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A Julia interface to the HiGHS solver

Results 14 HiGHS.jl issues
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These are allowed to fail in many tests. ```julia const _QP_FAILURES = [ "test_objective_qp_ObjectiveFunction_edge_cases", "test_objective_qp_ObjectiveFunction_zero_ofdiag", "test_quadratic_duplicate_terms", "test_quadratic_integration", "test_quadratic_nonhomogeneous", ] ``` Is it a problem upstream?

HiGHS supports semi-xxx variables. The next release will contain the exported constants `HighsVarTypekSemiContinuous = 2` and `HighsVarTypekSemiInteger = 3`.

enhancement
Wrapper: MathOptInterface

I find myself unable to set/change/restrict the number of threads used by HiGHS. It feels like HiGHS internally initializes how many threads it's going to use, an that modifying it...

Closes #126 This won't work for now, because it requires a new upstream release of HiGHS.

The second `set_start_value` in this example fails with message `ERROR: LoadError: MathOptInterface.UnsupportedAttribute{MathOptInterface.VariablePrimalStart}: Attribute MathOptInterface.VariablePrimalStart() is not supported by the model.` ```julia using JuMP using HiGHS model = Model(HiGHS.Optimizer) @variable(model, x[i=1:10],...

upstream

Hello, I am seeing a bit of a strange behavior. I have a MIP problem. It solves fine as seen in the log. The incumbent objective (maximization) is around 16856993205.89...

Recently I noticed that the numerical checks in PowerSimulations.jl since it takes a long time to run with HiGHS w.r.t to Gurobi or Xpress. This is the loop we use...

Hi all, I'm trying to solve some MISOCP with Pajarito using Hypatia as conic solver and HiGHS as MIP solver, see the attached files. [Weird_HiGHS_error.txt](https://github.com/jump-dev/HiGHS.jl/files/14260602/Weird_HiGHS_error.txt) [spectral_functions_JuMP.txt](https://github.com/jump-dev/HiGHS.jl/files/14260603/spectral_functions_JuMP.txt) It works for some...

upstream

From a discussion with @joaquimg: Add HiGHS options for resetting the basis and refactoring the matrix, so that the model is in a "just been built" state without actually needing...

enhancement

implements: https://github.com/jump-dev/MathOptInterface.jl/pull/2565