Cython bindings to the HiGHS linear and mixed integer optimization solver
Project description
cyhighs
Cython bindings to the HiGHS linear and mixed integer optimization solver. The solver is compiled from source and statically linked, so an installed wheel has no external system dependencies beyond NumPy and SciPy.
cyhighs provides three interfaces at increasing levels of convenience. You can
hand the solver raw arrays, pass SciPy sparse matrices, or call a drop in
replacement for scipy.optimize.linprog.
Installation
pip install cyhighs
Documentation
Full documentation, including a user guide and the API reference, lives at nardi.github.io/cyhighs.
There you will find a description of what the package is for, how it bundles the HiGHS solver, an installation guide, and worked examples for each of the three solver interfaces.
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