Added HiPdlpWrapper.h/cpp and unit test to run HiPDLP

Author: jajhall

check/TestPdlp.cpp

@@ -329,3 +329,17 @@ TEST_CASE("pdlp-restart-add-row", "[pdlp]") {
   run_status = h.run();
   if (dev_run) h.writeSolution("", 1);
 }
+
+TEST_CASE("hi-pdlp", "[pdlp]") {
+  std::string model = "avgas";
+  std::string model_file =
+      std::string(HIGHS_DIR) + "/check/instances/" + model + ".mps";
+  Highs h;
+  //  h.setOptionValue("output_flag", dev_run);
+  REQUIRE(h.readModel(model_file) == HighsStatus::kOk);
+  h.setOptionValue("solver", kHiPdlpString);
+  h.setOptionValue("kkt_tolerance", kkt_tolerance);
+  HighsStatus run_status = h.run();
+  REQUIRE(run_status == HighsStatus::kOk);
+  REQUIRE(h.getModelStatus() == HighsModelStatus::kOptimal);
+}

cmake/sources-python.cmake

@@ -236,6 +236,7 @@ set(highs_sources_python
     highs/model/HighsModel.cpp
     highs/parallel/HighsTaskExecutor.cpp
     highs/pdlp/CupdlpWrapper.cpp
+    highs/pdlp/HiPdlpWrapper.cpp
     highs/pdlp/hipdlp/linalg.cc
     highs/presolve/HighsPostsolveStack.cpp
     highs/presolve/HighsSymmetry.cpp
@@ -367,6 +368,7 @@ set(highs_headers_python
     highs/parallel/HighsTask.h
     highs/parallel/HighsTaskExecutor.h
     highs/pdlp/CupdlpWrapper.h
+    highs/pdlp/HiPdlpWrapper.h
     highs/presolve/HighsPostsolveStack.h
     highs/presolve/HighsSymmetry.h
     highs/presolve/HPresolve.h

cmake/sources.cmake

@@ -320,6 +320,7 @@ set(highs_sources
     model/HighsModel.cpp
     parallel/HighsTaskExecutor.cpp
     pdlp/CupdlpWrapper.cpp
+    pdlp/HiPdlpWrapper.cpp
     pdlp/hipdlp/linalg.cc
     presolve/HighsPostsolveStack.cpp
     presolve/HighsSymmetry.cpp
@@ -454,6 +455,7 @@ set(highs_headers
     parallel/HighsTask.h
     parallel/HighsTaskExecutor.h
     pdlp/CupdlpWrapper.h
+    pdlp/HiPdlpWrapper.h
     presolve/HighsPostsolveStack.h
     presolve/HighsSymmetry.h
     presolve/HPresolve.h

highs/lp_data/HighsSolve.cpp

@@ -12,6 +12,7 @@
 #include "ipm/IpxWrapper.h"
 #include "lp_data/HighsSolutionDebug.h"
 #include "pdlp/CupdlpWrapper.h"
+#include "pdlp/HiPdlpWrapper.h"
 #include "simplex/HApp.h"
 
 // The method below runs the simplex, IPX, HiPO or PDLP solver on the LP
@@ -68,7 +69,7 @@ HighsStatus solveLp(HighsLpSolverObject& solver_object, const string message) {
     return_status = interpretCallStatus(options.log_options, call_status,
                                         return_status, "solveUnconstrainedLp");
     if (return_status == HighsStatus::kError) return return_status;
-  } else if (use_only_ipm || options.solver == kPdlpString) {
+  } else if (use_only_ipm || usePdlp(options.solver)) {
     // Use IPM or PDLP
     if (use_only_ipm) {
       // Use IPM to solve the LP
@@ -111,16 +112,26 @@ HighsStatus solveLp(HighsLpSolverObject& solver_object, const string message) {
                                             return_status, "solveLpIpx");
       }
     } else {
-      // Use cuPDLP-C to solve the LP
+      // Use cuPDLP-C or HiPDLP to solve the LP
       sub_solver_call_time.num_call[kSubSolverPdlp]++;
       sub_solver_call_time.run_time[kSubSolverPdlp] =
           -solver_object.timer_.read();
-      try {
-        call_status = solveLpCupdlp(solver_object);
-      } catch (const std::exception& exception) {
-        highsLogDev(options.log_options, HighsLogType::kError,
-                    "Exception %s in solveLpCupdlp\n", exception.what());
-        call_status = HighsStatus::kError;
+      if (options.solver == kPdlpString || options.solver == kCuPdlpString) {
+	try {
+	  call_status = solveLpCupdlp(solver_object);
+	} catch (const std::exception& exception) {
+	  highsLogDev(options.log_options, HighsLogType::kError,
+		      "Exception %s in solveLpCupdlp\n", exception.what());
+	  call_status = HighsStatus::kError;
+	}
+      } else {
+	try {
+	  call_status = solveLpHiPdlp(solver_object);
+	} catch (const std::exception& exception) {
+	  highsLogDev(options.log_options, HighsLogType::kError,
+		      "Exception %s in solveHiPdlp\n", exception.what());
+	  call_status = HighsStatus::kError;
+	}
       }
       sub_solver_call_time.run_time[kSubSolverPdlp] +=
           solver_object.timer_.read();
@@ -588,6 +599,10 @@ bool useIpm(const std::string& solver) {
   return solver == kIpmString || solver == kHipoString || solver == kIpxString;
 }
 
