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jajhalljajhall
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Now included all necessary HiPDLP code, and commented out matrix preprocessing that's not c++11 compliant
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15 files changed

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‎cmake/sources-python.cmake‎

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@@ -238,6 +238,11 @@ set(highs_sources_python
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highs/pdlp/CupdlpWrapper.cpp
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highs/pdlp/HiPdlpWrapper.cpp
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highs/pdlp/hipdlp/linalg.cc
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highs/pdlp/hipdlp/logger.cc
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highs/pdlp/hipdlp/pdhg.cc
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highs/pdlp/hipdlp/restart.cc
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highs/pdlp/hipdlp/scaling.cc
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highs/pdlp/hipdlp/step.cc
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highs/presolve/HighsPostsolveStack.cpp
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highs/presolve/HighsSymmetry.cpp
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highs/presolve/HPresolve.cpp
@@ -369,6 +374,13 @@ set(highs_headers_python
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highs/parallel/HighsTaskExecutor.h
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highs/pdlp/CupdlpWrapper.h
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highs/pdlp/HiPdlpWrapper.h
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highs/pdlp/hipdlp/linalg.hpp
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highs/pdlp/hipdlp/logger.hpp
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highs/pdlp/hipdlp/pdhg.hpp
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highs/pdlp/hipdlp/restart.hpp
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highs/pdlp/hipdlp/scaling.hpp
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highs/pdlp/hipdlp/solver_results.hpp
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highs/pdlp/hipdlp/step.hpp
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highs/presolve/HighsPostsolveStack.h
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highs/presolve/HighsSymmetry.h
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highs/presolve/HPresolve.h

‎cmake/sources.cmake‎

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@@ -322,6 +322,11 @@ set(highs_sources
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pdlp/CupdlpWrapper.cpp
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pdlp/HiPdlpWrapper.cpp
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pdlp/hipdlp/linalg.cc
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pdlp/hipdlp/logger.cc
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pdlp/hipdlp/pdhg.cc
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pdlp/hipdlp/restart.cc
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pdlp/hipdlp/scaling.cc
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pdlp/hipdlp/step.cc
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presolve/HighsPostsolveStack.cpp
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presolve/HighsSymmetry.cpp
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presolve/HPresolve.cpp
@@ -456,6 +461,13 @@ set(highs_headers
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parallel/HighsTaskExecutor.h
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pdlp/CupdlpWrapper.h
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pdlp/HiPdlpWrapper.h
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pdlp/hipdlp/linalg.hpp
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pdlp/hipdlp/logger.hpp
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pdlp/hipdlp/pdhg.hpp
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pdlp/hipdlp/restart.hpp
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pdlp/hipdlp/scaling.hpp
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pdlp/hipdlp/solver_results.hpp
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pdlp/hipdlp/step.hpp
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presolve/HighsPostsolveStack.h
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presolve/HighsSymmetry.h
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presolve/HPresolve.h

‎highs/meson.build‎

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@@ -254,6 +254,12 @@ _srcs = [
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'parallel/HighsTaskExecutor.cpp',
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'pdlp/CupdlpWrapper.cpp',
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'pdlp/HiPdlpWrapper.cpp',
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'pdlp/hipdlp/linalg.cc',
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'pdlp/hipdlp/logger.cc',
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'pdlp/hipdlp/pdhg.cc',
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'pdlp/hipdlp/restart.cc',
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'pdlp/hipdlp/scaling.cc',
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'pdlp/hipdlp/step.cc',
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'presolve/HPresolve.cpp',
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'presolve/HPresolveAnalysis.cpp',
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'presolve/HighsPostsolveStack.cpp',

