-
Notifications
You must be signed in to change notification settings - Fork 148
Expand file tree
/
Copy pathtermination_strategy.cu
More file actions
696 lines (639 loc) · 30.3 KB
/
termination_strategy.cu
File metadata and controls
696 lines (639 loc) · 30.3 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
/* clang-format off */
/*
* SPDX-FileCopyrightText: Copyright (c) 2022-2026, NVIDIA CORPORATION & AFFILIATES. All rights reserved.
* SPDX-License-Identifier: Apache-2.0
*/
/* clang-format on */
#include <linear_programming/pdlp_climber_strategy.hpp>
#include <linear_programming/pdlp_constants.hpp>
#include <linear_programming/swap_and_resize_helper.cuh>
#include <linear_programming/termination_strategy/termination_strategy.hpp>
#include <mip/mip_constants.hpp>
#include <cuopt/linear_programming/pdlp/pdlp_hyper_params.cuh>
#include <cuopt/linear_programming/pdlp/pdlp_warm_start_data.hpp>
#include <cuopt/linear_programming/pdlp/solver_settings.hpp>
#include <raft/common/nvtx.hpp>
#include <raft/util/cuda_utils.cuh>
#include <raft/util/cudart_utils.hpp>
namespace cuopt::linear_programming::detail {
template <typename i_t, typename f_t>
pdlp_termination_strategy_t<i_t, f_t>::pdlp_termination_strategy_t(
raft::handle_t const* handle_ptr,
problem_t<i_t, f_t>& op_problem,
const problem_t<i_t, f_t>& scaled_op_problem,
cusparse_view_t<i_t, f_t>& cusparse_view,
const cusparse_view_t<i_t, f_t>& scaled_cusparse_view,
const i_t primal_size,
const i_t dual_size,
const pdlp_initial_scaling_strategy_t<i_t, f_t>& scaling_strategy,
const pdlp_solver_settings_t<i_t, f_t>& settings,
const std::vector<pdlp_climber_strategy_t>& climber_strategies)
: handle_ptr_(handle_ptr),
stream_view_(handle_ptr_->get_stream()),
problem_ptr(&op_problem),
convergence_information_{handle_ptr_,
op_problem,
cusparse_view,
primal_size,
dual_size,
climber_strategies,
settings.hyper_params},
infeasibility_information_{handle_ptr_,
op_problem,
scaled_op_problem,
cusparse_view,
scaled_cusparse_view,
primal_size,
dual_size,
scaling_strategy,
settings.detect_infeasibility,
climber_strategies,
settings.hyper_params},
termination_status_(climber_strategies.size()),
settings_(settings),
gpu_batch_additional_termination_information_{climber_strategies.size()},
original_index_(climber_strategies.size()),
climber_strategies_(climber_strategies)
{
std::fill(termination_status_.begin(),
termination_status_.end(),
(i_t)pdlp_termination_status_t::NoTermination);
}
template <typename i_t, typename f_t>
void pdlp_termination_strategy_t<i_t, f_t>::swap_context(
const thrust::universal_host_pinned_vector<swap_pair_t<i_t>>& swap_pairs)
{
if (swap_pairs.empty()) { return; }
convergence_information_.swap_context(swap_pairs);
cuopt_assert(!settings_.detect_infeasibility,
"Infeasibility detection must be disabled to swap the termination status");
// infeasibility_information_.swap_context(swap_pairs);
cuopt_assert(!termination_status_.empty(), "Termination status must not be empty");
for (const auto& pair : swap_pairs) {
host_vector_swap(termination_status_, pair.left, pair.right);
}
}
template <typename i_t, typename f_t>
void pdlp_termination_strategy_t<i_t, f_t>::resize_context(i_t new_size)
{
convergence_information_.resize_context(new_size);
cuopt_assert(!settings_.detect_infeasibility,
"Infeasibility detection must be disabled to resize the termination status");
cuopt_assert(!termination_status_.empty(), "Termination status must not be empty");
termination_status_.resize(new_size);
}
template <typename i_t, typename f_t>
void pdlp_termination_strategy_t<i_t, f_t>::set_relative_dual_tolerance_factor(
f_t dual_tolerance_factor)
{
convergence_information_.set_relative_dual_tolerance_factor(dual_tolerance_factor);
}
template <typename i_t, typename f_t>
