Merge remote-tracking branch 'cuopt-nvidia/main' into mir_cuts_improve

Author: chris-maes

benchmarks/linear_programming/cuopt/run_mip.cpp

@@ -183,6 +183,10 @@ int run_single_file(std::string file_path,
     CUOPT_LOG_ERROR("Parsing MPS failed exiting!");
     return -1;
   }
+  // Use the benchmark filename for downstream instance-level reporting.
+  // This keeps per-instance metrics aligned with the run list even if the MPS NAME card differs.
+  mps_data_model.set_problem_name(base_filename);
+
   if (initial_solution_dir.has_value()) {
     auto initial_solutions = read_solution_from_dir(
       initial_solution_dir.value(), base_filename, mps_data_model.get_variable_names());
@@ -209,6 +213,7 @@ int run_single_file(std::string file_path,
   settings.tolerances.absolute_tolerance = 1e-6;
   settings.presolver                     = cuopt::linear_programming::presolver_t::Default;
   settings.reliability_branching         = reliability_branching;
+  settings.clique_cuts                   = -1;
   settings.seed                          = 42;
   cuopt::linear_programming::benchmark_info_t benchmark_info;
   settings.benchmark_info_ptr = &benchmark_info;
@@ -413,7 +418,16 @@ int main(int argc, char* argv[])
   int reliability_branching = program.get<int>("--reliability-branching");
   bool deterministic        = program.get<bool>("--determinism");
 
-  if (num_cpu_threads < 0) { num_cpu_threads = omp_get_max_threads() / n_gpus; }
+  if (num_cpu_threads < 0) {
+    num_cpu_threads = omp_get_max_threads() / n_gpus;
+    // std::ifstream smt_file("/sys/devices/system/cpu/smt/active");
+    // if (smt_file.is_open()) {
+    //   int smt_active = 0;
+    //   smt_file >> smt_active;
+    //   if (smt_active) { num_cpu_threads /= 2; }
+    // }
+    num_cpu_threads = std::max(num_cpu_threads, 1);
+  }
 
   if (program.is_used("--out-dir")) {
     out_dir     = program.get<std::string>("--out-dir");

cpp/include/cuopt/linear_programming/constants.h

@@ -64,6 +64,7 @@
 #define CUOPT_MIP_MIXED_INTEGER_ROUNDING_CUTS "mip_mixed_integer_rounding_cuts"
 #define CUOPT_MIP_MIXED_INTEGER_GOMORY_CUTS   "mip_mixed_integer_gomory_cuts"
 #define CUOPT_MIP_KNAPSACK_CUTS               "mip_knapsack_cuts"
+#define CUOPT_MIP_CLIQUE_CUTS                 "mip_clique_cuts"
 #define CUOPT_MIP_STRONG_CHVATAL_GOMORY_CUTS  "mip_strong_chvatal_gomory_cuts"
 #define CUOPT_MIP_REDUCED_COST_STRENGTHENING  "mip_reduced_cost_strengthening"
 #define CUOPT_MIP_CUT_CHANGE_THRESHOLD        "mip_cut_change_threshold"

cpp/include/cuopt/linear_programming/mip/solver_settings.hpp

@@ -93,6 +93,7 @@ class mip_solver_settings_t {
   i_t mir_cuts                  = -1;
   i_t mixed_integer_gomory_cuts = -1;
   i_t knapsack_cuts             = -1;
+  i_t clique_cuts               = -1;
   i_t strong_chvatal_gomory_cuts      = -1;
   i_t reduced_cost_strengthening      = -1;
   f_t cut_change_threshold            = -1.0;

cpp/src/branch_and_bound/branch_and_bound.cpp

@@ -10,6 +10,7 @@
 #include <branch_and_bound/pseudo_costs.hpp>
 
 #include <cuts/cuts.hpp>
+#include <mip_heuristics/presolve/conflict_graph/clique_table.cuh>
 
 #include <dual_simplex/basis_solves.hpp>
 #include <dual_simplex/bounds_strengthening.hpp>
@@ -241,9 +242,11 @@ template <typename i_t, typename f_t>
 branch_and_bound_t<i_t, f_t>::branch_and_bound_t(
   const user_problem_t<i_t, f_t>& user_problem,
   const simplex_solver_settings_t<i_t, f_t>& solver_settings,
-  f_t start_time)
+  f_t start_time,
+  std::shared_ptr<detail::clique_table_t<i_t, f_t>> clique_table)
   : original_problem_(user_problem),
     settings_(solver_settings),
+    clique_table_(std::move(clique_table)),
     original_lp_(user_problem.handle_ptr, 1, 1, 1),
     Arow_(1, 1, 0),
     incumbent_(1),
@@ -1973,6 +1976,31 @@ mip_status_t branch_and_bound_t<i_t, f_t>::solve(mip_solution_t<i_t, f_t>& solut
 
   root_relax_soln_.resize(original_lp_.num_rows, original_lp_.num_cols);
 
