Use augmented system when there are no constraints #765
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/ok to test 718fead |
📝 WalkthroughWalkthroughEnable the barrier solver's augmented-system path when the problem has no linear constraints, and add a unit test that solves a QP with zero constraints to verify correct handling. Changes
Estimated code review effort🎯 2 (Simple) | ⏱️ ~12 minutes 🚥 Pre-merge checks | ✅ 4 | ❌ 1❌ Failed checks (1 warning)
✅ Passed checks (4 passed)
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Actionable comments posted: 1
🤖 Fix all issues with AI agents
In @cpp/tests/qp/unit_tests/no_constraints.cu:
- Around line 1-6: Remove the stray clang-format directive by deleting the
standalone comment "/* clang-format on */" (or if formatting was intentionally
disabled elsewhere, add the matching "/* clang-format off */" before the
region); locate the literal "/* clang-format on */" in no_constraints.cu and
either remove it or pair it with a preceding "/* clang-format off */" to restore
balanced directives.
🧹 Nitpick comments (2)
cpp/src/dual_simplex/barrier.cu (1)
429-522: Verifyform_augmentedhandles zero constraints correctly.The
form_augmented()method appears to handlem=0(zero constraints) gracefully:
- The loop at lines 444-478 builds the primal variable block (-Q - D)
- The loop at lines 480-492 handles the constraint rows (empty when m=0)
- The resulting matrix is still valid and factorizable for unconstrained QPs
However, consider adding a brief comment near line 438 noting that m=0 is a valid case (no constraints), which this function handles by producing an n×n matrix with only the diagonal block.
cpp/tests/qp/unit_tests/no_constraints.cu (1)
58-65: Consider adding edge case coverage.Based on coding guidelines, consider extending test coverage with additional edge cases for no-constraint scenarios:
- Singleton problem: Single variable with Q = [1]
- Unbounded objective: No constraints with purely linear objective (no Q) - should this be handled differently?
- Larger dimensions: Stress test with more variables but still zero constraints
These would strengthen confidence in the augmented system path for degenerate cases.
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📒 Files selected for processing (3)
cpp/src/dual_simplex/barrier.cucpp/tests/qp/CMakeLists.txtcpp/tests/qp/unit_tests/no_constraints.cu
🧰 Additional context used
📓 Path-based instructions (4)
**/*.{cu,cuh}
📄 CodeRabbit inference engine (.github/.coderabbit_review_guide.md)
**/*.{cu,cuh}: Every CUDA kernel launch and memory operation must have error checking with CUDA_CHECK or equivalent verification
Avoid reinventing functionality already available in Thrust, CCCL, or RMM libraries; prefer standard library utilities over custom implementations
Files:
cpp/src/dual_simplex/barrier.cucpp/tests/qp/unit_tests/no_constraints.cu
**/*.cu
📄 CodeRabbit inference engine (.github/.coderabbit_review_guide.md)
**/*.cu: Verify race conditions and correctness of GPU kernel shared memory, atomics, and warp-level operations
Detect inefficient GPU kernel launches with low occupancy or poor memory access patterns; optimize for coalesced memory access and minimize warp divergence in hot paths
Files:
cpp/src/dual_simplex/barrier.cucpp/tests/qp/unit_tests/no_constraints.cu
**/*.{cu,cuh,cpp,hpp,h}
📄 CodeRabbit inference engine (.github/.coderabbit_review_guide.md)
**/*.{cu,cuh,cpp,hpp,h}: Track GPU device memory allocations and deallocations to prevent memory leaks; ensure cudaMalloc/cudaFree balance and cleanup of streams/events
Validate algorithm correctness in optimization logic: simplex pivots, branch-and-bound decisions, routing heuristics, and constraint/objective handling must produce correct results
Check numerical stability: prevent overflow/underflow, precision loss, division by zero/near-zero, and use epsilon comparisons for floating-point equality checks
Validate correct initialization of variable bounds, constraint coefficients, and algorithm state before solving; ensure reset when transitioning between algorithm phases (presolve, simplex, diving, crossover)
Ensure variables and constraints are accessed from the correct problem context (original vs presolve vs folded vs postsolve); verify index mapping consistency across problem transformations
For concurrent CUDA operations (barriers, async operations), explicitly create and manage dedicated streams instead of reusing the default stream; document stream lifecycle
Eliminate unnecessary host-device synchronization (cudaDeviceSynchronize) in hot paths that blocks GPU pipeline; use streams and events for async execution
Assess algorithmic complexity for large-scale problems (millions of variables/constraints); ensure O(n log n) or better complexity, not O(n²) or worse
Verify correct problem size checks before expensive GPU/CPU operations; prevent resource exhaustion on oversized problems
Identify assertions with overly strict numerical tolerances that fail on legitimate degenerate/edge cases (near-zero pivots, singular matrices, empty problems)
Ensure race conditions are absent in multi-GPU code and multi-threaded server implementations; verify proper synchronization of shared state
Refactor code duplication in solver components (3+ occurrences) into shared utilities; for GPU kernels, use templated device functions to avoid duplication
Check that hard-coded GPU de...