void pdlp_termination_strategy_t<i_t, f_t>::set_relative_primal_tolerance_factor(
f_t primal_tolerance_factor)
{
convergence_information_.set_relative_primal_tolerance_factor(primal_tolerance_factor);
}
template <typename i_t, typename f_t>
f_t pdlp_termination_strategy_t<i_t, f_t>::get_relative_dual_tolerance_factor() const
{
return convergence_information_.get_relative_dual_tolerance_factor();
}
template <typename i_t, typename f_t>
f_t pdlp_termination_strategy_t<i_t, f_t>::get_relative_primal_tolerance_factor() const
{
return convergence_information_.get_relative_primal_tolerance_factor();
}
template <typename i_t, typename f_t>
pdlp_termination_status_t pdlp_termination_strategy_t<i_t, f_t>::get_termination_status(
i_t id) const
{
return (pdlp_termination_status_t)termination_status_[id];
}
template <typename i_t, typename f_t>
std::vector<pdlp_termination_status_t>
pdlp_termination_strategy_t<i_t, f_t>::get_terminations_status()
{
std::vector<pdlp_termination_status_t> out(climber_strategies_.size());
cuopt_assert(out.size() == termination_status_.size(), "Both should have equal size");
std::transform(termination_status_.begin(), termination_status_.end(), out.begin(), [](i_t in) {
return (pdlp_termination_status_t)in;
});
return out;
}
// TODO later batch mode: will be useful once I bring back MCPDLP
template <typename i_t, typename f_t>
bool pdlp_termination_strategy_t<i_t, f_t>::has_optimal_status() const
{
return std::any_of(termination_status_.begin(), termination_status_.end(), [](i_t status) {
return status == (i_t)pdlp_termination_status_t::Optimal;
});
}
template <typename i_t, typename f_t>
i_t pdlp_termination_strategy_t<i_t, f_t>::nb_optimal_solutions() const
{
return std::count(termination_status_.begin(),
termination_status_.end(),
(i_t)pdlp_termination_status_t::Optimal);
}
template <typename i_t, typename f_t>
i_t pdlp_termination_strategy_t<i_t, f_t>::get_optimal_solution_id() const
{
cuopt_assert(nb_optimal_solutions() == 1, "nb_optimal_solutions() must be 1");
return std::distance(termination_status_.begin(),
std::find(termination_status_.begin(),
termination_status_.end(),
(i_t)pdlp_termination_status_t::Optimal));
}
template <typename i_t, typename f_t>
void pdlp_termination_strategy_t<i_t, f_t>::evaluate_termination_criteria(
pdhg_solver_t<i_t, f_t>& current_pdhg_solver,
rmm::device_uvector<f_t>& primal_iterate,
rmm::device_uvector<f_t>& dual_iterate,
const rmm::device_uvector<f_t>& dual_slack,
rmm::device_uvector<f_t>& delta_primal_iterate,
rmm::device_uvector<f_t>& delta_dual_iterate,
i_t total_pdlp_iterations,
const rmm::device_uvector<f_t>& combined_bounds,
const rmm::device_uvector<f_t>& objective_coefficients)
{
raft::common::nvtx::range fun_scope("Evaluate termination criteria");
convergence_information_.compute_convergence_information(current_pdhg_solver,
primal_iterate,
dual_iterate,
dual_slack,
combined_bounds,
objective_coefficients,
settings_);
if (settings_.detect_infeasibility) {
// TODO PDLP infeasible: looks like he is not checking as often as we do
if (settings_.hyper_params.use_reflected_primal_dual) {
if (total_pdlp_iterations != 0 &&
total_pdlp_iterations % settings_.hyper_params.major_iteration == 0 &&
total_pdlp_iterations < 3 * settings_.hyper_params.major_iteration) {
infeasibility_information_.compute_infeasibility_information(
current_pdhg_solver, delta_primal_iterate, delta_dual_iterate);
}
} else {
infeasibility_information_.compute_infeasibility_information(
current_pdhg_solver, primal_iterate, dual_iterate);
}
}
check_termination_criteria();
// Sync to make sure the termination status is updated
RAFT_CUDA_TRY(cudaStreamSynchronize(stream_view_));
}
template <typename i_t, typename f_t>
const convergence_information_t<i_t, f_t>&
pdlp_termination_strategy_t<i_t, f_t>::get_convergence_information() const
