Revert "ENH: Use highspy in linprog"

Author: rgommers

.gitignore

@@ -322,3 +322,5 @@ 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/_highs_constants.cxx

.gitmodules

@@ -9,6 +9,10 @@
 	path = scipy/_lib/unuran
 	url = https://github.com/scipy/unuran.git
 	shallow = true
+[submodule "HiGHS"]
+	path = scipy/_lib/highs
+	url = https://github.com/scipy/highs
+	shallow = true
 [submodule "scipy/_lib/boost_math"]
 	path = scipy/_lib/boost_math
 	url = https://github.com/boostorg/math.git
@@ -19,9 +23,3 @@
 [submodule "scipy/_lib/pocketfft"]
 	path = scipy/_lib/pocketfft
 	url = https://github.com/scipy/pocketfft
-# All submodules used as a Meson `subproject` are required to be under the 
-# subprojects/ directory - see:
-# https://mesonbuild.com/Subprojects.html#why-must-all-subprojects-be-inside-a-single-directory
-[submodule "subprojects/highs"]
-	path = subprojects/highs
-	url = https://github.com/scipy/highs

LICENSES_bundled.txt

@@ -252,9 +252,9 @@ License:
   OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
 
 Name: HiGHS
-Files: subprojects/highs/*
+Files: scipy/optimize/_highs/*
 License: MIT
-  For details, see subprojects/highs/LICENCE
+  For details, see scipy/optimize/_highs/LICENCE
 
 Name: Boost
 Files: scipy/_lib/boost_math/*

benchmarks/benchmarks/optimize_milp.py

@@ -48,7 +48,7 @@ def setup(self, prob):
         self.integrality = integrality
 
     def time_milp(self, prob):
-        # TODO: fix this benchmark (timing out in Aug. 2023); see gh-19389
+        # TODO: fix this benchmark (timing out in Aug. 2023)
         # res = milp(c=self.c, constraints=self.constraints, bounds=self.bounds,
         #           integrality=self.integrality)
         # assert res.success
@@ -57,9 +57,8 @@ def time_milp(self, prob):
 
 class MilpMagicSquare(Benchmark):
 
-    # TODO: look at 5,6 - timing out and disabled in Apr'24 (5) and Aug'23 (6)
-    #       see gh-19389 for details
-    params = [[3, 4]]
+    # TODO: re-add 6, timing out in Aug. 2023
+    params = [[3, 4, 5]]
     param_names = ['size']
 
     def setup(self, n):

doc/source/tutorial/optimize.rst

@@ -1596,7 +1596,7 @@ Finally, we can solve the transformed problem using :func:`linprog`.
     >>> bounds = [x0_bounds, x1_bounds, x2_bounds, x3_bounds]
     >>> result = linprog(c, A_ub=A_ub, b_ub=b_ub, A_eq=A_eq, b_eq=b_eq, bounds=bounds)
     >>> print(result.message)
-    The problem is infeasible. (HiGHS Status 8: model_status is Infeasible; primal_status is None)
+    The problem is infeasible. (HiGHS Status 8: model_status is Infeasible; primal_status is At lower/fixed bound)
 
 The result states that our problem is infeasible, meaning that there is no solution vector that satisfies all the
 constraints. That doesn't necessarily mean we did anything wrong; some problems truly are infeasible.

mypy.ini

@@ -283,15 +283,13 @@ ignore_errors = True
 [mypy-scipy.optimize._linprog_util]
 ignore_errors = True
 
-[mypy-scipy.optimize._highs.highspy._highs]
+[mypy-scipy.optimize._linprog_highs]
 ignore_errors = True
-ignore_missing_imports = True
 
-[mypy-scipy.optimize._highs.highspy._highs.simplex_constants]
+[mypy-scipy.optimize._highs.highs_wrapper]
 ignore_errors = True
-ignore_missing_imports = True
 
-[mypy-scipy.optimize._milp]
+[mypy-scipy.optimize._highs.constants]
 ignore_errors = True
 
 [mypy-scipy.optimize._trustregion]

pyproject.toml

@@ -119,8 +119,6 @@ tracker = "https://github.com/scipy/scipy/issues"
 [tool.doit]
 dodoFile = "dev.py"
 
-[tool.meson-python.args]
-install = ['--skip-subprojects']
 
 [tool.cibuildwheel]
 skip = "cp36-* cp37-* cp38-* pp* *_ppc64le *_i686 *_s390x"

scipy/_lib/highs

@@ -2,6 +2,9 @@ fs = import('fs')
 if not fs.exists('boost_math/README.md')
   error('Missing the `boost` submodule! Run `git submodule update --init` to fix this.')
 endif
+if not fs.exists('highs/README.md')
+  error('Missing the `highs` submodule! Run `git submodule update --init` to fix this.')
+endif
 if not fs.exists('unuran/README.md')
   error('Missing the `unuran` submodule! Run `git submodule update --init` to fix this.')
 endif

scipy/_lib/meson.build

@@ -342,8 +342,6 @@ Wno_switch = cc.get_supported_arguments('-Wno-switch')
 Wno_unused_label = cc.get_supported_arguments('-Wno-unused-label')
 Wno_unused_result = cc.get_supported_arguments('-Wno-unused-result')
 Wno_unused_variable = cc.get_supported_arguments('-Wno-unused-variable')
-Wno_unused_but_set_variable = cc.get_supported_arguments('-Wno-unused-but-set-variable')
-Wno_incompatible_pointer_types = cc.get_supported_arguments('-Wno-incompatible-pointer-types')
 
 # C++ warning flags
 _cpp_Wno_cpp = cpp.get_supported_arguments('-Wno-cpp')
@@ -547,7 +545,6 @@ subdir('sparse')
 subdir('stats')
 subdir('fft')
 subdir('io')
-subdir('optimize')
 subdir('spatial')
 subdir('cluster')
 subdir('constants')
@@ -557,5 +554,6 @@ subdir('signal')
 subdir('interpolate')
 subdir('ndimage')
 subdir('odr')
+subdir('optimize')
 subdir('datasets')
 subdir('misc')