Package {highs}

Generate Example Optimization Models

Description

Creates example optimization models for different problem types: - Linear Programming (LP) - Mixed Integer Linear Programming (MILP) - Quadratic Programming (QP)

Usage

example_model(op_type = c("LP", "MILP", "QP"))

Arguments

Value

A HiGHS model object configured according to the specified type: - LP: Maximization problem with 3 variables and 3 constraints - MILP: Maximization problem with mixed integer and continuous variables - QP: Problem with quadratic objective function

Examples

model <- example_model("LP")
model <- example_model("MILP")
model <- example_model("QP")

Create a HiGHS Solver Object

Description

Creates and solves an example optimization model using the HiGHS solver. This is a convenience wrapper that combines model creation and solving in a single function call.

Usage

example_solver(op_type = c("LP", "MILP", "QP"))

Arguments

Value

An object of class "highs_solver".

Examples

solver <- example_solver("LP")
solver <- example_solver("MILP")
solver <- example_solver("QP")

Get Number of Constraints in a Model

Description

This function retrieves the number of constraints in a given 'highs_model' object.

Usage

hi_model_get_ncons(model)

Arguments

Value

An integer representing the number of constraints in the model.

Examples

model <- hi_new_model()
hi_model_get_ncons(model)

Get Number of Variables in a Highs Model

Description

This function retrieves the number of variables in a given Highs model.

Usage

hi_model_get_nvars(model)

Arguments

Value

An integer representing the number of variables in the model.

Examples

model <- hi_new_model()
hi_model_get_nvars(model)

Set Constraint Matrix for Highs Model

Description

This function sets the constraint matrix for a given Highs model.

Usage

hi_model_set_constraint_matrix(model, matrix)

Arguments

Value

NULL

Examples

model <- hi_new_model()
matrix <- matrix(c(1, 0, 0, 1), nrow = 2)
hi_model_set_constraint_matrix(model, matrix)

Set Hessian Matrix for Highs Model

Description

This function sets the Hessian matrix for a given Highs model.

Usage

hi_model_set_hessian(model, matrix)

Arguments

Value

NULL

Examples

model <- hi_new_model()
hessian_matrix <- matrix(c(1, 0, 0, 1), nrow = 2)
hi_model_set_hessian(model, hessian_matrix)

Set Left Hand Side for a Highs Model

Description

This function sets the left hand side for a given Highs model.

Usage

hi_model_set_lhs(model, lhs)

Arguments

Value

NULL

Examples

model <- hi_new_model()
model <- hi_model_set_lhs(model, c(0, 1, 2))

Set Lower Bounds for Highs Model

Description

This function sets the lower bounds for a given Highs model.

Usage

hi_model_set_lower(model, lower)

Arguments

Value

NULL

Examples

model <- hi_new_model()
lower_bounds <- c(0, 1, 2)
hi_model_set_lower(model, lower_bounds)

Sets the number of columns in the model

Description

This function sets the number of columns in the given model.

Usage

hi_model_set_ncol(model, ncol)

Arguments

Value

NULL

Examples

model <- hi_new_model()
hi_model_set_ncol(model, 10L) # Sets the model to have 10 columns

Set the number of rows in the model

Description

This function sets the number of rows in the given model.

Usage

hi_model_set_nrow(model, nrow)

Arguments

Value

NULL

Examples

model <- hi_new_model()
hi_model_set_nrow(model, 5L) # Sets the model to have 5 rows

Set Objective for Highs Model

Description

This function sets the objective for a given Highs model.

Usage

hi_model_set_objective(model, objective)

Arguments

Value

NULL

Examples

model <- hi_new_model()
objective <- c(1, 2, 3)
hi_model_set_objective(model, objective)

Set Offset for Highs Model

Description

This function sets the offset for a given Highs model.

Usage

hi_model_set_offset(model, offset)

Arguments

Value

NULL

Examples

model <- hi_new_model()
hi_model_set_offset(model, 10)

Set Right Hand Side for a Highs Model

Description

This function sets the left hand side for a given Highs model.

