HiGHS optimization solver: Difference between revisions

Revision as of 03:42, 9 February 2023

Revision as of 05:12, 10 February 2023

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'''HiGHS''' is a open-source software to solve [[linear programming]] (LP), [[Integer programming|mixed-integer programming]] (MIP), and convex [[quadratic programming]] (QP) models.<ref name="hall-2020"/>

Written in [[C++]] and published under an [[MIT License|MIT]] license, HiGHS provides programming interfaces to [[C (programming language)|C]], [[Python (programming language)|Python]], [[Julia (programming language)|Julia]], [[Rust (programming language)|Rust]], [[JavaScript]], [[Fortran]], and [[C Sharp (programming language)|C#]]. It has no external dependencies. Although generally single-threaded, some solver components can utilize multi-core architectures. HiGHS is designed to solve large-scale models and exploits [[sparse matrix|problem sparsity]]. Its performance relative to commercial and other open-source software is reviewed periodically using industry-standard [[Benchmark (computing)|benchmarks]].<ref name="mittelmann-benchmarks"/>