+  if (settings_.clique_cuts != 0 && clique_table_ == nullptr) {
+    signal_extend_cliques_.store(false, std::memory_order_release);
+    typename ::cuopt::linear_programming::mip_solver_settings_t<i_t, f_t>::tolerances_t
+      tolerances_for_clique{};
+    tolerances_for_clique.presolve_absolute_tolerance = settings_.primal_tol;
+    tolerances_for_clique.absolute_tolerance          = settings_.primal_tol;
+    tolerances_for_clique.relative_tolerance          = settings_.zero_tol;
+    tolerances_for_clique.integrality_tolerance       = settings_.integer_tol;
+    tolerances_for_clique.absolute_mip_gap            = settings_.absolute_mip_gap_tol;
+    tolerances_for_clique.relative_mip_gap            = settings_.relative_mip_gap_tol;
+    auto* signal_ptr                                  = &signal_extend_cliques_;
+    clique_table_future_ =
+      std::async(std::launch::async,
+                 [this,
+                  tolerances_for_clique,
+                  signal_ptr]() -> std::shared_ptr<detail::clique_table_t<i_t, f_t>> {
+                   user_problem_t<i_t, f_t> problem_copy = original_problem_;
+                   cuopt::timer_t timer(std::numeric_limits<double>::infinity());
+                   std::shared_ptr<detail::clique_table_t<i_t, f_t>> table;
+                   detail::find_initial_cliques(
+                     problem_copy, tolerances_for_clique, &table, timer, false, signal_ptr);
+                   return table;
+                 });
+  }
+
   i_t original_rows                     = original_lp_.num_rows;
   simplex_solver_settings_t lp_settings = settings_;
   lp_settings.inside_mip                = 1;
@@ -2008,38 +2036,44 @@ mip_status_t branch_and_bound_t<i_t, f_t>::solve(mip_solution_t<i_t, f_t>& solut
   exploration_stats_.total_lp_iters      = root_relax_soln_.iterations;
   exploration_stats_.total_lp_solve_time = toc(exploration_stats_.start_time);
 
+  auto finish_clique_thread = [this]() {
+    if (clique_table_future_.valid()) {
+      signal_extend_cliques_.store(true, std::memory_order_release);
+      clique_table_ = clique_table_future_.get();
+    }
+  };
+
   if (root_status == lp_status_t::INFEASIBLE) {
     settings_.log.printf("MIP Infeasible\n");
-    // FIXME: rarely dual simplex detects infeasible whereas it is feasible.
-    // to add a small safety net, check if there is a primal solution already.
-    // Uncomment this if the issue with cost266-UUE is resolved
-    // if (settings.heuristic_preemption_callback != nullptr) {
-    //   settings.heuristic_preemption_callback();
-    // }
+    finish_clique_thread();
     return mip_status_t::INFEASIBLE;
   }
   if (root_status == lp_status_t::UNBOUNDED) {
     settings_.log.printf("MIP Unbounded\n");
     if (settings_.heuristic_preemption_callback != nullptr) {
       settings_.heuristic_preemption_callback();
     }
+    finish_clique_thread();
     return mip_status_t::UNBOUNDED;
   }
   if (root_status == lp_status_t::TIME_LIMIT) {
     solver_status_ = mip_status_t::TIME_LIMIT;
     set_final_solution(solution, -inf);
+    finish_clique_thread();
     return solver_status_;
   }
 
   if (root_status == lp_status_t::WORK_LIMIT) {
     solver_status_ = mip_status_t::WORK_LIMIT;
     set_final_solution(solution, -inf);
+    finish_clique_thread();
     return solver_status_;
   }
 
   if (root_status == lp_status_t::NUMERICAL_ISSUES) {
     solver_status_ = mip_status_t::NUMERICAL;
     set_final_solution(solution, -inf);
+    finish_clique_thread();
     return solver_status_;
   }
 
@@ -2070,6 +2104,7 @@ mip_status_t branch_and_bound_t<i_t, f_t>::solve(mip_solution_t<i_t, f_t>& solut
 
   if (num_fractional == 0) {
     set_solution_at_root(solution, cut_info);
+    finish_clique_thread();
     return mip_status_t::OPTIMAL;
   }
 
