Pulp, pyomo and rust solve test

.github/workflows/action-sanitizers-bazel.yml

@@ -14,7 +14,7 @@ jobs:
     steps:
       - uses: actions/checkout@v6
 
-      - uses: bazelbuild/setup-bazelisk@v3
+      - uses: bazel-contrib/setup-bazel@0.19.1
 
       - name: Bazel clean
         run: bazel clean
@@ -40,7 +40,7 @@ jobs:
     steps:
       - uses: actions/checkout@v6
 
-      - uses: bazelbuild/setup-bazelisk@v3
+      - uses: bazel-contrib/setup-bazel@0.19.1
 
       - name: Bazel clean
         run: bazel clean
@@ -73,7 +73,7 @@ jobs:
     steps:
       - uses: actions/checkout@v6
 
-      - uses: bazelbuild/setup-bazelisk@v3
+      - uses: bazel-contrib/setup-bazel@0.19.1
 
       - name: Bazel clean
         run: bazel clean
@@ -99,7 +99,7 @@ jobs:
     steps:
       - uses: actions/checkout@v6
 
-      - uses: bazelbuild/setup-bazelisk@v3
+      - uses: bazel-contrib/setup-bazel@0.19.1
 
       - name: bazel clean
         run: bazel clean

.github/workflows/build-bazel.yml

@@ -17,7 +17,7 @@ jobs:
     steps:
       - uses: actions/checkout@v6
 
-      - uses: bazelbuild/setup-bazelisk@v3
+      - uses: bazel-contrib/setup-bazel@0.19.1
 
       - name: bazel clean
         run: bazel clean

.github/workflows/test-interfaces.yml

@@ -0,0 +1,59 @@
+name: test-interfaces
+
+# Builds HiGHS from this checkout and solves a small LP and MIP through
+# downstream interfaces: PuLP and Pyomo (via highspy) and the Rust highs crate
+
+on:
+  push:
+    branches: [ latest, master ]
+  pull_request:
+  workflow_dispatch:
+
+concurrency:
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: true
+
+jobs:
+  python:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v6
+
+      - name: Install python
+        uses: actions/setup-python@v6
+        with:
+          python-version: "3.13"
+
+      - name: Install highspy from this checkout
+        run: python3 -m pip install .
+
+      - name: Install PuLP and Pyomo
+        run: python3 -m pip install pulp pyomo
+
+      - name: Solve with PuLP
+        run: python3 check/interfaces/pulp_smoke.py
+
+      - name: Solve with Pyomo
+        run: python3 check/interfaces/pyomo_smoke.py
+
+  rust:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v6
+
+      - name: Build and install HiGHS
+        run: |
+          cmake -S . -B build -DCMAKE_BUILD_TYPE=Release -DBUILD_TESTING=OFF \
+            -DCMAKE_INSTALL_PREFIX=${{ github.workspace }}/highs-install
+          cmake --build build --parallel
+          cmake --install build
+
+      - name: Install Rust
+        uses: dtolnay/rust-toolchain@stable
+
+      - name: Solve with the highs crate
+        working-directory: check/interfaces/rust
+        env:
+          PKG_CONFIG_PATH: ${{ github.workspace }}/highs-install/lib/pkgconfig
+          LD_LIBRARY_PATH: ${{ github.workspace }}/highs-install/lib
+        run: HIGHS_EXPECTED_GITHASH=$(git rev-parse HEAD) cargo run --release

check/interfaces/pulp_smoke.py

@@ -0,0 +1,18 @@
+# Solve a small LP and MIP through PuLP's highspy-based HiGHS solver
+import pulp
+
+prob = pulp.LpProblem("smoke", pulp.LpMinimize)
+x = prob.add_variable("x", 0, 4.5)
+y = prob.add_variable("y", 1, 1)
+z = prob.add_variable("z", 0, None, pulp.LpInteger)
+prob += x + 4 * y + 9 * z
+prob += x + y <= 5.5
+prob += x + z >= 10
+prob += -y + z <= 7.5
+
+# LP relaxation, then the MIP
+for mip, expected in ((False, 58.0), (True, 62.0)):
+    stats = prob.solve(pulp.HiGHS(msg=False, mip=mip))
+    print(f"mip={mip}: {stats.status_str} obj={pulp.value(prob.objective)}")
+    assert stats.status_str == "Optimal"
+    assert abs(pulp.value(prob.objective) - expected) < 1e-6

