In this PR I add functionality to process HiGHS solution files. Specifically, I have:
Added a new ReadHighs class as a read strategy
Added tests for the ReadHighs class
Documented how to use HiGHS (both from the command line and python)
A couple other notes:
As described in the original issue, there are a few solution formats to choose from. I went with the one I called HiGHS Format in the ticket (solution style 1 in HiGHS docs). Motivation is that it only requires one file as an argument and has dual values in this file for if we eventually want to extract out these values.
Going with solution style 1 requires us to pass in an option file to the solver from the command line. A little cumbersome, but not a big deal (and this is documented!)
For processing a HiGHS solution into a wide format dataframe for otoole, I believe we can do most of the processing through highspy, but I chose not to. It is probably a little more efficient to use their package for bulk processing, but then that adds a dependency to otoole
Getting the CLI of HiGHS cant be done through a package manager - instead requires installing a binary and setting up environment variables. Therefore, I also provide an example on how to just use highspy and otoole's python API to process a solution file.
I strip out zeros from the solution file to be consistent with how we process CPLEX files; however, this is also an open issue! (see issue #214)
Issue Ticket Number
Closes #218
Documentation
I have updated the following pages:
Core Functionality with notes on otoole being able to process HiGHS now
Examples:
Provide instructions on how to install HiGHS CLI
Provide instructions on how to install highspy
Provide example on how to process HiGHS from command line
Provide example on how to process HiGHS from python
Instructions for setting up HiGHS to use from the command line may need to be improved a bit. For example, I had to add HiGHS executable to my .bashrc via the following command, that I did not include:
alias highs="/opt/highs/bin/./highs"
export PATH=$PATH:"/opt/highs/bin/"
I don't think the instructions should necessarily turn into a "how to setup solvers" guide; as there are better resources than otoole for that. However, it can be kinda tedious getting everything working. Additionally, I kinda glossed over install for Windows as I havent done that!
Description
In this PR I add functionality to process HiGHS solution files. Specifically, I have:
ReadHighsclass as a read strategyReadHighsclassA couple other notes:
HiGHS Formatin the ticket (solution style1in HiGHS docs). Motivation is that it only requires one file as an argument and has dual values in this file for if we eventually want to extract out these values.1requires us to pass in an option file to the solver from the command line. A little cumbersome, but not a big deal (and this is documented!)highspy, but I chose not to. It is probably a little more efficient to use their package for bulk processing, but then that adds a dependency tootoolehighspyandotoole's python API to process a solution file.Issue Ticket Number
Closes #218
Documentation
I have updated the following pages:
otoolebeing able to process HiGHS nowhighspyInstructions for setting up HiGHS to use from the command line may need to be improved a bit. For example, I had to add HiGHS executable to my
.bashrcvia the following command, that I did not include:I don't think the instructions should necessarily turn into a "how to setup solvers" guide; as there are better resources than
otoolefor that. However, it can be kinda tedious getting everything working. Additionally, I kinda glossed over install for Windows as I havent done that!