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Added PDLP to docs! #1917

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Added PDLP to docs! #1917

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30 changes: 22 additions & 8 deletions docs/src/solvers.md
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Expand Up @@ -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
Expand All @@ -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
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