HiPO in Python

The HiPO Interior Point Method (IPM) solver currently uses external dependencies to provide enhanced performance for linear and quadratic programming problems. The required dependencies are packaged in the highspy-extras. The packaged dependencies have licensing terms different from HiGHS, such as Apache 2.0. Other algorithms may also rely on highspy-extras in the future.

HiPO can enhance performance on many large problem instances. It is not very well suited for smaller or easier LPs.

Installation

Install directly:

pip install highspy-extras

Or install via the highspy optional dependency:

pip install highspy[extras]

At present, the optional dependency installs support needed for HiPO. Both highspy and highspy-extras are available on PyPI and conda-forge.

Usage

When highspy-extras is installed, HiGHS can use algorithms that depend on these external libraries. At present this primarily means the HiPO solver. Note that highspy-extras is automatically consumed by highspy and does not need to be imported manually. You can explicitly select HiPO:

import highspy

# Create a HiGHS instance
h = highspy.Highs()

# Load your model
h.readModel("model.mps")

# Set solver to use HiPO
h.setOptionValue("solver", "hipo")

# Solve
h.run()

For debugging library packaging issues, you can also query the ABI version reported directly by the shared library:

import highspy_extras

print(highspy_extras.__version__)
print(highspy_extras.get_library_version())

Local installation requirements

To install locally, you will need

Python >= 3.8
BLAS library (bundled or system)

Uninstall

To remove the HiPO support and go back to the MIT-licenced highspy, simply remove highspy-extras:

pip uninstall highspy-extras

License

Apache 2.0 - see the license and THIRD_PARTY_NOTICES the HiGHS repository for details.