{
return convergence_information_;
}
template <typename i_t, typename f_t>
const infeasibility_information_t<i_t, f_t>&
pdlp_termination_strategy_t<i_t, f_t>::get_infeasibility_information() const
{
return infeasibility_information_;
}
template <typename i_t, typename f_t>
__global__ void check_termination_criteria_kernel(
const typename convergence_information_t<i_t, f_t>::view_t convergence_information,
const typename infeasibility_information_t<i_t, f_t>::view_t infeasibility_information,
raft::device_span<i_t> termination_status,
typename pdlp_solver_settings_t<i_t, f_t>::tolerances_t tolerance,
bool infeasibility_detection,
bool per_constraint_residual,
i_t batch_size)
{
const int idx = threadIdx.x + blockIdx.x * blockDim.x;
if (idx >= batch_size) { return; }
#ifdef PDLP_VERBOSE_MODE
if (idx == 0) {
printf(
"Gap : %lf <= %lf [%d] (tolerance.absolute_gap_tolerance %lf + "
"tolerance.relative_gap_tolerance %lf * convergence_information.abs_objective %lf)\n",
convergence_information.gap[idx],
tolerance.absolute_gap_tolerance +
tolerance.relative_gap_tolerance * convergence_information.abs_objective[idx],
convergence_information.gap[idx] <=
tolerance.absolute_gap_tolerance +
tolerance.relative_gap_tolerance * convergence_information.abs_objective[idx],
tolerance.absolute_gap_tolerance,
tolerance.relative_gap_tolerance,
convergence_information.abs_objective[idx]);
if (per_constraint_residual) {
printf(
"Primal residual : convergence_information.linf_relative_primal_resiprimal %lf < "
"tolerance.absolute_primal_tolerance %lf\n",
*convergence_information.relative_l_inf_primal_residual,
tolerance.absolute_primal_tolerance);
printf(
"Dual residual : convergence_information.linf_relative_dual_residual %lf < "
"tolerance.absolute_dual_tolerance %lf\n",
*convergence_information.relative_l_inf_dual_residual,
tolerance.absolute_dual_tolerance);
} else {
// TODO later batch mode: per problem rhs
printf(
"Primal residual %lf <= %lf [%d] (tolerance.absolute_primal_tolerance %lf + "
"tolerance.relative_primal_tolerance %lf * "
"convergence_information.l2_norm_primal_right_hand_side %lf)\n",
convergence_information.l2_primal_residual[idx],
tolerance.absolute_primal_tolerance +
tolerance.relative_primal_tolerance *
*convergence_information.l2_norm_primal_right_hand_side,
convergence_information.l2_primal_residual[idx] <=
tolerance.absolute_primal_tolerance +
tolerance.relative_primal_tolerance *
*convergence_information.l2_norm_primal_right_hand_side,
tolerance.absolute_primal_tolerance,
tolerance.relative_primal_tolerance,
*convergence_information.l2_norm_primal_right_hand_side);
printf(
"Dual residual %lf <= %lf [%d] (tolerance.absolute_dual_tolerance %lf + "
"tolerance.relative_dual_tolerance %lf * "
"convergence_information.l2_norm_primal_linear_objective %lf)\n",
convergence_information.l2_dual_residual[idx],
tolerance.absolute_dual_tolerance +
tolerance.relative_dual_tolerance *
*convergence_information.l2_norm_primal_linear_objective,
convergence_information.l2_dual_residual[idx] <=
tolerance.absolute_dual_tolerance +
tolerance.relative_dual_tolerance *
*convergence_information.l2_norm_primal_linear_objective,
tolerance.absolute_dual_tolerance,
tolerance.relative_dual_tolerance,
*convergence_information.l2_norm_primal_linear_objective);
}
if (infeasibility_detection) {
printf(
"Primal infeasible ? [%d] : infeasibility_information.dual_ray_linear_objective (should "
"positive) %lf / "
"infeasibility_information.max_dual_ray_infeasibility %lf = %lf <= "
"tolerance.primal_infeasible_tolerance %lf\n",
infeasibility_information.dual_ray_linear_objective[idx] > f_t(0.0) &&
infeasibility_information.max_dual_ray_infeasibility[idx] /
infeasibility_information.dual_ray_linear_objective[idx] <=
tolerance.primal_infeasible_tolerance,
