HiPO in Python by galabovaa · Pull Request #2994 · ERGO-Code/HiGHS

galabovaa · 2026-04-29T11:36:06Z

@mathgeekcoder Please let me know if this looks OK to you too!

…linking * highspy (highs_bindings) checks if hipo installed and loads library * linux build needed changes for $ORIGIN so that library is found, also requires CMAKE_DL_LIBS for dynamic linking support * removed hipo loading hack from highs.py * moved hipo code from IpxWrapper to HipoCApi * added VCPKG hacks for testing (linux & windows)

codecov · 2026-04-29T11:44:54Z

Codecov Report

❌ Patch coverage is 43.62416% with 84 lines in your changes missing coverage. Please review.
✅ Project coverage is 72.82%. Comparing base (7cf21f0) to head (db0e178).
⚠️ Report is 49 commits behind head on latest.

Files with missing lines	Patch %	Lines
highs/HighsExternalDeps.h	12.24%	43 Missing ⚠️
highs/ipm/hipo/factorhighs/CallAndTimeBlas.cpp	0.00%	11 Missing ⚠️
highs/ipm/hipo/ipm/FactorHiGHSSolver.cpp	0.00%	10 Missing ⚠️
check/TestCallbacks.cpp	20.00%	4 Missing ⚠️
highs/HighsExternalDeps.cpp	73.33%	4 Missing ⚠️
highs/io/HighsIO.cpp	20.00%	4 Missing ⚠️
app/HighsRuntimeOptions.h	0.00%	2 Missing ⚠️
check/TestHighsExternalDeps.cpp	86.66%	2 Missing ⚠️
highs/lp_data/HighsOptions.cpp	93.93%	2 Missing ⚠️
highs/ipm/IpxWrapper.cpp	0.00%	1 Missing ⚠️
... and 1 more

Additional details and impacted files

@@            Coverage Diff             @@
##           latest    #2994      +/-   ##
==========================================
- Coverage   81.31%   72.82%   -8.49%     
==========================================
  Files         359      417      +58     
  Lines       88852   101979   +13127     
  Branches        0    16431   +16431     
==========================================
+ Hits        72250    74271    +2021     
- Misses      16602    27432   +10830     
- Partials        0      276     +276

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filikat · 2026-04-29T15:40:06Z

+
+Extension package for [highspy](https://pypi.org/project/highspy/) that enables access to external dependencies with licensing terms different from HiGHS, such as Apache 2.0.
+
+The HiPO Interior Point Method (IPM) solver currently uses these external dependencies to provide enhanced performance for linear programming problems. Other algorithms may also rely on `highspy-extras` in the future.


"to provide enhanced performance for linear and quadratic programming problems."

filikat · 2026-04-29T16:15:58Z

On Mac, the header reports Using BLAS: unknown, unless I specify manually -DBLAS_LIBRARIES=... when configuring CMake.
It appears that if it finds Apple BLAS automatically, BLAS_LIBRARIES is not defined in HConfig.h, even though the CMake log correctly prints Using BLAS library: ...

galabovaa · 2026-04-29T19:43:12Z

Thank you @filikat I will address your comments

filikat · 2026-04-30T09:28:52Z

I benchmarked this branch on my set of 330 LPs and QPs and there's no performance difference.

filikat · 2026-04-30T09:33:44Z

If I try to compile with ALL_TESTS=ON and BUILD_SHARED_EXTRAS_LIB=OFF, I get the error

CMake Error at check/CMakeLists.txt:123 (target_link_libraries):
  The keyword signature for target_link_libraries has already been used with
  the target "unit_tests".  All uses of target_link_libraries with a target
  must be either all-keyword or all-plain.

  The uses of the keyword signature are here:

   * check/CMakeLists.txt:114 (target_link_libraries)

filikat · 2026-04-30T15:40:50Z

Everything else looks fine to me.
Great job getting this to work!

…lso fixed linker issue when `HIPO=OFF` and `BUILD_SHARED_EXTRAS_LIB=OFF`. Note: The `PRIVATE` declaration is "new-style" and conflicted with the other `target_link_libraries` "old-style" calls. An equally valid fix is to add `PRIVATE` to all the other calls. Co-authored-by: Copilot <copilot@github.com>

mathgeekcoder · 2026-04-30T17:15:44Z

If I try to compile with ALL_TESTS=ON and BUILD_SHARED_EXTRAS_LIB=OFF, I get the error

Fixed. Good catch, thanks!

FYI: Was an issue with the new-style PRIVATE syntax for target_link_libraries. The other linker calls were "old-style", and apparently cmake doesn't like to mix the styles.

Also, BUILD_SHARED_EXTRAS_LIB=OFF should be a no-op when HIPO=OFF. This was causing a link error, but I've fixed this too.

mathgeekcoder · 2026-04-30T17:38:03Z

BTW: ignore the "Co-authored-by: Copilot copilot@github.com" in my commit message. It wasn't a big change, but I wrote it all myself. It's trying to claim co-authorship, even when it just autocompletes a word or two 😆

Apparently, this is a recent "feature" of vscode. Thankfully, there's a "git.addAICoAuthor": "off" setting.

… HighsOptions to remove redundancy. The new error message is also more generic, in case future algorithms need these external dependencies.

