wip

Author: Yanyu000

check/TestPdlp.cpp

@@ -333,7 +333,7 @@ TEST_CASE("pdlp-restart-add-row", "[pdlp]") {
 }
 
 TEST_CASE("hi-pdlp", "[pdlp]") {
-  std::string model = "afiro";  //"adlittle";//"afiro";// blend
+  std::string model = "adlittle";  //"adlittle";//"afiro";// 
   std::string model_file =
       std::string(HIGHS_DIR) + "/check/instances/" + model + ".mps";
   Highs h;
@@ -367,7 +367,7 @@ TEST_CASE("hi-pdlp", "[pdlp]") {
   if (cupdlp_test) {
     h.clearSolver();
     h.setOptionValue("solver", kCuPdlpString);
-
+    h.setOptionValue("pdlp_log_level", 2);
     run_status = h.run();
   }
   h.resetGlobalScheduler(true);

highs/pdlp/HiPdlpWrapper.cpp

@@ -66,13 +66,20 @@ HighsStatus solveLpHiPdlp(const HighsOptions& options, HighsTimer& timer,
     return HighsStatus::kError;
   }
 
+  // print col_value and row_dual
+  for (HighsInt i = 0; i < pdlp_solution.col_value.size(); i++)
+    printf("x[%d]=%g\n", (int)i, pdlp_solution.col_value[i]);
+  for (HighsInt i = 0; i < pdlp_solution.row_dual.size(); i++)
+    printf("y[%d]=%g\n", (int)i, pdlp_solution.row_dual[i]);  
+
   // --- Print Summary ---
   pdlp.logSummary();
 
   highs_info.pdlp_iteration_count = pdlp.getIterationCount();
 
   model_status = HighsModelStatus::kUnknown;
   highs_solution.clear();
+  highs_solution = pdlp_solution;
   highs_basis.valid = false;
 
   const TerminationStatus termination_status = pdlp.getTerminationCode();
@@ -113,9 +120,9 @@ HighsStatus solveLpHiPdlp(const HighsOptions& options, HighsTimer& timer,
   }
   assert(termination_status == TerminationStatus::OPTIMAL ||
          termination_status == TerminationStatus::TIMEOUT);
-  highs_solution.col_value = x;
+  //highs_solution.col_value = x;
   highs_solution.col_value.resize(lp.num_col_);
-  highs_solution.row_dual = y;
+  //highs_solution.row_dual = y;
   lp.a_matrix_.product(highs_solution.row_value, highs_solution.col_value);
   lp.a_matrix_.productTranspose(highs_solution.col_dual,
                                 highs_solution.row_dual);

highs/pdlp/hipdlp/pdhg.cc

@@ -182,6 +182,7 @@ void PDLPSolver::preprocessLp() {
   }
 
   scaling_.passLp(&processed_lp);
+  unscaled_processed_lp_ = processed_lp; // store for postsolve
 
   // 7. Convert COO matrix to CSC for the processed_lp
   //
@@ -250,25 +251,23 @@ PostSolveRetcode PDLPSolver::postprocess(HighsSolution& solution) {
   }
 
   // 5. Recover Primal Row Values (Ax)
-  HighsLp unscaled_processed_lp = lp_;
-
   const std::vector<double>& row_scale = scaling_.GetRowScaling();
   const std::vector<double>& col_scale = scaling_.GetColScaling();
   if (scaling_.IsScaled()) {
     // Unscale matrix, costs, and rhs
-    for (int iCol = 0; iCol < unscaled_processed_lp.num_col_; ++iCol) {
-      unscaled_processed_lp.col_cost_[iCol] /= col_scale[iCol];
-      for (int iEl = unscaled_processed_lp.a_matrix_.start_[iCol];
-           iEl < unscaled_processed_lp.a_matrix_.start_[iCol + 1]; ++iEl) {
-        int iRow = unscaled_processed_lp.a_matrix_.index_[iEl];
-        unscaled_processed_lp.a_matrix_.value_[iEl] /=
+    for (int iCol = 0; iCol < unscaled_processed_lp_.num_col_; ++iCol) {
+      unscaled_processed_lp_.col_cost_[iCol] /= col_scale[iCol];
+      for (int iEl = unscaled_processed_lp_.a_matrix_.start_[iCol];
+           iEl < unscaled_processed_lp_.a_matrix_.start_[iCol + 1]; ++iEl) {
+        int iRow = unscaled_processed_lp_.a_matrix_.index_[iEl];
+        unscaled_processed_lp_.a_matrix_.value_[iEl] /=
             (row_scale[iRow] * col_scale[iCol]);
       }
     }
   }
 
-  std::vector<double> ax_current_(unscaled_processed_lp.num_row_);
-  linalg::Ax(unscaled_processed_lp, x_current_, ax_current_);
+  std::vector<double> ax_current_(unscaled_processed_lp_.num_row_);
+  linalg::Ax(unscaled_processed_lp_, x_current_, ax_current_);
 
   int slack_variable_idx = original_num_col_;
   for (int i = 0; i < original_lp_->num_row_; ++i) {

highs/pdlp/hipdlp/pdhg.hpp

@@ -55,6 +55,7 @@ class PDLPSolver {
   // Problem data
   HighsLp lp_;                  // The problem to solve
   const HighsLp* original_lp_;  // The original problem (for postsolve)
+  HighsLp unscaled_processed_lp_; 
   PrimalDualParams params_;
   Logger logger_;
   PdlpStep step_;