Use a single dual simplex pivot to initialize pseudocost#963
Use a single dual simplex pivot to initialize pseudocost#963chris-maes wants to merge 1 commit intoNVIDIA:mainfrom
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📝 WalkthroughWalkthroughThis pull request extends the branch-and-bound strong branching mechanism to pass dual variables (y, z) and basis tracking structures (basic_list, nonbasic_list) through the branching pipeline. It introduces new objective estimation functions in pseudo-costs for computing down/up branch estimates and refactors phase2 reduced cost computation into explicit template functions, supporting an expanded parameter range for batch PDLP strong branching. Changes
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Actionable comments posted: 1
🧹 Nitpick comments (5)
cpp/src/math_optimization/solver_settings.cu (1)
102-102: Document the new non-PDLP mode behind this setting.Line 102 now accepts
2, but the setting name and raw bounds alone do not tell callers that this is the new single-pivot estimator rather than another PDLP variant. A nearby comment or named constants for0/1/2would make this much easier to configure correctly.🤖 Prompt for AI Agents
Verify each finding against the current code and only fix it if needed. In `@cpp/src/math_optimization/solver_settings.cu` at line 102, The entry for CUOPT_MIP_BATCH_PDLP_STRONG_BRANCHING now accepts value 2 but lacks documentation that 2 is the new single-pivot estimator; update the code around the setting (CUOPT_MIP_BATCH_PDLP_STRONG_BRANCHING and mip_settings.mip_batch_pdlp_strong_branching) to document the three modes and their meanings (e.g. 0=off/legacy, 1=PDLP, 2=single-pivot estimator) by adding a brief comment and/or introducing named constants/enums (or constexpr values) for 0/1/2, and replace raw numeric bounds/usages with those symbols so callers can configure the mode unambiguously.cpp/src/dual_simplex/phase2.cpp (1)
122-126: Use a tolerance when deciding whetherdelta_z[j]is structurally nonzero.Line 123 uses exact
dot != 0.0on a floating-point dot product. The sparse path already applies a numerical cutoff, so this dense branch should use a shared threshold as well; otherwise the 30% switch can changedelta_z_indicesbookkeeping purely because of roundoff.As per coding guidelines, "Check numerical stability: prevent overflow/underflow, precision loss, division by zero/near-zero, and use epsilon comparisons for floating-point equality checks."
🤖 Prompt for AI Agents
Verify each finding against the current code and only fix it if needed. In `@cpp/src/dual_simplex/phase2.cpp` around lines 122 - 126, The check for structural nonzero should use a numeric tolerance instead of exact comparison: replace the exact test `dot != 0.0` with a magnitude comparison like `fabs(dot) > tol` (or `std::abs(dot) > tol`) and reuse the same cutoff used by the sparse path (or a shared `tol`/`epsilon` constant) so delta_z, delta_z_indices and delta_z_mark updates are consistent; ensure the chosen tolerance is defined/co-located with the sparse cutoff and applied exactly where `delta_z[j] = -dot;` is followed by pushing to `delta_z_indices` and setting `delta_z_mark[j]`.cpp/src/branch_and_bound/pseudo_costs.cpp (3)
169-184: Guard or remove debug logging in hot path.These
log.printfcalls execute unconditionally for every fractional variable during pseudo-cost estimation. For problems with many fractional variables, this could generate excessive output and impact performance.Consider guarding these with a debug flag or conditional compilation:
♻️ Suggested fix
- settings.log.printf("Down branch %d. Step length: %e. Objective estimate: %e. Delta obj: %e. Root obj: %e.\n", variable_j, step_length, down_obj, delta_obj, root_obj); + settings.log.debug("Down branch %d. Step length: %e. Objective estimate: %e. Delta obj: %e. Root obj: %e.\n", variable_j, step_length, down_obj, delta_obj, root_obj); ... - settings.log.printf("Up branch %d. Step length: %e. Objective estimate: %e. Delta obj: %e. Root obj: %e.\n", variable_j, step_length, up_obj, delta_obj, root_obj); + settings.log.debug("Up branch %d. Step length: %e. Objective estimate: %e. Delta obj: %e. Root obj: %e.\n", variable_j, step_length, up_obj, delta_obj, root_obj);🤖 Prompt for AI Agents
Verify each finding against the current code and only fix it if needed. In `@cpp/src/branch_and_bound/pseudo_costs.cpp` around lines 169 - 184, The unconditional settings.log.printf calls in pseudo-cost estimation (the two prints around "Down branch" and "Up branch" near variable_j, step_length, up_obj, delta_obj, root_obj) are in a hot path and should be guarded or removed; update the code around those log.printf calls to only execute when a debug flag or verbose setting is enabled (e.g., check a settings.debug or settings.verbose boolean or use a conditional compilation macro) so the prints run only when debugging, or remove them entirely if not needed, ensuring the rest of compute_step_length, delta_z manipulation, and variables like delta_z_indices and variable_j remain unchanged.
