Merge pull request #669 from NVIDIA/release/25.12

Forward-merge release/25.12 into main

Author: GPUtester

benchmarks/linear_programming/run_mps_files.sh

@@ -127,6 +127,11 @@ while [[ $# -gt 0 ]]; do
             TIME_LIMIT="$2"
             shift 2
             ;;
+        --iteration-limit)
+            echo "ITERATION_LIMIT: $2"
+            ITERATION_LIMIT="$2"
+            shift 2
+            ;;
         --output-dir)
             echo "OUTPUT_DIR: $2"
             OUTPUT_DIR="$2"
@@ -152,6 +157,11 @@ while [[ $# -gt 0 ]]; do
             NUM_CPU_THREADS="$2"
             shift 2
             ;;
+        --method)
+            echo "METHOD: $2"
+            METHOD="$2"
+            shift 2
+            ;;
         --presolve)
             echo "PRESOLVE: $2"
             PRESOLVE="$2"
@@ -200,7 +210,6 @@ RELAXATION=${RELAXATION:-false}
 MIP_HEURISTICS_ONLY=${MIP_HEURISTICS_ONLY:-false}
 WRITE_LOG_FILE=${WRITE_LOG_FILE:-false}
 NUM_CPU_THREADS=${NUM_CPU_THREADS:-1}
-PRESOLVE=${PRESOLVE:-true}
 BATCH_NUM=${BATCH_NUM:-0}
 N_BATCHES=${N_BATCHES:-1}
 LOG_TO_CONSOLE=${LOG_TO_CONSOLE:-true}
@@ -281,7 +290,8 @@ if [[ -n "$MODEL_LIST" && -f "$MODEL_LIST" ]]; then
         # Skip empty lines
         [[ -z "$line" ]] && continue
         # If the line does not end with .mps, append it
-        if [[ "$line" != *.mps ]]; then
+        # ignore if it ends with .SIF
+        if [[ "$line" != *.mps && "$line" != *.SIF ]]; then
             echo "${line}.mps" >> "$TMP_MODEL_LIST"
         else
             echo "$line" >> "$TMP_MODEL_LIST"
@@ -314,7 +324,10 @@ if [[ -n "$MODEL_LIST" ]]; then
         exit 1
     fi
 else
-    mapfile -t mps_files < <(ls "$MPS_DIR"/*.mps)
+    # Gather both .mps and .SIF files in the directory
+    mapfile -t mps_files < <(ls "$MPS_DIR"/*.mps "$MPS_DIR"/*.SIF 2>/dev/null)
+
+    echo "Found ${#mps_files[@]} .mps and .SIF files in $MPS_DIR"
 fi
 
 # Calculate batch size and start/end indices
@@ -375,6 +388,9 @@ worker() {
 
         # Build arguments string
         args=""
+        if [ -n "$ITERATION_LIMIT" ]; then
+            args="$args --iteration-limit $ITERATION_LIMIT"
+        fi
         if [ -n "$NUM_CPU_THREADS" ]; then
             args="$args --num-cpu-threads $NUM_CPU_THREADS"
         fi
@@ -391,7 +407,12 @@ worker() {
             args="$args --num-gpus $GPUS_PER_INSTANCE"
         fi
         args="$args --log-to-console $LOG_TO_CONSOLE"
-        args="$args --presolve $PRESOLVE"
+        if [ -n "$PRESOLVE" ]; then
+            args="$args --presolve $PRESOLVE"
+        fi
+        if [ -n "$METHOD" ]; then
+            args="$args --method $METHOD"
+        fi
 