‎highs/pdlp/HiPdlpWrapper.cpp‎

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@@ -10,6 +10,10 @@
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* @author Julian Hall
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*/
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#include "pdlp/HiPdlpWrapper.h"
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#include "pdlp/hipdlp/restart.hpp"
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void getHiPpdlpParamsFromOptions(const HighsOptions& options);
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HighsStatus solveLpHiPdlp(HighsLpSolverObject& solver_object) {
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return solveLpHiPdlp(solver_object.options_, solver_object.timer_,
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solver_object.lp_, solver_object.basis_,
@@ -25,6 +29,49 @@ HighsStatus solveLpHiPdlp(const HighsOptions& options, HighsTimer& timer,
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// Indicate that no imprecise solution has (yet) been found
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resetModelStatusAndHighsInfo(model_status, highs_info);
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return HighsStatus::kError;
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}
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void getHiPpdlpParamsFromOptions(const HighsOptions& options, PrimalDualParams& params) {
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params.initialise();
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params.tolerance = 1e-4;
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params.max_iterations = 40000;
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}
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void PrimalDualParams::initialise() {
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this->eta = 0 ;
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this->omega = 0;
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this->tolerance = 0;
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this->max_iterations = 0;
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this->device_type = Device::CPU;
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this->time_limit = 3600.0;
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this->restart_strategy = RestartStrategy::NO_RESTART;
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this->fixed_restart_interval = 0;
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this->use_halpern_restart = false;
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this->scaling_method = ScalingMethod::NONE;
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this->use_ruiz_scaling = false;
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this->use_pc_scaling = false;
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this->use_l2_scaling = false;
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this->ruiz_iterations = 10;
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this->ruiz_norm = INFINITY;
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this->pc_alpha = 1.0;
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this->step_size_strategy = StepSizeStrategy::FIXED;
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this->malitsky_pock_params.initialise();
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this->adaptive_linesearch_params.initialise();
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}
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void MalitskyPockParams::initialise() {
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this->step_size_interpolation = 0.5; // Between 0 and 1
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this->step_size_downscaling_factor = 0.7;
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this->linesearch_contraction_factor = 0.99;
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}
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void AdaptiveLinesearchParams::initialise() {
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this->step_size_reduction_exponent = 0.3;
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this->step_size_growth_exponent = 0.6;
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}
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‎highs/pdlp/hipdlp/logger.cc‎

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#include "logger.hpp"
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#include <iostream>
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#include <sstream>
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#include <map>
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// Helper to convert enums to strings for pretty printing
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template<typename T>
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std::string enum_to_string(T e, const std::map<T, std::string>& map) {
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auto it = map.find(e);
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return it != map.end() ? it->second : "UNKNOWN";
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}
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// Timer implementation
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Timer::Timer() { reset(); }
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void Timer::reset() { start_time_ = std::chrono::high_resolution_clock::now(); }
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double Timer::read() {
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auto end_time = std::chrono::high_resolution_clock::now();
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std::chrono::duration<double> elapsed = end_time - start_time_;
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return elapsed.count();
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}
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// Logger implementation
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Logger::Logger(LogLevel level) : console_level_(level) {}
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void Logger::set_log_file(const std::string& filename) {
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log_file_.open(filename, std::ios::out | std::ios::trunc);
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if (!log_file_.is_open()) {
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std::cerr << "Error: Could not open log file: " << filename << std::endl;
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}
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}
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void Logger::log(LogLevel level, const std::string& message) {
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if (level <= console_level_) {
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std::cout << message << std::endl;
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}
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if (log_file_.is_open()) {
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log_file_ << message << std::endl;
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}
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}
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void Logger::info(const std::string& message) { log(LogLevel::kInfo, message); }
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void Logger::verbose(const std::string& message) { log(LogLevel::kVerbose, message); }
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void Logger::debug(const std::string& message) { log(LogLevel::kDebug, message); }
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void Logger::print_header() {
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info("------------------------------------------------------------");
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info(" PDLP Solver - C++ Implementation ");
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info("------------------------------------------------------------");
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}
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void Logger::print_params(const PrimalDualParams& params) {
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info("\nSolver Parameters:");
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std::stringstream ss;
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std::map<RestartStrategy, std::string> restart_map = {{RestartStrategy::NO_RESTART, "None"}, {RestartStrategy::FIXED_RESTART, "Fixed"}, {RestartStrategy::ADAPTIVE_RESTART, "Adaptive"}};
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std::map<ScalingMethod, std::string> scaling_map = {{ScalingMethod::NONE, "None"}, {ScalingMethod::RUIZ, "Ruiz"}, {ScalingMethod::POCK_CHAMBOLLE, "Pock-Chambolle"}, {ScalingMethod::L2_NORM, "L2-Norm"}};
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std::map<StepSizeStrategy, std::string> step_size_map = {{StepSizeStrategy::FIXED, "Fixed"}, {StepSizeStrategy::ADAPTIVE, "Adaptive"}, {StepSizeStrategy::MALITSKY_POCK, "Malitsky-Pock"}};
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ss << " - Max Iterations: " << params.max_iterations;
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info(ss.str()); ss.str("");
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ss << " - Tolerance: " << params.tolerance;
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info(ss.str()); ss.str("");
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ss << " - Restart Strategy: " << enum_to_string(params.restart_strategy, restart_map);
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info(ss.str()); ss.str("");
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ss << " - Scaling Method: " << enum_to_string(params.scaling_method, scaling_map);
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info(ss.str()); ss.str("");
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ss << " - Step Size Strategy: " << enum_to_string(params.step_size_strategy, step_size_map);
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info(ss.str());
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info("------------------------------------------------------------");
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}
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void Logger::print_iteration_header() {
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verbose("\n-------------------------------------------------------------------------------------------------");
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verbose(" Iter | Primal Feas | Dual Feas | Duality Gap | Step Size");
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verbose("-------------------------------------------------------------------------------------------------");
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}
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void Logger::print_iteration_stats(int iter, const SolverResults& results, double step_size) {
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std::stringstream ss;
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ss << std::fixed << std::setprecision(4)
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<< " " << std::setw(6) << iter << " | "
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<< std::scientific << std::setprecision(2)
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<< std::setw(11) << results.primal_feasibility << " | "
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<< std::setw(10) << results.dual_feasibility << " | "
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<< std::setw(11) << results.duality_gap << " | "
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<< std::fixed << std::setprecision(4)
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<< std::setw(9) << step_size;
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verbose(ss.str());
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}
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void Logger::print_summary(const SolverResults& results, int total_iter, double total_time) {
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info("\n-------------------- Solver Summary --------------------");
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std::stringstream ss;
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std::map<TerminationStatus, std::string> term_map = {{TerminationStatus::OPTIMAL, "Optimal"}, {TerminationStatus::TIMEOUT, "Timeout"}, {TerminationStatus::FEASIBLE, "Feasible"}};
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ss << " - Termination Status: " << enum_to_string(results.term_code, term_map);
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info(ss.str()); ss.str("");
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ss << " - Total Iterations: " << total_iter;
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info(ss.str()); ss.str("");
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ss << " - Total Time: " << std::fixed << std::setprecision(3) << total_time << " seconds";
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info(ss.str()); ss.str("");
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ss << " - Final Primal Objective: " << std::scientific << std::setprecision(6) << results.primal_obj;
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info(ss.str()); ss.str("");
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ss << " - Final Duality Gap: " << std::scientific << std::setprecision(6) << results.duality_gap;
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info(ss.str()); ss.str("");
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ss << " - Final Primal Feasibility: " << std::scientific << std::setprecision(6) << results.primal_feasibility;
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info(ss.str()); ss.str("");
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ss << " - Final Dual Feasibility: " << std::scientific << std::setprecision(6) << results.dual_feasibility;
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info(ss.str());
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info("------------------------------------------------------------");
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}

