diff --git a/.Rbuildignore b/.Rbuildignore
index f2ff4ac1..408565e4 100644
--- a/.Rbuildignore
+++ b/.Rbuildignore
@@ -13,6 +13,7 @@
^\.github$
^_pkgdown\.yml$
^README\.Rmd$
+^README\.html$
^docs$
^pkgdown$
^inst/copy_r_source\.R$
diff --git a/DESCRIPTION b/DESCRIPTION
index f0bbdd80..0d1f9866 100644
--- a/DESCRIPTION
+++ b/DESCRIPTION
@@ -39,7 +39,7 @@ Imports:
clarabel (>= 0.11),
cli (>= 3.6),
gmp (>= 0.7),
- highs (>= 1.12),
+ highs (>= 1.14),
osqp (>= 1.0),
scs (>= 3.2),
slam (>= 0.1)
diff --git a/NEWS.md b/NEWS.md
index 971ddc00..46583f7a 100644
--- a/NEWS.md
+++ b/NEWS.md
@@ -100,6 +100,19 @@ and interval-bounds propagation with native solver-bound support.
* Variables now report `Parameter`s embedded in expression bounds and include
those bounds in DPP/DGP compliance checks.
+## HiGHS warm-start and column-name validation
+
+* HiGHS warm-start is now enabled. `psolve(prob, solver = "HIGHS",
+ warm_start = TRUE)` reuses the previous solution via the persistent-solver
+ API (`hi_solver_set_solution`) across LP, MILP, and QP paths. This requires
+ `highs (>= 1.14)`, now available on CRAN; on older `highs` the warm-start
+ tests skip and solves fall back to cold starts.
+* `validate_column_name()` checks a name against the HiGHS LP-file column-name
+ rules, mirroring CVXPY's `highs_conif.validate_column_name`.
+* Known limitation: writing a model to a file with the original variable names
+ is not yet supported — the R `highs` package exposes no column-name setter,
+ so a written model would carry generic names (`c0`, `c1`, ...).
+
## Geometric and parameterized programming
* Positive (DGP) variables now accept numeric *and* parametric bounds under
diff --git a/R/276_reductions_solvers_conic_solvers_highs_conif.R b/R/276_reductions_solvers_conic_solvers_highs_conif.R
index a2add0f7..34f8cd46 100644
--- a/R/276_reductions_solvers_conic_solvers_highs_conif.R
+++ b/R/276_reductions_solvers_conic_solvers_highs_conif.R
@@ -12,6 +12,40 @@
## QP problems are handled by HiGHS_QP_Solver (qp_solvers/highs_qp_solver.R).
+# -- LP-format column-name validation ----------------------------------------
+## CVXPY SOURCE: highs_conif.py lines 31-48
+## Validates a variable/column name against HiGHS LP-file format rules; used
+## when writing a model to an .lp file. A pure string check -- no dependency
+## on the highs package. Pattern is byte-identical to CVXPY's
+## VALID_COLUMN_NAME_PATTERN (Python's `{,254}` written as PCRE `{0,254}`).
+
+VALID_COLUMN_NAME_PATTERN <- paste0(
+ "^(?!st$|bounds$|min$|max$|bin$|binary$|gen$|semi$|end$)",
+ "[a-df-zA-DF-Z\"!#$%&/}{,;?@_\u2018\u2019'`|~]{1}",
+ "[a-zA-Z0-9\"!#$%&/}{,;?@_\u2018\u2019'`|~.=()<>[\\]]{0,254}$"
+)
+
+INVALID_COLUMN_NAME_MESSAGE_TEMPLATE <- paste0(
+ "Invalid column name: {name}",
+ "\nA column name must:",
+ "\n- not be equal to one of the keywords: st, bounds, min, max, bin, binary, gen, semi or end",
+ "\n- not begin with a number, the letter e or E or any of the following characters: .=()<>[]",
+ "\n- be alphanumeric (a-z, A-Z, 0-9) or one of these symbols: \"!#$%&/}{,;?@_\u2018\u2019'`|~.=()<>[]",
+ "\n- be no longer than 255 characters."
+)
+
+validate_column_name <- function(name) {
+ ## CVXPY SOURCE: highs_conif.py validate_column_name (lines 45-48)
+ if (!grepl(VALID_COLUMN_NAME_PATTERN, name, perl = TRUE)) {
+ msg <- gsub("{name}", name, INVALID_COLUMN_NAME_MESSAGE_TEMPLATE, fixed = TRUE)
+ ## Escape literal braces so cli/glue renders them verbatim.
+ msg <- gsub("}", "}}", gsub("{", "{{", msg, fixed = TRUE), fixed = TRUE)
+ cli::cli_abort(msg)
+ }
+ invisible(NULL)
+}
+
+
# -- HiGHS status map (shared with HiGHS_QP_Solver) --------------------------
## CVXPY SOURCE: highs_conif.py lines 57-69
## R highs returns integer status codes (unlike Python highspy enum names).
@@ -99,6 +133,10 @@ method(solve_via_data, HiGHS_Conic_Solver) <- function(x, data, warm_start = FAL
solver_opts = list(), ...) {
.require_solver_package(HIGHS_SOLVER)
+ ## CVXPY SOURCE: highs_conif.py:201 (warm_start, solver_cache plumbed via ...).
