Updated FEATURES.md and docs/src/options/definitions.md

FEATURES.md

@@ -10,4 +10,9 @@ Added basis solve methods to highspy
 
 Added methods to get primal/dual ray and dual unboundedness direction to highspy
 
+When a presolved LP has model status kUnknown, rather than returning this to the user, it performs postsolve and then uses the basis to solve the original LP
+
+Fixed bug in presolve when pointers stored in HighsMatrixSlice get invalidated when the coefficient matrix is reallocated (e.g. when non-zeros are added in HPresolve::addToMatrix)
+
+Primal and dual residual tolerances - applied following IPM or PDLP solution - now documented as options
 

app/RunHighs.cpp

@@ -46,7 +46,7 @@ int main(int argc, char** argv) {
   // call this first so that printHighsVersionCopyright uses reporting
   // settings defined in any options file.
   highs.passOptions(loaded_options);
-  //  highs.writeOptions("Options.md");
+  highs.writeOptions("Options.md");
 
   // Load the model from model_file
   HighsStatus read_status = highs.readModel(model_file);

docs/src/options/definitions.md

@@ -73,6 +73,18 @@
 - Range: [1e-12, inf]
 - Default: 1e-08
 
+## primal\_residual\_tolerance
+- Primal residual tolerance
+- Type: double
+- Range: [1e-10, inf]
+- Default: 1e-07
+
+## dual\_residual\_tolerance
+- Dual residual tolerance
+- Type: double
+- Range: [1e-10, inf]
+- Default: 1e-07
+
 ## objective\_bound
 - Objective bound for termination of the dual simplex solver
 - Type: double
@@ -198,6 +210,16 @@
 - Type: boolean
 - Default: "false"
 
+## write\_presolved\_model\_file
+- Write presolved model file
+- Type: string
+- Default: ""
+
+## write\_presolved\_model\_to\_file
+- Write the presolved model to a file
+- Type: boolean
+- Default: "false"
+
 ## mip\_detect\_symmetry
 - Whether MIP symmetry should be detected
 - Type: boolean
@@ -220,6 +242,12 @@
 - Range: {0, 2147483647}
 - Default: 2147483647
 
+## mip\_max\_start\_nodes
+- MIP solver max number of nodes when completing a partial MIP start
+- Type: integer
+- Range: {0, 2147483647}
+- Default: 500
+
 ## mip\_improving\_solution\_save
 - Whether improving MIP solutions should be saved
 - Type: boolean
@@ -354,7 +382,7 @@
 - Default: 4000
 
 ## blend\_multi\_objectives
-- Blend multiple objectives or apply lexicographically
+- Blend multiple objectives or apply lexicographically: Default = true
 - Type: boolean
 - Default: "true"
 

src/lp_data/HighsOptions.h

@@ -299,6 +299,8 @@ struct HighsOptionsStruct {
   double primal_feasibility_tolerance;
   double dual_feasibility_tolerance;
   double ipm_optimality_tolerance;
+  double primal_residual_tolerance;
+  double dual_residual_tolerance;
   double objective_bound;
   double objective_target;
   HighsInt threads;
@@ -390,8 +392,6 @@ struct HighsOptionsStruct {
   bool less_infeasible_DSE_choose_row;
   bool use_original_HFactor_logic;
   bool run_centring;
-  double primal_residual_tolerance;
-  double dual_residual_tolerance;
   HighsInt max_centring_steps;
   double centring_ratio_tolerance;
 
@@ -452,6 +452,8 @@ struct HighsOptionsStruct {
         primal_feasibility_tolerance(0.0),
         dual_feasibility_tolerance(0.0),
         ipm_optimality_tolerance(0.0),
+        primal_residual_tolerance(0.0),
+        dual_residual_tolerance(0.0),
         objective_bound(0.0),
         objective_target(0.0),
         threads(0),
@@ -528,8 +530,6 @@ struct HighsOptionsStruct {
         less_infeasible_DSE_choose_row(false),
         use_original_HFactor_logic(false),
         run_centring(false),
-        primal_residual_tolerance(0.0),
-        dual_residual_tolerance(0.0),
         max_centring_steps(0),
         centring_ratio_tolerance(0.0),
         icrash(false),
@@ -707,6 +707,16 @@ class HighsOptions : public HighsOptionsStruct {
         &ipm_optimality_tolerance, 1e-12, 1e-8, kHighsInf);
     records.push_back(record_double);
 
+    record_double = new OptionRecordDouble(
+        "primal_residual_tolerance", "Primal residual tolerance", advanced,
+        &primal_residual_tolerance, 1e-10, 1e-7, kHighsInf);
+    records.push_back(record_double);
+
+    record_double = new OptionRecordDouble(
+        "dual_residual_tolerance", "Dual residual tolerance", advanced,
+        &dual_residual_tolerance, 1e-10, 1e-7, kHighsInf);
+    records.push_back(record_double);
+
     record_double = new OptionRecordDouble(
         "objective_bound",
         "Objective bound for termination of the dual simplex solver", advanced,
@@ -1399,16 +1409,6 @@ class HighsOptions : public HighsOptionsStruct {
         advanced, &centring_ratio_tolerance, 0, 100, kHighsInf);
     records.push_back(record_double);
 
-    record_double = new OptionRecordDouble(
-        "primal_residual_tolerance", "Primal residual tolerance", advanced,
-        &primal_residual_tolerance, 1e-10, 1e-7, kHighsInf);
-    records.push_back(record_double);
-
-    record_double = new OptionRecordDouble(
-        "dual_residual_tolerance", "Dual residual tolerance", advanced,
-        &dual_residual_tolerance, 1e-10, 1e-7, kHighsInf);
-    records.push_back(record_double);
-
     // Set up the log_options aliases
     log_options.clear();
     log_options.log_stream =