Package coin-or-HiGHS
Linear optimization software
HiGHS is a high performance serial and parallel solver for large scale sparse
linear optimization problems of the form
```
Minimize (1/2) x^TQx + c^Tx subject to L <= Ax <= U; l <= x <= u
```
where `Q` must be positive semi-definite and, if `Q` is zero, there may be a
requirement that some of the variables take integer values. Thus HiGHS can
solve linear programming (LP) problems, convex quadratic programming (QP)
problems, and mixed integer programming (MIP) problems. It is mainly written
in C++, but also has some C.
HiGHS has primal and dual revised simplex solvers, originally written by Qi
Huangfu and further developed by Julian Hall. It also has an interior point
solver for LP written by Lukas Schork, an active set solver for QP written by
Michael Feldmeier, and a MIP solver written by Leona Gottwald. Other features
have been added by Julian Hall and Ivet Galabova, who manages the software
engineering of HiGHS and interfaces to C, C#, FORTRAN, Julia and Python.
Although HiGHS is freely available under the MIT license, we would be pleased
to learn about users' experience and give advice via email sent to
highsopt@gmail.com.Version: 1.13.0
General Commands | |
| highs | Linear optimization software |