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Performance when changing LP data #2813

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4309d7d
Add Highs::changeRowBoundsInterfaceUnchecked
smharwood Feb 4, 2026
c0e0334
Use Highs::changeRowBoundsInterfaceUnchecked in changeRowBounds
smharwood Feb 4, 2026
b3aaef9
Add Highs::changeColBoundsInterfaceUnchecked
smharwood Feb 4, 2026
baedcff
Use changeColBoundsInterfaceUnchecked in changeColBounds
smharwood Feb 4, 2026
9785a92
Add Highs::changeCostsInterfaceUnchecked
smharwood Feb 4, 2026
0c37a26
Use changeCostsInterfaceUnchecked in changeColsCost
smharwood Feb 4, 2026
afad16b
Add tests
smharwood Feb 5, 2026
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34 changes: 33 additions & 1 deletion check/TestLpModification.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -809,7 +809,10 @@ TEST_CASE("LP-modification", "[highs_data]") {
col1357_upper[2] = 0;
col1357_upper[3] = 0;

REQUIRE(highs.changeColsBounds(col1357_num_ix, col1357_col_set, col1357_lower,
// Doing it with indices out of order is fine
HighsInt col5713_col_set[] = {5, 7, 1, 3};

REQUIRE(highs.changeColsBounds(col1357_num_ix, col5713_col_set, col1357_lower,
col1357_upper) == HighsStatus::kOk);

callRun(highs, options.log_options, "highs.run()", HighsStatus::kOk);
Expand Down Expand Up @@ -864,6 +867,29 @@ TEST_CASE("LP-modification", "[highs_data]") {

callRun(highs, options.log_options, "highs.run()", HighsStatus::kOk);

// Change row bounds again but with indices out of order
HighsInt row7890135_row_set[] = {7, 8, 9, 0, 1, 3, 5};
row0135789_lower[0] = local_lp.row_lower_[7];
row0135789_lower[1] = local_lp.row_lower_[8];
row0135789_lower[2] = local_lp.row_lower_[9];
row0135789_lower[3] = local_lp.row_lower_[0];
row0135789_lower[4] = local_lp.row_lower_[1];
row0135789_lower[5] = local_lp.row_lower_[3];
row0135789_lower[6] = local_lp.row_lower_[5];
row0135789_upper[0] = local_lp.row_lower_[7];
row0135789_upper[1] = local_lp.row_lower_[8];
row0135789_upper[2] = local_lp.row_lower_[9];
row0135789_upper[3] = local_lp.row_lower_[0];
row0135789_upper[4] = local_lp.row_lower_[1];
row0135789_upper[5] = local_lp.row_lower_[3];
row0135789_upper[6] = local_lp.row_lower_[5];

REQUIRE(highs.changeRowsBounds(row0135789_num_ix, row7890135_row_set,
row0135789_lower,
row0135789_upper) == HighsStatus::kOk);

callRun(highs, options.log_options, "highs.run()", HighsStatus::kOk);

REQUIRE(highs.deleteRows(0, num_row - 1) == HighsStatus::kOk);

callRun(highs, options.log_options, "highs.run()", HighsStatus::kOk);
Expand Down Expand Up @@ -926,6 +952,12 @@ TEST_CASE("LP-modification", "[highs_data]") {
REQUIRE(highs.changeColsCost(col1357_num_ix, col1357_col_set, col1357_cost) ==
HighsStatus::kOk);

// Do it again but with indices out of order
double col5713_cost[] = {2.51, 2.71, 2.01, 2.31};

REQUIRE(highs.changeColsCost(col1357_num_ix, col5713_col_set, col5713_cost) ==
HighsStatus::kOk);

callRun(highs, options.log_options, "highs.run()", HighsStatus::kOk);

