HiGHS and vcpkg: easy C++ support

[mathgeekcoder]

Hopefully this type of contribution is welcome. I've recently added HiGHS to vcpkg, a cross-platform package management tool for C++.

If you're not familiar with vcpkg, the command: vcpkg install highs will automatically download the latest tagged release code, build it with your compiler, and provide access to the binaries/headers for any project on your system.

Alternatively, you can use vcpkg per project using a manifest file. i.e.,

{
  "name": "highs-example",
  "version-string": "0",
  "dependencies": [
    "highs"
  ]
}

This will download/build/install HiGHS for a specific project. For a full example, see https://github.com/mathgeekcoder/highs-api.

vcpkg integrates into many different build systems, but for example, if you use cmake the only commands you need to add are:

find_package(highs REQUIRED) 
target_link_libraries(${PROJECT_NAME} highs::highs)

 
BTW: The above example project is my quick experiment for an easier C++ interface, i.e., it makes it easier to build optimization models.
It is far from complete, but I think it looks promising:

#include "optimization_model.h"  
  
int main() {  
    OptimizationModel m;

    // Add variables
    auto x0 = m.addVar(0, 4);
    auto x1 = m.addVar(1, 7);

    // Add constraints
    m.addConstr(x0 + 2*x1 >= 5);
    m.addConstr(x0 + 2*x1 <= 15);
    m.addConstr(        6 <= 3*x0 + 2*x1);  // i.e., variables can be on either side of inequality.

    // Solve the optimization problem  
    m.minimize(x0 + x1 + 3);
}

Hopefully you find this useful. If you have any concerns or comments - please let me know!