@@ -2084,8 +2119,16 @@ mip_status_t branch_and_bound_t<i_t, f_t>::solve(mip_solution_t<i_t, f_t>& solut
   }
 
   cut_pool_t<i_t, f_t> cut_pool(original_lp_.num_cols, settings_);
-  cut_generation_t<i_t, f_t> cut_generation(
-    cut_pool, original_lp_, settings_, Arow_, new_slacks_, var_types_);
+  cut_generation_t<i_t, f_t> cut_generation(cut_pool,
+                                            original_lp_,
+                                            settings_,
+                                            Arow_,
+                                            new_slacks_,
+                                            var_types_,
+                                            original_problem_,
+                                            clique_table_,
+                                            &clique_table_future_,
+                                            &signal_extend_cliques_);
 
   std::vector<f_t> saved_solution;
 #ifdef CHECK_CUTS_AGAINST_SAVED_SOLUTION
@@ -2096,7 +2139,8 @@ mip_status_t branch_and_bound_t<i_t, f_t>::solve(mip_solution_t<i_t, f_t>& solut
   f_t last_objective       = root_objective_;
   f_t root_relax_objective = root_objective_;
 
-  i_t cut_pool_size = 0;
+  f_t cut_generation_start_time = tic();
+  i_t cut_pool_size             = 0;
   for (i_t cut_pass = 0; cut_pass < settings_.max_cut_passes; cut_pass++) {
     if (num_fractional == 0) {
       set_solution_at_root(solution, cut_info);
@@ -2116,17 +2160,26 @@ mip_status_t branch_and_bound_t<i_t, f_t>::solve(mip_solution_t<i_t, f_t>& solut
 
       // Generate cuts and add them to the cut pool
       f_t cut_start_time = tic();
-      cut_generation.generate_cuts(original_lp_,
+      bool problem_feasible = cut_generation.generate_cuts(original_lp_,
                                    settings_,
                                    Arow_,
                                    new_slacks_,
                                    var_types_,
                                    basis_update,
                                    root_relax_soln_.x,
                                    root_relax_soln_.y,
+                                   root_relax_soln_.z,
                                    basic_list,
                                    nonbasic_list,
-                                   variable_bounds);
+                                   variable_bounds,
+                                   exploration_stats_.start_time);
+      if (!problem_feasible) {
+        if (settings_.heuristic_preemption_callback != nullptr) {
+          settings_.heuristic_preemption_callback();
+        }
+        finish_clique_thread();
+        return mip_status_t::INFEASIBLE;
+      }
       f_t cut_generation_time = toc(cut_start_time);
       if (cut_generation_time > 1.0) {
         settings_.log.debug("Cut generation time %.2f seconds\n", cut_generation_time);
@@ -2356,8 +2409,9 @@ mip_status_t branch_and_bound_t<i_t, f_t>::solve(mip_solution_t<i_t, f_t>& solut
   }
 
   print_cut_info(settings_, cut_info);
-
+  f_t cut_generation_time = toc(cut_generation_start_time);
   if (cut_info.has_cuts()) {
+    settings_.log.printf("Cut generation time: %.2f seconds\n", cut_generation_time);
     settings_.log.printf("Cut pool size  : %d\n", cut_pool_size);
     settings_.log.printf("Size with cuts : %d constraints, %d variables, %d nonzeros\n",
                          original_lp_.num_rows,

cpp/src/branch_and_bound/branch_and_bound.hpp

@@ -32,9 +32,17 @@
 
 #include <omp.h>
 
+#include <atomic>
 #include <functional>
+#include <future>
+#include <memory>
 #include <vector>
 
+namespace cuopt::linear_programming::detail {
+template <typename i_t, typename f_t>
+struct clique_table_t;
+}
+
 namespace cuopt::linear_programming::dual_simplex {
 
 enum class mip_status_t {
@@ -68,7 +76,8 @@ class branch_and_bound_t {
  public:
   branch_and_bound_t(const user_problem_t<i_t, f_t>& user_problem,
                      const simplex_solver_settings_t<i_t, f_t>& solver_settings,
-                     f_t start_time);
+                     f_t start_time,
+                     std::shared_ptr<detail::clique_table_t<i_t, f_t>> clique_table = nullptr);
 
   // Set an initial guess based on the user_problem. This should be called before solve.
   void set_initial_guess(const std::vector<f_t>& user_guess) { guess_ = user_guess; }
@@ -106,8 +115,6 @@ class branch_and_bound_t {
 
   void set_concurrent_lp_root_solve(bool enable) { enable_concurrent_lp_root_solve_ = enable; }
 
-  bool stop_for_time_limit(mip_solution_t<i_t, f_t>& solution);
-
   // Repair a low-quality solution from the heuristics.
   bool repair_solution(const std::vector<f_t>& leaf_edge_norms,
                        const std::vector<f_t>& potential_solution,
@@ -141,6 +148,9 @@ class branch_and_bound_t {
  private:
   const user_problem_t<i_t, f_t>& original_problem_;
   const simplex_solver_settings_t<i_t, f_t> settings_;
+  std::shared_ptr<detail::clique_table_t<i_t, f_t>> clique_table_;
+  std::future<std::shared_ptr<detail::clique_table_t<i_t, f_t>>> clique_table_future_;
+  std::atomic<bool> signal_extend_cliques_{false};
 
   work_limit_context_t work_unit_context_{"B&B"};