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Fourier-Motzkin presolve - #3255

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fwesselm wants to merge 33 commits into
latestfrom
FMPresolveMerged
Open

Fourier-Motzkin presolve#3255
fwesselm wants to merge 33 commits into
latestfrom
FMPresolveMerged

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@fwesselm

@fwesselm fwesselm commented Sep 2, 2026 •
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Description

This PR adds the Fourier-Motzkin presolve reduction as described by Zhang, Y., Ploskas, N. & Sahinidis, N.V. A novel linear optimization presolve technique based on Fourier-Motzkin elimination. Math. Prog. Comp. 18, 345–378 (2026):

  • The reduction is currently only used for MIPs and runs once (in presolve's main loop).
  • The objective reformulation needed to handle continuous variables with non-zero cost is inactivated in the default settings (controlled by option presolve_fm_obj_reformulation).
  • The effect on MIP solver performance is relatively small; testing showed a 1% speedup.

Checklist

  • I have read the contributing guidelines
  • This PR targets the latest branch
  • Tests are passing
  • Documentation was updated where relevant
  • This PR is not primarily AI-generated (per the AI contributions policy in CONTRIBUTING.md)

fwesselm added 28 commits August 21, 2026 11:36
@fwesselm
Merge branch 'latest' into FMPresolve5
a73325d
@fwesselm
Merge remote-tracking branch 'origin/latest' into FMPresolve5
c55053f
@fwesselm
Merged with latest
e1f6047
@fwesselm
More manual merging
f1fb0c5
@fwesselm
Add fme_obj_col init to ctor
7b88798
@fwesselm
Bring back test changes
1f920cf
@fwesselm
Another missing test change
73d0139
@fwesselm
And another missing test change
f9301f3
@fwesselm
More missing things
f186f4d
@fwesselm
And missing string
db70ac2
@fwesselm
Merge branch 'latest' of https://github.com/ERGO-Code/HiGHS into FMPr…
69e7857 
…esolveMerged
@fwesselm
Merge branch 'latest' of https://github.com/ERGO-Code/HiGHS into FMPr…
07a6677 
…esolveMerged
@fwesselm
Fix test by changing iteration count
caae409
@fwesselm
Merge branch 'latest' of https://github.com/fwesselm/HiGHS into FMPre…
ba163c0 
…solveMerged
@fwesselm
Fix test
0ad0b02
@fwesselm
Remove std::vector<bool>
94c24ab
@fwesselm
Use HighsBool
00e90f6
@fwesselm
Merge branch 'latest' of https://github.com/ERGO-Code/HiGHS into FMPr…
3f0f389 
…esolveMerged
@fwesselm
Merge branch 'latest' of https://github.com/ERGO-Code/HiGHS into FMPr…
4018db7 
…esolveMerged
@fwesselm
Merge commit '3893f88c32f07fa5180e13ed9800d6a0c6212755' of https://gi…
d1cd1ee 
…thub.com/ERGO-Code/HiGHS into FMPresolveMerged
@fwesselm
Do not use objective reformulation in the default settings
80e8c3c
@fwesselm
Undo test change
0060964
@fwesselm
Refactor presolveOnOff
8155d2c
@fwesselm
Merge branch 'latest' of https://github.com/fwesselm/HiGHS into FMPre…
7424f13 
…solveMerged
@fwesselm
Switch off FM presolve for LPs
da127da
@fwesselm
Revert test change (no behavior change without obj. reformulation)
aa055c5
@fwesselm
Merge branch 'latest' of https://github.com/ERGO-Code/HiGHS into FMPr…
e697b5e 
…esolveMerged
@fwesselm
Merge branch 'latest' of https://github.com/fwesselm/HiGHS into FMPre…
5c8c272 
…solveMerged
@codecov

codecov Bot commented Sep 2, 2026 •
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Codecov Report

❌ Patch coverage is 96.74523% with 29 lines in your changes missing coverage. Please review.
✅ Project coverage is 73.49%. Comparing base (58cda86) to head (07743ce).
⚠️ Report is 25 commits behind head on latest.

Files with missing lines Patch % Lines
highs/presolve/HPresolve.cpp 96.58% 17 Missing ⚠️
highs/presolve/HighsPostsolveStack.cpp 95.49% 11 Missing ⚠️
highs/lp_data/HighsOptions.h 75.00% 1 Missing ⚠️
Additional details and impacted files 
@@            Coverage Diff             @@
##           latest    #3255      +/-   ##
==========================================
+ Coverage   73.26%   73.49%   +0.22%     
==========================================
  Files         445      446       +1     
  Lines      108185   109125     +940     
  Branches    17341    17521     +180     
==========================================
+ Hits        79263    80198     +935     
- Misses      28646    28650       +4     
- Partials      276      277       +1

☔ View full report in Codecov by Harness.
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Opt-Mucca
Opt-Mucca reviewed Sep 2, 2026
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Comment thread highs/lp_data/HighsOptions.h Outdated
Opt-Mucca
Opt-Mucca approved these changes Sep 11, 2026
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@fwesselm If this is performance improving and you're confident it's now ready to be merged, then I'm happy with it! I've still got concerns about introducing complexity and destroying problem structure, but I don't think they trump performance, and I trust you to know best here. (An aside: Very happy to see the pdqsort from std::sort change. I should've caught that....)

@jajhall jajhall added Enhancement New feature or request MIP Presolve MIP labels Sep 11, 2026
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