README.md

HiGHS.jl

HiGHS.jl is a wrapper for the HiGHS solver.

It has two components:

• a thin wrapper around the complete C API
• an interface to MathOptInterface

Affiliation

This wrapper is maintained by the JuMP community and is not an official project of the HiGHS developers.

Getting help

If you need help, please ask a question on the JuMP community forum.

If you have a reproducible example of a bug, please open a GitHub issue.

License

HiGHS.jl is licensed under the MIT License.

The underlying solver, ERGO-Code/HiGHS, is licensed under the MIT license.

Installation

Install HiGHS as follows:

import Pkg
Pkg.add("HiGHS")

In addition to installing the HiGHS.jl package, this will also download and install the HiGHS binaries. You do not need to install HiGHS separately.

To use a custom binary, read the Custom solver binaries section of the JuMP documentation.

Use with JuMP

To use HiGHS with JuMP, use HiGHS.Optimizer:

using JuMP, HiGHS
model = Model(HiGHS.Optimizer)
# Set options as needed, for example:
set_attribute(model, "presolve", "on")
set_attribute(model, "time_limit", 60.0)

MathOptInterface API

The HiGHS optimizer supports the following constraints and attributes.

List of supported objective functions:

• MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}
• MOI.ObjectiveFunction{MOI.ScalarQuadraticFunction{Float64}}

List of supported variable types:

• MOI.Reals

List of supported constraint types:

• MOI.ScalarAffineFunction{Float64} in MOI.EqualTo{Float64}
• MOI.ScalarAffineFunction{Float64} in MOI.GreaterThan{Float64}
• MOI.ScalarAffineFunction{Float64} in MOI.Interval{Float64}
• MOI.ScalarAffineFunction{Float64} in MOI.LessThan{Float64}
• MOI.VariableIndex in MOI.EqualTo{Float64}
• MOI.VariableIndex in MOI.GreaterThan{Float64}
• MOI.VariableIndex in MOI.Integer
• MOI.VariableIndex in MOI.Interval{Float64}
• MOI.VariableIndex in MOI.LessThan{Float64}
• MOI.VariableIndex in MOI.Semicontinuous{Float64}
• MOI.VariableIndex in MOI.Semiinteger{Float64}
• MOI.VariableIndex in MOI.ZeroOne

List of supported model attributes:

• MOI.Name()
• MOI.ObjectiveSense()

Options

See the HiGHS documentation for a full list of the available options.

C API

The C API can be accessed via HiGHS.Highs_xxx functions, where the names and arguments are identical to the C API.

Threads

HiGHS uses a global scheduler that is shared between threads.

Before changing the number of threads using MOI.Threads(), you must call Highs_resetGlobalScheduler(1):

using JuMP, HiGHS
model = Model(HiGHS.Optimizer)
Highs_resetGlobalScheduler(1)
set_attribute(model, MOI.NumberOfThreads(), 1)

If modifying the number of HiGHS threads across different Julia threads, be sure to read the docstring of Highs_resetGlobalScheduler. In particular, resetting the scheduler is not thread-safe.