coin-or-HiGHS

HiGHS is a high performance serial and parallel solver for large scale sparse linear optimization problems of the form Minimize (1/2) x^TQx + c^Tx subject to L <= Ax <= U; l <= x <= u where Q must be positive semi-definite and, if Q is zero, there may be a requirement that some of the variables take integer values. Thus HiGHS can solve linear programming (LP) problems, convex quadratic programming (QP) problems, and mixed integer programming (MIP) problems. It is mainly written in C++, but also has some C. HiGHS has primal and dual revised simplex solvers, originally written by Qi Huangfu and further developed by Julian Hall. It also has an interior point solver for LP written by Lukas Schork, an active set solver for QP written by Michael Feldmeier, and a MIP solver written by Leona Gottwald. Other features have been added by Julian Hall and Ivet Galabova, who manages the software engineering of HiGHS and interfaces to C, C#, FORTRAN, Julia and Python. Although HiGHS is freely available under the MIT license, we would be pleased to learn about users' experience and give advice via email sent to highsopt@gmail.com.

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