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

This adds duals, slacks, and reduced costs to the highspy HiGHS interface. Closes: #780 Co-authored-by: Franco Peschiera <[email protected]>
coin-or · Nov 1, 2024 · 1527a4f · 1527a4f
1 parent 19c7b75
commit 1527a4f
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diff --git a/pulp/apis/highs_api.py b/pulp/apis/highs_api.py
@@ -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()
@@ -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(
@@ -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,

diff --git a/pulp/tests/test_pulp.py b/pulp/tests/test_pulp.py
@@ -621,6 +621,7 @@ def test_dual_variables_reduced_costs(self):
                 PULP_CBC_CMD,
                 YAPOSIB,
                 PYGLPK,
+                HiGHS,
                 SAS94,
                 SASCAS,
             ]:
-Original file 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 @@