Add more config parameters to HiGHS python API + set up logging

[siwy]

Reference issue

#553 (sort of )

What does this implement?

Improves the usability of the HiGHS interface:

• Pass more of pulp's parameters directly into HiGHS
• Set-up logging (it's a bit awkward, I wasn't sure if there's a better way to do this)
• Allow callers to specify more options via the options argument

Any other comments

N/A

[siwy]

Hi @pchtsp - no rush, but let me know if this is good enough to be merged

[siwy]

Hi @pchtsp - pinging again, would it be possible to merge those changes?

[pchtsp]

Thanks for the PR. I added just a minor comment on the arguments, so that it matches the other APIs structure (and also so it shows in the docs).

[pchtsp]

we prefer having the explicit enumeration of parameters, together with a description. This produces the documentation of the APIs in the docs. It's the only way to know in the docs which parameters are supported and which ones are not.
See

pulp/pulp/apis/cplex_api.py

Lines 296 to 316 in a017fdb

	def __init__(
	self,
	mip=True,
	msg=True,
	timeLimit=None,
	gapRel=None,
	warmStart=False,
	logPath=None,
	epgap=None,
	logfilename=None,
	):
	"""
	:param bool mip: if False, assume LP even if integer variables
	:param bool msg: if False, no log is shown
	:param float timeLimit: maximum time for solver (in seconds)
	:param float gapRel: relative gap tolerance for the solver to stop (in fraction)
	:param bool warmStart: if True, the solver will use the current value of variables as a start
	:param str logPath: path to the log file
	:param float epgap: deprecated for gapRel
	:param str logfilename: deprecated for logPath
	"""

[siwy]

@pchtsp - Thanks for the review, that makes a lot of sense! I've added the explicit parameters and docs back
(sorry for the delay, I had a small bout of flu)

[pchtsp]

Hello again and sorry for the delay. In the meantime, we merged some other PRs for highs api. Can you fix the conflicts and re-merge? That way I can approve. thanks again!

[siwy]

@pchtsp - all done