HiGHS optimization solver

[1] Written in C++ and published under an MIT license, HiGHS provides programming interfaces to C, Python, Julia, Rust, R, JavaScript, Fortran, and C#.

HiGHS is based on solvers written by PhD students from the Optimization and Operational Research Group [3] in the School of Mathematics at the University of Edinburgh.

In early‑2022, the GenX and PyPSA open energy system modelling projects endorsed a funding application for the HiGHS solver in an effort to reduce their community reliance on proprietary libraries.

[9] HiGHS has an interior point method implementation for solving LP problems, based on techniques described by Schork and Gondzio (2020).

[10] It is notable for solving the Newton system iteratively by a preconditioned conjugate gradient method, rather than directly, via an LDL* decomposition.

The interior point solver's performance relative to commercial and other open-source software is regularly reported using industry-standard benchmarks.