs_analysis_level = 0
+
+# Strategy for simplex solver
+# [type: HighsInt, advanced: false, range: {0, 4}, default: 1]
+simplex_strategy = 1
+
+# Strategy for scaling before simplex solver: off / on (0/1)
+# [type: HighsInt, advanced: false, range: {0, 4}, default: 2]
+simplex_scale_strategy = 2
+
+# Strategy for simplex crash: off / LTSSF / Bixby (0/1/2)
+# [type: HighsInt, advanced: false, range: {0, 9}, default: 0]
+simplex_crash_strategy = 0
+
+# Strategy for simplex dual edge weights: Choose / Dantzig / Devex / Steepest Edge (-1/0/1/2)
+# [type: HighsInt, advanced: false, range: {-1, 3}, default: -1]
+simplex_dual_edge_weight_strategy = -1
+
+# Strategy for simplex primal edge weights: Choose / Dantzig / Devex (-1/0/1)
+# [type: HighsInt, advanced: false, range: {-1, 1}, default: -1]
+simplex_primal_edge_weight_strategy = -1
+
+# Iteration limit for simplex solver
+# [type: HighsInt, advanced: false, range: {0, 2147483647}, default: 2147483647]
+simplex_iteration_limit = 2147483647
+
+# Limit on the number of simplex UPDATE operations
+# [type: HighsInt, advanced: false, range: {0, 2147483647}, default: 5000]
+simplex_update_limit = 5000
+
+# Iteration limit for IPM solver
+# [type: HighsInt, advanced: false, range: {0, 2147483647}, default: 2147483647]
+ipm_iteration_limit = 2147483647
+
+# Minimum number of threads in parallel execution
+# [type: HighsInt, advanced: false, range: {1, 8}, default: 1]
+highs_min_threads = 1
+
+# Maximum number of threads in parallel execution
+# [type: HighsInt, advanced: false, range: {1, 8}, default: 8]
+highs_max_threads = 8
+
+# Enables or disables solver output
+# [type: bool, advanced: false, range: {false, true}, default: true]
+output_flag = true
+
+# Enables or disables console logging
+# [type: bool, advanced: false, range: {false, true}, default: true]
+log_to_console = true
+
+# Solution file
+# [type: string, advanced: false, default: ""]
+solution_file = 
+
+# Log file
+# [type: string, advanced: false, default: "Highs.log"]
+log_file = Highs.log
+
+# Write the primal and dual solution to a file
+# [type: bool, advanced: false, range: {false, true}, default: false]
+write_solution_to_file = false
+
+# Write the primal and dual solution in a pretty (human-readable) format
+# [type: bool, advanced: false, range: {false, true}, default: false]
+write_solution_pretty = false
+
+# Whether symmetry should be detected
+# [type: bool, advanced: false, range: {false, true}, default: true]
+mip_detect_symmetry = true
+
+# MIP solver max number of nodes
+# [type: HighsInt, advanced: false, range: {0, 2147483647}, default: 2147483647]
+mip_max_nodes = 2147483647
+
+# MIP solver max number of nodes where estimate is above cutoff bound
+# [type: HighsInt, advanced: false, range: {0, 2147483647}, default: 2147483647]
+mip_max_stall_nodes = 2147483647
+
+# MIP solver max number of leave nodes
+# [type: HighsInt, advanced: false, range: {0, 2147483647}, default: 2147483647]
+mip_max_leaves = 2147483647
+
+# maximal age of dynamic LP rows before they are removed from the LP relaxation
+# [type: HighsInt, advanced: false, range: {0, 32767}, default: 10]
+mip_lp_age_limit = 10
+
+# maximal age of rows in the cutpool before they are deleted
+# [type: HighsInt, advanced: false, range: {0, 1000}, default: 30]
+mip_pool_age_limit = 30
+
+# soft limit on the number of rows in the cutpool for dynamic age adjustment
+# [type: HighsInt, advanced: false, range: {1, 2147483647}, default: 10000]
+mip_pool_soft_limit = 10000
+
+# minimal number of observations before pseudo costs are considered reliable
+# [type: HighsInt, advanced: false, range: {0, 2147483647}, default: 8]
+mip_pscost_minreliable = 8
+
+# MIP solver reporting level
+# [type: HighsInt, advanced: false, range: {0, 2}, default: 1]
+mip_report_level = 1
+
+# MIP feasibility tolerance
+# [type: double, advanced: false, range: [1e-10, inf], default: 1e-06]
+mip_feasibility_tolerance = 1e-06
+
+# MIP epsilon tolerance
+# [type: double, advanced: false, range: [1e-15, inf], default: 1e-09]
+mip_epsilon = 1e-09
+
+# effort spent for MIP heuristics
