c# nuget packing missing setBasis

[EEParker]

Hello,

Thank you for all your work on this library, it is a genuine help!

Question: it seems as though setBasis is missing from the nuget package and c# api.

c#
getBasis https://github.com/ERGO-Code/HiGHS/blob/master/highs/interfaces/highs_csharp_api.cs#L347
setBasis missing?

c++
getBasis https://github.com/ERGO-Code/HiGHS/blob/master/highs/interfaces/highs_c_api.h#L998
setBasis https://github.com/ERGO-Code/HiGHS/blob/master/highs/interfaces/highs_c_api.h#L1250

For context, I'm using HiGHS for real-time power system dispatch (~2,000 variables) where the LP structure stays fixed between solves and only bound values change (simplex warm start). The current work around is P/Invoking Highs_setBasis directly, but it would be nice to have it in the nuget API.

I wasn't sure if you were taking PRs, so I've included my workaround here. This is just replicating what is already in the c++ api.

Thank you for your time.

  [DllImport(highslibname)]
  private static extern int Highs_setBasis(IntPtr highs, int[] col_status, int[] row_status);

  [DllImport(highslibname)]
  private static extern int Highs_setLogicalBasis(IntPtr highs);

  Public wrapper methods:

  public HighsStatus setBasis(HighsBasis basis)
  {
      int[] colbasstat = basis.colbasisstatus.Select(x => (int)x).ToArray();
      int[] rowbasstat = basis.rowbasisstatus.Select(x => (int)x).ToArray();
      return (HighsStatus)HighsLpSolver.Highs_setBasis(this.highs, colbasstat, rowbasstat);
  }

  public HighsStatus setLogicalBasis()
  {
      return (HighsStatus)HighsLpSolver.Highs_setLogicalBasis(this.highs);
  }

[Gbtank]

For context, I'm using HiGHS for real-time power system dispatch (~2,000 variables) where the LP structure stays fixed between solves and only bound values change (simplex warm start). The current work around is P/Invoking Highs_setBasis directly, but it would be nice to have it in the nuget API.

Hi not a developer but I am curious about this usecase also. I wanted to ask whether you see runtime improvements with a warm start versus starting from scratch? I have been looking into hot starting optimisations but I don't necessarily want the solution to look the same every time. In fact, the more variable the solution the better.

[EEParker]

In my testing on some relatively small models, solve time dropped from an average of 850ms to 130ms, so 6.5x speedup using the warm solve. Initial cold starts are still in the 1100ms range. This is the average over several hundred solves. This is a specific use case, so your needs may vary.

[jajhall]

How are you changing the bounds? With a call to changeBounds? If you do this, HiGHS will maintain the basis internally.

Maybe we've not implemented changeBounds/Costs etc in C#...

[EEParker]

Yes, I'm using ChangeRowBounds, ChangeRowsBoundsBySet and ChangeColsBoundsBySet. Currently I'm not activly using the SetBasis, but I was working on some C# async and trying to get HiGHS to play nice with it, and SetBasis was one of the ways I was doing that and that's when I noticed it was missing. Originally, I was having issues with ACCESS_VIOLATION / HEAP_CORRUPTION across threads (multiple model runs for different solution types in parallel from the same application). I was trying to use locks and SetBasis as a way to ensure the current thread had the right model. I've since switch to allocating a single handle per instance to avoid the shared state and using the ChangeBounds* methods which seems to be working better. I still have some test code using SetBasis via P/Invoke, hence the issue of trying to see if it was intentionally left out (forcing the ChangeBound methods) or just an oversight.

[jajhall]

So you got the performance enhancements of warm start without using setBasis.

[EEParker]

I'm getting the performance enhancements with changebounds as well. My original problem was mostly around the threading issue forcing me to use SetBounds. Switching to a single handle per solver has resolved that. Using Highs_create() and Highs_destroy() to grab an instance.

for example

public class HiGHSInstancedSolver : IDisposable
{
  private IntPtr _highs;
  private bool _disposed;

  // ... solver method calls, etc

  public HiGHSInstancedSolver()
  {
      _highs = Highs_create();
      if (_highs == IntPtr.Zero)
          throw new InvalidOperationException("Failed to create HiGHS instance");
  }

  // Disposal — Highs_destroy() on the handle, with a finalizer as safety net:
  public void Dispose()
  {
      if (_disposed) { return; }
      _disposed = true;
      if (_highs != IntPtr.Zero)
      {
          Highs_destroy(_highs);
          _highs = IntPtr.Zero;
      }
      GC.SuppressFinalize(this);
  }

  ~HiGHSInstancedSolver()
  {
      if (_highs != IntPtr.Zero)
      {
          Highs_destroy(_highs);
          _highs = IntPtr.Zero;
      }
  }
}