Use HiGHS
HiGHS is an open-source solver in PyRel for prescriptive linear programs (LP) and mixed-integer linear programs (MILP). It supports convex quadratic objectives (QP), but not quadratic constraints (QCP) or nonlinear constraints.
Capabilities
Section titled “Capabilities”- Supports LP and MILP.
- Supports convex quadratic objectives.
- Supports continuous and discrete decision variables.
Limitations
Section titled “Limitations”- Does not support quadratic constraints (QCP).
- Does not support indicator constraints like
implies(). - Does not support SOS constraints such as
special_ordered_set_type_1()andspecial_ordered_set_type_2(). - Only supports convex quadratic objectives, not general nonlinear constraints.
Example
Section titled “Example”After you’ve constructed a Problem, call:
p.solve("highs")print(p.termination_status)print(p.solver_version)Version and licensing
Section titled “Version and licensing”HiGHS is bundled and does not require a license key or additional Snowflake setup.
| Detail | Info |
|---|---|
| Version | 1.7.1 |
| License | MIT (free and open source) |
Resources
Section titled “Resources”Where to go next
Section titled “Where to go next” Solve a decision problem Learn the prescriptive workflow for declaring decision variables, adding requirements and an objective, solving, and reading results.
Browse prescriptive reasoning templates Explore prescriptive templates you can adapt to your own problems.