         CUDA_VISIBLE_DEVICES=$gpu_devices cuopt_cli "$mps_file" --time-limit $TIME_LIMIT $args
     done

cpp/include/cuopt/linear_programming/cuopt_c.h

@@ -114,9 +114,9 @@ cuopt_int_t cuOptReadProblem(const char* filename, cuOptOptimizationProblem* pro
 /** @brief Create an optimization problem of the form
  *
  * @verbatim
- *                minimize/maximize  cᵀx + offset
- *                  subject to       A x {=, ≤, ≥} b
- *                                   l ≤ x ≤ u
+ *                minimize/maximize  c^T x + offset
+ *                  subject to       A x {=, <=, >=} b
+ *                                   l <= x <= u
  *                                   x_i integer for some i
  * @endverbatim
  *
@@ -238,6 +238,160 @@ cuopt_int_t cuOptCreateRangedProblem(cuopt_int_t num_constraints,
                                      const char* variable_types,
                                      cuOptOptimizationProblem* problem_ptr);
 
+/** @brief Create an optimization problem of the form
+ *
+ * @verbatim
+ *                minimize/maximize  c^T x + x^T Q x + offset
+ *                  subject to       A x {=, <=, >=} b
+ *                                   l ≤ x ≤ u
+ * @endverbatim
+ *
+ * @param[in] num_constraints The number of constraints
+ * @param[in] num_variables The number of variables
+ * @param[in] objective_sense The objective sense (CUOPT_MINIMIZE for
+ *            minimization or CUOPT_MAXIMIZE for maximization)
+ * @param[in] objective_offset An offset to add to the linear objective
+ * @param[in] objective_coefficients A pointer to an array of type cuopt_float_t
+ *            of size num_variables containing the coefficients of the linear objective
+ * @param[in] quadratic_objective_matrix_row_offsets A pointer to an array of type
+ *            cuopt_int_t of size num_variables + 1. quadratic_objective_matrix_row_offsets[i] is
+ * the index of the first non-zero element of the i-th row of the quadratic objective matrix in
+ *            quadratic_objective_matrix_column_indices and
+ * quadratic_objective_matrix_coefficent_values. This is part of the compressed sparse row
+ * representation of the quadratic objective matrix.
+ * @param[in] quadratic_objective_matrix_column_indices A pointer to an array of type
+ *            cuopt_int_t of size quadratic_objective_matrix_row_offsets[num_variables] containing
+ *            the column indices of the non-zero elements of the quadratic objective matrix.
+ *            This is part of the compressed sparse row representation of the quadratic objective
+ * matrix.
+ * @param[in] quadratic_objective_matrix_coefficent_values A pointer to an array of type
+ *            cuopt_float_t of size quadratic_objective_matrix_row_offsets[num_variables] containing
+ *            the values of the non-zero elements of the quadratic objective matrix.
+ * @param[in] constraint_matrix_row_offsets A pointer to an array of type
+ *            cuopt_int_t of size num_constraints + 1. constraint_matrix_row_offsets[i] is the
+ *            index of the first non-zero element of the i-th constraint in
+ *            constraint_matrix_column_indices and constraint_matrix_coefficent_values. This is
+ *            part of the compressed sparse row representation of the constraint matrix
+ * @param[in] constraint_matrix_column_indices A pointer to an array of type
+ *            cuopt_int_t of size constraint_matrix_row_offsets[num_constraints] containing
+ *            the column indices of the non-zero elements of the constraint matrix. This is
+ *            part of the compressed sparse row representation of the constraint matrix
+ * @param[in] constraint_matrix_coefficent_values A pointer to an array of type
+ *            cuopt_float_t of size constraint_matrix_row_offsets[num_constraints] containing
+ *            the values of the non-zero elements of the constraint matrix. This is
+ *            part of the compressed sparse row representation of the constraint matrix
+ * @param[in] constraint_sense A pointer to an array of type char of size
+ *            num_constraints containing the sense of the constraints (CUOPT_LESS_THAN,
+ *            CUOPT_GREATER_THAN, or CUOPT_EQUAL)
+ * @param[in] rhs A pointer to an array of type cuopt_float_t of size num_constraints
+ *            containing the right-hand side of the constraints
+ * @param[in] lower_bounds A pointer to an array of type cuopt_float_t of size num_variables
+ *            containing the lower bounds of the variables
+ * @param[in] upper_bounds A pointer to an array of type cuopt_float_t of size num_variables
+ *            containing the upper bounds of the variables
+ * @param[out] problem_ptr Pointer to store the created optimization problem
+ * @return CUOPT_SUCCESS if successful, CUOPT_ERROR otherwise
+ */
+cuopt_int_t cuOptCreateQuadraticProblem(
+  cuopt_int_t num_constraints,
+  cuopt_int_t num_variables,
+  cuopt_int_t objective_sense,
+  cuopt_float_t objective_offset,
+  const cuopt_float_t* objective_coefficients,
