HiGHS solver >100x slower than Gurobi with bilinear big-m relaxation

this_josh
Wed, 29 May 2024 08:00:07 +0000
Optimization (Mathematical)

I’m not sure where to put this as it’s not specifically an issue, and I’m not sure who would improve it.
For my research I need to solve a bilinear model and I’d like to use an open-source solver ideally.
Rough example of my constraints (click for more details)
I’ve formulated a MWE example (see below), in this scenario Gurobi solves the problem in 0.4s while HiGHS takes 40-60 seconds which is >100 times slower. As my actual problem is much bigger than the example below HiGHs become prohibitively slow.

I appreciate Gurobi is often quicker than HiGHS, but not usually by this much, it seems like my HiGHs implementation is missing a trick?
MWE (click for more details)
4 posts - 3 participants