Integrate PSLP presolver in cuOpt

benchmarks/linear_programming/run_mps_files.sh

@@ -1,6 +1,6 @@
 #!/bin/bash
 
-# SPDX-FileCopyrightText: Copyright (c) 2025 NVIDIA CORPORATION & AFFILIATES. All rights reserved.
+# SPDX-FileCopyrightText: Copyright (c) 2025-2026, NVIDIA CORPORATION & AFFILIATES. All rights reserved.
 # SPDX-License-Identifier: Apache-2.0
 
 
@@ -74,6 +74,7 @@ Optional Arguments:
     --n-batches        Number of batches
     --log-to-console   Log to console
     --model-list       File containing a list of models to run
+    --pdlp-tolerances  Tolerances for PDLP solver (default: 1e-4)
     -h, --help         Show this help message and exit
 
 Examples:
@@ -187,6 +188,11 @@ while [[ $# -gt 0 ]]; do
             MODEL_LIST="$2"
             shift 2
             ;;
+        --pdlp-tolerances)
+            echo "PDLP_TOLERANCES: $2"
+            PDLP_TOLERANCES="$2"
+            shift 2
+            ;;
         *)
             echo "Unknown argument: $1"
             print_help
@@ -214,6 +220,7 @@ BATCH_NUM=${BATCH_NUM:-0}
 N_BATCHES=${N_BATCHES:-1}
 LOG_TO_CONSOLE=${LOG_TO_CONSOLE:-true}
 MODEL_LIST=${MODEL_LIST:-}
+PDLP_TOLERANCES=${PDLP_TOLERANCES:-1e-4}
 
 # Validate GPUS_PER_INSTANCE
 if [[ "$GPUS_PER_INSTANCE" != "1" && "$GPUS_PER_INSTANCE" != "2" ]]; then
@@ -413,6 +420,9 @@ worker() {
         if [ -n "$METHOD" ]; then
             args="$args --method $METHOD"
         fi
+        if [ -n "$PDLP_TOLERANCES" ]; then
+            args="$args --absolute-primal-tolerance $PDLP_TOLERANCES --absolute-dual-tolerance $PDLP_TOLERANCES --relative-primal-tolerance $PDLP_TOLERANCES --relative-dual-tolerance $PDLP_TOLERANCES --absolute-gap-tolerance $PDLP_TOLERANCES --relative-gap-tolerance $PDLP_TOLERANCES"
+        fi
 
         CUDA_VISIBLE_DEVICES=$gpu_devices cuopt_cli "$mps_file" --time-limit $TIME_LIMIT $args
     done

cpp/CMakeLists.txt

@@ -230,6 +230,24 @@ option(LUSOL "Disable LUSOL" OFF)
 
 FetchContent_MakeAvailable(papilo)
 
+# PSLP - Lightweight C presolver for linear programs
+# https://github.com/dance858/PSLP
+FetchContent_Declare(
+  pslp
+  GIT_REPOSITORY "https://github.com/dance858/PSLP.git"
+  GIT_TAG "v0.0.4"
+  GIT_PROGRESS TRUE
+  EXCLUDE_FROM_ALL
+  SYSTEM
+)
+
+# Build PSLP as static to embed in cuopt (avoids runtime library path issues)
+set(BUILD_SHARED_LIBS_SAVED ${BUILD_SHARED_LIBS})
+set(BUILD_SHARED_LIBS OFF)
+FetchContent_MakeAvailable(pslp)
+set(BUILD_SHARED_LIBS ${BUILD_SHARED_LIBS_SAVED})
+
+
 include(${rapids-cmake-dir}/cpm/rapids_logger.cmake)
 # generate logging macros
 rapids_cpm_rapids_logger(BUILD_EXPORT_SET cuopt-exports INSTALL_EXPORT_SET cuopt-exports)
@@ -287,7 +305,11 @@ add_library(cuopt::cuopt ALIAS cuopt)
 # - include paths ---------------------------------------------------------------------------------
 message(STATUS "target include directories CUDSS_INCLUDES = ${CUDSS_INCLUDE}")
 
