HiGHS - high performance
software
for linear optimization
sparse linear programming (LP),
mixed-integer programming (MIP), and quadratic programming (QP) models
Get started
HiGHS is high performance serial and parallel software for solving large-scale sparse linear programming (LP), mixed-integer programming (MIP) and quadratic programming (QP) models, developed in C++11, with interfaces to C, C#, FORTRAN, Julia and Python.
HiGHS is freely available under the MIT licence, and is downloaded from Github. Installing HiGHS from source code requires CMake minimum version 3.15, but no other third-party utilities. HiGHS can be used as a stand-alone executable on Windows, Linux and MacOS. There is a C++11 library which can be used within a C++ project or, via one of the interfaces, to a project written in other languages.
Your comments or specific questions on HiGHS would be greatly appreciated, so please send an email to highsopt@gmail.com to get in touch with the team.
Documentation
Information on how to set up and use HiGHS is given in the HiGHS Documentation page.
Background
Authorship
HiGHS is based on the high performance dual revised simplex implementation (HSOL) and its parallel variant (PAMI) developed by Qi Huangfu. Features such as presolve, crash and advanced basis start have been added by Julian Hall and Ivet Galabova. The QP solver and original language interfaces were written by Michael Feldmeier. Leona Gottwald wrote the MIP solver. The software engineering of HiGHS was developed by Ivet Galabova.
Citation
If you use HiGHS in an academic context, please acknowledge this and cite the following article
Parallelizing the dual revised simplex method, Q. Huangfu and J. A. J. Hall, Mathematical Programming Computation, 10 (1), 119-142, 2018. DOI: 10.1007/s12532-017-0130-5
The Team
Support us
We greatly appreciate the financial help from our users, allowing us to improve and enhance our solvers! Donations are welcome via GitHub Sponsors at the HiGHS Sponsors page.
Tax-deductible donations are also welcome through the Linux Foundation at the HiGHS donation page.
Our interior point solver for LP has been championed as a game changer by the open-source energy systems planning community, and this has led to a "common good" funding campaign for its enhancement and development.
Contact
Your comments or specific questions on HiGHS would be greatly appreciated, so please send an email to highsopt@gmail.com to get in touch with the team.