check/interfaces/pyomo_smoke.py

@@ -0,0 +1,22 @@
+# Solve a small LP and MIP through Pyomo's highspy-based appsi_highs solver
+import pyomo.environ as pyo
+
+m = pyo.ConcreteModel()
+m.x = pyo.Var(bounds=(0, 4.5))
+m.y = pyo.Var(bounds=(1, 1))
+m.z = pyo.Var(within=pyo.NonNegativeIntegers)
+m.obj = pyo.Objective(expr=m.x + 4 * m.y + 9 * m.z, sense=pyo.minimize)
+m.c1 = pyo.Constraint(expr=m.x + m.y <= 5.5)
+m.c2 = pyo.Constraint(expr=m.x + m.z >= 10)
+m.c3 = pyo.Constraint(expr=-m.y + m.z <= 7.5)
+
+solver = pyo.SolverFactory("appsi_highs")
+assert solver.available(), "appsi_highs (highspy) is not available"
+
+# LP relaxation, then the MIP
+for relax, expected in ((True, 58.0), (False, 62.0)):
+    model = pyo.TransformationFactory("core.relax_integer_vars").create_using(m) if relax else m
+    res = solver.solve(model)
+    print(f"relax={relax}: {res.solver.termination_condition} obj={pyo.value(model.obj)}")
+    assert res.solver.termination_condition == pyo.TerminationCondition.optimal
+    assert abs(pyo.value(model.obj) - expected) < 1e-6

check/interfaces/rust/.gitignore

@@ -0,0 +1,2 @@
+Cargo.lock
+target/

check/interfaces/rust/Cargo.toml

@@ -0,0 +1,9 @@
+[package]
+name = "highs-rust-smoke"
+version = "0.1.0"
+edition = "2021"
+
+[dependencies]
+highs = "2"
+# "discover" links the HiGHS found via pkg-config instead of the bundled copy
+highs-sys = { version = "1", features = ["discover"] }

check/interfaces/rust/src/main.rs

@@ -0,0 +1,43 @@
+// Solve a small LP and MIP through the highs crate, linked against an
+// installed HiGHS found by pkg-config (highs-sys "discover" feature)
+use highs::{HighsModelStatus, RowProblem, Sense};
+use std::ffi::CStr;
+
+fn solve(integer_z: bool) -> f64 {
+    let mut pb = RowProblem::default();
+    let x = pb.add_column(1., 0.0..=4.5);
+    let y = pb.add_column(4., 1.0..=1.0);
+    let z = if integer_z {
+        pb.add_integer_column(9., 0.0..)
+    } else {
+        pb.add_column(9., 0.0..)
+    };
+    pb.add_row(..=5.5, &[(x, 1.), (y, 1.)]);
+    pb.add_row(10.0.., &[(x, 1.), (z, 1.)]);
+    pb.add_row(..=7.5, &[(y, -1.), (z, 1.)]);
+
+    let mut model = pb.optimise(Sense::Minimise);
+    model.make_quiet();
+    let solved = model.solve();
+    assert_eq!(solved.status(), HighsModelStatus::Optimal);
+    solved.objective_value()
+}
+
+fn main() {
+    let githash = unsafe { CStr::from_ptr(highs_sys::Highs_githash()) }
+        .to_str()
+        .unwrap();
+    println!("Linked HiGHS git hash: {githash}");
+    if let Ok(expected) = std::env::var("HIGHS_EXPECTED_GITHASH") {
+        assert!(
+            expected.starts_with(githash) || githash.starts_with(&expected),
+            "linked HiGHS {githash} is not the checkout {expected}"
+        );
+    }
+
+    let lp = solve(false);
+    let mip = solve(true);
+    println!("LP obj = {lp}, MIP obj = {mip}");
+    assert!((lp - 58.).abs() < 1e-6);
+    assert!((mip - 62.).abs() < 1e-6);
+}