+  const cuopt_int_t* quadratic_objective_matrix_row_offsets,
+  const cuopt_int_t* quadratic_objective_matrix_column_indices,
+  const cuopt_float_t* quadratic_objective_matrix_coefficent_values,
+  const cuopt_int_t* constraint_matrix_row_offsets,
+  const cuopt_int_t* constraint_matrix_column_indices,
+  const cuopt_float_t* constraint_matrix_coefficent_values,
+  const char* constraint_sense,
+  const cuopt_float_t* rhs,
+  const cuopt_float_t* lower_bounds,
+  const cuopt_float_t* upper_bounds,
+  cuOptOptimizationProblem* problem_ptr);
+
+/** @brief Create an optimization problem of the form *
+ * @verbatim
+ *                minimize/maximize  c^T x + x^T Q x + offset
+ *                  subject to       bl <= A*x <= bu
+ *                                   l <= x <= u
+ * @endverbatim
+ *
+ * @param[in] num_constraints - The number of constraints.
+ *
+ * @param[in] num_variables - The number of variables.
+ *
+ * @param[in] objective_sense - The objective sense (CUOPT_MINIMIZE for
+ *  minimization or CUOPT_MAXIMIZE for maximization)
+ *
+ * @param[in] objective_offset - An offset to add to the linear objective.
+ *
+ * @param[in] objective_coefficients - A pointer to an array of type cuopt_float_t
+ *  of size num_variables containing the coefficients of the linear objective.
+ *
+ * @param[in] quadratic_objective_matrix_row_offsets - A pointer to an array of type
+ *  cuopt_int_t of size num_variables + 1. quadratic_objective_matrix_row_offsets[i] is the
+ *  index of the first non-zero element of the i-th row of the quadratic objective matrix in
+ *  quadratic_objective_matrix_column_indices and quadratic_objective_matrix_coefficent_values.
+ *  This is part of the compressed sparse row representation of the quadratic objective matrix.
+ *
+ * @param[in] quadratic_objective_matrix_column_indices - A pointer to an array of type
+ *  cuopt_int_t of size quadratic_objective_matrix_row_offsets[num_variables] containing
+ *  the column indices of the non-zero elements of the quadratic objective matrix.
+ *  This is part of the compressed sparse row representation of the quadratic objective matrix.
+ *
+ * @param[in] quadratic_objective_matrix_coefficent_values - A pointer to an array of type
+ *  cuopt_float_t of size quadratic_objective_matrix_row_offsets[num_variables] containing
+ *  the values of the non-zero elements of the quadratic objective matrix.
+ *
+ * @param[in] constraint_matrix_row_offsets - A pointer to an array of type
+ *  cuopt_int_t of size num_constraints + 1. constraint_matrix_row_offsets[i] is the
+ *  index of the first non-zero element of the i-th constraint in
+ *  constraint_matrix_column_indices and constraint_matrix_coefficients.
+ *
+ * @param[in] constraint_matrix_column_indices - A pointer to an array of type
+ *  cuopt_int_t of size constraint_matrix_row_offsets[num_constraints] containing
+ *  the column indices of the non-zero elements of the constraint matrix.
+ *
+ * @param[in] constraint_matrix_coefficients - A pointer to an array of type
+ *  cuopt_float_t of size constraint_matrix_row_offsets[num_constraints] containing
+ *  the values of the non-zero elements of the constraint matrix.
+ *
+ * @param[in] constraint_lower_bounds - A pointer to an array of type
+ *  cuopt_float_t of size num_constraints containing the lower bounds of the constraints.
+ *
+ * @param[in] constraint_upper_bounds - A pointer to an array of type
+ *  cuopt_float_t of size num_constraints containing the upper bounds of the constraints.
+ *
+ * @param[in] variable_lower_bounds - A pointer to an array of type
+ *  cuopt_float_t of size num_variables containing the lower bounds of the variables.
+ *
+ * @param[in] variable_upper_bounds - A pointer to an array of type
+ *  cuopt_float_t of size num_variables containing the upper bounds of the variables.
+ *
+ * @param[out] problem_ptr - A pointer to a cuOptOptimizationProblem.
+ * On output the problem will be created and initialized with the provided data.
+ *
+ * @return A status code indicating success or failure.
+ */
+cuopt_int_t cuOptCreateQuadraticRangedProblem(
+  cuopt_int_t num_constraints,
+  cuopt_int_t num_variables,
+  cuopt_int_t objective_sense,
+  cuopt_float_t objective_offset,
+  const cuopt_float_t* objective_coefficients,
+  const cuopt_int_t* quadratic_objective_matrix_row_offsets,
+  const cuopt_int_t* quadratic_objective_matrix_column_indices,
+  const cuopt_float_t* quadratic_objective_matrix_coefficent_values,
+  const cuopt_int_t* constraint_matrix_row_offsets,
+  const cuopt_int_t* constraint_matrix_column_indices,
+  const cuopt_float_t* constraint_matrix_coefficients,
+  const cuopt_float_t* constraint_lower_bounds,
+  const cuopt_float_t* constraint_upper_bounds,
+  const cuopt_float_t* variable_lower_bounds,
+  const cuopt_float_t* variable_upper_bounds,
+  cuOptOptimizationProblem* problem_ptr);
+
 /** @brief Destroy an optimization problem
  *
  * @param[in, out] problem_ptr - A pointer to a cuOptOptimizationProblem. On