‎highs/pdlp/hipdlp/logger.hpp‎

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/*
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* @Author: Zhou Yanyu（周妍妤） [email protected]
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* @Date: 2025-08-11 10:52:55
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* @LastEditors: Zhou Yanyu（周妍妤） [email protected]
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* @LastEditTime: 2025-08-11 10:53:02
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* @FilePath: /cupdlp-CPP/include/logger.hpp
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* @Description: 这是默认设置,请设置`customMade`, 打开koroFileHeader查看配置 进行设置: https://github.com/OBKoro1/koro1FileHeader/wiki/%E9%85%8D%E7%BD%AE
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*/
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#ifndef LOGGER_HPP
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#define LOGGER_HPP
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#include <iostream>
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#include <fstream>
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#include <string>
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#include <chrono>
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#include <iomanip>
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#include <memory>
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#include "solver_results.hpp"
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#include "restart.hpp" // For PrimalDualParams
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// Log verbosity level
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enum class LogLevel {
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kNone, // No output
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kInfo, // Standard output: summary, termination, major events
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kVerbose, // Detailed output: iteration-level info
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kDebug // Verbose + debug info for developers
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};
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class Timer {
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public:
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Timer();
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void reset();
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double read();
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private:
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std::chrono::high_resolution_clock::time_point start_time_;
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};
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class Logger {
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public:
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Logger(LogLevel level = LogLevel::kInfo);
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void set_log_file(const std::string& filename);
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// Logging methods for different levels
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void info(const std::string& message);
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void verbose(const std::string& message);
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void debug(const std::string& message);
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// Formatted printing functions
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void print_header();
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void print_params(const PrimalDualParams& params);
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void print_iteration_header();
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void print_iteration_stats(int iter, const SolverResults& current_results, double current_eta);
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void print_summary(const SolverResults& results, int total_iter, double total_time);
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private:
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void log(LogLevel level, const std::string& message);
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LogLevel console_level_;
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std::ofstream log_file_;
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};
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#endif // LOGGER_HPP

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