HiGHS - High Performance Optimization Software

Build Status

HiGHS is a high performance serial and parallel solver for large-scale sparse linear programming (LP) and mixed-integer programming (MIP) models developed in C++11, with interfaces to C, C#, FORTRAN, Julia and Python.

HiGHS is freely available under the MIT licence.

HiGHS can be used as a standalone executable on Windows, Linux and MacOS. There is a C++11 library which can be used within a C++ project or, via one of the interfaces, to a project written in other languages.

Installing HiGHS from source code requires CMake minimum version 3.15, but no other third-party utilities.

Your comments or specific questions on HiGHS would be greatly appreciated, so please send an email to highsopt@gmail.com to get in touch with the team.

LP and MIP

Linear programming problems (LP) in general bounded form are defined as

\[\textrm{min} \qquad c^Tx \qquad \textrm{subject to} \qquad L <= Ax <= U; \qquad l <= x <= u.\]

and mixed integer programming (MIP) problems of the same form, for which some of the variables must take integer values.

More on the theory background can be found at www.highs.dev.