cpp/include/cuopt/linear_programming/optimization_problem.hpp

@@ -186,6 +186,48 @@ class optimization_problem_t {
    * @param objective_offset Objective offset value.
    */
   void set_objective_offset(f_t objective_offset);
+
+  /**
+   * @brief Set the quadratic objective matrix (Q) in CSR format for QPS files.
+   *
+   * @note This is used for quadratic programming problems where the objective
+   * function contains quadratic terms: x^T * Q * x + c^T * x
+   *
+   * @param[in] Q_values Values of the CSR representation of the quadratic objective matrix
+   * @param size_values Size of the Q_values array
+   * @param[in] Q_indices Indices of the CSR representation of the quadratic objective matrix
+   * @param size_indices Size of the Q_indices array
+   * @param[in] Q_offsets Offsets of the CSR representation of the quadratic objective matrix
+   * @param size_offsets Size of the Q_offsets array
+   * @param validate_positive_semi_definite Whether to validate if the matrix is positive semi
+   * definite
+   */
+  void set_quadratic_objective_matrix(const f_t* Q_values,
+                                      i_t size_values,
+                                      const i_t* Q_indices,
+                                      i_t size_indices,
+                                      const i_t* Q_offsets,
+                                      i_t size_offsets,
+                                      bool validate_positive_semi_definite = false);
+
+  /**
+   * @brief Get the quadratic objective matrix offsets
+   * @return const reference to the Q_offsets vector
+   */
+  const std::vector<i_t>& get_quadratic_objective_offsets() const;
+
+  /**
+   * @brief Get the quadratic objective matrix indices
+   * @return const reference to the Q_indices vector
+   */
+  const std::vector<i_t>& get_quadratic_objective_indices() const;
+
+  /**
+   * @brief Get the quadratic objective matrix values
+   * @return const reference to the Q_values vector
+   */
+  const std::vector<f_t>& get_quadratic_objective_values() const;
+
   /**
    * @brief Set the variables (x) lower bounds.
    * @note Setting before calling the solver is optional, default value for all
@@ -341,6 +383,8 @@ class optimization_problem_t {
   const std::vector<std::string>& get_variable_names() const;
   const std::vector<std::string>& get_row_names() const;
 
