`scipy.optimize._highspy._highs_wrapper:_highs_wrapper`

source: /scipy/optimize/_highspy/_highs_wrapper.py :9

Signature

   def     _highs_wrapper (    c    ,    indptr    ,    indices    ,    data    ,    lhs    ,    rhs    ,    lb    ,    ub    ,    integrality    ,    options      )

Summary

Solve linear programs using HiGHS ^[1].

Extended Summary

Assume problems of the form:

MIN c.T @ x s.t. lhs <= A @ x <= rhs lb <= x <= ub

Parameters

c : 1-D array, (n,): Array of objective value coefficients.
astart : 1-D array: CSC format index array.
aindex : 1-D array: CSC format index array.
avalue : 1-D array: Data array of the matrix.
lhs : 1-D array (or None), (m,): Array of left hand side values of the inequality constraints. If lhs=None, then an array of -inf is assumed.
rhs : 1-D array, (m,): Array of right hand side values of the inequality constraints.
lb : 1-D array (or None), (n,): Lower bounds on solution variables x. If lb=None, then an array of all 0 is assumed.
ub : 1-D array (or None), (n,): Upper bounds on solution variables x. If ub=None, then an array of inf is assumed.
options : dict: A dictionary of solver options

Returns

res : dict

If model_status is one of kOptimal, kObjectiveBound, kTimeLimit, kIterationLimit:

status
status
message
message
x
x
slack
slack
lambda
lambda
s
s
fun
Final objective value.
simplex_nit
simplex_nit
ipm_nit
ipm_nit

If model_status is not one of the above:

status
status
message
message

Notes

If options['write_solution_to_file'] is True but options['solution_file'] is unset or '', then the solution will be printed to stdout.

If any iteration limit is reached, no solution will be available.

OptimizeWarning will be raised if any option value set by the user is found to be incorrect.

Aliases

scipy.optimize._linprog_highs._highs_wrapper