[Rd] Improved LP/MIP solver

Julian Hall j@jh@|| @end|ng |rom ed@@c@uk
Sun Dec 12 16:42:42 CET 2021

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?


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.Hall using ed.ac.uk<mailto:J.A.J.Hall using ed.ac.uk>
Web: https://www.maths.ed.ac.uk/school-of-mathematics/people/a-z?person=47

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