Usage

hi_model_set_rhs(model, rhs)

Arguments

Value

NULL

Examples

model <- hi_new_model()
model <- hi_model_set_rhs(model, c(0, 1, 2))

Set the sense of the optimization model

Description

This function sets the sense of the optimization model to either maximization or minimization.

Usage

hi_model_set_sense(model, maximum)

Arguments

Value

NULL

Examples

model <- hi_new_model()
hi_model_set_sense(model, TRUE) # Set the model to maximization
hi_model_set_sense(model, FALSE) # Set the model to minimization

Set Upper Bounds for a Highs Model

Description

This function sets the upper bounds for a given Highs model.

Usage

hi_model_set_upper(model, upper)

Arguments

Value

NULL

Examples

model <- hi_new_model()
upper_bounds <- c(10, 20, 30)
hi_model_set_upper(model, upper_bounds)

Set Variable Types in a Highs Model

Description

This function sets the variable types in a given Highs model.

Usage

hi_model_set_vartype(model, types)

Arguments

Value

The function does not return a value. It modifies the 'model' object in place.

Examples

model <- hi_new_model()
types <- c(1, 2, 1, 0)
hi_model_set_vartype(model, types)

Create new Highs Model

Description

Create a new highs model object.

Usage

hi_new_model()

Value

an object of class "highs_model".

Examples

model <- hi_new_model() 

Create a new solver instance.

Description

This function initializes a new Highs solver instance using the provided model pointer.

Usage

hi_new_solver(model)

Arguments

Value

A new solver instance.

Examples

model <- example_model()
solver <- hi_new_solver(model)

Reset Global Scheduler

Description

This function resets the global scheduler used by the solver.

Usage

hi_reset_global_scheduler(blocking)

Arguments

Value

Invisible NULL.

Examples

hi_reset_global_scheduler(TRUE)

Add Variables to Model

Description

This function adds new variables (columns) to the optimization model.

Usage

hi_solver_add_cols(solver, costs, lower, upper, start, index, value)

Arguments

Value

The solver instance with new variables added.

Examples

solver <- example_solver()
hi_solver_add_cols(solver, c(1), c(0), c(10), c(0, 1), c(0), c(2))

Add Constraints to Model

Description

This function adds new constraints (rows) to the optimization model.

Usage

hi_solver_add_rows(solver, lhs, rhs, start, index, value)

Arguments

Value

The solver instance with new constraints added.

Examples

solver <- example_solver()
hi_solver_add_rows(solver, c(-Inf), c(10), c(0, 2), c(0, 1), c(1, 2))

Add Variables to the Solver

Description

This function adds new variables to the solver with specified bounds.

Usage

hi_solver_add_vars(solver, lower, upper)

Arguments

Value

The solver instance with the new variables added.

Examples

solver <- example_solver()
hi_solver_add_vars(solver, lower = c(0, 0, 0), upper = c(10, 10, 10))

Change Constraint Bounds

Description

This function updates the bounds of an existing constraint in the model.

Usage

hi_solver_change_constraint_bounds(solver, idx, lhs, rhs)

Arguments

Details

This is a low-level wrapper for 'highs.changeRowsBounds' that only does basic checks to prevent segfaults, but otherwise behaves exactly like 'highs.changeRowsBounds'.

Value

The solver instance with updated constraint bounds.

Examples

solver <- example_solver()
hi_solver_change_constraint_bounds(solver, 1, -Inf, 100)

Change Variable Bounds

Description

This function updates the bounds of an existing variable in the model.

Usage

hi_solver_change_variable_bounds(solver, idx, lower, upper)

Arguments

Value

The solver instance with updated bounds.

Examples

solver <- example_solver()
hi_solver_change_variable_bounds(solver, 1, 0, 10)

Clear All Solver Data

Description

This function clears all data from the solver instance, including the model and solution.

Usage

hi_solver_clear(solver)

Arguments

Value

The cleared solver instance.

Examples

solver <- example_solver()
hi_solver_clear(solver)

Clear Basis

Description

Invalidates the solver's current basis, allowing presolve to run on the next call to hi_solver_run.

Usage

hi_solver_clear_basis(solver)

Arguments

Value

An integer status code (0 = OK).

Clear Model Data

Description

This function clears only the model data from the solver instance.

