HiGHS is a high performance serial and parallel solver for large scale sparse linear programming (LP) problems of the form
Maximize c^Tx subject to L <= Ax <= U; l <= x <= u
It is written in C++ with OpenMP directives. It is based on the dual revised simplex method implemented in HSOL, exploiting parallelism using either "parallel minor iterations" (PAMI) or "single iteration parallelism" (SIP). A full technical reference to PAMI and SIP is
Parallelizing the dual revised simplex method Q. Huangfu and J. A. J. Hall Technical Report ERGO-14-011.
http://www.maths.ed.ac.uk/hall/HuHa13/
HSOL was originally written by Qi Huangfu, with features such as presolve, crash and advanced basis start added by Julian Hall and Ivet Galabova.
HSOL has been developed and tested on various linux installations using both the GNU (g++) and Intel (icc) C++ compilers.
HiGHS uses CMake as build system. To compile the run you need to setup a build directory and define your build configuration:
mkdir build
cd build
cmake .. [add otional parameters here]
Afterwards you may compile the code wrt the set configuration using your
defined build generator, e.g. make
:
make
Set custom options with -D <option>=<value>
during the configuration step (cmake ..
):
OPENMP
: turn OpenMP support on or off
To perform a quick test whether the compilation was successful, run
ctest
In the following discussion, the name of the executable file generated
is assumed to be HiGHS
.
HiGHS can only read plain text MPS files, and the following command
solves the model in ml.mps
highs -f ml.mps
usage: highs [options] -f fName.mps
Options:
-p mode : use presolve mode. Values:
: Off On
-c mode : use crash mode to mode. Values:
: Off LTSSF LTSSF1 LTSSF2 LTSSF3 LTSSF4 LTSSF5 LTSSF6 LTSSF7
-e edWt : set edge weight to edWt. Values:
: Dan Dvx DSE DSE0 DSE1
-s : use option sip
-m [cut] : use pami. Cutoff optional double value.
-t fName : use pami with partition file fName
-d : debug mode on
Run-time options -p
and -s
direct HiGHS to use PAMI or SIP.
When compiled with the OpenMP directives invoked, the number of
threads used at run time is the value of the environment variable
OMP_NUM_THREADS
. For example, to use HiGHS with PAMI and eight
threads to solve ml.mps
execute
export OMP_NUM_THREADS=8
highs -m -f ml.mps
If OMP_NUM_THREADS
is not set, either because it has not been set or
due to executing the command
unset OMP_NUM_THREADS
then all available threads will be used.
When compiled without the OpenMP directives, or if run with
OMP_NUM_THREADS=1
, HiGHS is serial. The -sip
run-time option will not
affect performance. The -pami
run-time option will cause HiGHS to use
serial minor iterations and, although this could lead to better
performance on some problems, performance will typically be
diminished.
When compiled with the OpenMP directives and OMP_NUM_THREADS>1
or
unset, HiGHS will use multiple threads if the -pami
or -sip
run-time
option is specified. If OMP_NUM_THREADS
is unset, HiGHS will try to use
all available threads so performance may be very slow. Although the
best value will be problem and architecture dependent,
OMP_NUM_THREADS=8
is typically a good choice. Although HiGHS is slower
when run in parallel than in serial for some problems, it is typically
faster, with the -pami
option usually faster than the -sip
option.