Warm Starts for HiGHS_CMD

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")