Remove GLPK (#195)

* Remove GLPK

* update and reduce usage of raw attributes

* format

* add a bound to get a starting basis

* fix more tests

Author: joaquimg

benchmark/MOI_benchmarks.jl

@@ -6,17 +6,17 @@
 push!(LOAD_PATH, "./src")
 using ParametricOptInterface
 using MathOptInterface
-using GLPK
+using HiGHS
 import Random
 #using SparseArrays
 using TimerOutputs
 
 const MOI = MathOptInterface
 const POI = ParametricOptInterface
-SOLVER = GLPK
+SOLVER = HiGHS
 
-if SOLVER == GLPK
-    MAX_ITER_PARAM = "it_lim"
+if SOLVER == HiGHS
+    MAX_ITER_PARAM = "simplex_iteration_limit"
 elseif SOLVER == Gurobi
     MAX_ITER_PARAM = "IterationLimit"
 elseif SOLVER == Xpress

benchmark/run_benders_quantile_regression_benchmark.jl

@@ -16,8 +16,8 @@ const MOI = MathOptInterface
 using ParameterJuMP
 using JuMP
 
-using GLPK
-const OPTIMIZER = GLPK.Optimizer
+using HiGHS
+const OPTIMIZER = HiGHS.Optimizer
 using TimerOutputs
 
 using LinearAlgebra

test/Project.toml

@@ -1,5 +1,4 @@
 [deps]
-GLPK = "60bf3e95-4087-53dc-ae20-288a0d20c6a6"
 HiGHS = "87dc4568-4c63-4d18-b0c0-bb2238e4078b"
 Ipopt = "b6b21f68-93f8-5de0-b562-5493be1d77c9"
 JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
@@ -9,7 +8,6 @@ SCS = "c946c3f1-0d1f-5ce8-9dea-7daa1f7e2d13"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [compat]
-GLPK = "1"
 HiGHS = "1"
 Ipopt = "1"
 JuMP = "1"