Added writePresolvedModel and unit test

check/TestPresolve.cpp

@@ -575,3 +575,29 @@ TEST_CASE("postsolve-reduced-to-empty", "[highs_test_presolve]") {
   REQUIRE(highs.getInfo().num_primal_infeasibilities == 0);
   REQUIRE(highs.getInfo().num_dual_infeasibilities == 0);
 }
+
+TEST_CASE("write-presolved-model", "[highs_test_presolve]") {
+  std::string presolved_model_file = "temp.mps";
+  std::string model_file =
+      std::string(HIGHS_DIR) + "/check/instances/afiro.mps";
+  Highs highs;
+  highs.setOptionValue("output_flag", dev_run);
+  REQUIRE(highs.readModel(model_file) == HighsStatus::kOk);
+  highs.presolve();
+  highs.writePresolvedModel(presolved_model_file);
+  // Read and solve the presolved model using a new Highs instance
+  Highs highs1;
+  highs1.setOptionValue("output_flag", dev_run);
+  highs1.readModel(presolved_model_file);
+  highs1.run();
+  // Extract the optimal solution and basis
+  HighsSolution solution = highs1.getSolution();
+  HighsBasis basis = highs1.getBasis();
+  // Perform postsolve using the optimal solution and basis for the
+  // presolved model
+  highs.postsolve(solution, basis);
+  // The solution should be optimal, so no solver is run, and
+  // simplex_iteration_count is -1
+  REQUIRE(highs.getInfo().simplex_iteration_count == -1);
+  std::remove(presolved_model_file.c_str());
+}

src/Highs.h

@@ -770,6 +770,17 @@ class Highs {
    */
   HighsStatus writeModel(const std::string& filename = "");
 
+  /**
+   * @brief Write out the incumbent presolved model to a file
+   */
+  HighsStatus writePresolvedModel(const std::string& filename = "");
+
+  /**
+   * @brief Write out the given model to a file
+   */
+  HighsStatus writeLocalModel(HighsModel& model,
+                              const std::string& filename = "");
+
   /**
    * @brief Write out the internal HighsBasis instance to a file
    */

src/highs_bindings.cpp

@@ -906,6 +906,7 @@ PYBIND11_MODULE(_core, m) {
       .def("getRowByName", &highs_getRowByName)
 
       .def("writeModel", &Highs::writeModel)
+      .def("writePresolvedModel", &Highs::writePresolvedModel)
       .def("crossover", &Highs::crossover)
       .def("changeObjectiveSense", &Highs::changeObjectiveSense)
       .def("changeObjectiveOffset", &Highs::changeObjectiveOffset)

src/interfaces/highs_c_api.cpp

@@ -224,6 +224,10 @@ HighsInt Highs_writeModel(void* highs, const char* filename) {
   return (HighsInt)((Highs*)highs)->writeModel(std::string(filename));
 }
 
+HighsInt Highs_writePresolvedModel(void* highs, const char* filename) {
+  return (HighsInt)((Highs*)highs)->writePresolvedModel(std::string(filename));
+}
+
 HighsInt Highs_writeSolution(const void* highs, const char* filename) {
   return (HighsInt)((Highs*)highs)
       ->writeSolution(std::string(filename), kSolutionStyleRaw);

src/interfaces/highs_c_api.h

@@ -303,6 +303,16 @@ HighsInt Highs_readModel(void* highs, const char* filename);
  */
 HighsInt Highs_writeModel(void* highs, const char* filename);
 
+/**
+ * Write the presolved model in `highs` to `filename`.
+ *
+ * @param highs     A pointer to the Highs instance.
+ * @param filename  The filename to write.
+ *
+ * @returns A `kHighsStatus` constant indicating whether the call succeeded.
+ */
+HighsInt Highs_writePresolvedModel(void* highs, const char* filename);
+
 /**
  * Reset the options and then call `clearModel`.
  *

src/interfaces/highs_csharp_api.cs

@@ -189,6 +189,9 @@ private static extern int Highs_call(
     [DllImport(highslibname)]
     private static extern int Highs_writeModel(IntPtr highs, string filename);
 