….e., HIGHS_SHARED_EXTRAS_LIBRARY was not being defined in HConfig.h * Cleaned up C++ usage of HIPO. Developers don't need to wrap everything in `#ifdef HIPO`, can just use centralized `HighsExternalDeps` and it will build correctly in every configuration. * Cleaned up cmake usage of HIPO. No longer necessary to worry about header or linker (propagated via libhighs) * Fixed issue with "unknown" BLAS Library string on mac * Updated highs_extras README to include quadratic

mathgeekcoder · 2026-05-02T01:46:24Z

BTW: @galabovaa, I noticed and fixed a potential big issue for C++ users of highs. We weren't including HIGHS_SHARED_EXTRAS_LIBRARY define in HConfig.h. We didn't see this in our build system since we always define it appropriately via cmake.

While I fixing this, I also made it much easier to consume/develop. The appropriate header/linker details are now propagated via libhighs using PUBLIC cmake declarations.

I also made it unnecessary to use #ifdef HIPO everywhere, we can simply rely on HighsExternalDeps::isAvailable() instead. Any half-decent compiler will optimize out the unused code if HIPO=OFF.

Most of these changes are here: a86d16a

I've also updated the bazel and meson builds - but as you already know, they assume HIPO=OFF. Is this something we need to support in this PR?

mathgeekcoder · 2026-05-02T01:48:35Z

On Mac, the header reports Using BLAS: unknown, unless I specify manually -DBLAS_LIBRARIES=... when configuring CMake. It appears that if it finds Apple BLAS automatically, BLAS_LIBRARIES is not defined in HConfig.h, even though the CMake log correctly prints Using BLAS library: ...

@filikat: I changed this to return the BLA_VENDOR (if exists). So, for Apple BLAS, it'll simply say "Apple". Is this suitable?

galabovaa · 2026-05-02T13:46:05Z

BTW: @galabovaa, I noticed and fixed a potential big issue for C++ users of highs. We weren't including HIGHS_SHARED_EXTRAS_LIBRARY define in HConfig.h. We didn't see this in our build system since we always define it appropriately via cmake.

While I fixing this, I also made it much easier to consume/develop. The appropriate header/linker details are now propagated via libhighs using PUBLIC cmake declarations.

I also made it unnecessary to use #ifdef HIPO everywhere, we can simply rely on HighsExternalDeps::isAvailable() instead. Any half-decent compiler will optimize out the unused code if HIPO=OFF.

Great, thank you for fixing these!

I've also updated the bazel and meson builds - but as you already know, they assume HIPO=OFF. Is this something we need to support in this PR?

We can keep HiPO off in bazel and meson for now.

filikat · 2026-05-03T05:25:38Z

I changed this to return the BLA_VENDOR (if exists). So, for Apple BLAS, it'll simply say "Apple". Is this suitable?

Great thanks.

mathgeekcoder and others added 30 commits January 16, 2026 17:57

Initial proof-of-concept for dynamic HiPO loading in highspy

860e6b2

merge latest

3cae882

typo

8df4e6d

wip

59ed693

wip

bb93ae2

wip

8e65319

w

d330a25

wipp

eed7b6b

ww

dbc8a39

wip

c71e6cb

w

17ae1f4

compiling, not loading extras

521badd

building, now too much

b54db3e

wip

59af351

wip:

af80c0d

wipp

2f087ea

wippp

7af4898

cleared compile errors, seems to work

cbf73e3

enable openblas. next wrap functions

b7691af

merge with latest!

733bb12

wip

c886bcb

DL libs just for fast build

380c1b6

remove PYTHON_BUILD_SETUP

c8ddc88

wip

0257ad7

deps loader to meson and bazel

3b267e7

wip

c771601

meson and formatting

a33bee2

wip

40ab43b

wip, one compile error?

5aa838a

galabovaa added 3 commits April 29, 2026 11:57

more clean up

7bd1793

no lto

dc5345c

try 2 tests julia

9388f66

galabovaa added 2 commits April 29, 2026 12:49

typo

d9f88c1

cmake variable pyproject

b91e596

galabovaa requested review from filikat and jajhall April 29, 2026 14:46

filikat reviewed Apr 29, 2026

View reviewed changes

Comment thread highs/lp_data/HighsOptions.cpp Outdated

filikat reviewed Apr 29, 2026

View reviewed changes

Comment thread highs/HighsExternalDeps.cpp Outdated

mathgeekcoder added 4 commits April 30, 2026 17:16

Removed Python specific error messages and cleaned up HiPO logging in…

21c386b

… HighsOptions to remove redundancy. The new error message is also more generic, in case future algorithms need these external dependencies.

Added missing check for HIPO=OFF and HIGHS_SHARED_EXTRAS_LIBRARY=ON

286661f

bazel and meson build updates

0f09cdb

galabovaa added 3 commits May 2, 2026 15:26

remove highs.sln and exclude openblas tests

4517d47

ubuntu arm tests

86c6a47

remove build-wheels

db0e178


		Extension package for [highspy](https://pypi.org/project/highspy/) that enables access to external dependencies with licensing terms different from HiGHS, such as Apache 2.0.

		The HiPO Interior Point Method (IPM) solver currently uses these external dependencies to provide enhanced performance for linear programming problems. Other algorithms may also rely on `highspy-extras` in the future.

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