inst/HiGHS/src/pdlp/cupdlp/README.md

In highs: 'HiGHS' Optimization Solver

cuPDLP-C observations

This directory contains files from cuPDLP-C v0.3.0. Below are some issues experienced when integrating them into HiGHS.

Termination of cuPDLP-C

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.

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.

Preprocessing issue

The following line is not recognised by g++,

if !(CUPDLP_CPU)

so I've had to replace all ocurrences by

ifndef CUPDLP_CPU

This yields a compiler warning about "extra tokens at end of #ifndef directive" in the case of the following, but it's not a problem for now, as CUPDLP_CPU is set

ifndef CUPDLP_CPU & USE_KERNELS

cmake issues

CUPDLP_CPU and CUPDLP_DEBUG should both set when building. However, they are not recognised so are forced by the following lines in cupdlp_defs.h

define CUPDLP_CPU

define CUPDLP_DEBUG (1)

Use of macro definitions within C++

When definitions in glbopts.h such as the following are used in CupdlpWrapper.cpp there is a g++ compiler error, because typeof isn't recognised

define CUPDLP_INIT(var, size) \

{ \ (var) = (typeof(var))malloc((size) * sizeof(typeof(*var))); \ if ((var) == cupdlp_NULL) { \ retcode = RETCODE_FAILED; \ goto exit_cleanup; \ } \ }

Hence there is a set of type-specific definitions in CupdlpWrapper.h, such as

define cupdlp_init_double(var, size)\

{\ (var) = (double*)malloc((size) * sizeof(double));\ }

C methods not picked up by g++

Three methods double infNorm(double *x, cupdlp_int n); void cupdlp_haslb(cupdlp_float *haslb, const cupdlp_float *lb, const cupdlp_float bound, const cupdlp_int len); * void cupdlp_hasub(cupdlp_float *hasub, const cupdlp_float *ub, const cupdlp_float bound, const cupdlp_int len);

are declared in cupdlp_linalg.h and defined in cupdlp_linalg.c but not picked up by g++. Hence duplicate methods are declared and defined in CupdlpWrapper.h and CupdlpWrapper.cpp.

Use of macro definitions within C

Although the macro definitions in glbopts.h are fine when used in C under Linux, they cause the following compiler errors on Windows.

error C2146: syntax error: missing ';' before identifier 'calloc' (or 'malloc')

In HiGHS, all the macros using typeof have been replaced by multiple type-specific macros

Problem with sys/time.h

The HiGHS branch add-pdlp compiles and runs fine on @jajhall's Linux machine, but CI tests on GitHub fail utterly due to sys/time.h not being found. Until this is fixed, or HiGHS passes its own timer for use within cuPDLP-c, timing within cuPDLP-c can be disabled using the compiler directive CUPDLP_TIMER. By default this is defined, so the cuPDLP-c is retained.

Controlling the cuPDLP-c logging

As a research code, cuPDLP-c naturally produces a lot of logging output. HiGHS must be able to run with less logging output, or completely silently. This is achieved using the nLogLevel parameter in cuPDLP-c.

By default, nLogLevel is 2, so all the original cuPDLP-c logging is produced.

• If nLogLevel is 1, then the cuPDLP-c logging is less verbose
• If nLogLevel is 0, then there is no cuPDLP-c logging

A related issue is the use of fp and fp_sol. HiGHS won't be using these, so sets them to null pointers. cuPDLP-c already doesn't print the solution if fp_sol is a null pointer, so the call to writeJson(fp, pdhg); is now conditional on if (fp).

Handling infeasible or unbounded problems

cuPDLP-c now terminates with status INFEASIBLE_OR_UNBOUNDED for the infeasible and unbounded LPs in unit tests pdlp-infeasible-lp and pdlp-unbounded-lp in highs/check/TestPdlp.cpp. In the case of the unbounded LP, PDLP identifies a primal feasible point, so unboundedness can be deduced. This is done in `HighsSolve.cpp:131.

Returning the iteration count

The cuPDLP-c iteration count is held in pdhg->timers->nIter, but pdhg is destroyed in LP_SolvePDHG, so cupdlp_int* num_iter has been added to the parameter list of this method.

To be done

• Make CupldlpWrapper.cpp look more like C++ than C

+## Using a GPU + +### Install CUDA + + sudo apt update && sudo apt upgrade + sudo apt autoremove nvidia --purge + sudo apt update && sudo apt upgrade + nvcc --version + sudo apt install nvidia-cuda-toolkit + +### Building PDLP + +export HIGHS_HOME=/home/jajhall/install +export CUDA_HOME=/usr/lib/cuda + + + +

highs documentation built on April 4, 2025, 3:23 a.m.