scikit-highs 0.4.0

Cython interface to HiGHS.

Cython wrappers over HiGHS. This project is a fork of the main repo: fork.

The package is available on pypi as scikit-highs and is tested on the following:

• Ubuntu 18, gcc 7.5.0, Python 3.6.9

• Windows 10, VS 2019, Python 3.8.2 x64

It has dependencies on numpy and Cython that require these to be installed before installation of scikit-highs. Once numpy and Cython are installed, install using pip like this:

pip install scikit-highs

Example usage from script:

from pyHiGHS import highs_wrapper
from pyHiGHS import CONST_INF, CONST_I_INF

# Call like this (usually using numpy arrays and A is a scipy.sparse.csc_matrix):
res = highs_wrapper(c, A.indptr, A.indices, A.data, lhs, rhs, lb, ub, options)

options is a dict that supports all options of the HiGHS C++ API.

It will take a second to compile when installing, I did not create any wheels, etc, so always compiles from source.