J ULY 2024

HiGHS Newsletter 24.1

Welcome to the second HiGHS newsletter
As well as a report on the first HiGHS workshop (and dates for thenext one!) this issue includes a progress report on the new interior
point solver and other new developments.

HiGHS Workshop 24

The first HiGHS workshop took place on 2628 June, and was attended by 46 people. Of
these, there were 27 representatives from 19
companies that use or distribute HiGHS, including MathWorks, Microsoft, Octopus Energy andTesco, and smaller companies, some of which
are major players in the optimization modellingand software industries. Also attending were
five academics from Åbo Akademi University,
the Technical University Berlin, and the Universities of Antwerp, Edinburgh, and Glasgow,
and 14 students from the Universities of Edinburgh, Oxford, Strathclyde, and Surrey, as well
as HiGHS PhD student-in-waiting, Yanyu Zhou,
from ENSTA (Paris).
Beginning on the afternoon of 26 June witha two-hour tutorial on HiGHS given by Julian
HiGHS Newsletter 24.1
 www.highs.dev # highsopt@gmail.com

Hall, followed by an informal social gathering
at the Pear Tree, the workshop proper tookplace on 27 and 28 June. After a presentation
by Julian on the past, present and future ofHiGHS, Jacek Gondzio gave a talk on the relationship between the simplex and interior point
methods, and Filippo Zanetti reported on theprogress he has made on developing the new interior point solver for HiGHS. Ryan O’Neil thengave an extended talk showcasing the role that
HiGHS plays in NextMv’s DecisionOps. Of the17 talks that followed, 12 were by representatives of companies using HiGHS in the fieldsof computing, modelling, optimization, logistics, and management/investment for energy
and water systems. Five talks covered the useof HiGHS in academic work in optimization, genetics, medicine, and energy systems.
Scotts Kitchen hosted the workshop dinner
and, after the workshop finished, there was an
informal wind-down back at the Pear Tree.
The second HiGHS workshop will be 26-27
June 2025, following EURO 2025 in Leeds.

NewsIn January, Ivet Galabova’s contract with
the University as Integration and Development
manager for HiGHS was made open-ended, securing her essential role into the future. In theMathWorks 2024a release, HiGHS became thesimplex and MIP solver in the Optimization
Toolbox. Funding from Kraken (Octopus Energy

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lwww.discord.gg Page 1Group) will support a four-year PhD in the area Filippo gave a presentation on his PhD work,of MIP and/or decomposition methods, applied and Ivet fielded all the technical questions thatJulian couldn’t answer! The next stop for team
to models in the energy industry.
HiGHS will be Montréal at the end of July, for
JuMP-dev and the 25th International SympoDevelopment
sium on Mathematical Programming.
Filippo’s work on the new interior point(IPM) solver is currently the major area of deEMD Internationalvelopment in HiGHS. The performance of an
The HiGHS workshop offered an opportuIPM solver is determined by the efficiency withwhich it solves the quasi-definite augmented nity to bring together two players in a rather
systems of equations or positive definite nor- neat use case story. EMD International is a Danmal equations when identifying the Newton di- ish company that produces digital twins to aid
rection. Based on the hyper-graph partitioning management and investment of local energy
analysis provided by Metis (which, fortunately, systems.
is MIT-licensed) Filippo has implemented thesophisticated sparse matrix elimination operations and analysis of the elimination tree thatwill enable multi-threading to be exploited.
The identification of irreducible infeasibility
systems by HiGHS is on the wish list of manyusers, and Julian has started work on a prototype implementation that should be available by
the end of August.
Expected major new funding will enable Julian to focus on enhancing the MIP solver overthe next 12 months, with the priorities being
parallel tree search, and facilities to add lazy
constraints and user cuts.

HiGHS on tour!

When EMD’s Anders N. Andersen contacted
Ivet in May, he observed that HiGHS was theopen-source solver of choice for their energyPRO software. On asking how many customers they have, it transpired that energyPRO
is currently a fairly integral part of various processes within the University of Edinburgh’s Estates Department. Hence, closing the circle, theUniversity of Edinburgh is making practical useof HiGHS! In October, Julian and Ivet will visit
EMD in Aalborg to advise their software teamon how to make the best use of HiGHS.

Immediately after the HiGHS workshop, Julian, Ivet and Filippo headed to Copenhagen
Discord!
for EURO 2024—the Operational Research conTo maintain discussions begun at the workference, not the football championships! There,shop,
and to foster the HiGHS community in
Julian gave an update on HiGHS, with a particular focus on the new interior point solver, general, we have now created a Discord server.
HiGHS Newsletter 24.1
 www.highs.dev # highsopt@gmail.com

ï@highs-opt§ERGO-Code/HiGHS

lwww.discord.gg Page 2