172-177: Dead assignment:direction = 1is unused.The
directionvariable is assigned to1but never used afterward—the code directly negatesdelta_zfor the up branch computation. This is minor but could be cleaned up.♻️ Remove unused assignment
// Up branch - direction = 1; // Negate delta_z for (i_t j : delta_z_indices)🤖 Prompt for AI Agents
Verify each finding against the current code and only fix it if needed. In `@cpp/src/branch_and_bound/pseudo_costs.cpp` around lines 172 - 177, The assignment to direction in pseudo_costs.cpp is dead — remove the unused statement "direction = 1" (or, if intended, use the variable in the up-branch logic) and keep the explicit negation loop over delta_z_indices as-is; update or delete the variable declaration/assignment related to direction so no unused local remains (look for the symbol direction and the loop using delta_z and delta_z_indices).
248-256: Add defensive check for non-basic fractional variables.If a fractional variable
jis not in the basis (edge case due to numerical issues),basic_map[j]would be-1, and passing this tosingle_pivot_objective_estimatewould result in undefined behavior when constructing the sparse vectore_kwith index-1.While fractional integer variables should always be basic in LP solutions, a defensive assertion would catch unexpected edge cases:
🛡️ Proposed defensive check
for (i_t k = 0; k < fractional.size(); k++) { const i_t j = fractional[k]; + cuopt_assert(basic_map[j] >= 0, + "Fractional variable %d is not basic - cannot estimate pseudo-cost", + j); objective_estimate_t<f_t> estimate = single_pivot_objective_estimate(lp,Or alternatively, skip variables that aren't basic:
for (i_t k = 0; k < fractional.size(); k++) { const i_t j = fractional[k]; + if (basic_map[j] < 0) { + // Variable is not basic - skip estimation + pc.strong_branch_down[k] = 0; + pc.strong_branch_up[k] = 0; + continue; + } objective_estimate_t<f_t> estimate = single_pivot_objective_estimate(...);🤖 Prompt for AI Agents
Verify each finding against the current code and only fix it if needed. In `@cpp/src/branch_and_bound/pseudo_costs.cpp` around lines 248 - 256, The loop over fractional variables must guard against non-basic indices: check basic_map[j] before calling single_pivot_objective_estimate and handle basic_map[j] == -1 (e.g., in debug builds assert that basic_map[j] >= 0, and in normal/production builds skip that j with continue or log and continue) to avoid passing -1 into single_pivot_objective_estimate (which constructs e_k). Modify the loop that iterates fractional[k] (variable j) to perform if (basic_map[j] < 0) { /* debug: assert(false); */ continue; } before calling single_pivot_objective_estimate.
🤖 Prompt for all review comments with AI agents
Verify each finding against the current code and only fix it if needed.
Inline comments:
In `@cpp/src/dual_simplex/phase2.cpp`:
- Around line 183-192: The CHECK_CHANGE_IN_REDUCED_COST macro in
compute_delta_z() references lp, basic_list, and nonbasic_list which are out of
scope; move the verification out of compute_delta_z() into its caller (where lp,
basic_list, nonbasic_list are available) or add those variables as parameters to
compute_delta_z(); specifically either (A) remove the macro call from
compute_delta_z() and invoke phase2::compute_reduced_cost_update(lp, basic_list,
nonbasic_list, delta_y_dense, leaving_index, direction, delta_z_mark_check,
delta_z_indices_check, delta_z_check, work_estimate) (or a dedicated
CHECK_CHANGE_IN_REDUCED_COST call) in the caller after compute_delta_z()
returns, or (B) extend compute_delta_z() signature to accept lp, basic_list,
nonbasic_list and use them inside the function to evaluate the macro—pick the
approach that preserves encapsulation and compilation.
---
Nitpick comments:
In `@cpp/src/branch_and_bound/pseudo_costs.cpp`:
- Around line 169-184: The unconditional settings.log.printf calls in
pseudo-cost estimation (the two prints around "Down branch" and "Up branch" near
variable_j, step_length, up_obj, delta_obj, root_obj) are in a hot path and
should be guarded or removed; update the code around those log.printf calls to
only execute when a debug flag or verbose setting is enabled (e.g., check a
settings.debug or settings.verbose boolean or use a conditional compilation
macro) so the prints run only when debugging, or remove them entirely if not
needed, ensuring the rest of compute_step_length, delta_z manipulation, and
variables like delta_z_indices and variable_j remain unchanged.
- Around line 172-177: The assignment to direction in pseudo_costs.cpp is dead —
remove the unused statement "direction = 1" (or, if intended, use the variable
in the up-branch logic) and keep the explicit negation loop over delta_z_indices
as-is; update or delete the variable declaration/assignment related to direction
so no unused local remains (look for the symbol direction and the loop using
delta_z and delta_z_indices).
