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Add support to the HiGHS solver MathOpt #3116

@SanPen

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@SanPen

Hi,

HiGHS is a magnificent open-source solver that's able to run in parallel, clearly beating CBC in some of the tests I've done in python.

Is there any plan to integrate it into or-tools? (C++)

If not, I'd like to do it myself since the interface looks similar to CBC's. What would be the right way to start?

thanks,
Santiago

Mizux's EDIT(to have task list need to edit the first message...):

note: my dev will be in [mizux/highs] (to create) branch and regularly rebased on top of [master]

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