Is it possible to cancel/abort a solve in progress?

[qwertie]

lpsolve, for example, has put_abortfunc to poll whether a solve should continue. What's the HiGHS equivalent?

[jajhall]

It's not currently possible to abort HiGHS in this. However, we have a callback in a development branch that will permit this.

[jajhall]

So, set the option simplex_iteration_limit

[qwertie]

So, something like this (or by setting time_limit instead)? Is it necessary to increment the limit each time?

    HighsSolution? solution = null;

    int maxIterations = 1;
    solver.setIntOptionValue("simplex_iteration_limit", maxIterations);
                    
    for (;;) {
        status = solver.run(); // Highs_run

        var modelStatus = solver.GetModelStatus();
        if (cancelRequested || modelStatus is not (HighsModelStatus.kSolutionLimit or 
            HighsModelStatus.kIterationLimit or HighsModelStatus.kTimeLimit))
            break;

        ++maxIterations;
        solver.setIntOptionValue("simplex_iteration_limit", maxIterations);
    }

    if (status != HighsStatus.kError)
        solution = solver.getSolution();

[jajhall]

Sorry, I've just tried it out, and what I suggested doesn't work.

TBH It's such a bizarre way of running an LP solver, that I'd not tried it before.

Unfortunately, if HiGHS terminates due to the iteration (or time limit) being reached, it just bails out, and doesn't save the data required for a re-start. Hence it would just start from scratch again

It could be fixed, but it's not quick to do

Better to wait for our callbacks

Since you're calling from C++, if you're building HiGHS from source, you could try. If so, let me know and I'll explain how the callbacks work. They are so new that they aren't documented

[qwertie]

I'm calling from C# and using the Windows/Linux prebuilt files like lib\libhighs.so.1.5.3 in HiGHS.v1.5.3.x86_64-linux-gnu-cxx11.tar.gz, though I have VC++, gcc (WSL) and cmake so maybe I could build from source. C# evidently supports C callbacks well enough, e.g. the one for lpsolve is defined like

    [DllImport("lpsolve55", ...)]
    public static extern void put_abortfunc(IntPtr lp, ctrlcfunc newctrlc, int ctrlchandle);

    public delegate byte ctrlcfunc(IntPtr lp, int userhandle);

corresponding to the C function

typedef int    (__WINAPI lphandle_intfunc)(lprec *lp, void *userhandle);
...
__EXTERN_C {
...
void __EXPORT_TYPE __WINAPI put_abortfunc(lprec *lp, lphandle_intfunc newctrlc, void *ctrlchandle);
...
}

(Hmm, passing int to void* shouldn't actually work on x64. Maybe the calling convention stops it from crashing)

[jajhall]

Ah, extending out callbacks to our Python API and C (and hence, C#) API is something that we know we'll need to do, but it won't happen soon, sorry.