On Sun, Dec 12, 2021 at 3:44 PM Julian Hall <jajh...@ed.ac.uk> wrote: > > Dear All, > > I am leading the development of HiGHS, which is now the top performing open > source linear optimization software on the industry standard benchmarks. In > particular, our MIP solver out-performs SCIP, and is way ahead of the COIN-OR > solver Cbc. > > HiGHS solves LPs via simplex or interior point, MIPs via branch-and-cut, and > QPs via an active set method. > > We were wondering what interest there would be in developing an R interface > to HiGHS. I'm not an R user, but have done a bit of searching and see > references to Rsymphony and an interface to Lpsolve. > > Performance-wise Lpsolve is very poor, but I know that it has a community of > devoted followers. I've not seen benchmark results for Symphony, but I know > that Cbc is the preferred COIN-OR MIP solver when it comes to general > performance. And, as I observed, the performance of HiGHS is way better than > Cbc. > > Are people in the R community tearing their hair out over the performance of > software requiring the solution of LPs or MIPs? > > Would a significantly better LP/MIP solver be valuable to the R community? > > Thanks, > > Julian > -- > Dr. J. A. Julian Hall, Reader, School of Mathematics, > University of Edinburgh, James Clerk Maxwell Building, > Peter Guthrie Tait Road, EDINBURGH, EH9 3FD, UK. > Room: 5418 Phone: [+44](131) 650 5075 Email: > j.a.j.h...@ed.ac.uk<mailto:j.a.j.h...@ed.ac.uk> > Web: https://www.maths.ed.ac.uk/school-of-mathematics/people/a-z?person=47 > [HiGHS]<http://www.highs.dev> > > My working hours may not be your working hours. Do not feel pressure to reply > to this email outside your working hours. > The University of Edinburgh is a charitable body, registered in Scotland, > with registration number SC005336. Is e buidheann carthannais a th’ ann an > Oilthigh Dhùn Èideann, clàraichte an Alba, àireamh clàraidh SC005336.
Hello, Julian. I cannot speak for the R community, but as someone who needs optimization on a regular basis, this sounds intriguing. The fact that HiGHS appears to be FLOSS, and thus usable as-is in the corporate setting, appeals to those of us who use R in industry. Would you have any statistics on how the solvers in HiGHS compare with similar ones currently available in R, specifically the following in NLOPT [1] (which is called through nloptr): SLSQP (gradient-based) and COBYLA (gradient-free) both of which support equality and inequality constraints, and MMA/CCSA (gradient based) which supports inequality constraints? As for integer or mixed integer programming, I believe that there is a lot of room for improvement in R. Personally, I've resorted to using DEOptim with the "fnMap" entry calling a round function similar to [2]. So speaking for myself, giving richer options for optimization is a good thing, especially if the installation procedure can be simplified! Thank you, Avi [1] https://nlopt.readthedocs.io/en/latest/NLopt_Algorithms/ [2] https://stackoverflow.com/questions/42197353/how-to-set-integer-constraint-using-fnmap-in-deoptim-r ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