-target_include_directories(cuopt SYSTEM PRIVATE "${papilo_SOURCE_DIR}/src" "${papilo_BINARY_DIR}")
+target_include_directories(cuopt SYSTEM PRIVATE
+  "${papilo_SOURCE_DIR}/src"
+  "${papilo_BINARY_DIR}"
+  "${pslp_SOURCE_DIR}/include"
+)
 
 target_include_directories(cuopt
   PRIVATE
@@ -303,6 +325,10 @@ target_include_directories(cuopt
   ${CUDSS_INCLUDE}
 )
 
+# Link PSLP by file to avoid export dependency tracking
+target_link_libraries(cuopt PRIVATE $<TARGET_FILE:PSLP>)
+add_dependencies(cuopt PSLP)
+
 # ##################################################################################################
 # - link libraries --------------------------------------------------------------------------------
 

cpp/include/cuopt/linear_programming/constants.h

@@ -129,4 +129,9 @@
 #define CUOPT_OUT_OF_MEMORY    5
 #define CUOPT_RUNTIME_ERROR    6
 
+#define CUOPT_PRESOLVE_DEFAULT -1
+#define CUOPT_PRESOLVE_OFF     0
+#define CUOPT_PRESOLVE_PAPILO  1
+#define CUOPT_PRESOLVE_PSLP    2
+
 #endif  // CUOPT_CONSTANTS_H

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

@@ -107,7 +107,7 @@ class mip_solver_settings_t {
   /** Initial primal solutions */
   std::vector<std::shared_ptr<rmm::device_uvector<f_t>>> initial_solutions;
   bool mip_scaling = false;
-  bool presolve    = true;
+  presolver_t presolver{presolver_t::Default};
   // this is for extracting info from different places of the solver during
   // benchmarks
   benchmark_info_t* benchmark_info_ptr = nullptr;

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

@@ -10,6 +10,7 @@
 #include <cuopt/linear_programming/constants.h>
 #include <cuopt/linear_programming/pdlp/pdlp_hyper_params.cuh>
 #include <cuopt/linear_programming/pdlp/pdlp_warm_start_data.hpp>
+#include <cuopt/linear_programming/utilities/internals.hpp>
 #include <optional>
 #include <raft/core/device_span.hpp>
 #include <rmm/device_uvector.hpp>
@@ -225,7 +226,7 @@ class pdlp_solver_settings_t {
   bool eliminate_dense_columns{true};
   bool save_best_primal_so_far{false};
   bool first_primal_feasible{false};
-  bool presolve{false};
+  presolver_t presolver{presolver_t::Default};
   bool dual_postsolve{true};
   int num_gpus{1};
   method_t method{method_t::Concurrent};

cpp/include/cuopt/linear_programming/utilities/internals.hpp

@@ -12,6 +12,7 @@
 #include <string_view>
 #include <type_traits>
 
+#include <cuopt/linear_programming/constants.h>
 namespace cuopt {
 namespace internals {
 
@@ -111,5 +112,23 @@ struct parameter_info_t<std::string> {
   std::string default_value;
 };
 
+/**
+ * @brief Enum representing the different presolvers that can be used to solve the
+ * linear programming problem.
+ *
+ * Default: Use the default presolver.
+ * None: No presolver.
+ * Papilo: Use the Papilo presolver.
+ * PSLP: Use the PSLP presolver.
+ *
+ * @note Default presolver is None.
+ */
+enum presolver_t : int {
+  Default = CUOPT_PRESOLVE_DEFAULT,
+  None    = CUOPT_PRESOLVE_OFF,
+  Papilo  = CUOPT_PRESOLVE_PAPILO,
+  PSLP    = CUOPT_PRESOLVE_PSLP
+};
+
 }  // namespace linear_programming
 }  // namespace cuopt

cpp/src/dual_simplex/barrier.cu

@@ -1153,14 +1153,14 @@ class iteration_data_t {
     }
 #ifdef HISTOGRAM
     settings.log.printf("Row Nz  # rows\n");
-    for (i_t k = 0; k < m; k++) {
+    for (i_t k = 0; k < n; k++) {
       if (histogram_row[k] > 0) { settings.log.printf("%6d %6d\n", k, histogram_row[k]); }
     }
 #endif
 
     n_dense_rows = 0;
     for (i_t k = 0; k < m; k++) {
-      if (histogram_row[k] > .1 * n) { n_dense_rows++; }
+      if (row_nz[k] > .1 * n) { n_dense_rows++; }
     }
 
     for (i_t k = 0; k < m; k++) {