Files:
cpp/src/dual_simplex/barrier.cucpp/tests/qp/unit_tests/no_constraints.cu
**/*.{cu,cpp,hpp,h}
📄 CodeRabbit inference engine (.github/.coderabbit_review_guide.md)
Avoid inappropriate use of exceptions in performance-critical GPU operation paths; prefer error codes or CUDA error checking for latency-sensitive code
Files:
cpp/src/dual_simplex/barrier.cucpp/tests/qp/unit_tests/no_constraints.cu
🧠 Learnings (18)
📓 Common learnings
Learnt from: CR
Repo: NVIDIA/cuopt PR: 0
File: .github/.coderabbit_review_guide.md:0-0
Timestamp: 2025-11-25T10:20:49.822Z
Learning: Reduce tight coupling between solver components (presolve, simplex, basis, barrier); increase modularity and reusability of optimization algorithms
Learnt from: chris-maes
Repo: NVIDIA/cuopt PR: 500
File: cpp/src/dual_simplex/scaling.cpp:68-76
Timestamp: 2025-12-04T04:11:12.640Z
Learning: In the cuOPT dual simplex solver, CSR/CSC matrices (including the quadratic objective matrix Q) are required to have valid dimensions and indices by construction. Runtime bounds checking in performance-critical paths like matrix scaling is avoided to prevent slowdowns. Validation is performed via debug-only check_matrix() calls wrapped in #ifdef CHECK_MATRIX.
Learnt from: chris-maes
Repo: NVIDIA/cuopt PR: 602
File: cpp/src/linear_programming/solve.cu:732-742
Timestamp: 2025-12-04T20:09:09.264Z
Learning: In cpp/src/linear_programming/solve.cu, the barrier solver does not currently return INFEASIBLE or UNBOUNDED status. It only returns OPTIMAL, TIME_LIMIT, NUMERICAL_ISSUES, or CONCURRENT_LIMIT.
Learnt from: CR
Repo: NVIDIA/cuopt PR: 0
File: .github/.coderabbit_review_guide.md:0-0
Timestamp: 2025-11-25T10:20:49.822Z
Learning: Applies to **/*test*.{cpp,cu,py} : Add tests for algorithm phase transitions: verify correct initialization of bounds and state when transitioning from presolve to simplex to diving to crossover
Learnt from: CR
Repo: NVIDIA/cuopt PR: 0
File: .github/.coderabbit_review_guide.md:0-0
Timestamp: 2025-11-25T10:20:49.822Z
Learning: Applies to **/*.{cu,cuh,cpp,hpp,h} : Validate correct initialization of variable bounds, constraint coefficients, and algorithm state before solving; ensure reset when transitioning between algorithm phases (presolve, simplex, diving, crossover)
Learnt from: chris-maes
Repo: NVIDIA/cuopt PR: 500
File: cpp/tests/linear_programming/c_api_tests/c_api_test.c:1033-1048
Timestamp: 2025-12-06T00:22:48.638Z
Learning: In cuOPT's quadratic programming API, when a user provides a quadratic objective matrix Q via set_quadratic_objective_matrix or the C API functions cuOptCreateQuadraticProblem/cuOptCreateQuadraticRangedProblem, the API internally computes Q_symmetric = Q + Q^T and the barrier solver uses 0.5 * x^T * Q_symmetric * x. From the user's perspective, the convention is x^T Q x. For a diagonal Q with values [q1, q2, ...], the resulting quadratic terms are q1*x1^2 + q2*x2^2 + ...