infeasibility_information.dual_ray_linear_objective[idx],
infeasibility_information.max_dual_ray_infeasibility[idx],
infeasibility_information.max_dual_ray_infeasibility[idx] /
infeasibility_information.dual_ray_linear_objective[idx],
tolerance.primal_infeasible_tolerance);
}
}
#endif
// test if gap optimal
const bool optimal_gap =
convergence_information.gap[idx] <=
tolerance.absolute_gap_tolerance +
tolerance.relative_gap_tolerance * convergence_information.abs_objective[idx];
// test if respect constraints
if (per_constraint_residual) {
// In residual we store l_inf(residual_i - rel * b/c_i)
const bool primal_feasible = *convergence_information.relative_l_inf_primal_residual <=
tolerance.absolute_primal_tolerance;
// First check for optimality
if (*convergence_information.relative_l_inf_dual_residual <=
tolerance.absolute_dual_tolerance &&
primal_feasible && optimal_gap) {
termination_status[idx] = (i_t)pdlp_termination_status_t::Optimal;
return;
} else if (primal_feasible) // If not optimal maybe be at least primal feasible
{
termination_status[idx] = (i_t)pdlp_termination_status_t::PrimalFeasible;
return;
}
} else {
const bool primal_feasible = convergence_information.l2_primal_residual[idx] <=
tolerance.absolute_primal_tolerance +
tolerance.relative_primal_tolerance *
*convergence_information.l2_norm_primal_right_hand_side;
if (convergence_information.l2_dual_residual[idx] <=
tolerance.absolute_dual_tolerance +
tolerance.relative_dual_tolerance *
*convergence_information.l2_norm_primal_linear_objective &&
primal_feasible && optimal_gap) {
termination_status[idx] = (i_t)pdlp_termination_status_t::Optimal;
return;
} else if (primal_feasible) // If not optimal maybe be at least primal feasible
{
termination_status[idx] = (i_t)pdlp_termination_status_t::PrimalFeasible;
return;
} else {
termination_status[idx] = (i_t)pdlp_termination_status_t::NoTermination;
}
}
if (infeasibility_detection) {
// test for primal infeasibility
if (infeasibility_information.dual_ray_linear_objective[idx] > f_t(0.0) &&
infeasibility_information.max_dual_ray_infeasibility[idx] /
infeasibility_information.dual_ray_linear_objective[idx] <=
tolerance.primal_infeasible_tolerance) {
termination_status[idx] = (i_t)pdlp_termination_status_t::PrimalInfeasible;
return;
}
// test for dual infeasibility
// for QP add && primal_ray_quadratic_norm / (-primal_ray_linear_objective)
// <=eps_dual_infeasible
if (infeasibility_information.primal_ray_linear_objective[idx] < f_t(0.0) &&
infeasibility_information.max_primal_ray_infeasibility[idx] /
-(infeasibility_information.primal_ray_linear_objective[idx]) <=
tolerance.dual_infeasible_tolerance) {
termination_status[idx] = (i_t)pdlp_termination_status_t::DualInfeasible;
return;
}
}
}
template <typename i_t, typename f_t>
bool pdlp_termination_strategy_t<i_t, f_t>::all_optimal_status() const
{
return std::all_of(
termination_status_.cbegin(), termination_status_.cend(), [](i_t termination_status) {
return termination_status == (i_t)pdlp_termination_status_t::Optimal;
});
}
template <typename i_t, typename f_t>
__host__ __device__ bool pdlp_termination_strategy_t<i_t, f_t>::is_done(
pdlp_termination_status_t termination_status)
{
return termination_status == pdlp_termination_status_t::Optimal ||
termination_status == pdlp_termination_status_t::PrimalInfeasible ||
termination_status == pdlp_termination_status_t::DualInfeasible;
}
template <typename i_t, typename f_t>
bool pdlp_termination_strategy_t<i_t, f_t>::all_done() const
{
return std::all_of(
termination_status_.cbegin(), termination_status_.cend(), [](i_t termination_status) {
return is_done((pdlp_termination_status_t)termination_status);
});
}
template <typename i_t, typename f_t>
void pdlp_termination_strategy_t<i_t, f_t>::check_termination_criteria()
