highspy-extras 1.15.0

HiGHS external dependencies extension for highspy

highspy-extras

Extension package for highspy that enables access to external dependencies with licensing terms different from HiGHS, such as Apache 2.0.

The HiPO Interior Point Method (IPM) solver currently uses these external dependencies to provide enhanced performance for linear and quadratic programming problems. Other algorithms may also rely on highspy-extras in the future.

Installation

Install directly:

pip install highspy-extras

Or install via the highspy optional dependency:

pip install highspy[extras]

At present, the optional dependency installs support needed for HiPO.

Usage

When highspy-extras is installed, HiGHS can use algorithms that depend on these external libraries. Note that highspy-extras is automatically consumed by highspy and does not need to be imported manually. At present this primarily means the HiPO solver. You can explicitly select HiPO:

import highspy

# Create a HiGHS instance
h = highspy.Highs()

# Load your model
h.readModel("model.mps")

# Set solver to use HiPO
h.setOptionValue("solver", "hipo")

# Solve
h.run()

For debugging library packaging issues, you can also query the ABI version reported directly by the shared library:

import highspy_extras

print(highspy_extras.__version__)
print(highspy_extras.get_library_version())

Requirements

• Python >= 3.9

• BLAS library The highspy-extras wheels on PyPI and conda-forge ship with a bundled OpenBLAS.

When installing locally from source, the requirement is:

• OpenBLAS on Windows and Linux:
  • Install with vcpkg
  • Install with apt on Linux
  • Set BUILD_OPENBLAS=ON in cmake, to fetch and build OpenBLAS as a subproject
• Apple Accelerate on MacOS:
  • MacOS comes with the Accelerate framework pre-installed

License

Apache 2.0 - see the license and THIRD_PARTY_NOTICES in the HiGHS repository for details.