Version 1.7.0 of HiGHS contains several new developments.
HiGHS now offers the exciting new first order LP solver (cuPDLP-c). Ours is currently only a serial CPU implementation, so performance isn't spectacular, but we aim to offer the GPU implementation in due course. To run PDLP, choose the option solver=pdlp. Note that there is currently no time-out available for PDLP, and the termination criteria for cuPDLP-c may mean that the HiGHS optimality conditions are not satisfied. See README.md .
The HiGHS interior point solver now allows analytic centre calculations to be performed. This is done by setting the HiGHS option run_centring to be true. Other new options allow the centring calculations to be controlled.
When Highs::run() is called, ranges of the matrix, costs, bounds and RHS are reported, together with advice on setting the new HiGHS options user_cost_scale and used_bound_scale if there are extreme values.
After solving an LP, the method Highs::getIllConditioning tries (in an approach similar to that used by Gurobi) to identify constraints or basic variables that contribute most to ill-conditioning of the basis matrix.
Logging from the interior point solver is now consistent with logging from the simplex and MIP solvers.
The Python interface has been updated, with several overlooked methods having been added
Considerable modifications and fixes have been added to the build system, in particular for Python. highspy is no longer built with meson, rather a combination of setuptools and cmake.
Bugs in the QP and MIP solvers have been fixed
Thanks are due to due to @fwesselm @feldmeier and @Coloquinte
