implement HiGHS wrapper

hlefebvr · Oct 22, 2023 · b683d7f · b683d7f
1 parent 18f434f
commit b683d7f
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Showing 4 changed files with 109 additions and 481 deletions.
diff --git a/examples/knapsack-problem/main.cpp b/examples/knapsack-problem/main.cpp
@@ -14,6 +14,7 @@
 #include "idol/optimizers/callbacks/LocalBranching.h"
 #include "idol/optimizers/branch-and-bound/branching-rules/factories/VariableBranching.h"
 #include "idol/optimizers/branch-and-bound/branching-rules/factories/MostInfeasible.h"
+#include "idol/optimizers/solvers/HiGHS.h"
 
 int main(int t_argc, const char** t_argv) {
 
@@ -36,29 +37,17 @@ int main(int t_argc, const char** t_argv) {
     model.set_obj_expr(idol_Sum(j, Range(n_items), -instance.profit(j) * x[j]));
 
     // Set optimizer
-    //model.use(Gurobi());
     model.use(
             BranchAndBound()
-                    .with_node_optimizer(Gurobi::ContinuousRelaxation())
+                    .with_node_optimizer(HiGHS::ContinuousRelaxation())
                     .with_branching_rule(
                             MostInfeasible()
                     )
                     .with_node_selection_rule(BestBound())
-                    //.with_cutting_planes(CoverCuts().with_optimizer(Gurobi()))
-                    /*
-                    .with_callback(
-                            Heuristics::RENS()
-                                        .with_optimizer(
-                                            BranchAndBound()
-                                                .with_node_optimizer(Gurobi::ContinuousRelaxation())
-                                                .with_branching_rule(MostInfeasible())
-                                                .with_node_selection_rule(BestBound())
-                                                .with_log_level(Info, Green)
-                                        )
-                    ) */
                     .with_log_level(Info, Blue)
                     .with_log_frequency(1)
     );
+    // model.use(HiGHS());
     // Solve
     model.optimize();
 

diff --git a/lib/include/idol/optimizers/solvers/Optimizers_HiGHS.h b/lib/include/idol/optimizers/solvers/Optimizers_HiGHS.h
@@ -19,13 +19,10 @@ class idol::Optimizers::HiGHS  : public OptimizerWithLazyUpdates<int, int> {
 
     bool m_continuous_relaxation;
 
-    ::Highs m_solver;
-    bool m_solved_as_mip = false;
+    ::Highs m_model;
 
     SolutionStatus m_solution_status = Loaded;
     SolutionReason m_solution_reason = NotSpecified;
-    std::optional<Solution::Primal> m_unbounded_ray;
-    std::optional<Solution::Dual> m_farkas_certificate;
 
     std::stack<int> m_deleted_variables;
     std::stack<int> m_deleted_constraints;
@@ -62,11 +59,6 @@ class idol::Optimizers::HiGHS  : public OptimizerWithLazyUpdates<int, int> {
 
     void set_ctr_attr(int t_index, int t_type, double t_rhs);
 
-    void save_simplex_solution_status();
-    void compute_farkas_certificate();
-    void compute_unbounded_ray();
-    void save_milp_solution_status();
-
     [[nodiscard]] SolutionStatus get_status() const override;
     [[nodiscard]] SolutionReason get_reason() const override;
     [[nodiscard]] double get_best_obj() const override;

diff --git a/lib/include/idol/problems/multiple-knapsack-problem/MKP_Instance.h b/lib/include/idol/problems/multiple-knapsack-problem/MKP_Instance.h
@@ -14,7 +14,7 @@ namespace idol::Problems::MKP {
 }
 
 /**
- * See also https://en.wikipedia.org/wiki/Generalized_assignment_problem.
+ * See also https://en.wikipedia.org/wiki/Knapsack_problem.
  */
 class idol::Problems::MKP::Instance {
 protected: