Testing HiGHS in pulp

highs-tester.py

import pulp
import highspy
import numpy as np

prob = pulp.LpProblem("hi")
x = pulp.LpVariable("x", 0, 3)
y = pulp.LpVariable("y", 0, 3)
prob += x + y
prob += x <= y

print("Start pulp.HiGHS")
s = pulp.HiGHS(msg=False)
prob.solve(s)
print("End pulp.HiGHS")
print("Start pulp.PULP_CBC_CMD")
s = pulp.PULP_CBC_CMD(msg=False)
prob.solve(s)
print("End pulp.PULP_CBC_CMD")
print("Start highspy")
h = highspy.Highs()
h.setOptionValue("output_flag", False)
inf = highspy.kHighsInf
# Define two variables, first using identifiers for the bound values,
# and then using constants
lower = 0
upper = 4
h.addVar(lower, upper)
h.addVar(1, inf)

# Define the objective coefficients (costs) of the two variables,
# identifying the variable by index, and changing its cost from the
# default value of zero
cost = 1
h.changeColCost(0, cost)
h.changeColCost(1, 1)

# Define constraints for the model
#
# The first constraint (x1<=7) has only one nonzero coefficient,
# identified by variable index 1 and value 1
num_nz = 1
index = 1
value = 1
h.addRow(-inf, 7, num_nz, index, value)

# The second constraint (5 <= x0 + 2x1 <= 15) has two nonzero
# coefficients, so arrays of indices and values are required
num_nz = 2
index = np.array([0, 1])
value = np.array([1, 2])
h.addRow(5, 15, num_nz, index, value)

# The final constraint (6 <= 3x0 + 2x1) has the same indices but
# different values
num_nz = 2
value = np.array([3, 2])
h.addRow(6, inf, num_nz, index, value)

h.run()

print("End highspy")