Update cupdlp cpu code with updates to copt/cupdlp

check/CMakeLists.txt

@@ -230,6 +230,57 @@ if (NOT FAST_BUILD OR ALL_TESTS)
   #   "--parallel=on"
       )
 
+  if (UNIX AND NOT APPLE)
+    set(pdlpInstances
+        "25fv47\; 5.50184588\;"
+        "adlittle\; 2.254949631\;"
+        "afiro\;-4.64753143\;"
+        "avgas\;-7.749999999\;"
+        "blending\;-3.19999999\;"
+        "chip\;-9.000000001\;"
+        "e226\;-1.163892906\;"
+        "scrs8\; 9.042969540\;"
+        "sctest\; 5.749999936\;"
+        "shell\; 1.2088253460\;"
+        "stair\;-2.5126695353\;"
+        "standata\; 1.257699499\;"
+        "standgub\; 1.2576994998\;"
+        )
+  elseif(WIN32)
+    # on windows e226 model status is unknown, rel gap e00
+    set(pdlpInstances
+        "25fv47\; 5.50184588\;"
+        "adlittle\; 2.254949631\;"
+        "afiro\;-4.64753143\;"
+        "avgas\;-7.749999999\;"
+        "blending\;-3.19999999\;"
+        "chip\;-9.000000001\;"
+        "scrs8\; 9.042969540\;"
+        "sctest\; 5.749999936\;"
+        "shell\; 1.2088253460\;"
+        "stair\;-2.5126695353\;"
+        "standata\; 1.257699499\;"
+        "standgub\; 1.2576994998\;"
+        )
+  endif()
+
+  set(pdlpMacArmInstances
+      "25fv47\; 5.50184589\;"
+      "adlittle\; 2.254949631\;"
+      "afiro\;-4.64753143\;"
+      "avgas\;-7.749999999\;"
+      "blending\;-3.19999999\;"
+      "chip\;-8.9999988715\;"
+      "e226\;-1.163892\;"
+      "scrs8\; 9.042969540\;"
+      "sctest\; 5.749999936\;"
+      "shell\; 1.2088253460\;"
+    #   "stair\;-2.5126695353\;"
+    #   "standata\; 1.257699499\;" #model status unknown, rel gap e00
+    #   "standgub\; 1.2576994998\;"
+    )
+
+
   # define a macro to add tests
   #
   # add_instancetests takes an instance group and a status
@@ -293,7 +344,8 @@ if (NOT FAST_BUILD OR ALL_TESTS)
 
   add_instancetests(failInstances "Fail")
   add_instancetests(infeasibleInstances "Infeasible")
-  #add_instancetests(unboundedInstances "Unbounded")
+  add_instancetests(unboundedInstances "Unbounded")
+
 
   foreach(instance ${mipInstances})
       list(GET instance 0 name)
@@ -320,6 +372,50 @@ if (NOT FAST_BUILD OR ALL_TESTS)
                   "Solution status   infeasible")
 
       endforeach(setting)
-  endforeach()
+  endforeach(instance)
+
+  if(FAST_BUILD AND NOT APPLE)
+    foreach(instance_pdlp ${pdlpInstances})
+        # add default tests
+        # treat the instance as a tuple (list) of two values
+        list(GET instance_pdlp 0 name_pdlp)
+        list(GET instance_pdlp 1 optval)
+
+        set(inst_pdlp "${HIGHS_SOURCE_DIR}/check/instances/${name_pdlp}.mps")
+
+        add_test(NAME ${name_pdlp}--pdlp COMMAND $<TARGET_FILE:highs-bin> "--solver=pdlp"
+            ${inst_pdlp})
+
+        set_tests_properties (${name_pdlp}--pdlp PROPERTIES
+            PASS_REGULAR_EXPRESSION
+            "Model status        : Optimal")
+
+        set_tests_properties (${name_pdlp}--pdlp PROPERTIES
+            PASS_REGULAR_EXPRESSION
+            "Objective value     : ${optval}")
+    endforeach(instance_pdlp)
+  endif()
+
+  if (FAST_BUILD AND APPLE) 
+    foreach(instance_pdlp ${pdlpMacArmInstances})
+        # add default tests
+        # treat the instance as a tuple (list) of two values
+        list(GET instance_pdlp 0 name_pdlp)
+        list(GET instance_pdlp 1 optval)
+
+        set(inst_pdlp "${HIGHS_SOURCE_DIR}/check/instances/${name_pdlp}.mps")
+
+        add_test(NAME ${name_pdlp}--pdlp COMMAND $<TARGET_FILE:highs-bin> "--solver=pdlp"
+            ${inst_pdlp})
+
+        set_tests_properties (${name_pdlp}--pdlp PROPERTIES
+            PASS_REGULAR_EXPRESSION
+            "Model status        : Optimal")
+
+        set_tests_properties (${name_pdlp}--pdlp PROPERTIES
+            PASS_REGULAR_EXPRESSION
+            "Objective value     : ${optval}")
+    endforeach(instance_pdlp)
+  endif()
 
 endif()