+# [type: double, advanced: false, range: [0, 1], default: 0.05]
+mip_heuristic_effort = 0.05
+
+# Output development messages: 0 => none; 1 => info; 2 => verbose
+# [type: HighsInt, advanced: true, range: {0, 3}, default: 0]
+log_dev_level = 0
+
+# Run the crossover routine for IPX
+# [type: bool, advanced: true, range: {false, true}, default: true]
+run_crossover = true
+
+# Allow ModelStatus::kUnboundedOrInfeasible
+# [type: bool, advanced: true, range: {false, true}, default: false]
+allow_unbounded_or_infeasible = false
+
+# Use relaxed implied bounds from presolve
+# [type: bool, advanced: true, range: {false, true}, default: false]
+use_implied_bounds_from_presolve = false
+
+# Use the free format MPS file reader
+# [type: bool, advanced: true, range: {false, true}, default: true]
+mps_parser_type_free = true
+
+# For multiple N-rows in MPS files: delete rows / delete entries / keep rows (-1/0/1)
+# [type: HighsInt, advanced: true, range: {-1, 1}, default: -1]
+keep_n_rows = -1
+
+# Largest power-of-two factor permitted when scaling the constraint matrix for the simplex solver
+# [type: HighsInt, advanced: true, range: {0, 20}, default: 10]
+allowed_simplex_matrix_scale_factor = 10
+
+# Largest power-of-two factor permitted when scaling the costs for the simplex solver
+# [type: HighsInt, advanced: true, range: {0, 20}, default: 0]
+allowed_simplex_cost_scale_factor = 0
+
+# Strategy for dualising before simplex
+# [type: HighsInt, advanced: true, range: {-1, 1}, default: -1]
+simplex_dualise_strategy = -1
+
+# Strategy for permuting before simplex
+# [type: HighsInt, advanced: true, range: {-1, 1}, default: -1]
+simplex_permute_strategy = -1
+
+# Max level of dual simplex cleanup
+# [type: HighsInt, advanced: true, range: {0, 2147483647}, default: 1]
+max_dual_simplex_cleanup_level = 1
+
+# Strategy for PRICE in simplex
+# [type: HighsInt, advanced: true, range: {0, 3}, default: 3]
+simplex_price_strategy = 3
+
+# Perform initial basis condition check in simplex
+# [type: bool, advanced: true, range: {false, true}, default: true]
+simplex_initial_condition_check = true
+
+# Tolerance on initial basis condition in simplex
+# [type: double, advanced: true, range: [1, inf], default: 1e+14]
+simplex_initial_condition_tolerance = 1e+14
+
+# Threshold on dual steepest edge weight errors for Devex switch
+# [type: double, advanced: true, range: [1, inf], default: 10]
+dual_steepest_edge_weight_log_error_threshold = 10
+
+# Dual simplex cost perturbation multiplier: 0 => no perturbation
+# [type: double, advanced: true, range: [0, inf], default: 1]
+dual_simplex_cost_perturbation_multiplier = 1
+
+# Primal simplex bound perturbation multiplier: 0 => no perturbation
+# [type: double, advanced: true, range: [0, inf], default: 1]
+primal_simplex_bound_perturbation_multiplier = 1
+
+# Matrix factorization pivot threshold for substitutions in presolve
+# [type: double, advanced: true, range: [0.0008, 0.5], default: 0.01]
+presolve_pivot_threshold = 0.01
+
+# Strategy for CHUZC sort in dual simplex
+# [type: HighsInt, advanced: true, range: {0, 2147483647}, default: 10]
+presolve_substitution_maxfillin = 10
+
+# Matrix factorization pivot threshold
+# [type: double, advanced: true, range: [0.0008, 0.5], default: 0.1]
+factor_pivot_threshold = 0.1
+
+# Matrix factorization pivot tolerance
+# [type: double, advanced: true, range: [0, 1], default: 1e-10]
+factor_pivot_tolerance = 1e-10
+
+# Tolerance to be satisfied before IPM crossover will start
+# [type: double, advanced: true, range: [1e-12, inf], default: 1e-08]
+start_crossover_tolerance = 1e-08
+
+# Use original HFactor logic for sparse vs hyper-sparse TRANs
+# [type: bool, advanced: true, range: {false, true}, default: true]
+use_original_HFactor_logic = true
+
+# Check whether LP is candidate for LiDSE
+# [type: bool, advanced: true, range: {false, true}, default: true]
+less_infeasible_DSE_check = true
+
+# Use LiDSE if LP has right properties
+# [type: bool, advanced: true, range: {false, true}, default: true]
+less_infeasible_DSE_choose_row = true
+```