Usage

hi_solver_clear_model(solver)

Arguments

Value

The solver instance with cleared model data.

Examples

solver <- example_solver()
hi_solver_clear_model(solver)

Clear Solver State

Description

This function clears the internal solver state while preserving the model.

Usage

hi_solver_clear_solver(solver)

Arguments

Value

The solver instance with cleared solver state.

Examples

solver <- example_solver()
hi_solver_clear_solver(solver)

Get Basis

Description

Retrieves the current simplex basis from the solver.

Usage

hi_solver_get_basis(solver)

Arguments

Value

A list with components:

valid

Logical, whether the basis is valid.

col_status

Integer vector of column basis statuses (0=Lower, 1=Basic, 2=Upper, 3=Zero, 4=Nonbasic).

row_status

Integer vector of row basis statuses.

Get Boolean Option Value

Description

This function retrieves the value of a boolean solver option.

Usage

hi_solver_get_bool_option(solver, key)

Arguments

Value

A logical value.

Examples

solver <- example_solver()
value <- hi_solver_get_bool_option(solver, "mip_detect_symmetry")

Get Constraint Bounds

Description

This function retrieves the bounds for all constraints in the model.

Usage

hi_solver_get_constraint_bounds(solver)

Arguments

Value

A list containing lower and upper bounds for all constraints.

Examples

solver <- example_solver()
bounds <- hi_solver_get_constraint_bounds(solver)

Get Constraint Matrix

Description

This function retrieves the constraint matrix of the optimization model.

Usage

hi_solver_get_constraint_matrix(solver)

Arguments

Value

A sparse matrix representing the constraints.

Examples

solver <- example_solver()
matrix <- hi_solver_get_constraint_matrix(solver)

Get Double Option Value

Description

This function retrieves the value of a double precision solver option.

Usage

hi_solver_get_dbl_option(solver, key)

Arguments

Value

A numeric value.

Examples

solver <- example_solver()
value <- hi_solver_get_dbl_option(solver, "time_limit")

Get the Dual Ray (Farkas Infeasibility Certificate)

Description

For a primal-infeasible LP, returns the dual unbounded ray: a Farkas certificate of primal infeasibility, with one entry per constraint (row).

Usage

hi_solver_get_dual_ray(solver)

Arguments

Details

A dual ray is available only after an LP detected to be **infeasible** and solved by the **simplex** method (the interior-point solver does not produce a ray). Disable presolve, or rely on HiGHS's postsolve, to recover the ray on the original model. Requesting the ray may solve an auxiliary LP.

Value

A list with 'status' (integer, 0 = OK), 'has_dual_ray' (logical), and 'dual_ray' (numeric vector of length 'n_row', or 'NULL' when no ray exists).

Get Integer Option Value

Description

This function retrieves the value of an integer solver option.

Usage

hi_solver_get_int_option(solver, key)

Arguments

Value

An integer value.

Examples

solver <- example_solver()
value <- hi_solver_get_int_option(solver, "log_dev_level")

Get Objective Coefficients

Description

This function retrieves the objective coefficients of the linear program.

Usage

hi_solver_get_lp_costs(solver)

Arguments

Value

A numeric vector of objective coefficients.

Examples

solver <- example_solver()
costs <- hi_solver_get_lp_costs(solver)

Get Number of Variables

Description

This function returns the number of variables (columns) in the optimization model.

Usage

hi_solver_get_num_col(solver)

Arguments

Value

An integer representing the number of variables.

Examples

solver <- example_solver()
n_vars <- hi_solver_get_num_col(solver)

Get Number of Constraints

Description

This function returns the number of constraints (rows) in the optimization model.

Usage

hi_solver_get_num_row(solver)

Arguments

Value

An integer representing the number of constraints.

Examples

solver <- example_solver()
n_constraints <- hi_solver_get_num_row(solver)

Get a HiGHS Solver Option

Description

Retrieves the value of a specific option from a HiGHS solver instance.

Usage

hi_solver_get_option(
  solver,
  key,
  type = c("auto", "bool", "integer", "double", "string")
)

Arguments

Value

The value of the specified option with the appropriate type.