check/TestPdlp.cpp

@@ -26,26 +26,20 @@ TEST_CASE("pdlp-distillation-lp", "[pdlp]") {
   HighsStatus run_status = HighsStatus::kOk;
   // First pass uses (HiGHS default) termination for PDLP solver to
   // satisfy HiGHS primal/dual feasibility tolerances
-  bool optimal = true;
-  for (HighsInt k = 0; k < 2; k++) {
-    if (k == 1) {
-      // In second pass use native termination for PDLP solver,
-      // failing HiGHS optimality test
-      highs.setOptionValue("pdlp_native_termination", true);
-      optimal = false;
-    }
-    run_status = highs.run();
-    if (dev_run) highs.writeSolution("", 1);
-    REQUIRE(std::abs(info.objective_function_value - optimal_objective) <
-            double_equal_tolerance);
-    if (optimal) {
-      REQUIRE(run_status == HighsStatus::kOk);
-      REQUIRE(highs.getModelStatus() == HighsModelStatus::kOptimal);
-    } else {
-      REQUIRE(run_status == HighsStatus::kWarning);
-      REQUIRE(highs.getModelStatus() == HighsModelStatus::kUnknown);
-    }
+  bool optimal = false;
+
+  run_status = highs.run();
+  if (dev_run) highs.writeSolution("", 1);
+  REQUIRE(std::abs(info.objective_function_value - optimal_objective) <
+          double_equal_tolerance);
+  if (optimal) {
+    REQUIRE(run_status == HighsStatus::kOk);
+    REQUIRE(highs.getModelStatus() == HighsModelStatus::kOptimal);
+  } else {
+    REQUIRE(run_status == HighsStatus::kWarning);
+    REQUIRE(highs.getModelStatus() == HighsModelStatus::kUnknown);
   }
+
   HighsInt pdlp_iteration_count = highs.getInfo().pdlp_iteration_count;
   REQUIRE(pdlp_iteration_count > 0);
   REQUIRE(pdlp_iteration_count == 160);

src/lp_data/HighsOptions.h

@@ -335,7 +335,6 @@ struct HighsOptionsStruct {
   HighsInt ipm_iteration_limit;
 
   // Options for PDLP solver
-  bool pdlp_native_termination;
   bool pdlp_scaling;
   HighsInt pdlp_iteration_limit;
   HighsInt pdlp_e_restart_method;
@@ -477,7 +476,6 @@ struct HighsOptionsStruct {
         output_flag(false),
         log_to_console(false),
         ipm_iteration_limit(0),
-        pdlp_native_termination(false),
         pdlp_scaling(false),
         pdlp_iteration_limit(0),
         pdlp_e_restart_method(0),
@@ -1064,12 +1062,6 @@ class HighsOptions : public HighsOptionsStruct {
         &ipm_iteration_limit, 0, kHighsIInf, kHighsIInf);
     records.push_back(record_int);
 
-    record_bool = new OptionRecordBool(
-        "pdlp_native_termination",
-        "Use native termination for PDLP solver: Default = false", advanced,
-        &pdlp_native_termination, false);
-    records.push_back(record_bool);
-
     record_bool = new OptionRecordBool(
         "pdlp_scaling", "Scaling option for PDLP solver: Default = true",
         advanced, &pdlp_scaling, true);

src/pdlp/CupdlpWrapper.cpp

@@ -597,9 +597,6 @@ void getUserParamsFromOptions(const HighsOptions& options,
   //
   ifChangeIntParam[E_RESTART_METHOD] = true;
   intParam[E_RESTART_METHOD] = int(options.pdlp_e_restart_method);
-  //
-  ifChangeIntParam[I_INF_NORM_ABS_LOCAL_TERMINATION] = true;
-  intParam[I_INF_NORM_ABS_LOCAL_TERMINATION] = !options.pdlp_native_termination;
 }
 
 void analysePdlpSolution(const HighsOptions& options, const HighsLp& lp,

src/pdlp/cupdlp/README.md

@@ -6,13 +6,9 @@ This directory contains files from [cuPDLP-C v0.3.0](https://github.com/COPT-Pub
 
 cuPDLP-C terminates when either the current or averaged iterates satisfy primal/dual feasibility, using a 2-norm measure relative to the size of the RHS/costs, and after scaling the LP. 
 
-HiGHS assesses primal/dual feasibility using a infinity-norm absolute measure for the unscaled LP. Thus the cuPDLP-C result frequently fails to satisfy HiGHS primal/dual feasibility. To get around this partially, `iInfNormAbsLocalTermination` has been introduced into cuPDLP-C. 
+HiGHS assesses primal/dual feasibility using a infinity-norm absolute measure for the unscaled LP. Thus the cuPDLP-C result frequently fails to satisfy HiGHS primal/dual feasibility. 
 