Learnt from: CR
Repo: NVIDIA/cuopt PR: 0
File: .github/.coderabbit_review_guide.md:0-0
Timestamp: 2025-11-25T10:20:49.822Z
Learning: Applies to **/*test*.{cpp,cu,py} : Test with free variables, singleton problems, and extreme problem dimensions near resource limits to validate edge case handling
Learnt from: CR
Repo: NVIDIA/cuopt PR: 0
File: .github/.coderabbit_review_guide.md:0-0
Timestamp: 2025-11-25T10:20:49.822Z
Learning: Applies to **/*test*.{cpp,cu,py} : Write tests validating numerical correctness of optimization results (not just 'runs without error'); test degenerate cases (infeasible, unbounded, empty, singleton problems)
Learnt from: CR
Repo: NVIDIA/cuopt PR: 0
File: .github/.coderabbit_review_guide.md:0-0
Timestamp: 2025-11-25T10:20:49.822Z
Learning: Applies to **/*.{cu,cuh,cpp,hpp,h} : Validate algorithm correctness in optimization logic: simplex pivots, branch-and-bound decisions, routing heuristics, and constraint/objective handling must produce correct results
📚 Learning: 2025-11-25T10:20:49.822Z
Learnt from: CR
Repo: NVIDIA/cuopt PR: 0
File: .github/.coderabbit_review_guide.md:0-0
Timestamp: 2025-11-25T10:20:49.822Z
Learning: Applies to **/*.{cu,cuh,cpp,hpp,h} : Check that hard-coded GPU device IDs and resource limits are made configurable; abstract multi-backend support for different CUDA versions
Applied to files:
cpp/tests/qp/CMakeLists.txt
📚 Learning: 2025-11-25T10:20:49.822Z
Learnt from: CR
Repo: NVIDIA/cuopt PR: 0
File: .github/.coderabbit_review_guide.md:0-0
Timestamp: 2025-11-25T10:20:49.822Z
Learning: Applies to **/*test*.{cpp,cu,py} : Add tests for algorithm phase transitions: verify correct initialization of bounds and state when transitioning from presolve to simplex to diving to crossover
Applied to files:
cpp/tests/qp/CMakeLists.txtcpp/src/dual_simplex/barrier.cucpp/tests/qp/unit_tests/no_constraints.cu
📚 Learning: 2025-11-25T10:20:49.822Z
Learnt from: CR
Repo: NVIDIA/cuopt PR: 0
File: .github/.coderabbit_review_guide.md:0-0
Timestamp: 2025-11-25T10:20:49.822Z
Learning: Applies to **/*test*.{cpp,cu,py} : Test with free variables, singleton problems, and extreme problem dimensions near resource limits to validate edge case handling
Applied to files:
cpp/tests/qp/CMakeLists.txtcpp/tests/qp/unit_tests/no_constraints.cu
📚 Learning: 2025-11-25T10:20:49.822Z
Learnt from: CR
Repo: NVIDIA/cuopt PR: 0
File: .github/.coderabbit_review_guide.md:0-0
Timestamp: 2025-11-25T10:20:49.822Z
Learning: Applies to **/*test*.{cpp,cu,py} : Add tests for problem transformations: verify correctness of original→transformed→postsolve mappings and index consistency across problem representations
Applied to files:
cpp/tests/qp/CMakeLists.txtcpp/tests/qp/unit_tests/no_constraints.cu
📚 Learning: 2025-11-25T10:20:49.822Z
Learnt from: CR
Repo: NVIDIA/cuopt PR: 0
File: .github/.coderabbit_review_guide.md:0-0
Timestamp: 2025-11-25T10:20:49.822Z
Learning: Applies to **/*.{cu,cuh,cpp,hpp,h} : Validate algorithm correctness in optimization logic: simplex pivots, branch-and-bound decisions, routing heuristics, and constraint/objective handling must produce correct results
Applied to files:
