Installing solvers

linopy supports the following solvers

  • Cbc - open source, free, fast

  • GLPK - open source, free, not very fast

  • HiGHS - open source, free, fast

  • Gurobi - closed source, commercial, very fast

  • Xpress - closed source, commercial, very fast

  • Cplex - closed source, commercial, very fast

Please click on the links to get further installation information. In the following we provide additional installation guides for a subset of the above listed solvers.

HiGHS

HiGHS is an “open source serial and parallel solvers for large-scale sparse linear programming”.

Find the documentation at https://www.maths.ed.ac.uk/hall/HiGHS/. The full list of solver options is documented at https://www.maths.ed.ac.uk/hall/HiGHS/HighsOptions.set.

Installation on Linux

The script work for version HiGHS 1.2. The installation steps are

sudo apt-get install cmake  # if not installed
git clone git@github.com:ERGO-Code/HiGHS.git
cd HiGHS
git checkout v1.2
mkdir build
cd build
cmake ..
make
ctest

If you have problems with running the tests, make sure you are in a clean environment. If you have conda installations in your base environment, you can try building HiGHS from a freshly created conda environment.

After the build, add the paths of executables and library to your .bashrc:

export PATH="${PATH}:/foo/HiGHS/build/bin"
export LD_LIBRARY_PATH="${LD_LIBRARY_PATH}:/foo/HiGHS/build/lib"
source .bashrc