+ dots <- list(...)
+ solver_cache <- dots[["solver_cache"]]
+
c_vec <- data[[SD_C]]
nvars <- length(c_vec)
dims <- data[[SD_DIMS]]
@@ -182,13 +220,25 @@ method(solve_via_data, HiGHS_Conic_Solver) <- function(x, data, warm_start = FAL
## Build HiGHS control
ctrl <- highs::highs_control()
ctrl$log_to_console <- verbose
+ ## CVXPY SOURCE: highs_conif.py:296 sets only log_to_console. R-SPECIFIC: the
+ ## R `highs` 1.14 persistent-solver API installs a log callback whose console
+ ## output is gated by `output_flag` (master switch, default TRUE), so
+ ## log_to_console alone no longer silences HiGHS. Mirror CVXPY's intent
+ ## (quiet unless verbose) by also setting output_flag.
+ ctrl$output_flag <- verbose
for (opt_name in names(solver_opts)) {
ctrl[[opt_name]] <- solver_opts[[opt_name]]
}
- ## Call HiGHS
- result <- highs::highs_solve(
+ ## CVXPY SOURCE: highs_conif.py:250-338.
+ ## Persistent-solver flow (highs_model -> hi_new_solver -> optional
+ ## hi_solver_set_solution -> hi_solver_run -> getter calls) replaces
+ ## the one-shot highs::highs_solve() call. Necessary so that warm-start
+ ## can feed the prior solution into the new solver instance via
+ ## hi_solver_set_solution(), mirroring CVXPY's `solver.setSolution()` at
+ ## highs_conif.py:320. Requires highs >= 1.14 (persistent-solver API).
+ model <- highs::highs_model(
Q = Q,
L = c_vec,
lower = lower,
@@ -198,10 +248,60 @@ method(solve_via_data, HiGHS_Conic_Solver) <- function(x, data, warm_start = FAL
rhs = rhs,
types = types,
maximum = FALSE,
- offset = 0,
- control = ctrl
+ offset = 0
+ )
+ solver <- highs::hi_new_solver(model)
+ highs::hi_solver_set_options(solver, ctrl)
+
+ ## CVXPY SOURCE: highs_conif.py:316-320 (warm-start primal/dual feed-in).
+ ## If we have a cached solution from a prior solve and its status was
+ ## SOLUTION_PRESENT and the dimensions match, hand it to HiGHS as the
+ ## starting point. Any failure falls through to a cold solve.
+ cache_key <- HIGHS_SOLVER
+ if (warm_start && !is.null(solver_cache) &&
+ exists(cache_key, envir = solver_cache)) {
+ cached <- get(cache_key, envir = solver_cache)
+ old_status <- HIGHS_STATUS_MAP[[as.character(cached$result$status)]]
+ if (!is.null(old_status) && old_status %in% SOLUTION_PRESENT &&
+ length(cached$result$solver_msg$col_value) == nvars &&
+ length(cached$result$solver_msg$row_value) == nrow(A_highs)) {
+ tryCatch({
+ prior <- cached$result$solver_msg
+ highs::hi_solver_set_solution(
+ solver,
+ col_value = prior$col_value,
+ row_value = prior$row_value,
+ col_dual = prior$col_dual,
+ row_dual = prior$row_dual,
+ value_valid = isTRUE(prior$value_valid),
+ dual_valid = isTRUE(prior$dual_valid)
+ )
+ }, error = function(e) NULL)
+ }
+ }
+
+ ## CVXPY SOURCE: highs_conif.py:323-331 (run + collect result fields).
+ ## Result shape matches the prior highs::highs_solve() return so that
+ ## reduction_invert() below is unchanged.
+ highs::hi_solver_run(solver)
+ solution <- highs::hi_solver_get_solution(solver)
+ info <- highs::hi_solver_info(solver)
+ result <- list(
+ primal_solution = solution[["col_value"]],
+ objective_value = info[["objective_function_value"]],
+ status = highs::hi_solver_status(solver),
+ status_message = highs::hi_solver_status_message(solver),
+ solver_msg = solution,
+ info = info
)
+ ## CVXPY SOURCE: highs_conif.py:335-336 (cache for next warm-start).
+ if (!is.null(solver_cache)) {
+ assign(cache_key,
+ list(solver = solver, result = result),
+ envir = solver_cache)
+ }
+
result
}
diff --git a/R/285_reductions_solvers_qp_solvers_highs_qpif.R b/R/285_reductions_solvers_qp_solvers_highs_qpif.R
index d5f19cc2..3deefc2a 100644
--- a/R/285_reductions_solvers_qp_solvers_highs_qpif.R
+++ b/R/285_reductions_solvers_qp_solvers_highs_qpif.R
@@ -48,6 +48,10 @@ method(solve_via_data, HiGHS_QP_Solver) <- function(x, data, warm_start = FALSE,
solver_opts = list(), ...) {
.require_solver_package(HIGHS_SOLVER)
+ ## CVXPY SOURCE: highs_qpif.py:123 (warm_start, solver_cache plumbed via ...).
