Use more than 1 core when solving with mathopt (or tools) - HiGHS solver

Question

I am interested in leveraging more number of physical cores when solving a MIP problem with mathopt.

Parallelization was easy with CP-SAT by setting the number of search workers

solver.parameters.num_workers = 8 # use 8 cores

I struggling to find the right parameter to enable the solver to use more than 1 core to solve with mathopt. I am using HiGHS solver with mathopt (like below snippet)

params = mathopt.SolveParameters(enable_output=True)
result = mathopt.solve(model, mathopt.SolverType.HIGHS, params=params)

-- EDIT --

params = mathopt.SolveParameters(enable_output=True, threads=8)

I get below error:

    proto_result = solver.solve(

RuntimeError: INVALID_ARGUMENT: threads not supported for HiGHS solver, this must be set using globals, see HiGHS documentation

tried below:

params = mathopt.SolveParameters(enable_output=True, highs={"threads": 8})
result = mathopt.solve(model, mathopt.SolverType.HIGHS, params=params)

    result = math_opt_parameters_pb2.SolveParametersProto(

ValueError: Protocol message HighsOptionsProto has no "threads" field.

Can anybody please help ?

Ross Anderson · Accepted Answer · 2024-09-16 16:08:16Z

1

You can export to MPS as seen here:

https://github.com/google/or-tools/blob/stable/ortools/math_opt/io/python/mps_converter_test.py

For some further context, see this recent conversation on the or-tools google group:

https://groups.google.com/g/or-tools-discuss/c/x_gvQQzpisk/m/eOB8v8Q6AQAJ

AFAIK, HiGHS is only multithreaded for LP, not for MIP, so this may not do what you want (better to check with HiGHS team).

answered Sep 16, 2024 at 16:08

Ross Anderson

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Laurent Perron · Accepted Answer · 2024-09-13 10:27:38Z

1

We have memory issues with highs in parallel. This is currently disabled.

answered Sep 13, 2024 at 10:27

Laurent Perron

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2 Comments

Bhartendu Awasthi Over a year ago

Many thanks Laurent. Is there a way however in mathopt to export the model as a .mps file which can then be fed to highs solver externally ? I know in pywraplp library of or tools, there was a function "ExportModelAsMpsFormat", is there something similar in mathopt ?

Laurent Perron Over a year ago

I do not know. I will ask the math_opt team.

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