Examples

solver <- example_solver()
hi_solver_get_option(solver, "output_flag")
hi_solver_get_option(solver, "solver", type = "string")

Get multiple HiGHS Solver Options

Description

Retrieves the values of multiple options from a HiGHS solver instance.

Usage

hi_solver_get_options(solver, keys = NULL)

Arguments

Value

A named list of option values with the appropriate types.

Examples

solver <- example_solver()
hi_solver_get_options(solver, c("output_flag", "solver"))

Get the Primal Ray (Unboundedness Certificate)

Description

For a primal-unbounded LP (i.e. dual-infeasible), returns the primal unbounded ray: a certificate of unboundedness, with one entry per variable (column).

Usage

hi_solver_get_primal_ray(solver)

Arguments

Details

As with the dual ray, this is a simplex-method certificate; requesting it may solve an auxiliary LP.

Value

A list with 'status' (integer, 0 = OK), 'has_primal_ray' (logical), and 'primal_ray' (numeric vector of length 'n_col', or 'NULL' when no ray exists).

Get Ranging (Sensitivity Analysis)

Description

Computes ranging information for the solved LP. The solver must have an optimal LP solution before calling this function.

Usage

hi_solver_get_ranging(solver)

Arguments

Value

A list with components:

valid

Logical, whether the ranging data is valid.

col_cost_up, col_cost_dn

Lists with value, objective, in_var, ou_var vectors for cost ranging (length num_col).

col_bound_up, col_bound_dn

Lists for column bound ranging.

row_bound_up, row_bound_dn

Lists for row bound ranging (length num_row).

Get Run Time

Description

Returns the elapsed time of the last solver run.

Usage

hi_solver_get_run_time(solver)

Arguments

Value

A numeric value (seconds).

Get the optimization sense of the solver instance.

Description

This function returns the optimization sense (e.g., minimization or maximization) of the provided solver instance.

Usage

hi_solver_get_sense(solver)

Arguments

Value

The optimization sense of the solver instance.

Examples

solver <- example_solver()
hi_solver_get_sense(solver)

Get Solution

Description

This function retrieves the solution from the solver after optimization.

Usage

hi_solver_get_solution(solver)

Arguments

Value

A list containing the solution information.

Examples

solver <- example_solver()
hi_solver_run(solver)
solution <- hi_solver_get_solution(solver)

Get String Option Value

Description

This function retrieves the value of a string solver option.

Usage

hi_solver_get_str_option(solver, key)

Arguments

Value

A character string.

Examples

solver <- example_solver()
value <- hi_solver_get_str_option(solver, "solver")

Get Variable Bounds

Description

This function retrieves the bounds for all variables in the model.

Usage

hi_solver_get_variable_bounds(solver)

Arguments

Value

A list containing lower and upper bounds for all variables.

Examples

solver <- example_solver()
bounds <- hi_solver_get_variable_bounds(solver)

Get Variable Types

Description

This function retrieves the type (continuous, integer, etc.) of all variables.

Usage

hi_solver_get_vartype(solver)

Arguments

Value

A character vector of variable types.

Examples

solver <- example_solver()
types <- hi_solver_get_vartype(solver)

Get Solver Infinity Value

Description

This function returns the value that the solver uses to represent infinity.

Usage

hi_solver_infinity()

Value

A numeric value representing infinity in the solver.

Examples

inf <- hi_solver_infinity()

Get Solver Information

Description

This function retrieves detailed information about the solver's state and performance.

Usage

hi_solver_info(solver)

Arguments

Value

A list containing solver information.

Examples

solver <- example_solver()
info <- hi_solver_info(solver)

Postsolve

Description

Performs postsolve using a given solution from the presolved model.

Usage

hi_solver_postsolve(solver, col_value, col_dual, row_value, row_dual)

Arguments

Value

An integer status code (0 = OK).

Presolve

Description

Runs presolve on the current model without solving.

Usage

hi_solver_presolve(solver)

Arguments

Value

An integer status code (0 = OK).

Read Model from File

Description

Reads a model from a file (MPS or LP format).

Usage

hi_solver_read_model(solver, filename)

Arguments

Value

An integer status code (0 = OK).

