Add warmstart for appsi_highs (issue #3450) #3494
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| @@ -155,3 +155,31 @@ def test_capture_highs_output(self): | |||
| self.assertIn("HiGHS run time", OUT.getvalue()) | |||
| ref = "10.0 5.0\n" | |||
| self.assertEqual(ref, OUT.getvalue()[-len(ref) :]) | |||
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| def test_warm_start(self): | |||
| m = pe.ConcreteModel() | |||
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I stole this model from issue #3443, I think it's a good test case for this
| with Highs() as opt, capture_output() as output: | ||
| opt.solve(m, tee=True, warmstart=True) | ||
| log = output.getvalue() | ||
| self.assertIn("MIP start solution is feasible, objective value is 25", log) |
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Is there any way to test this without parsing the log? That tends to be fragile.
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I would also prefer to use another way to test it, I only went with this as this is what I saw in test_cbc.py. If somebody can suggest a better way, I will change it
| if has_values: | ||
| solution = highspy.HighsSolution() | ||
| solution.col_value = col_value | ||
| solution.value_valid = True |
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What does value_valid mean? Does that indicate the solution is feasible? What happens if the solution provided is not feasible?
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The solution.value_valid flag doesn't assert that the provided solution is feasible - it only indicates that the primal values are valid inputs that should be considered by the solver.
If you pass an infeasible starting point to HiGHS with value_valid = True:
- HiGHS will accept the values as a starting point
- The solver will still verify feasibility and will not treat your solution as feasible until it confirms this
- If your solution is infeasible, it seems HiGHS will work to repair it or use parts of it to guide the search
For example, here is the log excerpt after setting x1 = 10 in the test case I have just added:
Assessing feasibility of MIP using primal feasibility and integrality tolerance of 1e-06
WARNING: Row 0 has infeasibility of 5.5 from [lower, value, upper] = [ -inf; 14.5; 9]
WARNING: Row 1 has infeasibility of 16.5 from [lower, value, upper] = [ -inf; 34.5; 18]
Solution has num max sum
Col infeasibilities 0 0 0
Integer infeasibilities 0 0 0
Row infeasibilities 3 16.5 25
Row residuals 0 0 0
Attempting to find feasible solution by solving LP for user-supplied values of discrete variables
Coefficient ranges:
Matrix [1e+00, 3e+00]
Cost [2e+00, 4e+00]
Bound [1e+00, 1e+01]
RHS [6e+00, 2e+01]
Presolving model
Problem status detected on presolve: Infeasible
Model status : Infeasible
Objective value : 0.0000000000e+00
HiGHS run time : 0.00
Fixes #3450 .
Summary/Motivation:
I tried using warmstart=True with 'appsi_highs' and it was crashing. By looking online, I saw there were other people in need of the feature and decided it was not too much work to implement it.
Changes proposed in this PR:
-add warmstart/mip start support for appsi_highs
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