+ dots <- list(...)
+ solver_cache <- dots[["solver_cache"]]
+
L_vec <- data[["q"]]
nvars <- length(L_vec)
@@ -126,14 +130,25 @@ method(solve_via_data, HiGHS_QP_Solver) <- function(x, data, warm_start = FALSE,
## Build HiGHS control
ctrl <- highs::highs_control()
ctrl$log_to_console <- verbose
+ ## CVXPY SOURCE: highs_qpif.py:208 sets only log_to_console. R-SPECIFIC: the
+ ## R `highs` 1.14 persistent-solver API installs a log callback whose console
+ ## output is gated by `output_flag` (master switch, default TRUE), so
+ ## log_to_console alone no longer silences HiGHS. Mirror CVXPY's intent
+ ## (quiet unless verbose) by also setting output_flag.
+ ctrl$output_flag <- verbose
## Apply user-specified solver options
for (opt_name in names(solver_opts)) {
ctrl[[opt_name]] <- solver_opts[[opt_name]]
}
- ## Call HiGHS
- result <- highs::highs_solve(
+ ## CVXPY SOURCE: highs_qpif.py:175-248.
+ ## Persistent-solver flow (highs_model -> hi_new_solver -> optional
+ ## hi_solver_set_solution -> hi_solver_run -> getter calls) replaces
+ ## the one-shot highs::highs_solve() call so that warm-start can feed
+ ## the prior solution via hi_solver_set_solution(), mirroring CVXPY's
+ ## `solver.setSolution()` at highs_qpif.py:232. Requires highs >= 1.14.
+ model <- highs::highs_model(
Q = Q,
L = L_vec,
lower = lower,
@@ -143,11 +158,57 @@ method(solve_via_data, HiGHS_QP_Solver) <- function(x, data, warm_start = FALSE,
rhs = rhs,
types = types,
maximum = FALSE,
- offset = 0,
- control = ctrl
+ offset = 0
+ )
+ solver <- highs::hi_new_solver(model)
+ highs::hi_solver_set_options(solver, ctrl)
+
+ ## CVXPY SOURCE: highs_qpif.py:228-232 (warm-start primal/dual feed-in).
+ cache_key <- HIGHS_SOLVER
+ if (warm_start && !is.null(solver_cache) &&
+ exists(cache_key, envir = solver_cache)) {
+ cached <- get(cache_key, envir = solver_cache)
+ old_status <- HIGHS_STATUS_MAP[[as.character(cached$result$status)]]
+ nrow_A <- if (is.null(A)) 0L else nrow(A)
+ if (!is.null(old_status) && old_status %in% SOLUTION_PRESENT &&
+ length(cached$result$solver_msg$col_value) == nvars &&
+ length(cached$result$solver_msg$row_value) == nrow_A) {
+ tryCatch({
+ prior <- cached$result$solver_msg
+ highs::hi_solver_set_solution(
+ solver,
+ col_value = prior$col_value,
+ row_value = prior$row_value,
+ col_dual = prior$col_dual,
+ row_dual = prior$row_dual,
+ value_valid = isTRUE(prior$value_valid),
+ dual_valid = isTRUE(prior$dual_valid)
+ )
+ }, error = function(e) NULL)
+ }
+ }
+
+ ## CVXPY SOURCE: highs_qpif.py:235-243 (run + collect result fields).
+ highs::hi_solver_run(solver)
+ solution <- highs::hi_solver_get_solution(solver)
+ info <- highs::hi_solver_info(solver)
+ result <- list(
+ primal_solution = solution[["col_value"]],
+ objective_value = info[["objective_function_value"]],
+ status = highs::hi_solver_status(solver),
+ status_message = highs::hi_solver_status_message(solver),
+ solver_msg = solution,
+ info = info
)
- ## Store len_eq for dual splitting
+ ## CVXPY SOURCE: highs_qpif.py:247-248 (cache for next warm-start).
+ if (!is.null(solver_cache)) {
+ assign(cache_key,
+ list(solver = solver, result = result),
+ envir = solver_cache)
+ }
+
+ ## Store len_eq for dual splitting (used by reduction_invert).
result$.len_eq <- len_eq
result
}
diff --git a/docs/articles/cvxr_intro.html b/docs/articles/cvxr_intro.html
index 3fda6e4c..84ca1729 100644
--- a/docs/articles/cvxr_intro.html
+++ b/docs/articles/cvxr_intro.html
@@ -65,7 +65,7 @@
Anqi Fu and
Balasubramanian Narasimhan
- 2026-06-05
+ 2026-06-08
Source: vignettes/cvxr_intro.Rmd
cvxr_intro.Rmd
@@ -203,13 +203,13 @@