Different Answer

[chenYanbin0218]

When I solve the following simple questions using HiGHS through pyoptinterface, the output is different from the answer using Gurobi
Thanks！！
我调用HiGHS和Gurobi求得不同的结果，求教这是为什么，谢谢

Using HiGHS

import pyoptinterface as poi
from pyoptinterface import highs
model = highs.Model()
x = model.add_variable(domain=poi.VariableDomain.Binary, name="x")
y = model.add_variable(domain=poi.VariableDomain.Binary, name="y")
z = model.add_variable(lb=0,ub=100, name="z")
con1=model.add_linear_constraint(2*y+3*z, poi.ConstraintSense.LessEqual, 12, name="con1")
con2=model.add_linear_constraint(x+y, poi.ConstraintSense.LessEqual, 1, name="con2")
obj =3*y+x*z
model.set_objective(obj, poi.ObjectiveSense.Maximize)
model.optimize()

print("x = ", model.get_value(x))
print("y = ", model.get_value(y))
print("z = ", model.get_value(z))
print("obj = ", model.get_value(obj))

Output of HiGHS

Presolving model
2 rows, 1 cols, 2 nonzeros  0s
0 rows, 0 cols, 0 nonzeros  0s
Presolve: Optimal

Solving report
  Status            Optimal
  Primal bound      3
  Dual bound        3
  Gap               0% (tolerance: 0.01%)
  Solution status   feasible
                    3 (objective)
                    0 (bound viol.)
                    0 (int. viol.)
                    0 (row viol.)
  Timing            0.00 (total)
                    0.00 (presolve)
                    0.00 (postsolve)
  Nodes             0
  LP iterations     0 (total)
                    0 (strong br.)
                    0 (separation)
                    0 (heuristics)
x =  0.0
y =  1.0
z =  0.0
obj =  3.0

Using Gurobi

import pyoptinterface as poi
from pyoptinterface import gurobi
 model = gurobi.Model()
x = model.add_variable(domain=poi.VariableDomain.Binary, name="x")
y = model.add_variable(domain=poi.VariableDomain.Binary, name="y")
z = model.add_variable(lb=0,ub=100, name="z")
con1=model.add_linear_constraint(2*y+3*z, poi.ConstraintSense.LessEqual, 12, name="con1")
con2=model.add_linear_constraint(x+y, poi.ConstraintSense.LessEqual, 1, name="con2")
obj =3*y+x*z
model.set_objective(obj, poi.ObjectiveSense.Maximize)
model.optimize()

print("x = ", model.get_value(x))
print("y = ", model.get_value(y))
print("z = ", model.get_value(z))
print("obj = ", model.get_value(obj))

Output of Gurobi

Optimal solution found (tolerance 1.00e-04)
Best objective 4.000000000000e+00, best bound 4.000000000000e+00, gap 0.0000%
x =  1.0
y =  0.0
z =  4.0
obj =  4.0

[metab0t]

You should report it to developers of HiGHS with the LP or MPS file exported by model.write("model.lp") model.write("model.mps")

[chenYanbin0218]

Thanks for your repley!

[metab0t]

@chenYanbin0218 This is also a bug in handling Hessian matrix. It has been fixed in the latest version 0.2.8.

[chenYanbin0218]

Appreciate your timely help！