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Make infeasibility checks consistent between the main solver and presolver #326

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Merged
rapids-bot merged 2 commits into from
Aug 20, 2025
Merged

Make infeasibility checks consistent between the main solver and presolver #326

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24a3653
Pass tolerances to papilo
rg20 Aug 19, 2025
f76da6f
Relax time limit criteria for short time limit case
rg20 Aug 20, 2025
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1 change: 1 addition & 0 deletions cpp/src/linear_programming/solve.cu
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Expand Up @@ -604,6 +604,7 @@ optimization_problem_solution_t<i_t, f_t> solve_lp(optimization_problem_t<i_t, f
presolver->apply(op_problem,
cuopt::linear_programming::problem_category_t::LP,
settings.tolerances.absolute_primal_tolerance,
settings.tolerances.relative_primal_tolerance,
presolve_time_limit);
if (!feasible) {
return optimization_problem_solution_t<i_t, f_t>(
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19 changes: 15 additions & 4 deletions cpp/src/mip/presolve/third_party_presolve.cpp
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Expand Up @@ -289,18 +289,28 @@ template <typename f_t>
void set_presolve_options(papilo::Presolve<f_t>& presolver,
problem_category_t category,
f_t absolute_tolerance,
f_t relative_tolerance,
double time_limit)
{
presolver.getPresolveOptions().tlim = time_limit;
presolver.getPresolveOptions().epsilon = absolute_tolerance;
presolver.getPresolveOptions().feastol = absolute_tolerance;
presolver.getPresolveOptions().tlim = time_limit;

if (category == problem_category_t::LP) {
presolver.getPresolveOptions().useabsfeas = false;
presolver.getPresolveOptions().feastol = relative_tolerance;
presolver.getPresolveOptions().epsilon = absolute_tolerance;
} else if (category == problem_category_t::MIP || category == problem_category_t::IP) {
presolver.getPresolveOptions().useabsfeas = true;
presolver.getPresolveOptions().feastol = absolute_tolerance;
presolver.getPresolveOptions().epsilon = absolute_tolerance;
}
}

template <typename i_t, typename f_t>
std::pair<optimization_problem_t<i_t, f_t>, bool> third_party_presolve_t<i_t, f_t>::apply(
optimization_problem_t<i_t, f_t> const& op_problem,
problem_category_t category,
f_t absolute_tolerance,
f_t relative_tolerance,
double time_limit)
{
cuopt_expects(
Expand All @@ -316,7 +326,8 @@ std::pair<optimization_problem_t<i_t, f_t>, bool> third_party_presolve_t<i_t, f_

papilo::Presolve<f_t> presolver;
set_presolve_methods<f_t>(presolver, category);
set_presolve_options<f_t>(presolver, category, absolute_tolerance, time_limit);
set_presolve_options<f_t>(
presolver, category, absolute_tolerance, relative_tolerance, time_limit);

// Disable papilo logs
presolver.setVerbosityLevel(papilo::VerbosityLevel::kQuiet);
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1 change: 1 addition & 0 deletions cpp/src/mip/presolve/third_party_presolve.hpp
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Expand Up @@ -30,6 +30,7 @@ class third_party_presolve_t {
optimization_problem_t<i_t, f_t> const& op_problem,
problem_category_t category,
f_t absolute_tolerance,
f_t relative_tolerance,
double time_limit);

void undo(rmm::device_uvector<f_t>& primal_solution,
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1 change: 1 addition & 0 deletions cpp/src/mip/solve.cu
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Expand Up @@ -197,6 +197,7 @@ mip_solution_t<i_t, f_t> solve_mip(optimization_problem_t<i_t, f_t>& op_problem,
presolver->apply(op_problem,
cuopt::linear_programming::problem_category_t::MIP,
settings.tolerances.absolute_tolerance,
settings.tolerances.relative_tolerance,
presolve_time_limit);
if (!feasible) {
return mip_solution_t<i_t, f_t>(mip_termination_status_t::Infeasible,
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6 changes: 5 additions & 1 deletion cpp/tests/linear_programming/c_api_tests/c_api_tests.cpp
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Expand Up @@ -57,7 +57,11 @@ TEST_P(TimeLimitTestFixture, time_limit)
method),
CUOPT_SUCCESS);
EXPECT_EQ(termination_status, CUOPT_TERIMINATION_STATUS_TIME_LIMIT);
EXPECT_NEAR(solve_time, target_solve_time, 1.0);

// Dual simplex is spending some time for factorizing the basis, and this computation does not
// check for time limit
double excess_allowed_time = 2.0;
EXPECT_NEAR(solve_time, target_solve_time, excess_allowed_time);
}
INSTANTIATE_TEST_SUITE_P(
c_api,
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