// Attempting to set row bounds with infinite lower bound returns error
Expand Down
18 changes: 18 additions & 0 deletions highs/Highs.h
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Original file line number Diff line number Diff line change
Expand Up @@ -1704,16 +1704,34 @@ class Highs {
HighsStatus changeObjectiveOffsetInterface(const double ext_offset);
HighsStatus changeIntegralityInterface(HighsIndexCollection& index_collection,
const HighsVarType* usr_inegrality);
// Interface to change costs in a general (and safe) way
HighsStatus changeCostsInterface(HighsIndexCollection& index_collection,
const double* usr_col_cost);
// Interface to change costs without some safety checks,
// but with potential performance boosts
HighsStatus changeCostsInterfaceUnchecked(
HighsIndexCollection& index_collection,
std::vector<double>& usr_col_cost);

bool feasibleWrtBounds(const bool columns = true) const;
// Interface to change column bounds in a general (and safe) way
HighsStatus changeColBoundsInterface(HighsIndexCollection& index_collection,
const double* usr_col_lower,
const double* usr_col_upper);
// Interface to change column bounds without some safety checks,
// but with potential performance boosts
HighsStatus changeColBoundsInterfaceUnchecked(
HighsIndexCollection& index_collection,
std::vector<double>& usr_col_lower, std::vector<double>& usr_col_upper);
// Interface to change row bounds in a general (and safe) way
HighsStatus changeRowBoundsInterface(HighsIndexCollection& index_collection,
const double* usr_row_lower,
const double* usr_row_upper);
// Interface to change row bounds without some safety checks,
// but with potential performance boosts
HighsStatus changeRowBoundsInterfaceUnchecked(
HighsIndexCollection& index_collection,
std::vector<double>& usr_row_lower, std::vector<double>& usr_row_upper);
void changeCoefficientInterface(const HighsInt ext_row,
const HighsInt ext_col,
const double ext_new_value);
Expand Down
19 changes: 14 additions & 5 deletions highs/lp_data/Highs.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -2897,8 +2897,11 @@ HighsStatus Highs::changeColsCost(const HighsInt num_set_entries,
return analyseSetCreateError(options_.log_options, "changeColsCost",
create_error, true, num_set_entries,
local_set.data(), model_.lp_.num_col_);
// Since we have already done the safety checks that would take place in
// changeCostsInterface and created local copies of cost, we can
// use the "unchecked" version
HighsStatus call_status =
changeCostsInterface(index_collection, local_cost.data());
changeCostsInterfaceUnchecked(index_collection, local_cost);
HighsStatus return_status = HighsStatus::kOk;
return_status = interpretCallStatus(options_.log_options, call_status,
return_status, "changeCosts");
Expand Down Expand Up @@ -2976,8 +2979,11 @@ HighsStatus Highs::changeColsBounds(const HighsInt num_set_entries,
return analyseSetCreateError(options_.log_options, "changeColsBounds",
create_error, true, num_set_entries,
local_set.data(), model_.lp_.num_col_);
HighsStatus call_status = changeColBoundsInterface(
index_collection, local_lower.data(), local_upper.data());
// Since we have already done the safety checks that would take place in
// changeColBoundsInterface and created local copies of lower/upper, we can
// use the "unchecked" version
HighsStatus call_status = changeColBoundsInterfaceUnchecked(
index_collection, local_lower, local_upper);
HighsStatus return_status = HighsStatus::kOk;
return_status = interpretCallStatus(options_.log_options, call_status,
return_status, "changeColBounds");
Expand Down Expand Up @@ -3057,8 +3063,11 @@ HighsStatus Highs::changeRowsBounds(const HighsInt num_set_entries,
return analyseSetCreateError(options_.log_options, "changeRowsBounds",
create_error, true, num_set_entries,
local_set.data(), model_.lp_.num_row_);
HighsStatus call_status = changeRowBoundsInterface(
index_collection, local_lower.data(), local_upper.data());
// Since we have already done the safety checks that would take place in
// changeRowBoundsInterface and created local copies of lower/upper, we can
// use the "unchecked" version
HighsStatus call_status = changeRowBoundsInterfaceUnchecked(
index_collection, local_lower, local_upper);
HighsStatus return_status = HighsStatus::kOk;
return_status = interpretCallStatus(options_.log_options, call_status,
return_status, "changeRowBounds");
Expand Down
43 changes: 31 additions & 12 deletions highs/lp_data/HighsInterface.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -912,16 +912,21 @@ HighsStatus Highs::changeCostsInterface(HighsIndexCollection& index_collection,
return HighsStatus::kError;
// Take a copy of the cost that can be normalised
std::vector<double> local_colCost{cost, cost + num_cost};
return changeCostsInterfaceUnchecked(index_collection, local_colCost);
}

