HiGHS

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. HiGHS has primal and dual revised simplex solvers, originally written by Qi Huangfu and further developed by Julian Hall. It also has an interior point solver for LP written by Lukas Schork, an active set solver for QP written by Michael Feldmeier, and a MIP solver written by Leona Gottwald. Other features have been added by Julian Hall and Ivet Galabova, who manages the software engineering of HiGHS and interfaces to C, C#, FORTRAN, Julia and Python. On the NEOS server, HiGHS is available via MPS and LP formats and on the AMPL and GAMS platforms.

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

Using the NEOS Server for HiGHS/GAMS

The user must submit a model in GAMS format to solve an optimization problem. For security purposes, the model submitted must adhere to the following conventions:

• It must be self contained, i.e., no $include or $batinclude statements.
• It may not execute external programs, i.e., no $call or execute statements.
• No file creation, i.e. no put files or $echo except for a file named 'results.txt'. Other files created in the GAMS model file will be deleted.

If you are unfamiliar with GAMS, the GAMS Documentation includes a GAMS Tutorial and User's Guide. Examples of models in GAMS format can be found in the GAMS model library.

By default, the NEOS Server limits the amount of output generated in the listing file by turning off the symbol and unique element list, symbol cross references, and restricting the rows and columns listed to zero. This behavior can be changed by specifying the appropriate options in the model file. See the documentation on GAMS output for further information.

You may optionally submit an options file if you wish to override the default parameter settings for the solver. Currently, the NEOS Server can only use optfile=1 with GAMS input. Therefore, any model that specifies a different options file will not work as intended.