HiGHS: Theory, software and Impact
KTH Royal Institute of Technology, 1 October 2021
Julian Hall
Abstract
Since Dantzig formulated the simplex algorithm in 1947, the widespread need to solve linear optimization problems drove the development of algorithmic and computational techniques for decades, yielding several high performance commercial and open source software systems. This talk will focus on the Edinburgh-based work on solving large scale sparse linear programming problems that underpins the high performance open source linear optimization software, HiGHS, the challenges of developing such software, and the Impact that it has achieved.
Slides:
Example:
SciPy-HiGHS-KTH.py
A.npz
b.npy
c.npy