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HiGHS API: Add duals, slacks, reduced costs (#780) #781

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merged 2 commits into from
Nov 1, 2024
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HiGHS API: Add duals, slacks, reduced costs (#780) #781

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c1ad317
HiGHS API: Add duals, slacks, reduced costs (#780)
WPettersson Oct 4, 2024
d252b19
Merge branch 'master' into highs-add-slacks-reduced-duals
pchtsp Nov 1, 2024
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18 changes: 17 additions & 1 deletion pulp/apis/highs_api.py
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Original file line number Diff line number Diff line change
Expand Up @@ -379,7 +379,7 @@ def buildSolverModel(self, lp):
var.index, highspy.HighsVarType.kInteger
)

for constraint in lp.constraints.values():
for i, constraint in enumerate(lp.constraints.values()):
non_zero_constraint_items = [
(var.index, coefficient)
for var, coefficient in constraint.items()
Expand All @@ -391,6 +391,8 @@ def buildSolverModel(self, lp):
else:
indices, coefficients = zip(*non_zero_constraint_items)

constraint.index = i

lb = constraint.getLb()
ub = constraint.getUb()
lp.solverModel.addRow(
Expand Down Expand Up @@ -476,10 +478,24 @@ def findSolutionValues(self, lp):
}

col_values = list(solution.col_value)
col_duals = list(solution.col_dual)

# Assign values to the variables as with lp.assignVarsVals()
for var in lp.variables():
var.varValue = col_values[var.index]
var.dj = col_duals[var.index]

for constraint in lp.constraints.values():
# PuLP returns LpConstraint.constant as if it were on the
# left-hand side, which means the signs on the following line
# are correct
constraint.slack = (
constraint.constant + solution.row_value[constraint.index]
)
# We need to flip the sign for slacks for LE constraints
if constraint.sense == constants.LpConstraintLE:
constraint.slack *= -1.0
constraint.pi = solution.row_dual[constraint.index]

if obj_value == float(inf) and status in (
HighsModelStatus.kTimeLimit,
Expand Down
1 change: 1 addition & 0 deletions pulp/tests/test_pulp.py
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Original file line number Diff line number Diff line change
Expand Up @@ -621,6 +621,7 @@ def test_dual_variables_reduced_costs(self):
PULP_CBC_CMD,
YAPOSIB,
PYGLPK,
HiGHS,
SAS94,
SASCAS,
]:
Expand Down
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