Run the Solver

Description

Executes the optimization solver on the current model.

Usage

hi_solver_run(solver, verbose = FALSE)

Arguments

Details

Solver output is controlled by the 'output_flag' option: use 'hi_solver_set_option(solver, "output_flag", "off")' to suppress logging.

Value

An integer status code (-1 = error, 0 = success, 1 = warning).

Examples

solver <- example_solver()
hi_solver_run(solver)

Set Basis for Warm-Start

Description

Sets a simplex basis on the solver for warm-starting. Use basis status values: 0=Lower, 1=Basic, 2=Upper, 3=Zero, 4=Nonbasic.

Usage

hi_solver_set_basis(solver, col_status, row_status)

Arguments

Value

An integer status code (0 = OK).

Set a coefficient in the constraint matrix.

Description

This function assigns a coefficient value to a specific entry in the constraint matrix.

Usage

hi_solver_set_coeff(solver, row, col, val)

Arguments

Value

The solver instance with the updated coefficient.

Examples

solver <- example_solver()
hi_solver_set_coeff(solver, 1, 1, 4.2)

Set constraint bounds for a given constraint.

Description

This function sets the lower and upper bounds for a specific constraint.

Usage

hi_solver_set_constraint_bounds(solver, index, lower, upper)

Arguments

Value

The solver instance with updated constraint bounds.

Examples

solver <- example_solver()
hi_solver_set_constraint_bounds(solver, 1, -Inf, 100)

Set integrality for a set of variables in the solver.

Description

This function defines whether a variable is categorized as integral or continuous.

Usage

hi_solver_set_integrality(solver, index, type)

Arguments

Value

The solver instance with updated integrality settings.

Examples

solver <- example_solver()
hi_solver_set_integrality(solver, 1, 1)

Set the objective coefficient for a set of variables.

Description

This function assigns a coefficient to a variable in the objective function.

Usage

hi_solver_set_objective(solver, index, coeff)

Arguments

Value

The solver instance with the updated objective.

Examples

solver <- example_solver()
hi_solver_set_objective(solver, 2, 3.5)

Set the objective offset for the solver.

Description

This function sets the objective offset in the solver instance.

Usage

hi_solver_set_offset(solver, ext_offset)

Arguments

Value

The solver instance with the updated offset.

Examples

solver <- example_solver()
hi_solver_set_offset(solver, 5.0)

Set a HiGHS Solver Option

Description

Sets the value of a specific option for a HiGHS solver instance.

Usage

hi_solver_set_option(
  solver,
  key,
  value,
  type = c("auto", "bool", "integer", "double", "string")
)

Arguments

Value

Invisibly returns NULL.

Examples

solver <- example_solver()
hi_solver_set_option(solver, "output_flag", FALSE)
hi_solver_set_option(solver, "solver", "simplex", type = "string")

Set Multiple HiGHS Solver Options

Description

Sets multiple options for a HiGHS solver instance at once.

Usage

hi_solver_set_options(solver, control = list())

Arguments

Value

Invisibly returns NULL.

Examples

solver <- example_solver()
hi_solver_set_options(solver, list(output_flag = FALSE, solver = "simplex"))

control <- list(
  presolve = "on",
  solver = "simplex",
  parallel = "on",
  ranging = "off",
  time_limit = 100.0,
  primal_feasibility_tolerance = 1e-7,
  dual_feasibility_tolerance = 1e-7,
  random_seed = 1234,
  threads = 4,
  output_flag = TRUE,
  log_to_console = TRUE,
  run_crossover = "on",
  allow_unbounded_or_infeasible = FALSE,
  mip_detect_symmetry = TRUE,
  mip_max_nodes = 10000,
  mip_max_leaves = 5000,
  mip_feasibility_tolerance = 1e-6
)
hi_solver_set_options(solver, control)

Set the optimization sense of the solver instance.

Description

This function updates the optimization sense for the given solver instance. Use TRUE for maximization and FALSE for minimization.

Usage

hi_solver_set_sense(solver, maximum)

Arguments

Value

The updated solver instance with the new optimization sense.

