Warm Starts for HiGHS_CMD (#713)

* typo fix

* another typo fix

* warmstart basic arg flow

* finished writesol implementation

* add highs_cmd into warmstart test solvers

* black

* Comment-out COPT while it is breaking master tests

* Re-add COPT

doc/KPyCon2009/code/wedding.py

@@ -46,7 +46,7 @@ def happiness(table):
 
 seating_model.solve()
 
-print(f"The choosen tables are out of a total of {len(possible_tables)}:")
+print(f"The chosen tables are out of a total of {len(possible_tables)}:")
 for table in possible_tables:
  if x[table].value() == 1.0:
  print(table)

examples/wedding.py

@@ -46,7 +46,7 @@ def happiness(table):
 
 seating_model.solve()
 
-print(f"The choosen tables are out of a total of {len(possible_tables)}:")
+print(f"The chosen tables are out of a total of {len(possible_tables)}:")
 for table in possible_tables:
  if x[table].value() == 1.0:
  print(table)

examples/wedding_initial.py

@@ -64,7 +64,7 @@ def happiness(table):
 seating_model.solve(solver)
 
 
-print(f"The choosen tables are out of a total of {len(possible_tables)}:")
+print(f"The chosen tables are out of a total of {len(possible_tables)}:")
 for table in possible_tables:
  if x[table].value() == 1.0:
  print(table)

pulp/apis/coin_api.py

@@ -88,21 +88,21 @@ def __init__(
  """
 
  if fracGap is not None:
- warnings.warn("Parameter fracGap is being depreciated for gapRel")
+ warnings.warn("Parameter fracGap is being deprecated for gapRel")
  if gapRel is not None:
  warnings.warn("Parameter gapRel and fracGap passed, using gapRel")
  else:
  gapRel = fracGap
  if maxSeconds is not None:
- warnings.warn("Parameter maxSeconds is being depreciated for timeLimit")
+ warnings.warn("Parameter maxSeconds is being deprecated for timeLimit")
  if timeLimit is not None:
  warnings.warn(
  "Parameter timeLimit and maxSeconds passed, using timeLimit"
  )
  else:
  timeLimit = maxSeconds
  if mip_start:
- warnings.warn("Parameter mip_start is being depreciated for warmStart")
+ warnings.warn("Parameter mip_start is being deprecated for warmStart")
  if warmStart:
  warnings.warn(
  "Parameter mipStart and mip_start passed, using warmStart"

pulp/apis/copt_api.py

@@ -52,7 +52,7 @@ def __init__(
  Initialize command-line solver
  """
  if mip_start:
- warnings.warn("Parameter mip_start is being depreciated for warmStart")
+ warnings.warn("Parameter mip_start is being deprecated for warmStart")
  if warmStart:
  warnings.warn(
  "Parameter warmStart and mip_start passed, using warmStart"
@@ -334,7 +334,7 @@ def __init__(
  Initialize COPT solver
  """
  if mip_start:
- warnings.warn("Parameter mip_start is being depreciated for warmStart")
+ warnings.warn("Parameter mip_start is being deprecated for warmStart")
  if warmStart:
  warnings.warn(
  "Parameter warmStart and mip_start passed, using warmStart"
@@ -904,7 +904,7 @@ def __init__(
  :param float epgap: deprecated for gapRel
  """
  if epgap is not None:
- warnings.warn("Parameter epgap is being depreciated for gapRel")
+ warnings.warn("Parameter epgap is being deprecated for gapRel")
  if gapRel is not None:
  warnings.warn("Parameter gapRel and epgap passed, using gapRel")
  else:

pulp/apis/cplex_api.py

@@ -45,15 +45,15 @@ def __init__(
  :param float timelimit: deprecated for timeLimit
  """
  if timelimit is not None:
- warnings.warn("Parameter timelimit is being depreciated for timeLimit")
+ warnings.warn("Parameter timelimit is being deprecated for timeLimit")
  if timeLimit is not None:
  warnings.warn(
  "Parameter timeLimit and timelimit passed, using timeLimit "
  )
  else:
  timeLimit = timelimit
  if mip_start:
- warnings.warn("Parameter mip_start is being depreciated for warmStart")
+ warnings.warn("Parameter mip_start is being deprecated for warmStart")
  if warmStart:
  warnings.warn(
  "Parameter mipStart and mip_start passed, using warmStart"
@@ -309,13 +309,13 @@ def __init__(
  :param int threads: number of threads to be used by CPLEX to solve a problem (default None uses all available)
  """
  if epgap is not None:
- warnings.warn("Parameter epgap is being depreciated for gapRel")
+ warnings.warn("Parameter epgap is being deprecated for gapRel")
  if gapRel is not None:
  warnings.warn("Parameter gapRel and epgap passed, using gapRel")
  else:
  gapRel = epgap
  if logfilename is not None:
- warnings.warn("Parameter logfilename is being depreciated for logPath")
+ warnings.warn("Parameter logfilename is being deprecated for logPath")
  if logPath is not None:
  warnings.warn(
  "Parameter logPath and logfilename passed, using logPath"

pulp/apis/gurobi_api.py

@@ -149,7 +149,7 @@ def __init__(
  self.init_gurobi = False # whether env and model have been initialised
 