{
#ifdef PDLP_VERBOSE_MODE
RAFT_CUDA_TRY(cudaDeviceSynchronize());
#endif
const auto [grid_size, block_size] = kernel_config_from_batch_size(climber_strategies_.size());
check_termination_criteria_kernel<i_t, f_t>
<<<grid_size, block_size, 0, stream_view_>>>(convergence_information_.view(),
infeasibility_information_.view(),
make_span(termination_status_),
settings_.tolerances,
settings_.detect_infeasibility,
settings_.per_constraint_residual,
climber_strategies_.size());
RAFT_CUDA_TRY(cudaPeekAtLastError());
}
template <typename i_t, typename f_t>
__global__ void fill_gpu_terms_stats_kernel(
raft::device_span<i_t> termination_status,
raft::device_span<i_t> original_indices,
typename pdlp_termination_strategy_t<i_t,
f_t>::gpu_batch_additional_termination_information_t::view_t
additional_termination_information,
typename convergence_information_t<i_t, f_t>::view_t convergence_information_view,
i_t number_of_steps_taken)
{
const int idx = threadIdx.x + blockIdx.x * blockDim.x;
if (idx >= termination_status.size()) { return; }
// TODO later batch mode: add infeasibility information here
// TODO later batch mode: handle per climber rhs and objective
// Will be removed store its data in the struct
if (pdlp_termination_strategy_t<i_t, f_t>::is_done(
(pdlp_termination_status_t)termination_status[idx])) {
const i_t original_index = original_indices[idx];
additional_termination_information.number_of_steps_taken[original_index] =
number_of_steps_taken;
additional_termination_information.total_number_of_attempted_steps[original_index] =
number_of_steps_taken;
additional_termination_information.l2_primal_residual[original_index] =
convergence_information_view.l2_primal_residual[idx];
additional_termination_information.l2_relative_primal_residual[original_index] =
convergence_information_view.l2_primal_residual[idx] /
(f_t(1.0) + *convergence_information_view.l2_norm_primal_right_hand_side);
additional_termination_information.l2_dual_residual[original_index] =
convergence_information_view.l2_dual_residual[idx];
additional_termination_information.l2_relative_dual_residual[original_index] =
convergence_information_view.l2_dual_residual[idx] /
(f_t(1.0) + *convergence_information_view.l2_norm_primal_linear_objective);
additional_termination_information.primal_objective[original_index] =
convergence_information_view.primal_objective[idx];
additional_termination_information.dual_objective[original_index] =
convergence_information_view.dual_objective[idx];
additional_termination_information.gap[original_index] = convergence_information_view.gap[idx];
additional_termination_information.relative_gap[original_index] =
convergence_information_view.gap[idx] /
(f_t(1.0) + convergence_information_view.abs_objective[idx]);
}
}
template <typename i_t, typename f_t>
void pdlp_termination_strategy_t<i_t, f_t>::fill_gpu_terms_stats(i_t number_of_iterations)
{
typename convergence_information_t<i_t, f_t>::view_t convergence_information_view =
convergence_information_.view();
// Update original index pinned view so that we can read it safely from the kernel
for (size_t i = 0; i < climber_strategies_.size(); ++i) {
original_index_[i] = climber_strategies_[i].original_index;
}
const auto [grid_size, block_size] = kernel_config_from_batch_size(climber_strategies_.size());
fill_gpu_terms_stats_kernel<i_t, f_t><<<grid_size, block_size, 0, stream_view_>>>(
make_span(termination_status_),
make_span(original_index_),
gpu_batch_additional_termination_information_.view(),
convergence_information_view,
number_of_iterations);
RAFT_CUDA_TRY(cudaStreamSynchronize(stream_view_));
}
template <typename i_t, typename f_t>
void pdlp_termination_strategy_t<i_t, f_t>::convert_gpu_terms_stats_to_host(
std::vector<