HighsStatus Highs::changeCostsInterfaceUnchecked(
HighsIndexCollection& index_collection, std::vector<double>& cost) {
HighsStatus return_status = HighsStatus::kOk;
bool local_has_infinite_cost = false;
return_status = interpretCallStatus(
options_.log_options,
assessCosts(options_, 0, index_collection, local_colCost,
local_has_infinite_cost, options_.infinite_cost),
assessCosts(options_, 0, index_collection, cost, local_has_infinite_cost,
options_.infinite_cost),
return_status, "assessCosts");
if (return_status == HighsStatus::kError) return return_status;
HighsLp& lp = model_.lp_;
changeLpCosts(lp, index_collection, local_colCost, options_.infinite_cost);
changeLpCosts(lp, index_collection, cost, options_.infinite_cost);

// Interpret possible introduction of infinite costs
lp.has_infinite_cost_ = lp.has_infinite_cost_ || local_has_infinite_cost;
Expand Down Expand Up @@ -976,16 +981,23 @@ HighsStatus Highs::changeColBoundsInterface(
sortSetData(index_collection.set_num_entries_, index_collection.set_,
col_lower, col_upper, NULL, local_colLower.data(),
local_colUpper.data(), NULL);
return changeColBoundsInterfaceUnchecked(index_collection, local_colLower,
local_colUpper);
}

HighsStatus Highs::changeColBoundsInterfaceUnchecked(
HighsIndexCollection& index_collection, std::vector<double>& col_lower,
std::vector<double>& col_upper) {
HighsStatus return_status = HighsStatus::kOk;
return_status = interpretCallStatus(
options_.log_options,
assessBounds(options_, "col", 0, index_collection, local_colLower,
local_colUpper, options_.infinite_bound),
assessBounds(options_, "col", 0, index_collection, col_lower, col_upper,
options_.infinite_bound),
return_status, "assessBounds");
if (return_status == HighsStatus::kError) return return_status;
HighsLp& lp = model_.lp_;

changeLpColBounds(lp, index_collection, local_colLower, local_colUpper);
changeLpColBounds(lp, index_collection, col_lower, col_upper);
// Update HiGHS basis status and (any) simplex move status of
// nonbasic variables whose bounds have changed
setNonbasicStatusInterface(index_collection, true);
Expand Down Expand Up @@ -1027,16 +1039,23 @@ HighsStatus Highs::changeRowBoundsInterface(
sortSetData(index_collection.set_num_entries_, index_collection.set_, lower,
upper, NULL, local_rowLower.data(), local_rowUpper.data(),
NULL);
return changeRowBoundsInterfaceUnchecked(index_collection, local_rowLower,
local_rowUpper);
}

HighsStatus Highs::changeRowBoundsInterfaceUnchecked(
HighsIndexCollection& index_collection, std::vector<double>& lower,
std::vector<double>& upper) {
HighsStatus return_status = HighsStatus::kOk;
return_status = interpretCallStatus(
options_.log_options,
assessBounds(options_, "row", 0, index_collection, local_rowLower,
local_rowUpper, options_.infinite_bound),
return_status, "assessBounds");
return_status =
interpretCallStatus(options_.log_options,
assessBounds(options_, "row", 0, index_collection,
lower, upper, options_.infinite_bound),
return_status, "assessBounds");
if (return_status == HighsStatus::kError) return return_status;
HighsLp& lp = model_.lp_;

changeLpRowBounds(lp, index_collection, local_rowLower, local_rowUpper);
changeLpRowBounds(lp, index_collection, lower, upper);
// Update HiGHS basis status and (any) simplex move status of
// nonbasic variables whose bounds have changed
setNonbasicStatusInterface(index_collection, false);
Expand Down
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