ENH: optimize: add HiGHS methods to linprog - continued

.gitignore

@@ -272,3 +272,6 @@ scipy/optimize/_group_columns.c
 scipy/optimize/cython_optimize/_zeros.c
 scipy/optimize/cython_optimize/_zeros.pyx
 scipy/optimize/lbfgsb/_lbfgsbmodule.c
+scipy/optimize/_highs/cython/src/highs_wrapper.cxx
+scipy/optimize/_highs/cython/src/mpswriter.cxx
+scipy/optimize/_highs/cython/src/constants.cxx

LICENSES_bundled.txt

@@ -200,3 +200,8 @@ License:
   CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
   OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
   OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+Name: HiGHS
+Files: scipy/optimize/_highs/*
+License: MIT
+  For details, see scipy/optimize/_highs/LICENCE

benchmarks/benchmarks/optimize_linprog.py

@@ -39,7 +39,9 @@
 
 methods = [("interior-point", {"sparse": True}),
            ("interior-point", {"sparse": False}),
-           ("revised simplex", {})]
+           ("revised simplex", {}),
+           ("highs-ipm", {}),
+           ("highs-simplex", {})]
 rr_methods = [_remove_redundancy, _remove_redundancy_dense,
               _remove_redundancy_sparse]
 presolve_methods = ['sparse', 'dense']

doc/source/optimize.linprog-highs-ds.rst

@@ -0,0 +1,8 @@
+.. _optimize.linprog-highs-ds:
+
+linprog(method='highs-ds')
+----------------------------------------
+
+.. scipy-optimize:function:: scipy.optimize.linprog
+   :impl: scipy.optimize._linprog._linprog_highs_ds_doc
+   :method: highs-ds

doc/source/optimize.linprog-highs-ipm.rst

@@ -0,0 +1,8 @@
+.. _optimize.linprog-highs-ipm:
+
+linprog(method='highs-ipm')
+----------------------------------------
+
+.. scipy-optimize:function:: scipy.optimize.linprog
+   :impl: scipy.optimize._linprog._linprog_highs_ipm_doc
+   :method: highs-ipm

doc/source/optimize.linprog-highs.rst

@@ -0,0 +1,8 @@
+.. _optimize.linprog-highs:
+
+linprog(method='highs')
+----------------------------------------
+
+.. scipy-optimize:function:: scipy.optimize.linprog
+   :impl: scipy.optimize._linprog._linprog_highs_doc
+   :method: highs

doc/source/optimize.linprog-interior-point.rst

@@ -4,5 +4,5 @@ linprog(method='interior-point')
 ----------------------------------------
 
 .. scipy-optimize:function:: scipy.optimize.linprog
-   :impl: scipy.optimize._linprog._linprog_ip
+   :impl: scipy.optimize._linprog._linprog_ip_doc
    :method: interior-point

doc/source/optimize.linprog-revised_simplex.rst

@@ -4,5 +4,5 @@ linprog(method='revised simplex')
 ----------------------------------------
 
 .. scipy-optimize:function:: scipy.optimize.linprog
-   :impl: scipy.optimize._linprog._linprog_rs
+   :impl: scipy.optimize._linprog._linprog_rs_doc
    :method: revised_simplex

doc/source/optimize.linprog-simplex.rst

@@ -4,5 +4,5 @@ linprog(method='simplex')
 ----------------------------------------
 
 .. scipy-optimize:function:: scipy.optimize.linprog
-   :impl: scipy.optimize._linprog._linprog_simplex
+   :impl: scipy.optimize._linprog._linprog_simplex_doc
    :method: simplex

scipy/optimize/__init__.py

@@ -247,8 +247,12 @@
    optimize.linprog-simplex
    optimize.linprog-interior-point
    optimize.linprog-revised_simplex
+   optimize.linprog-highs-ipm
+   optimize.linprog-highs-ds
+   optimize.linprog-highs
 
-The simplex method supports callback functions, such as:
+The simplex, interior-point, and revised simplex methods support callback
+functions, such as:
 
 .. autosummary::
    :toctree: generated/