typename optimization_problem_solution_t<i_t, f_t>::additional_termination_information_t>&
additional_termination_informations)
{
for (size_t i = 0; i < additional_termination_informations.size(); ++i) {
additional_termination_informations[i].number_of_steps_taken =
gpu_batch_additional_termination_information_.number_of_steps_taken[i];
additional_termination_informations[i].total_number_of_attempted_steps =
gpu_batch_additional_termination_information_.total_number_of_attempted_steps[i];
additional_termination_informations[i].l2_primal_residual =
gpu_batch_additional_termination_information_.l2_primal_residual[i];
additional_termination_informations[i].l2_relative_primal_residual =
gpu_batch_additional_termination_information_.l2_relative_primal_residual[i];
additional_termination_informations[i].l2_dual_residual =
gpu_batch_additional_termination_information_.l2_dual_residual[i];
additional_termination_informations[i].l2_relative_dual_residual =
gpu_batch_additional_termination_information_.l2_relative_dual_residual[i];
additional_termination_informations[i].primal_objective =
gpu_batch_additional_termination_information_.primal_objective[i];
additional_termination_informations[i].dual_objective =
gpu_batch_additional_termination_information_.dual_objective[i];
additional_termination_informations[i].gap =
gpu_batch_additional_termination_information_.gap[i];
additional_termination_informations[i].relative_gap =
gpu_batch_additional_termination_information_.relative_gap[i];
}
}
template <typename i_t, typename f_t>
optimization_problem_solution_t<i_t, f_t>
pdlp_termination_strategy_t<i_t, f_t>::fill_return_problem_solution(
i_t number_of_iterations,
pdhg_solver_t<i_t, f_t>& current_pdhg_solver,
rmm::device_uvector<f_t>& primal_iterate,
rmm::device_uvector<f_t>& dual_iterate,
pdlp_warm_start_data_t<i_t, f_t>&& warm_start_data,
std::vector<pdlp_termination_status_t>&& termination_status,
bool deep_copy)
{
cuopt_assert(
primal_iterate.size() == current_pdhg_solver.get_primal_size() * termination_status.size(),
"Primal iterate size mismatch");
cuopt_assert(
dual_iterate.size() == current_pdhg_solver.get_dual_size() * termination_status.size(),
"Dual iterate size mismatch");
typename convergence_information_t<i_t, f_t>::view_t convergence_information_view =
convergence_information_.view();
typename infeasibility_information_t<i_t, f_t>::view_t infeasibility_information_view =
infeasibility_information_.view();
std::vector<
typename optimization_problem_solution_t<i_t, f_t>::additional_termination_information_t>
term_stats_vector(climber_strategies_.size());
for (size_t i = 0; i < climber_strategies_.size(); ++i) {
// TODO later batch mode: handle per climber number_of_iterations
term_stats_vector[i].number_of_steps_taken = number_of_iterations;
term_stats_vector[i].total_number_of_attempted_steps =
current_pdhg_solver.get_total_pdhg_iterations();
raft::copy(&term_stats_vector[i].l2_primal_residual,
(settings_.per_constraint_residual)
? convergence_information_view
.relative_l_inf_primal_residual // TODO later batch mode: handle per climber
// overall residual
: convergence_information_view.l2_primal_residual.data() + i,
1,
stream_view_);
term_stats_vector[i].l2_relative_primal_residual =
convergence_information_.get_relative_l2_primal_residual_value(i);
raft::copy(&term_stats_vector[i].l2_dual_residual,
(settings_.per_constraint_residual)
? convergence_information_view.relative_l_inf_dual_residual
: convergence_information_view.l2_dual_residual.data() + i,
1,
stream_view_);
term_stats_vector[i].l2_relative_dual_residual =
convergence_information_.get_relative_l2_dual_residual_value(i);
raft::copy(&term_stats_vector[i].primal_objective,
convergence_information_view.primal_objective.data() + i,
1,
stream_view_);
raft::copy(&term_stats_vector[i].dual_objective,
