HiGHS parameter pruning

sambuddhac commented 6 months ago

Description

What type of PR is this? (check all applicable)

[ ] Feature
[ ] Bug Fix
[ ] Documentation Update
[x] Code Refactor
[x] Performance Improvements

Related Tickets & Documents

Checklist

[ ] Code changes are sufficiently documented; i.e. new functions contain docstrings and .md files under /docs/src have been updated if necessary.
[x] The latest changes on the target branch have been incorporated, so that any conflicts are taken care of before merging. This can be accomplished either by merging in the target branch (e.g. 'git merge develop') or by rebasing on top of the target branch (e.g. 'git rebase develop'). Please do not hesitate to reach out to the GenX development team if you need help with this.
[ ] Code has been tested to ensure all functionality works as intended.
[ ] CHANGELOG.md has been updated (if this is a 'notable' change).
[x] I consent to the release of this PR's code under the GNU General Public license.

How this can be tested

Post-approval checklist for GenX core developers

After the PR is approved

[x] Check that the latest changes on the target branch are incorporated, either via merge or rebase
[x] Remember to squash and merge if incorporating into develop

sambuddhac commented 6 months ago

@JesseJenkins this PR is ready for review now. I have checked against Gurobi and CPLEX and I have included the bare minimum number of settings in configure_highs.jl to the extent those correspond to similar set of settings parameters in the other two solvers. There are some for which I couldn't find an exact same or similar counterpart. Please let me know if this list looks good, or, if we need to include or get rid of any more parameters.

JesseJenkins commented 6 months ago

@sambuddhac In HiGHS solver settings, I think we can remove also each of these:

         "infinite_cost" => 1e+20,
        "infinite_bound" => 1e+20,
        "small_matrix_value" => 1e-09,
        "large_matrix_value" => 1e+15,
        "objective_bound" => Inf,
        "objective_target" => -Inf,

Dont we need a MIP gap setting too if someone is using HiGHS for MILP (which is not recommended, but possible)? Restore these?

"mip_rel_gap" => 0.001,
"mip_abs_gap" => 1e-06,

JesseJenkins commented 6 months ago

The Cbc default settings also don't look like ones a user would frequently set, are they? And it's missing basic ones like MIP gap setting (and Cbc is the MILP solver). Can you please check configure settings for Cbc as well?

- seconds = 1e-6
 - logLevel = 1e-6
 - maxSolutions = -1
 - maxNodes = -1
 - allowableGap = -1
 - ratioGap = Inf
 - threads = 1

sambuddhac commented 6 months ago

Yes, I can reformat the Cbc Also

sambuddhac commented 6 months ago

Ah ... yeah, forgot that we have room for doing MILP also. Okay, I'll get those in.

sambuddhac commented 6 months ago

@JesseJenkins I think now this one should look good? I am creating a separate PR for the Cbc solver. Will pass on to you for reviewing that once finished.

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