+bool usePdlp(const std::string& solver) {
+  return solver == kPdlpString || solver == kHiPdlpString || solver == kCuPdlpString;
+}
+
 // Decide whether to use the HiPO IPM solver
 bool useHipo(const HighsOptions& options,
              const std::string& specific_solver_option, const HighsLp& lp,

highs/lp_data/HighsSolve.h

@@ -21,6 +21,7 @@ HighsStatus solveUnconstrainedLp(const HighsOptions& options, const HighsLp& lp,
 void assessExcessiveBoundCost(const HighsLogOptions log_options,
                               const HighsModel& model);
 bool useIpm(const std::string& solver);
+bool usePdlp(const std::string& solver);
 bool useHipo(const HighsOptions& options,
              const std::string& specific_solver_option, const HighsLp& lp,
              const bool logging = false);

highs/meson.build

@@ -253,6 +253,7 @@ _srcs = [
     'model/HighsModel.cpp',
     'parallel/HighsTaskExecutor.cpp',
     'pdlp/CupdlpWrapper.cpp',
+    'pdlp/HiPdlpWrapper.cpp',
     'presolve/HPresolve.cpp',
     'presolve/HPresolveAnalysis.cpp',
     'presolve/HighsPostsolveStack.cpp',

highs/pdlp/HiPdlpWrapper.cpp

@@ -0,0 +1,30 @@
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/*                                                                       */
+/*    This file is part of the HiGHS linear optimization suite           */
+/*                                                                       */
+/*    Available as open-source under the MIT License                     */
+/*                                                                       */
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/**@file pdlp/HiPdlpWrapper.cpp
+ * @brief
+ * @author Julian Hall
+ */
+#include "pdlp/HiPdlpWrapper.h"
+HighsStatus solveLpHiPdlp(HighsLpSolverObject& solver_object) {
+  return solveLpHiPdlp(solver_object.options_, solver_object.timer_,
+                       solver_object.lp_, solver_object.basis_,
+                       solver_object.solution_, solver_object.model_status_,
+                       solver_object.highs_info_, solver_object.callback_);
+}
+
+HighsStatus solveLpHiPdlp(const HighsOptions& options, HighsTimer& timer,
+                          const HighsLp& lp, HighsBasis& highs_basis,
+                          HighsSolution& highs_solution,
+                          HighsModelStatus& model_status, HighsInfo& highs_info,
+                          HighsCallback& callback) {
+  // Indicate that no imprecise solution has (yet) been found
+  resetModelStatusAndHighsInfo(model_status, highs_info);
+
+  return HighsStatus::kError;
+}
+

highs/pdlp/HiPdlpWrapper.h

@@ -0,0 +1,30 @@
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/*                                                                       */
+/*    This file is part of the HiGHS linear optimization suite           */
+/*                                                                       */
+/*    Available as open-source under the MIT License                     */
+/*                                                                       */
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/**@file pdlp/HiPdlpWrapper.h
+ * @brief
+ */
+#ifndef PDLP_HIPDLP_WRAPPER_H_
+#define PDLP_HIPDLP_WRAPPER_H_
+
+#include <algorithm>
+#include <cassert>
+
+#include "lp_data/HighsSolution.h"
+//#include "pdlp/cupdlp/cupdlp.h"
+
+//typedef enum CONSTRAINT_TYPE { EQ = 0, LEQ, GEQ, BOUND } constraint_type;
+
+HighsStatus solveLpHiPdlp(HighsLpSolverObject& solver_object);
+
+HighsStatus solveLpHiPdlp(const HighsOptions& options, HighsTimer& timer,
+                          const HighsLp& lp, HighsBasis& highs_basis,
+                          HighsSolution& highs_solution,
+                          HighsModelStatus& model_status, HighsInfo& highs_info,
+                          HighsCallback& callback);
+
+#endif