cpp/tests/qp/CMakeLists.txtcpp/src/dual_simplex/barrier.cucpp/tests/qp/unit_tests/no_constraints.cu
📚 Learning: 2025-11-25T10:20:49.822Z
Learnt from: CR
Repo: NVIDIA/cuopt PR: 0
File: .github/.coderabbit_review_guide.md:0-0
Timestamp: 2025-11-25T10:20:49.822Z
Learning: Applies to **/*test*.{cpp,cu,py} : Ensure test isolation: prevent GPU state, cached memory, and global variables from leaking between test cases; verify each test independently initializes its environment
Applied to files:
cpp/tests/qp/CMakeLists.txt
📚 Learning: 2025-11-25T10:20:49.822Z
Learnt from: CR
Repo: NVIDIA/cuopt PR: 0
File: .github/.coderabbit_review_guide.md:0-0
Timestamp: 2025-11-25T10:20:49.822Z
Learning: Applies to **/*.{cu,cuh,cpp,hpp,h} : Ensure variables and constraints are accessed from the correct problem context (original vs presolve vs folded vs postsolve); verify index mapping consistency across problem transformations
Applied to files:
cpp/tests/qp/CMakeLists.txtcpp/src/dual_simplex/barrier.cucpp/tests/qp/unit_tests/no_constraints.cu
📚 Learning: 2025-11-25T10:20:49.822Z
Learnt from: CR
Repo: NVIDIA/cuopt PR: 0
File: .github/.coderabbit_review_guide.md:0-0
Timestamp: 2025-11-25T10:20:49.822Z
Learning: Applies to **/*test*.{cpp,cu,py} : Write tests validating numerical correctness of optimization results (not just 'runs without error'); test degenerate cases (infeasible, unbounded, empty, singleton problems)
Applied to files:
cpp/tests/qp/CMakeLists.txtcpp/tests/qp/unit_tests/no_constraints.cu
📚 Learning: 2025-11-25T10:20:49.822Z
Learnt from: CR
Repo: NVIDIA/cuopt PR: 0
File: .github/.coderabbit_review_guide.md:0-0
Timestamp: 2025-11-25T10:20:49.822Z
Learning: Applies to **/*benchmark*.{cpp,cu,py} : Include performance benchmarks and regression detection for GPU operations; verify near real-time performance on million-variable problems
Applied to files:
cpp/tests/qp/CMakeLists.txt
📚 Learning: 2025-11-25T10:20:49.822Z
Learnt from: CR
Repo: NVIDIA/cuopt PR: 0
File: .github/.coderabbit_review_guide.md:0-0
Timestamp: 2025-11-25T10:20:49.822Z
Learning: Applies to **/*.{cu,cuh,cpp,hpp,h} : Verify correct problem size checks before expensive GPU/CPU operations; prevent resource exhaustion on oversized problems
Applied to files:
cpp/tests/qp/CMakeLists.txt
📚 Learning: 2025-11-25T10:20:49.822Z
Learnt from: CR
Repo: NVIDIA/cuopt PR: 0
File: .github/.coderabbit_review_guide.md:0-0
Timestamp: 2025-11-25T10:20:49.822Z
Learning: Applies to **/*.{cu,cuh,cpp,hpp,h} : Validate correct initialization of variable bounds, constraint coefficients, and algorithm state before solving; ensure reset when transitioning between algorithm phases (presolve, simplex, diving, crossover)
Applied to files:
cpp/tests/qp/CMakeLists.txtcpp/src/dual_simplex/barrier.cucpp/tests/qp/unit_tests/no_constraints.cu
📚 Learning: 2025-12-04T20:09:09.264Z
Learnt from: chris-maes
Repo: NVIDIA/cuopt PR: 602
File: cpp/src/linear_programming/solve.cu:732-742
Timestamp: 2025-12-04T20:09:09.264Z
Learning: In cpp/src/linear_programming/solve.cu, the barrier solver does not currently return INFEASIBLE or UNBOUNDED status. It only returns OPTIMAL, TIME_LIMIT, NUMERICAL_ISSUES, or CONCURRENT_LIMIT.