convergence_information_view.dual_objective.data() + i,
1,
stream_view_);
raft::copy(
&term_stats_vector[i].gap, convergence_information_view.gap.data() + i, 1, stream_view_);
term_stats_vector[i].relative_gap = convergence_information_.get_relative_gap_value(i);
raft::copy(&term_stats_vector[i].max_primal_ray_infeasibility,
&infeasibility_information_view.max_primal_ray_infeasibility[i],
1,
stream_view_);
raft::copy(&term_stats_vector[i].primal_ray_linear_objective,
&infeasibility_information_view.primal_ray_linear_objective[i],
1,
stream_view_);
raft::copy(&term_stats_vector[i].max_dual_ray_infeasibility,
&infeasibility_information_view.max_dual_ray_infeasibility[i],
1,
stream_view_);
raft::copy(&term_stats_vector[i].dual_ray_linear_objective,
&infeasibility_information_view.dual_ray_linear_objective[i],
1,
stream_view_);
if (termination_status[i] != pdlp_termination_status_t::ConcurrentLimit) {
term_stats_vector[i].solved_by = lp_solver_type_t::PDLP;
}
}
RAFT_CUDA_TRY(cudaStreamSynchronize(stream_view_));
if (deep_copy) {
cuopt_assert(
climber_strategies_.size() == 1,
"Deep copy is linked to first primal feasible which is not supported in batch PDLP");
optimization_problem_solution_t<i_t, f_t> op_solution{
primal_iterate,
dual_iterate,
convergence_information_.get_reduced_cost(),
problem_ptr->objective_name,
problem_ptr->var_names,
problem_ptr->row_names,
term_stats_vector[0],
termination_status[0],
handle_ptr_,
deep_copy};
return op_solution;
} else {
optimization_problem_solution_t<i_t, f_t> op_solution{
primal_iterate,
dual_iterate,
convergence_information_.get_reduced_cost(),
std::move(warm_start_data),
problem_ptr->objective_name,
problem_ptr->var_names,
problem_ptr->row_names,
std::move(term_stats_vector),
std::move(termination_status)};
return op_solution;
}
}
template <typename i_t, typename f_t>
optimization_problem_solution_t<i_t, f_t>
pdlp_termination_strategy_t<i_t, f_t>::fill_return_problem_solution(
i_t number_of_iterations,
pdhg_solver_t<i_t, f_t>& current_pdhg_solver,
rmm::device_uvector<f_t>& primal_iterate,
rmm::device_uvector<f_t>& dual_iterate,
std::vector<pdlp_termination_status_t>&& termination_status,
bool deep_copy)
{
// Empty warm start data
return fill_return_problem_solution(number_of_iterations,
current_pdhg_solver,
primal_iterate,
dual_iterate,
pdlp_warm_start_data_t<i_t, f_t>(),
std::move(termination_status),
deep_copy);
}
template <typename i_t, typename f_t>
void pdlp_termination_strategy_t<i_t, f_t>::print_termination_criteria(i_t iteration,
f_t elapsed,
i_t best_id) const
{
// TODO less critical batch mode: handle this
CUOPT_LOG_INFO("%7d %+.8e %+.8e %8.2e %8.2e %8.2e %.3fs",
iteration,
convergence_information_.get_primal_objective().element(best_id, stream_view_),
convergence_information_.get_dual_objective().element(best_id, stream_view_),
convergence_information_.get_gap().element(best_id, stream_view_),
convergence_information_.get_l2_primal_residual().element(best_id, stream_view_),
convergence_information_.get_l2_dual_residual().element(best_id, stream_view_),
elapsed);
}
#define INSTANTIATE(F_TYPE) \
template class pdlp_termination_strategy_t<int, F_TYPE>; \
\
template __global__ void check_termination_criteria_kernel<int, F_TYPE>( \
const typename convergence_information_t<int, F_TYPE>::view_t convergence_information, \
const typename infeasibility_information_t<int, F_TYPE>::view_t infeasibility_information, \
raft::device_span<int> termination_status, \
typename pdlp_solver_settings_t<int, F_TYPE>::tolerances_t tolerances, \
bool infeasibility_detection, \
bool per_constraint_residual, \
int batch_size);
#if MIP_INSTANTIATE_FLOAT
INSTANTIATE(float)
#endif
#if MIP_INSTANTIATE_DOUBLE
INSTANTIATE(double)
#endif
#undef INSTANTIATE
} // namespace cuopt::linear_programming::detail