-By default, `iInfNormAbsLocalTermination` is false, so that the original cuPDLP-C termination criteria are used.
-
-When `iInfNormAbsLocalTermination` is true, cuPDLP-C terminates only when primal/dual feasibility is satisfied for the infinity-norm absolute measure of the current iterate, so that HiGHS primal/dual feasibility is satisfied. 
-
-However, the cuPDLP-C scaling may still result in the HiGHS tolerances not being satisfied. Users can inspect `HighsInfo` values for the maximum and sum of infeasibilities, and the new `HighsInfo` values measuring the maximum and sum of complementarity violations.
+The cuPDLP-C scaling may result in the HiGHS tolerances not being satisfied. Users can inspect `HighsInfo` values for the maximum and sum of infeasibilities, and the new `HighsInfo` values measuring the maximum and sum of complementarity violations.
 
 ## Preprocessing issue
 

src/pdlp/cupdlp/cupdlp_defs.h

@@ -103,10 +103,8 @@ typedef enum {
   N_LOG_LEVEL,
   N_LOG_INTERVAL,
   IF_PRESOLVE,
-  I_INF_NORM_ABS_LOCAL_TERMINATION,
   N_INT_USER_PARAM
 } CUPDLP_INT_USER_PARAM_INDEX;
-  //#define N_INT_USER_PARAM 12
 typedef enum {
   D_SCALING_LIMIT = 0,
   D_PRIMAL_TOL,
@@ -116,7 +114,6 @@ typedef enum {
   D_TIME_LIM,
   N_FLOAT_USER_PARAM
 } CUPDLP_FLOAT_USER_PARAM_INDEX;
-  //#define N_FLOAT_USER_PARAM 6
 
 // used in sparse matrix-dense vector multiplication
 struct CUPDLP_CUDA_DENSE_VEC {
@@ -182,7 +179,6 @@ struct CUPDLP_SETTINGS {
   cupdlp_float dPrimalTol;
   cupdlp_float dDualTol;
   cupdlp_float dGapTol;
-  cupdlp_int iInfNormAbsLocalTermination;
 
   // max iter and time
   cupdlp_int nIterLim;

src/pdlp/cupdlp/cupdlp_linalg.c

@@ -141,27 +141,6 @@ double nrminf(cupdlp_int n, const double *x, cupdlp_int incx) {
 #endif
 }
 
-cupdlp_int nrminfindex(cupdlp_int n, const double *x, cupdlp_int incx) {
-#ifdef USE_MY_BLAS
-  assert(incx == 1);
-
-  double nrm = 0.0;
-  cupdlp_int index = 0;
-
-  for (int i = 0; i < n; ++i) {
-    double tmp = fabs(x[i]);
-    if (tmp > nrm) {
-      nrm = tmp;
-      index = i;
-    }
-  }
-
-  return index;
-#else
-  return dnrminfindex(n, x, incx);
-#endif
-}
-
 double twoNorm(double *x, cupdlp_int n) { return nrm2(n, x, 1); }
 
 double twoNormSquared(double *x, cupdlp_int n) { return pow(twoNorm(x, n), 2); }
@@ -592,20 +571,6 @@ cupdlp_int cupdlp_twoNorm(CUPDLPwork *w, const cupdlp_int n,
   return 0;
 }
 
-cupdlp_int cupdlp_infNormIndex(CUPDLPwork *w, const cupdlp_int n,
-                               const cupdlp_float *x, cupdlp_int *res) {
-#ifndef CUPDLP_CPU
-#ifndef SFLOAT
-  CHECK_CUBLAS(cublasIdamax(w->cublashandle, n, x, 1, res));
-#else
-  CHECK_CUBLAS(cublasIsamax(w->cublashandle, n, x, 1, res));
-#endif
-#else
-  *res = nrminfindex(n, x, 1);
-#endif
-  return 0;
-}
-
 cupdlp_int cupdlp_scaleVector(CUPDLPwork *w, const cupdlp_float weight,
                               cupdlp_float *x, const cupdlp_int n) {
 #ifndef CUPDLP_CPU

src/pdlp/cupdlp/cupdlp_linalg.h

@@ -27,8 +27,6 @@ double twoNormSquared(double *x, cupdlp_int n);
 
 double infNorm(double *x, cupdlp_int n);
 
-cupdlp_int infNormIndex(double *x, cupdlp_int n);
-
 /*------------------------ new added --------------------*/
 
 double GenNorm(double *x, cupdlp_int n, cupdlp_float p);
@@ -113,12 +111,6 @@ cupdlp_int cupdlp_dot(CUPDLPwork *w, const cupdlp_int n, const cupdlp_float *x,
 cupdlp_int cupdlp_twoNorm(CUPDLPwork *w, const cupdlp_int n,
                           const cupdlp_float *x, cupdlp_float *res);
 
-cupdlp_int cupdlp_infNorm(CUPDLPwork *w, const cupdlp_int n,
-                          const cupdlp_float *x, cupdlp_float *res);
-
-cupdlp_int cupdlp_infNormIndex(CUPDLPwork *w, const cupdlp_int n,
-                               const cupdlp_float *x, cupdlp_int *res);
-
 cupdlp_int cupdlp_scaleVector(CUPDLPwork *w, const cupdlp_float weight,
                               cupdlp_float *x, const cupdlp_int n);