Examples

solver <- example_solver()
hi_solver_set_sense(solver, TRUE)

Set Solution for Warm-Start

Description

Sets a complete primal and/or dual solution on the solver for warm-starting.

Usage

hi_solver_set_solution(
  solver,
  col_value,
  row_value,
  col_dual,
  row_dual,
  value_valid = TRUE,
  dual_valid = TRUE
)

Arguments

Value

An integer status code (0 = OK).

Set Sparse Solution for Warm-Start

Description

Sets a sparse primal solution (by index/value pairs) for warm-starting.

Usage

hi_solver_set_sparse_solution(solver, index, value)

Arguments

Value

An integer status code (0 = OK).

Set Starting Solution for the Solver

Description

This function sets the starting solution for the solver.

Usage

hi_solver_set_start(solver, val)

Arguments

Value

An integer value indicating the status.

Examples

solver <- example_solver()
hi_solver_set_start(solver, c(0, NA, NA))

Set variable bounds for a set of variables.

Description

This function sets the lower and upper bounds for a set of variables.

Usage

hi_solver_set_variable_bounds(solver, index, lower, upper)

Arguments

Value

The solver instance with updated variable bounds.

Examples

solver <- example_solver()
hi_solver_set_variable_bounds(solver, 2, 0, 10)

Get Solver Status

Description

This function returns the current status of the solver.

Usage

hi_solver_status(solver)

Arguments

Value

A status code indicating the solver state.

Examples

solver <- example_solver()
hi_solver_run(solver)
status <- hi_solver_status(solver)

Get Solver Status Message

Description

This function returns a human-readable message describing the current solver status.

Usage

hi_solver_status_message(solver)

Arguments

Value

A character string containing the status message.

Examples

solver <- example_solver()
hi_solver_run(solver)
message <- hi_solver_status_message(solver)

Get HiGHS Version

Description

Returns the version string of the bundled HiGHS solver.

Usage

hi_solver_version(solver)

Arguments

Value

A character string with the HiGHS version.

Write Basis to File

Description

This function writes the current basis information to a file.

Usage

hi_solver_write_basis(solver, filename)

Arguments

Value

Invisible NULL.

Examples

solver <- example_solver()
basis_file <- tempfile(fileext = ".txt")
hi_solver_write_basis(solver, basis_file)

Write Model to File

Description

This function writes the current optimization model to a file.

Usage

hi_solver_write_model(solver, filename)

Arguments

Value

Invisible NULL.

Examples

solver <- example_solver()
model_file <- tempfile(fileext = ".mps")
hi_solver_write_model(solver, model_file)

Available Solver Options

Description

Reference for the available solver options.

Usage

highs_available_solver_options()

Value

A data.frame containing the available solver options.

Examples

highs_available_solver_options()

Highs Control

Description

Highs Control

Usage

highs_control(threads = 1L, time_limit = Inf, log_to_console = FALSE, ...)

Arguments

Examples

control <- highs_control()

Create a Highs Model

Description

Solve linear and quadratic mixed integer optimization problems.

Usage

highs_model(
  Q = NULL,
  L,
  lower,
  upper,
  A = NULL,
  lhs = NULL,
  rhs = NULL,
  types = rep.int(1L, length(L)),
  maximum = FALSE,
  offset = 0
)

Arguments

Value

A an object of class highs_model.

Examples

library("highs")
# Minimize:
#  x_0 +  x_1 + 3
# Subject to:
#               x_1 <=  7
#  5 <=  x_0 + 2x_1 <= 15
#  6 <= 3x_0 + 2x_1
#  0 <= x_0 <= 4
#  1 <= x_1
A <- rbind(c(0, 1), c(1, 2), c(3, 2))
m <- highs_model(L = c(1.0, 1), lower = c(0, 1), upper = c(4, Inf),
                 A = A, lhs = c(-Inf, 5, 6), rhs = c(7, 15, Inf),
                 offset = 3)
m

# Minimize:
#  -x_2 - 3x_3 + (1/2) * (2 x_1^2 - 2 x_1x_3 + 0.2 x_2^2 + 2 x_3^2)
# Subject to:
#  x_1 + x_3 <= 2
#  0 <= x
L <- c(0, -1, -3)
Q <- rbind(c(2, 0.0, -1), c(0, 0.2, 0), c(-1, 0.0, 2))
A <- cbind(1, 0, 1)
m <- highs_model(Q = Q, L = L, lower = 0, A = A, rhs = 2)
m

Solve an Optimization Problems

Description

Solve linear and quadratic mixed integer optimization problems.

