On Sun, Dec 12, 2021 at 4:24 PM Avraham Adler <avraham.ad...@gmail.com> wrote: > > On Sun, Dec 12, 2021 at 3:44 PM Julian Hall <jajh...@ed.ac.uk> wrote: > > > > 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? > > > > Thanks, > > > > Julian > > -- > > 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.h...@ed.ac.uk<mailto:j.a.j.h...@ed.ac.uk> > > Web: https://www.maths.ed.ac.uk/school-of-mathematics/people/a-z?person=47 > > [HiGHS]<http://www.highs.dev> > > > > My working hours may not be your working hours. Do not feel pressure to > > reply to this email outside your working hours. > > The University of Edinburgh is a charitable body, registered in Scotland, > > with registration number SC005336. Is e buidheann carthannais a th’ ann an > > Oilthigh Dhùn Èideann, clàraichte an Alba, àireamh clàraidh SC005336. > > Hello, Julian. > > I cannot speak for the R community, but as someone who needs > optimization on a regular basis, this sounds intriguing. The fact that > HiGHS appears to be FLOSS, and thus usable as-is in the corporate > setting, appeals to those of us who use R in industry. Would you have > any statistics on how the solvers in HiGHS compare with similar ones > currently available in R, specifically the following in NLOPT [1] > (which is called through nloptr): SLSQP (gradient-based) and COBYLA > (gradient-free) both of which support equality and inequality > constraints, and MMA/CCSA (gradient based) which supports inequality > constraints? As for integer or mixed integer programming, I believe > that there is a lot of room for improvement in R. Personally, I've > resorted to using DEOptim with the "fnMap" entry calling a round > function similar to [2]. So speaking for myself, giving richer options > for optimization is a good thing, especially if the installation > procedure can be simplified! > > Thank you, > > Avi > > [1] https://nlopt.readthedocs.io/en/latest/NLopt_Algorithms/ > [2] > https://stackoverflow.com/questions/42197353/how-to-set-integer-constraint-using-fnmap-in-deoptim-r
Also, to be good R-citizens, this thread should probably be moved to R-package-devel [1]. Thanks, Avi [1] https://stat.ethz.ch/mailman/listinfo/r-package-devel ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel