diff --git a/docs/src/solvers.md b/docs/src/solvers.md index 15a49f9225..0b881c14c0 100644 --- a/docs/src/solvers.md +++ b/docs/src/solvers.md @@ -7,7 +7,7 @@ LP. HiGHS will choose the most appropriate technique for a given problem, but this can be over-ridden by setting the option [__solver__](@ref option-solver). -### Simplex +#### Simplex HiGHS has efficient implementations of both the primal and dual simplex methods, although the dual simplex solver is likely to be @@ -19,24 +19,38 @@ J. A. J. Hall, Mathematical Programming Computation, 10 (1), 119-142, 2018 [DOI: 10.1007/s12532-017-0130-5](https://link.springer.com/article/10.1007/s12532-017-0130-5). -The option [__simplex\_strategy__](@ref option-simplex_strategy) determines whether the primal solver or one of hte parallel solvers is to be used. +* Setting the option [__solver__](@ref option-solver) to "simplex" forces the simplex solver to be used +* The option [__simplex\_strategy__](@ref option-simplex_strategy) +determines whether the primal solver or one of the parallel solvers is +to be used. -### Interior point +#### Interior point -HiGHS has one interior point solver based on the preconditioned conjugate gradient method, as discussed in +HiGHS has one interior point (IPM) solver based on the preconditioned conjugate gradient method, as discussed in _Implementation of an interior point method with basis -preconditioning_, Mathematical Programming Computation, 12, 603-635, -2020. [DOI: +preconditioning_, Mathematical Programming Computation, 12, 603-635, 2020. [DOI: 10.1007/s12532-020-00181-8](https://link.springer.com/article/10.1007/s12532-020-00181-8). This solver is serial. An interior point solver based on direct factorization is being developed. -### MIP +Setting the option [__solver__](@ref option-solver) to "ipm" forces the IPM solver to be used + +#### Primal-dual hybrid gradient method + +HiGHS includes the [cuPDLP-C](https://github.com/COPT-Public/cuPDLP-C) +primal-dual hybrid gradient method for LP (PDLP). Currently this only +runs on CPU, so it is unlikely to be competitive with the HiGHS +interior point or simplex solvers. Enabling HiGHS to run PDLP on a GPU +is work in progress. + +Setting the option [__solver__](@ref option-solver) to "pdlp" forces the PDLP solver to be used + +## MIP The HiGHS MIP solver uses established branch-and-cut techniques -### QP +## QP The HiGHS solver for convex QP problems uses an established primal active set method. The new interior point solver will also be able to