Add highs support in MindtPy

[ZedongPeng]

Fixes #2951 and #2874.

Since the Highs team has fixed the column integrality bug ERGO-Code/HiGHS#1386, mindtpy can now support appsi_highs as the mip_solver.

Summary/Motivation:

1. Add the support of appsi_highs in MindtPy.
2. Change the mip_solver from glpk to appsi_highs in MindtPy tests.

Legal Acknowledgement

By contributing to this software project, I have read the contribution guide and agree to the following terms and conditions for my contribution:

1. I agree my contributions are submitted under the BSD license.
2. I represent I am authorized to make the contributions and grant the license. If my employer has rights to intellectual property that includes these contributions, I represent that I have received permission to make contributions and grant the required license on behalf of that employer.

[ZedongPeng]

I think the appsi_highs needs to be updated to the latest version for MindtPy tests to pass.

[ZedongPeng]

Let's wait for the next release (1.5.4) of Highs.
https://github.com/ERGO-Code/HiGHS/releases

[ZedongPeng]

Highs 1.60 was just released. @blnicho

https://github.com/ERGO-Code/HiGHS/releases/tag/v1.6.0

[blnicho]

This is waiting on highspy 1.6.0 to be released on PyPI. Relevant issue: ERGO-Code/HiGHS#925 and discussion: ERGO-Code/HiGHS#1441

[ZedongPeng]

Highspy 1.7.1 is available.
https://pypi.org/project/highspy/1.7.1.dev1/

[ZedongPeng]

Hi @blnicho. The tests failed after I changed the highs version check from ==1.7.1 to >=1.7.1 in the GitHub workflow. Any suggestions to fix this?

[jsiirola]

You need to put in quotes (otherwise the shell interprets the > as output redirection):

- $PYTHON_EXE -m pip install --cache-dir cache/pip highspy>=1.7.1.dev1 \
+ $PYTHON_EXE -m pip install --cache-dir cache/pip "highspy>=1.7.1.dev1" \

[blnicho]

@ZedongPeng I made a minor change in how the APPSI Highs interface gets the solver version. Hopefully this will resolve the Jenkins test failures. Assuming everything passes I think this is finally ready to be merged. Thanks for your patience!

[blnicho]

@jsiirola @mrmundt @emma58 could one of you be the second reviewer on this?

[codecov]

Codecov Report

Attention: Patch coverage is 69.56522% with 7 lines in your changes are missing coverage. Please review.

Project coverage is 88.47%. Comparing base (e77be8c) to head (c610a20).

Files	Patch %	Lines
pyomo/contrib/mindtpy/algorithm_base_class.py	61.11%	7 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #2971      +/-   ##
==========================================
+ Coverage   88.45%   88.47%   +0.01%     
==========================================
  Files         850      850              
  Lines       95525    95544      +19     
==========================================
+ Hits        84500    84531      +31     
+ Misses      11025    11013      -12     

Flag	Coverage Δ
linux	86.41% <56.52%> (-0.01%)	⬇️
osx	?
other	86.61% <56.52%> (+<0.01%)	⬆️
win	83.91% <56.52%> (-0.01%)	⬇️

Flags with carried forward coverage won't be shown. Click here to find out more.

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.

[emma58]

Should we remove 'temporarily' if this is how we're leaving it?

[blnicho]

I think we should leave it for now. When they cut a new (non-dev) highspy release we can remove the version requirement.

[ZedongPeng]

Thank you all! @blnicho @emma58 @mrmundt @jsiirola