Merge pull request #4737 from pavlomuts/highs_solution_hint

Pass solution hint to HiGHS from mathopt

Author: lperron

ortools/math_opt/solvers/highs_solver.cc

@@ -14,7 +14,6 @@
 // Unimplemented features:
 //  * Quadratic objective
 //  * TODO(b/272767311): initial basis, more precise returned basis.
-//  * Starting solution
 //  * TODO(b/271104776): Returning rays
 
 #include "ortools/math_opt/solvers/highs_solver.h"
@@ -925,6 +924,21 @@ absl::StatusOr<SolveResultProto> HighsSolver::Solve(
     return absl::OkStatus();
   };
 
+  if (model_parameters.solution_hints_size() > 0) {
+    // Take the first solution hint and set the solution.
+    const SolutionHintProto& hint = model_parameters.solution_hints(0);
+    HighsInt num_entries = hint.variable_values().ids_size();
+    std::vector<HighsInt> index(num_entries);
+    std::vector<double> value(num_entries);
+    size_t i = 0;
+    for (const auto [id, val] : MakeView(hint.variable_values())) {
+      index[i] = variable_data_.at(id).index;
+      value[i] = val;
+      ++i;
+    }
+    RETURN_IF_ERROR(ToStatus(highs_->setSolution(num_entries, index.data(), value.data())));
+  }
+
   RETURN_IF_ERROR(ListInvertedBounds().ToStatus());
   // TODO(b/271595607): delete this code once we upgrade HiGHS, if HiGHS does
   // return a proper infeasibility status for models with empty integer bounds.

ortools/math_opt/solvers/highs_solver_test.cc

@@ -162,11 +162,20 @@ INSTANTIATE_TEST_SUITE_P(HighsLpModelSolveParametersTest,
                          Values(LpModelSolveParametersTestParameters(
                              SolverType::kHighs, /*exact_zeros=*/true,
                              /*supports_duals=*/true,
-                             /*supports_primal_only_warm_starts=*/false)));
-
-// MIP hint appears to be supported by Highs::setSolution, this is not yet
-// implemented.
-GTEST_ALLOW_UNINSTANTIATED_PARAMETERIZED_TEST(MipSolutionHintTest);
+                             /*supports_primal_only_warm_starts=*/true)));
+
+SolutionHintTestParams MakeHighsSolutionHintParams() {
+  SolveParameters solve_params;
+  solve_params.presolve = Emphasis::kOff;
+  (*solve_params.highs.mutable_int_options())["mip_max_nodes"] = 0;
+  std::string hint_message_regex =
+      "Attempting to find feasible solution by "
+      "solving MIP for user-supplied values of";
+  return SolutionHintTestParams(SolverType::kHighs, solve_params, std::nullopt,
+                                hint_message_regex);
+}
+INSTANTIATE_TEST_SUITE_P(HighsSolutionHintTest, MipSolutionHintTest,
+                         Values(MakeHighsSolutionHintParams()));
 
 // HiGHS does not support branching priority.
 GTEST_ALLOW_UNINSTANTIATED_PARAMETERIZED_TEST(BranchPrioritiesTest);