+    [DllImport(highslibname)]
+    private static extern int Highs_writePresolvedModel(IntPtr highs, string filename);
+
     [DllImport(highslibname)]
     private static extern int Highs_writeSolutionPretty(IntPtr highs, string filename);
 
@@ -597,6 +600,11 @@ public HighsStatus writeModel(string filename)
         return (HighsStatus)HighsLpSolver.Highs_writeModel(this.highs, filename);
     }
 
+    public HighsStatus writePresolvedModel(string filename)
+    {
+        return (HighsStatus)HighsLpSolver.Highs_writePresolvedModel(this.highs, filename);
+    }
+
     public HighsStatus writeSolutionPretty(string filename)
     {
         return (HighsStatus)HighsLpSolver.Highs_writeSolutionPretty(this.highs, filename);
@@ -1028,4 +1036,4 @@ public class SolutionInfo
     /// </summary>
     public double ObjectiveValue { get; set; }
 }
-}
+}

src/interfaces/highs_fortran_api.f90

@@ -125,6 +125,13 @@ function Highs_writeModel ( h, f ) result ( s ) bind ( c, name='Highs_writeModel
       integer ( c_int ) :: s
     end function Highs_writeModel
 
+    function Highs_writePresolvedModel ( h, f ) result ( s ) bind ( c, name='Highs_writePresolvedModel' )
+      use iso_c_binding
+      type(c_ptr), VALUE :: h
+      character( c_char ) :: f(*)
+      integer ( c_int ) :: s
+    end function Highs_writePresolvedModel
+
     function Highs_writeSolution ( h, f ) result ( s ) bind ( c, name='Highs_writeSolution' )
       use iso_c_binding
       type(c_ptr), VALUE :: h

src/lp_data/Highs.cpp

@@ -676,17 +676,26 @@ HighsStatus Highs::readBasis(const std::string& filename) {
 }
 
 HighsStatus Highs::writeModel(const std::string& filename) {
+  return writeLocalModel(model_, filename);
+}
+
+HighsStatus Highs::writePresolvedModel(const std::string& filename) {
+  return writeLocalModel(presolved_model_, filename);
+}
+
+HighsStatus Highs::writeLocalModel(HighsModel& model,
+                                   const std::string& filename) {
   HighsStatus return_status = HighsStatus::kOk;
 
   // Ensure that the LP is column-wise
-  model_.lp_.ensureColwise();
+  model.lp_.ensureColwise();
   // Check for repeated column or row names that would corrupt the file
-  if (model_.lp_.col_hash_.hasDuplicate(model_.lp_.col_names_)) {
+  if (model.lp_.col_hash_.hasDuplicate(model.lp_.col_names_)) {
     highsLogUser(options_.log_options, HighsLogType::kError,
                  "Model has repeated column names\n");
     return returnFromHighs(HighsStatus::kError);
   }
-  if (model_.lp_.row_hash_.hasDuplicate(model_.lp_.row_names_)) {
+  if (model.lp_.row_hash_.hasDuplicate(model.lp_.row_names_)) {
     highsLogUser(options_.log_options, HighsLogType::kError,
                  "Model has repeated row names\n");
     return returnFromHighs(HighsStatus::kError);
@@ -706,10 +715,10 @@ HighsStatus Highs::writeModel(const std::string& filename) {
     // Report to user that model is being written
     highsLogUser(options_.log_options, HighsLogType::kInfo,
                  "Writing the model to %s\n", filename.c_str());
-    return_status = interpretCallStatus(
-        options_.log_options,
-        writer->writeModelToFile(options_, filename, model_), return_status,
-        "writeModelToFile");
+    return_status =
+        interpretCallStatus(options_.log_options,
+                            writer->writeModelToFile(options_, filename, model),
+                            return_status, "writeModelToFile");
     delete writer;
   }
   return returnFromHighs(return_status);