-
Notifications
You must be signed in to change notification settings - Fork 226
Exploit dual degeneracy to reduce the number of integer infeasibilities; add primal simplex #1685
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Open
chris-maes
wants to merge
38
commits into
NVIDIA:main
Choose a base branch
from
chris-maes:dual_degenerate
base: main
Could not load branches
Branch not found: {{ refName }}
Loading
Could not load tags
Nothing to show
Loading
Are you sure you want to change the base?
Some commits from the old base branch may be removed from the timeline,
and old review comments may become outdated.
Open
Changes from 18 commits
Commits
Show all changes
38 commits
Select commit
Hold shift + click to select a range
63d1ba4
Fix bugs causing primal simplex to cycle. Enable primal simplex clean…
chris-maes 8b1e60b
Primal simplex pivots on dual degenerate problems to reduce integer i…
chris-maes 17b2725
First stab at using the feasibility pump on a reduced problem on the …
chris-maes ff6f460
Add check for fast pivot using slacks
chris-maes 5e31f6c
Merge remote-tracking branch 'origin/main' into dual_degenerate
chris-maes 900805a
Enable primal simplex. Solves 85/93 NETLIB LPs in under 1 minute
chris-maes efc9fb0
Use primal simplex to remove a perturbation from dual simplex
chris-maes cf3d4d4
Clean up logging of degenerate feasibility pump
chris-maes a7cfd19
Add work estimates to primal simplex
chris-maes 6dfebbf
Display work estimate and simplex iterations
chris-maes 99d7ead
Primal in crossover. Crossover tolerance mismatch fix. Pipe work esti…
chris-maes adcb8c2
Merge remote-tracking branch 'cuopt-nvidia/main' into dual_degenerate
chris-maes 0cfc746
Address coderabbit review comments
chris-maes 1c2c01a
Address coderabbit review comments
chris-maes b2de00d
Use tight tol for reduced costs zero check
chris-maes a92825c
Try to clean up normalization
chris-maes 31436ba
Remove AI slop
chris-maes ef75207
Style fixes
chris-maes 117b2b4
Fix work estimate bug in BFRT. And improve work estimates
chris-maes 99207b2
Harris ratio test; timers in primal; limit feasibility pump to do les…
chris-maes eb47c20
Add reduced cost bounds table. Change objective in feasibility pump. …
chris-maes 7641ad3
V3 of pump and pivots, better work estimates, also exploit primal deg…
chris-maes 39cb576
Devex pricing in primal; try to remove perturbations in dual
chris-maes f54d57f
15% improvement in dual simplex; new BFRT, perturbations, initial poi…
chris-maes 917ccaf
Avoid double counting slope contribution from variable selected in si…
chris-maes 36ca4d3
Have BFRT decide on bound flips
chris-maes 75a1e97
Improve BFRT work estimates
chris-maes 47e0848
Merge remote-tracking branch 'cuopt-nvidia/main' into dual_degenerate
chris-maes d983159
Fix bug in not handling concurrent halt. Use zero_tol in step-length …
chris-maes a55f471
Add option to turn of dual degenerate feasibility pump. Silence pivot…
chris-maes 4356893
Fix reduced-cost bounds for degenerate variables
chris-maes d2fb7fb
Equilibrate LP rows and strengthen degenerate perturbations
chris-maes b0632d8
Merge remote-tracking branch 'cuopt-nvidia/main' into dual_degenerate
chris-maes bfcbb15
Style fixes
chris-maes c3a0251
Prefer large pivots with Harris ratio buckets
chris-maes ef5ff66
Add parameters to control degenerate pivots
chris-maes 2e02e23
Style fixes
chris-maes 0f95053
Snapshot slack columns for branch-and-bound workers
chris-maes File filter
Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
There are no files selected for viewing
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
|
|
@@ -59,6 +59,7 @@ enum pdlp_solver_mode_t : int { | |
| * PDLP: Use the PDLP method. | ||
| * DualSimplex: Use the dual simplex method. | ||
| * Barrier: Use the barrier method | ||
| * Primal: Use the (experimental) primal simplex method. | ||
|
Contributor
Author
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. Remove experimental |
||
| * Unset: The value was not set. | ||
| * | ||
| * @note Default method is Concurrent. | ||
|
|
@@ -68,6 +69,7 @@ enum method_t : int { | |
| PDLP = CUOPT_METHOD_PDLP, | ||
| DualSimplex = CUOPT_METHOD_DUAL_SIMPLEX, | ||
| Barrier = CUOPT_METHOD_BARRIER, | ||
| Primal = CUOPT_METHOD_PRIMAL, | ||
| Unset = CUOPT_METHOD_UNSET | ||
| }; | ||
|
|
||
|
|
@@ -79,6 +81,7 @@ inline std::string method_to_string(method_t method) | |
| case method_t::PDLP: return "PDLP"; | ||
| case method_t::Barrier: return "Barrier"; | ||
| case method_t::Concurrent: return "Concurrent"; | ||
| case method_t::Primal: return "Primal Simplex"; | ||
| default: return "Unset"; | ||
| } | ||
| } | ||
|
|
@@ -294,6 +297,7 @@ class pdlp_solver_settings_t { | |
| i_t augmented{-1}; | ||
| i_t dualize{-1}; | ||
| i_t ordering{-1}; | ||
| i_t initial_perturbation{-1}; | ||
| i_t barrier_dual_initial_point{-1}; | ||
| i_t postsolve_info{-1}; | ||
| // Ruiz equilibration for QCQP (barrier) scaling: -1 automatic (row/column | ||
|
|
||
Oops, something went wrong.
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Make this more explicit (like CUOPT_INITIAL_PRIMAL_PERTURBATION) if its related to primal only.