- Around line 248-256: The loop over fractional variables must guard against
non-basic indices: check basic_map[j] before calling
single_pivot_objective_estimate and handle basic_map[j] == -1 (e.g., in debug
builds assert that basic_map[j] >= 0, and in normal/production builds skip that
j with continue or log and continue) to avoid passing -1 into
single_pivot_objective_estimate (which constructs e_k). Modify the loop that
iterates fractional[k] (variable j) to perform if (basic_map[j] < 0) { /* debug:
assert(false); */ continue; } before calling single_pivot_objective_estimate.
In `@cpp/src/dual_simplex/phase2.cpp`:
- Around line 122-126: The check for structural nonzero should use a numeric
tolerance instead of exact comparison: replace the exact test `dot != 0.0` with
a magnitude comparison like `fabs(dot) > tol` (or `std::abs(dot) > tol`) and
reuse the same cutoff used by the sparse path (or a shared `tol`/`epsilon`
constant) so delta_z, delta_z_indices and delta_z_mark updates are consistent;
ensure the chosen tolerance is defined/co-located with the sparse cutoff and
applied exactly where `delta_z[j] = -dot;` is followed by pushing to
`delta_z_indices` and setting `delta_z_mark[j]`.
In `@cpp/src/math_optimization/solver_settings.cu`:
- Line 102: The entry for CUOPT_MIP_BATCH_PDLP_STRONG_BRANCHING now accepts
value 2 but lacks documentation that 2 is the new single-pivot estimator; update
the code around the setting (CUOPT_MIP_BATCH_PDLP_STRONG_BRANCHING and
mip_settings.mip_batch_pdlp_strong_branching) to document the three modes and
their meanings (e.g. 0=off/legacy, 1=PDLP, 2=single-pivot estimator) by adding a
brief comment and/or introducing named constants/enums (or constexpr values) for
0/1/2, and replace raw numeric bounds/usages with those symbols so callers can
configure the mode unambiguously.
ℹ️ Review info
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📒 Files selected for processing (6)
cpp/src/branch_and_bound/branch_and_bound.cppcpp/src/branch_and_bound/pseudo_costs.cppcpp/src/branch_and_bound/pseudo_costs.hppcpp/src/dual_simplex/phase2.cppcpp/src/dual_simplex/phase2.hppcpp/src/math_optimization/solver_settings.cu
| phase2::compute_reduced_cost_update(lp, | ||
| basic_list, | ||
| nonbasic_list, | ||
| delta_y_dense, | ||
| leaving_index, | ||
| direction, | ||
| delta_z_mark_check, | ||
| delta_z_indices_check, | ||
| delta_z_check, | ||
| work_estimate); |
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CHECK_CHANGE_IN_REDUCED_COST macro references variables out of scope in compute_delta_z().
Lines 183-192 reference lp, basic_list, and nonbasic_list which are not parameters of compute_delta_z() and therefore unavailable when this function is called. The macro is uncompilable as written. Move this verification logic to the caller or pass these variables through function parameters.
🤖 Prompt for AI Agents
Verify each finding against the current code and only fix it if needed.
In `@cpp/src/dual_simplex/phase2.cpp` around lines 183 - 192, The
CHECK_CHANGE_IN_REDUCED_COST macro in compute_delta_z() references lp,
basic_list, and nonbasic_list which are out of scope; move the verification out
of compute_delta_z() into its caller (where lp, basic_list, nonbasic_list are
available) or add those variables as parameters to compute_delta_z();
specifically either (A) remove the macro call from compute_delta_z() and invoke
phase2::compute_reduced_cost_update(lp, basic_list, nonbasic_list,
delta_y_dense, leaving_index, direction, delta_z_mark_check,
delta_z_indices_check, delta_z_check, work_estimate) (or a dedicated
CHECK_CHANGE_IN_REDUCED_COST call) in the caller after compute_delta_z()
returns, or (B) extend compute_delta_z() signature to accept lp, basic_list,
nonbasic_list and use them inside the function to evaluate the macro—pick the
approach that preserves encapsulation and compilation.
anandhkb
added
non-breaking
…change estimate via dual simplex single pivot (NVIDIA#963).
| workspace, | ||
| delta_z, | ||
| work_estimate); | ||
| pc.strong_branch_down[k] = estimate.down_obj; |
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For the pseudocost initilization, should be strong_branch_down/up set to the objective change instead of the objective? This matches the other code paths.
| i_t delta_y_nz0 = 0; | ||
| const i_t nz_delta_y = delta_y.i.size(); | ||
| for (i_t k = 0; k < nz_delta_y; k++) { | ||
| if (std::abs(delta_y.x[k]) > 1e-12) { delta_y_nz0++; } |
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nitpick: replaced 1E-12 with zero_tol from simplex_settings.
| i_t m = lp.num_rows; | ||
| i_t n = lp.num_cols; | ||
|
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||
| csc_matrix_t<i_t, f_t> A_transpose(m, n, 0); |
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We are using lp_problem_t so it is visible across the entire code?
3 participants
This is an alternative to using strong branching to initialize pseudocosts.
This may also be used to rank candidates for reliability branching.