Applied to files:
cpp/src/dual_simplex/barrier.cucpp/tests/qp/unit_tests/no_constraints.cu
📚 Learning: 2025-11-25T10:20:49.822Z
Learnt from: CR
Repo: NVIDIA/cuopt PR: 0
File: .github/.coderabbit_review_guide.md:0-0
Timestamp: 2025-11-25T10:20:49.822Z
Learning: Applies to **/*.{cu,cuh,cpp,hpp,h} : Refactor code duplication in solver components (3+ occurrences) into shared utilities; for GPU kernels, use templated device functions to avoid duplication
Applied to files:
cpp/src/dual_simplex/barrier.cu
📚 Learning: 2025-11-25T10:20:49.822Z
Learnt from: CR
Repo: NVIDIA/cuopt PR: 0
File: .github/.coderabbit_review_guide.md:0-0
Timestamp: 2025-11-25T10:20:49.822Z
Learning: Reduce tight coupling between solver components (presolve, simplex, basis, barrier); increase modularity and reusability of optimization algorithms
Applied to files:
cpp/src/dual_simplex/barrier.cu
📚 Learning: 2025-11-25T10:20:49.822Z
Learnt from: CR
Repo: NVIDIA/cuopt PR: 0
File: .github/.coderabbit_review_guide.md:0-0
Timestamp: 2025-11-25T10:20:49.822Z
Learning: Applies to **/*.{cu,cuh,cpp,hpp,h} : Identify assertions with overly strict numerical tolerances that fail on legitimate degenerate/edge cases (near-zero pivots, singular matrices, empty problems)
Applied to files:
cpp/src/dual_simplex/barrier.cucpp/tests/qp/unit_tests/no_constraints.cu
📚 Learning: 2025-12-06T00:22:48.638Z
Learnt from: chris-maes
Repo: NVIDIA/cuopt PR: 500
File: cpp/tests/linear_programming/c_api_tests/c_api_test.c:1033-1048
Timestamp: 2025-12-06T00:22:48.638Z
Learning: In cuOPT's quadratic programming API, when a user provides a quadratic objective matrix Q via set_quadratic_objective_matrix or the C API functions cuOptCreateQuadraticProblem/cuOptCreateQuadraticRangedProblem, the API internally computes Q_symmetric = Q + Q^T and the barrier solver uses 0.5 * x^T * Q_symmetric * x. From the user's perspective, the convention is x^T Q x. For a diagonal Q with values [q1, q2, ...], the resulting quadratic terms are q1*x1^2 + q2*x2^2 + ...
Applied to files:
cpp/tests/qp/unit_tests/no_constraints.cu
📚 Learning: 2025-12-04T04:11:12.640Z
Learnt from: chris-maes
Repo: NVIDIA/cuopt PR: 500
File: cpp/src/dual_simplex/scaling.cpp:68-76
Timestamp: 2025-12-04T04:11:12.640Z
Learning: In the cuOPT dual simplex solver, CSR/CSC matrices (including the quadratic objective matrix Q) are required to have valid dimensions and indices by construction. Runtime bounds checking in performance-critical paths like matrix scaling is avoided to prevent slowdowns. Validation is performed via debug-only check_matrix() calls wrapped in #ifdef CHECK_MATRIX.
Applied to files:
cpp/tests/qp/unit_tests/no_constraints.cu
🧬 Code graph analysis (1)
cpp/tests/qp/unit_tests/no_constraints.cu (2)
cpp/src/linear_programming/cuopt_c.cpp (1)
handle(32-32)cpp/include/cuopt/linear_programming/pdlp/solver_settings.hpp (1)
pdlp_solver_settings_t(66-66)
🔇 Additional comments (3)
cpp/tests/qp/CMakeLists.txt (1)
6-9: LGTM!The new test file is correctly added to the QP_UNIT_TEST target, following the existing pattern. The copyright year update is also appropriate.
cpp/src/dual_simplex/barrier.cu (1)
308-314: Fix correctly addresses the cuDSS failure for zero-constraint problems.Adding
max_row_nz == 0to trigger augmented mode is the right approach. When there are no constraints, ADAT would be an empty matrix (zero nonzeros), which causes cuDSS symbolic factorization to fail during reordering. The augmented system avoids this by including both primal and dual variables in the linear system, ensuring a non-empty matrix even with zero constraints.The inline comment
/* handle case with no constraints */provides helpful context for future maintainers.cpp/tests/qp/unit_tests/no_constraints.cu (1)
28-66: Well-structured test for the no-constraint scenario.The test correctly validates the fix for issue #759:
- Constructs a QP with zero constraints (empty CSR matrix)
- Uses a convex quadratic objective (x₁² + x₂²) with the correct Q convention per the cuOPT API
- Validates both termination status and numerical correctness (objective and primal solution)
- The expected optimal point (0, 0) with objective 0 is mathematically correct
This directly exercises the augmented system path triggered by
max_row_nz == 0in the barrier solver. Based on coding guidelines, the test validates numerical correctness rather than just "runs without error."
|
/ok to test e4eec92 |
|
/ok to test f2384f1 |
|
/merge |
|
/merge |
3 participants
Description
When there are no constraints, ADAT system will result in empty matrix, causing issues in factorizations. This PR fixes this by using augmented system when the constraint matrix is empty.
Issue
Closes #759
Checklist
Summary by CodeRabbit
Bug Fixes
Tests
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