HiGHS.jl Support MOI.VariablePrimalStart

The second set_start_value in this example fails with message ERROR: LoadError: MathOptInterface.UnsupportedAttribute{MathOptInterface.VariablePrimalStart}: Attribute MathOptInterface.VariablePrimalStart() is not supported by the model.

using JuMP
using HiGHS

model = Model(HiGHS.Optimizer)
@variable(model, x[i=1:10], Bin)

set_start_value(x[1], 0)
optimize!(model)
set_start_value(x[1], 1)
optimize!(model)

I'm using HiGHS v1.1.4, JuMP v1.1.1, Julia 1.7.3.

Sep 06 '22 05:09 hannes-uppman

In fact, we don't support start values at all (the first start value is silently ignored by HiGHS). I've updated the title to reflect that.

Sep 06 '22 20:09 odow

I talked to @blegat, and we should also look into why MOI threw an error here, instead of ignoring it.

Sep 09 '22 02:09 odow

~~This requires setHotStart to be exposed upstream: https://github.com/ERGO-Code/HiGHS/blob/437c98b08710433d8a2052d341f6250b17a016c5/src/Highs.h#L933-L937~~

Requires setSolution, which was added https://github.com/ERGO-Code/HiGHS/commit/ecf9b931f8e8604cbe561ac750afeb53e7ad8f7c but isn't in a released version yet.

Sep 12 '22 02:09 odow