Modify solveHipo to accept Hessian

Author: filikat

highs/ipm/IpxWrapper.cpp

@@ -406,10 +406,10 @@ HighsStatus solveLpIpx(const HighsOptions& options, HighsTimer& timer,
 
 #ifdef HIPO
 HighsStatus solveLpHipo(HighsLpSolverObject& solver_object) {
-  return solveLpHipo(solver_object.options_, solver_object.timer_,
-                     solver_object.lp_, solver_object.basis_,
-                     solver_object.solution_, solver_object.model_status_,
-                     solver_object.highs_info_, solver_object.callback_);
+  return solveHipo(solver_object.options_, solver_object.timer_,
+                   solver_object.lp_, {}, solver_object.basis_,
+                   solver_object.solution_, solver_object.model_status_,
+                   solver_object.highs_info_, solver_object.callback_);
 }
 
 #ifdef HIPO_USES_OPENBLAS
@@ -419,11 +419,11 @@ void openblas_set_num_threads(int num_threads);
 }
 #endif
 
-HighsStatus solveLpHipo(const HighsOptions& options, HighsTimer& timer,
-                        const HighsLp& lp, HighsBasis& highs_basis,
-                        HighsSolution& highs_solution,
-                        HighsModelStatus& model_status, HighsInfo& highs_info,
-                        HighsCallback& callback) {
+HighsStatus solveHipo(const HighsOptions& options, HighsTimer& timer,
+                      const HighsLp& lp, const HighsHessian& H,
+                      HighsBasis& highs_basis, HighsSolution& highs_solution,
+                      HighsModelStatus& model_status, HighsInfo& highs_info,
+                      HighsCallback& callback) {
   // Use HiPO
   //
   // Can return HighsModelStatus (HighsStatus) values:
@@ -461,6 +461,11 @@ HighsStatus solveLpHipo(const HighsOptions& options, HighsTimer& timer,
   openblas_set_num_threads(1);
 #endif
 
+  if (!H.empty()) {
+    printf("Using HiPO\n");
+    return HighsStatus::kError;
+  }
+
   // Create solver instance
   hipo::Solver hipo{};
   // This creates ipx::LpSolver ipx_lps_, in case HiPO has to switch

highs/ipm/IpxWrapper.h

@@ -34,11 +34,11 @@ HighsStatus solveLpIpx(const HighsOptions& options, HighsTimer& timer,
 #ifdef HIPO
 HighsStatus solveLpHipo(HighsLpSolverObject& solver_object);
 
-HighsStatus solveLpHipo(const HighsOptions& options, HighsTimer& timer,
-                        const HighsLp& lp, HighsBasis& highs_basis,
-                        HighsSolution& highs_solution,
-                        HighsModelStatus& model_status, HighsInfo& highs_info,
-                        HighsCallback& callback);
+HighsStatus solveHipo(const HighsOptions& options, HighsTimer& timer,
+                      const HighsLp& lp, const HighsHessian& H,
+                      HighsBasis& highs_basis, HighsSolution& highs_solution,
+                      HighsModelStatus& model_status, HighsInfo& highs_info,
+                      HighsCallback& callback);
 
 HighsStatus reportHipoStatus(const HighsOptions& options,
                              const hipo::Int status, const hipo::Solver& hipo);

highs/lp_data/Highs.cpp

@@ -20,6 +20,7 @@
 
 #include "io/Filereader.h"
 #include "io/LoadOptions.h"
+#include "ipm/IpxWrapper.h"
 #include "lp_data/HighsCallbackStruct.h"
 #include "lp_data/HighsInfoDebug.h"
 #include "lp_data/HighsLpSolverObject.h"
@@ -3980,8 +3981,9 @@ HighsStatus Highs::callSolveQp() {
   }
 
   if (use_hipo) {
-    printf("Using HiPO\n");
-    
+    solveHipo(options_, timer_, lp, hessian, basis_, solution_, model_status_,
+              info_, callback_);
+
   } else {
     //
     // Run the QP solver

highs/model/HighsHessian.cpp

@@ -226,3 +226,5 @@ HighsCDouble HighsHessian::objectiveCDoubleValue(
   }
   return objective_function_value;
 }
+
+bool HighsHessian::empty() const { return dim_ <= 0; }

highs/model/HighsHessian.h

@@ -42,6 +42,7 @@ class HighsHessian {
   bool scaleOk(const HighsInt cost_scale, const double small_matrix_value,
                const double large_matrix_value) const;
   HighsInt numNz() const;
+  bool empty() const;
 
   void print() const;
 };