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Enable forced simplex refactorization

Open jajhall opened this issue 1 year ago • 0 comments

When repeated calls are made to HiGHS with (for example) changes in costs and/or bounds, HiGHS will re-use the factorization of the basis matrix from the previous call. When all these calls are being run in parallel, this can lead to non-deterministic behaviour.

The non-deterministic behaviour can be eliminated by saving a basis and passing it to HiGHS before each subsequent solve with modified costs and/or bounds.

However, in some situations it may be sufficient to force HiGHS to refactorize the basis matrix when Highs::run() is next called.

jajhall avatar Jan 29 '24 14:01 jajhall