  if epgap is not None:
- warnings.warn("Parameter epgap is being depreciated for gapRel")
+ warnings.warn("Parameter epgap is being deprecated for gapRel")
  if gapRel is not None:
  warnings.warn("Parameter gapRel and epgap passed, using gapRel")
  else:
@@ -419,7 +419,7 @@ def __init__(
  :param bool mip_start: deprecated for warmStart
  """
  if mip_start:
- warnings.warn("Parameter mip_start is being depreciated for warmStart")
+ warnings.warn("Parameter mip_start is being deprecated for warmStart")
  if warmStart:
  warnings.warn(
  "Parameter warmStart and mip_start passed, using warmStart"

pulp/apis/highs_api.py

@@ -54,6 +54,7 @@ def __init__(
  gapAbs=None,
  threads=None,
  logPath=None,
+ warmStart=False,
  ):
  """
  :param bool mip: if False, assume LP even if integer variables
@@ -66,6 +67,7 @@ def __init__(
  :param str path: path to the solver binary (you can get binaries for your platform from https://github.com/JuliaBinaryWrappers/HiGHS_jll.jl/releases, or else compile from source - https://highs.dev)
  :param int threads: sets the maximum number of threads
  :param str logPath: path to the log file
+ :param bool warmStart: if True, the solver will use the current value of variables as a start
  """
  LpSolver_CMD.__init__(
  self,
@@ -79,6 +81,7 @@ def __init__(
  keepFiles=keepFiles,
  threads=threads,
  logPath=logPath,
+ warmStart=warmStart,
  )
 
  def defaultPath(self):
@@ -94,8 +97,8 @@ def actualSolve(self, lp):
  raise PulpSolverError("PuLP: cannot execute " + self.path)
  lp.checkDuplicateVars()
 
- tmpMps, tmpSol, tmpOptions, tmpLog = self.create_tmp_files(
- lp.name, "mps", "sol", "HiGHS", "HiGHS_log"
+ tmpMps, tmpSol, tmpOptions, tmpLog, tmpMst = self.create_tmp_files(
+ lp.name, "mps", "sol", "HiGHS", "HiGHS_log", "mst"
  )
  lp.writeMPS(tmpMps, with_objsense=True)
 
@@ -127,6 +130,9 @@ def actualSolve(self, lp):
  command.append("--solver=simplex")
  if "threads" in self.optionsDict:
  command.append("--parallel=on")
+ if self.optionsDict.get("warmStart", False):
+ self.writesol(tmpMst, lp)
+ command.append(f"--read_solution_file={tmpMst}")
 
  options = iter(self.options)
  for option in options:
@@ -199,18 +205,39 @@ def actualSolve(self, lp):
  elif status_sol == constants.LpSolutionNoSolutionFound:
  values = None
  else:
- values = self.readsol(lp.variables(), tmpSol)
+ values = self.readsol(tmpSol)
 
- self.delete_tmp_files(tmpMps, tmpSol, tmpOptions, tmpLog)
+ self.delete_tmp_files(tmpMps, tmpSol, tmpOptions, tmpLog, tmpMst)
  lp.assignStatus(status, status_sol)
 
  if status == constants.LpStatusOptimal:
  lp.assignVarsVals(values)
 
  return status
 
- @staticmethod
- def readsol(variables, filename):
+ def writesol(self, filename, lp):
+ """Writes a HiGHS solution file"""
+
+ variable_rows = []
+ for var in lp.variables(): # zero variables must be included
+ variable_rows.append(f"{var.name} {var.varValue or 0}")
+
+ # Required preamble for HiGHS to accept a solution
+ all_rows = [
+ "Model status",
+ "None",
+ "",
+ "# Primal solution values",
+ "Feasible",
+ "",
+ f"# Columns {len(variable_rows)}",
+ ]
+ all_rows.extend(variable_rows)
+
+ with open(filename, "w") as file:
+ file.write("\n".join(all_rows))
+
+ def readsol(self, filename):
  """Read a HiGHS solution file"""
  with open(filename) as file:
  lines = file.readlines()

pulp/apis/xpress_api.py

@@ -81,15 +81,15 @@ def __init__(
  :param bool warmStart: if True, then use current variable values as start
  """
  if maxSeconds:
- warnings.warn("Parameter maxSeconds is being depreciated for timeLimit")
+ warnings.warn("Parameter maxSeconds is being deprecated for timeLimit")
  if timeLimit is not None:
  warnings.warn(
  "Parameter timeLimit and maxSeconds passed, using timeLimit"
  )
  else:
  timeLimit = maxSeconds
  if targetGap is not None:
- warnings.warn("Parameter targetGap is being depreciated for gapRel")
+ warnings.warn("Parameter targetGap is being deprecated for gapRel")
  if gapRel is not None:
  warnings.warn("Parameter gapRel and epgap passed, using gapRel")
  else:

pulp/tests/test_pulp.py

@@ -446,6 +446,7 @@ def test_pulp_022(self):
  "CPLEX_CMD",
  "CPLEX_PY",
  "COPT",
+ "HiGHS_CMD",
  ]:
  self.solver.optionsDict["warmStart"] = True
  print("\t Testing Initial value in MIP solution")