HiGHS.jl
|
Страница в процессе перевода. |
HiGHS - High Performance Optimization Software
|
This HiGHS documentation is a work in progress. |
HiGHS is software for the definition, modification and solution of large scale sparse linear optimization models.
HiGHS is freely available from GitHub under the MIT licence and has no third-party dependencies.
Specification
HiGHS can solve linear programming (LP) models of the form:
as well as mixed integer linear programming (MILP) models of the same form, for which some of the variables must take integer values.
HiGHS also solves quadratic programming (QP) models, which contain an additional objective term , where the Hessian matrix is positive semi-definite. HiGHS cannot solve QP models where some of the variables must take integer values.
Read the Terminology section for more details.