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Published 20 hours ago • verified publisher icon pysal

potential for scipy.optimize.mip

Open jGaboardi opened this issue 2 years ago • 4 comments

scipy.optimize now offers mixed integer programming solution methods through a HiGHS interface. This is currently in the main branch and will be part of the v1.9.0 release, which should be cut soon. We may want to see about incorporating this new functionality due to the COIN-OR funding situation.

jGaboardi avatar Jul 17 '22 22:07 jGaboardi

It seems a good tool. Maybe we should do an example for a simple locate model like LSCP? Then we can discuss about API changes and other enhancements to adopt that API. What do you think?

gegen07 avatar Jul 17 '22 22:07 gegen07

Seems like a very good open-source project from Edinburgh! I think we can test the speed, compare these 2 methods, and see what we want to do.

qszhao avatar Jul 17 '22 23:07 qszhao

pulp now supports HiGHS. So now we can easily implement that solver in a demo/example. And if we decide to support our MIPs through scipy.optimize with HiGHS later, it will provide an easier transition for testing and ensuring equivalent solutions are obtained.

jGaboardi avatar Nov 11 '22 15:11 jGaboardi

I have have successfully installed HiGHS and used from the pulp interface. The demo runs will be in the facloc_real-world_* notebooks and added in #300.

Screenshot 2022-11-11 at 12 45 10 PM

jGaboardi avatar Nov 11 '22 17:11 jGaboardi