+  bool has_quadratic_objective() const;
+
   /**
    * @brief Gets the device-side view (with raw pointers), for ease of access
    *        inside cuda kernels
@@ -382,6 +426,12 @@ class optimization_problem_t {
   f_t objective_scaling_factor_{1};
   /** offset of the objective function */
   f_t objective_offset_{0};
+
+  /** Quadratic objective matrix in CSR format (for (1/2) * x^T * Q * x term) */
+  std::vector<i_t> Q_offsets_;
+  std::vector<i_t> Q_indices_;
+  std::vector<f_t> Q_values_;
+
   /** lower bounds of the variables (primal part) */
   rmm::device_uvector<f_t> variable_lower_bounds_;
   /** upper bounds of the variables (primal part) */

cpp/libmps_parser/include/mps_parser/mps_data_model.hpp

@@ -115,6 +115,7 @@ class mps_data_model_t {
    * @param objective_offset Objective offset value.
    */
   void set_objective_offset(f_t objective_offset);
+
   /**
    * @brief Set the variables (x) lower bounds.
    * @note Setting before calling the solver is optional, default value for all is 0.
@@ -356,7 +357,7 @@ class mps_data_model_t {
 
   // QPS-specific data members for quadratic programming support
   /** Quadratic objective matrix in CSR format (for (1/2) * x^T * Q * x term) */
-  std::vector<f_t> Q_objective_;
+  std::vector<f_t> Q_objective_values_;
   std::vector<i_t> Q_objective_indices_;
   std::vector<i_t> Q_objective_offsets_;
 

cpp/libmps_parser/src/mps_data_model.cpp

@@ -201,8 +201,8 @@ void mps_data_model_t<i_t, f_t>::set_quadratic_objective_matrix(const f_t* Q_val
     mps_parser_expects(
       Q_values != nullptr, error_type_t::ValidationError, "Q_values cannot be null");
   }
-  Q_objective_.resize(size_values);
-  std::copy(Q_values, Q_values + size_values, Q_objective_.data());
+  Q_objective_values_.resize(size_values);
+  std::copy(Q_values, Q_values + size_values, Q_objective_values_.data());
 
   if (size_indices != 0) {
     mps_parser_expects(
@@ -421,13 +421,13 @@ i_t mps_data_model_t<i_t, f_t>::get_nnz() const
 template <typename i_t, typename f_t>
 const std::vector<f_t>& mps_data_model_t<i_t, f_t>::get_quadratic_objective_values() const
 {
-  return Q_objective_;
+  return Q_objective_values_;
 }
 
 template <typename i_t, typename f_t>
 std::vector<f_t>& mps_data_model_t<i_t, f_t>::get_quadratic_objective_values()
 {
-  return Q_objective_;
+  return Q_objective_values_;
 }
 
 template <typename i_t, typename f_t>
@@ -457,7 +457,7 @@ std::vector<i_t>& mps_data_model_t<i_t, f_t>::get_quadratic_objective_offsets()
 template <typename i_t, typename f_t>
 bool mps_data_model_t<i_t, f_t>::has_quadratic_objective() const noexcept
 {
-  return !Q_objective_.empty();
+  return !Q_objective_values_.empty();
 }
 
 // NOTE: Explicitly instantiate all types here in order to avoid linker error