Usage

highs_solve(
  Q = NULL,
  L,
  lower,
  upper,
  A = NULL,
  lhs = NULL,
  rhs = NULL,
  types = rep.int(1L, length(L)),
  maximum = FALSE,
  offset = 0,
  start = NULL,
  control = highs_control()
)

Arguments

Value

A list containing the result provided by the solver, containing the following named objects:

Additional information on can be found in the README file.

Examples

library("highs")
# Minimize:
#  x_0 +  x_1 + 3
# Subject to:
#               x_1 <=  7
#  5 <=  x_0 + 2x_1 <= 15
#  6 <= 3x_0 + 2x_1
#  0 <= x_0 <= 4
#  1 <= x_1
A <- rbind(c(0, 1), c(1, 2), c(3, 2))
s <- highs_solve(L = c(1.0, 1), lower = c(0, 1), upper = c(4, Inf),
                 A = A, lhs = c(-Inf, 5, 6), rhs = c(7, 15, Inf),
                 offset = 3)
s[["objective_value"]]
s[["primal_solution"]]

# Minimize:
#  -x_2 - 3x_3 + (1/2) * (2 x_1^2 - 2 x_1x_3 + 0.2 x_2^2 + 2 x_3^2)
# Subject to:
#  x_1 + x_3 <= 2
#  0 <= x
L <- c(0, -1, -3)
Q <- rbind(c(2, 0.0, -1), c(0, 0.2, 0), c(-1, 0.0, 2))
A <- cbind(1, 0, 1)
s <- highs_solve(Q = Q, L = L, lower = 0, A = A, rhs = 2)
s[["objective_value"]]
s[["primal_solution"]]

Highs Solver

Description

Create a wrapper around the HiGHS solver. Manly usefull if one wants a low level wrapper around highs with hot-start capabilities.

Usage

highs_solver(model, control = highs_control())

Arguments

Details

Methods
The following methods are provided by the "highs_solver" class.

• solve(...) method to be called to solve the optimization problem. Returns an integer giving the status code returned by HiGHS.

• status() method to obtain the status from the solver.

• status_message() method to obtain the status message from the solver.

• solution() method to obtain the solution from the solver.

• info() info to obtain addtional information from the solver.

• L(i, v) method to get and set the linear part of the objective.

• A(i, j, v) method to get and set the constraint matrix coefficients.

• cbounds(i, lhs, rhs) method to get and set the constraint bounds (left hand-side and right hand-side).

• types(i, v) method to get and set the variable types.

• vbounds(i, lower, upper) method to get and set the variable bounds.

• maximum(maximize) method to get and set the sense of the problem.

Method arguments

• ... optional control arguments, which can be used to alter the options set via the control argument when initializing the solver.

• i a vector of integers giving the index (vector index or row index) of the coeficcients to be altered.

• j a vector of integers giving the index (column index) of the coeficcients to be altered.

• v a vector of doubles giving the values of the coeficcients to be altered.

• lhs a vector of doubles giving left hand-side.

• rhs a vector of doubles giving right hand-side.

• lower a vector of doubles giving the lower bounds to be altered.

• upper a vector of doubles giving the upper bounds to be altered.

Value

an object of class "highs_solver".

Examples

A <- rbind(c(0, 1), c(1, 2), c(3, 2))
m <- highs_model(L = c(1.0, 1), lower = c(0, 1), upper = c(4, Inf),
                 A = A, lhs = c(-Inf, 5, 6), rhs = c(7, 15, Inf),
                 offset = 3)
solver <- highs_solver(m)

Write a Highs Model to a File

Description

Write an highs model to file.

Usage

highs_write_model(model, file)

Arguments

Examples

model <- example_model()
model_file <- tempfile(fileext = ".mps")
highs_write_model(model, model_file)