david-r-cox / highs-js

Javascript linear programming library

highs-js

This is a javascript mixed integer linear programming library. It is built by compiling a high-performance C++ solver developed by the University of Edinburgh, (HiGHS), to WebAssembly using emscripten.

Demo

See the online demo at: https://lovasoa.github.io/highs-js/

Usage

const highs_settings = {
  // In node, locateFile is not needed
  // In the browser, point locateFile to the URL of the wasm file (see below)
  locateFile: (file) => "https://lovasoa.github.io/highs-js/" + file
};
const highs_promise = require("highs")(highs_settings);

const PROBLEM = `Maximize
 obj:
    x1 + 2 x2 + 4 x3 + x4
Subject To
 c1: - x1 + x2 + x3 + 10 x4 <= 20
 c2: x1 - 4 x2 + x3 <= 30
 c3: x2 - 0.5 x4 = 0
Bounds
 0 <= x1 <= 40
 2 <= x4 <= 3
End`;

const EXPECTED_SOLUTION = {
  Status: 'Optimal',
  ObjectiveValue: 87.5,
  Columns: {
    x1: {
      Index: 0,
      Status: 'BS',
      Lower: 0,
      Upper: 40,
      Type: 'Continuous',
      Primal: 17.5,
      Dual: -0,
      Name: 'x1'
    },
    x2: {
      Index: 1,
      Status: 'BS',
      Lower: 0,
      Upper: Infinity,
      Type: 'Continuous',
      Primal: 1,
      Dual: -0,
      Name: 'x2'
    },
    x3: {
      Index: 2,
      Status: 'BS',
      Lower: 0,
      Upper: Infinity,
      Type: 'Continuous',
      Primal: 16.5,
      Dual: -0,
      Name: 'x3'
    },
    x4: {
      Index: 3,
      Status: 'LB',
      Lower: 2,
      Upper: 3,
      Type: 'Continuous',
      Primal: 2,
      Dual: -8.75,
      Name: 'x4'
    }
  },
  Rows: [
    {
      Index: 0,
      Name: 'c1',
      Status: 'UB',
      Lower: -Infinity,
      Upper: 20,
      Primal: 20,
      Dual: 1.5
    },
    {
      Index: 1,
      Name: 'c2',
      Status: 'UB',
      Lower: -Infinity,
      Upper: 30,
      Primal: 30,
      Dual: 2.5
    },
    {
      Index: 2,
      Name: 'c3',
      Status: 'UB',
      Lower: 0,
      Upper: 0,
      Primal: 0,
      Dual: 10.5
    }
  ]
};

async function test() {
  const highs = await highs_promise;
  const sol = highs.solve(PROBLEM);
  require("assert").deepEqual(sol, EXPECTED_SOLUTION);
}

The problem has to be passed in the CPLEX .lp file format.

For a more complete example, see the demo folder.

Loading the wasm file

This package requires a wasm file. You can find it in node_modules/highs/build/highs.wasm inside the NPM package, or download it from the release page. By default, it will be loaded from the same path as the javascript file, which means you have to add the wasm file to your assets.

Alternatively, if you don't want to bother with that, if you are running highs-js in a web browser (and not in node), you can load the file directly from github:

const highs_loader = require("highs");

const highs = await highs_loader({
  // In a browser, one can load the wasm file from github
  locateFile: (file) => "https://lovasoa.github.io/highs-js/" + file
});

Passing custom options

HiGHS is configurable through a large number of options.

You can pass options as the second parameter to solve :

const highs_promise = require("highs")(highs_settings);
const highs = await highs_promise;
const sol = highs.solve(PROBLEM, {
  "allowed_cost_scale_factor": 2,
  "run_crossover": true,
  "presolve": "on",
});