mip

Author: Yanyu000

check/TestPdlp.cpp

@@ -390,3 +390,23 @@ TEST_CASE("hi-pdlp", "[pdlp]") {
   }
   h.resetGlobalScheduler(true);
 }
+
+TEST_CASE("hi-pdlp-timer", "[pdlp]") {
+  std::string model = "adlittle";
+  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);
+  REQUIRE(h.setOptionValue("solver", kHiPdlpString) == HighsStatus::kOk);
+  HighsInt pdlp_features_off = 
+      //kPdlpScalingOff +
+      //kPdlpRestartOff 
+      kPdlpAdaptiveStepSizeOff
+      ;
+  h.setOptionValue("pdlp_features_off", pdlp_features_off);
+  HighsStatus run_status = h.run();
+  h.resetGlobalScheduler(true);
+
+}
+

cmake/sources.cmake

@@ -459,6 +459,7 @@ set(highs_headers
     parallel/HighsTask.h
     parallel/HighsTaskExecutor.h
     pdlp/CupdlpWrapper.h
+    pdlp/HiPdlpTimer.h
     pdlp/HiPdlpWrapper.h
     pdlp/hipdlp/defs.hpp
     pdlp/hipdlp/linalg.hpp

highs/lp_data/HighsOptions.h

@@ -1301,7 +1301,7 @@ class HighsOptions : public HighsOptionsStruct {
         "Restart strategy for PDLP solver: 0 => off; "
         "1 => fixed; 2 => adaptive",
         advanced, &pdlp_restart_strategy, kPdlpRestartStrategyMin,
-        kPdlpRestartStrategyOff, kPdlpRestartStrategyMax);
+        kPdlpRestartStrategyAdaptive, kPdlpRestartStrategyMax);
     records.push_back(record_int);
 
     record_int =
@@ -1316,7 +1316,7 @@ class HighsOptions : public HighsOptionsStruct {
         "Step size strategy for PDLP solver: 0 => fixed; "
         "1 => adaptive; 2 => Malitsky-Pock",
         advanced, &pdlp_step_size_strategy, kPdlpStepSizeStrategyMin,
-        kPdlpStepSizeStrategyFixed, kPdlpRestartStrategyMax);
+        kPdlpStepSizeStrategyAdaptive, kPdlpRestartStrategyMax);
     records.push_back(record_int);
 
     record_double = new OptionRecordDouble(

highs/pdlp/HiPdlpWrapper.cpp

@@ -60,7 +60,7 @@ HighsStatus solveLpHiPdlp(const HighsOptions& options, HighsTimer& timer,
   pdlp.solve(x, y);
   auto solve_end = std::chrono::high_resolution_clock::now();
   pdlp.timings_.total_time = std::chrono::duration<double>(solve_end - solve_start).count();
-  pdlp.timings_.print("HiPdlp :");
+  pdlp.timings_.print("HiPdlp :", options.log_options);
 
   // 5. Unscale with HiPdlp
   pdlp.unscaleSolution(x, y);
@@ -77,6 +77,8 @@ HighsStatus solveLpHiPdlp(const HighsOptions& options, HighsTimer& timer,
   debugPdlpFinalSolutionLog(pdlp.debug_pdlp_log_file_,
                             pdlp_solution.col_value.data(), lp.num_col_,
                             pdlp_solution.row_dual.data(), lp.num_row_);
+  pdlp.reportHipdlpTimer();
+
   pdlp.solveReturn();
   // --- Print Summary ---
   pdlp.logSummary();

highs/pdlp/cupdlp/cupdlp_restart.c

@@ -80,7 +80,7 @@ PDHG_restart_choice PDHG_Check_Restart_GPU(CUPDLPwork *work) {
     resobj->dDualFeasLastCandidate = resobj->dDualFeasAverage;
     resobj->dDualityGapLastCandidate = resobj->dDualityGapAverage;
   }
-
+  //  work->settings->nLogLevel = 2;
   if (restart_choice != PDHG_NO_RESTART) {
     if (muCurrent < muAverage) {
         if (work->settings->nLogLevel > 1)

highs/pdlp/cupdlp/cupdlp_solver.c

@@ -548,7 +548,8 @@ void PDHG_Init_Variables(const cupdlp_int* has_variables, CUPDLPwork *work) {
   PDHG_Project_Bounds(work, x->data);
   double x_norm;
   cupdlp_twoNorm(work, lp->nCols, x->data, &x_norm);
-  cupdlp_printf("||x0||_2 = %e\n", x_norm);
+  if (work->settings->nLogLevel>0)
+    cupdlp_printf("||x0||_2 = %e\n", x_norm);
 
   // cupdlp_zero(iterates->y, cupdlp_float, lp->nRows);
   if (!*has_variables)
@@ -559,7 +560,8 @@ void PDHG_Init_Variables(const cupdlp_int* has_variables, CUPDLPwork *work) {
   Ax(work, ax, x);
   double ax_norm;
   cupdlp_twoNorm(work, lp->nRows, ax->data, &ax_norm);
-  cupdlp_printf("||Ax0||_2 = %e\n", ax_norm);
+  if (work->settings->nLogLevel>0)
+    cupdlp_printf("||Ax0||_2 = %e\n", ax_norm);
   work->debug_pdlp_data_.ax_norm = ax_norm;
   ATy(work, aty, y);
   double aty_norm;

highs/pdlp/hipdlp/defs.hpp

@@ -173,25 +173,45 @@ struct DetailedTimings {
   double step_size_adjustment_time = 0.0;
   double other_time = 0.0;
 
-  void print(const std::string& solver_name) const {
-    std::cout << "\n=== " << solver_name << " Detailed Timings ===" << std::endl;
-    std::cout << "Total time:              " << total_time << " s" << std::endl;
-    std::cout << "Iterate update:          " << iterate_update_time 
-              << " s (" << (iterate_update_time/total_time*100) << "%)" << std::endl;
-    std::cout << "  - Matrix multiply:     " << matrix_multiply_time 
-              << " s (" << (matrix_multiply_time/total_time*100) << "%)" << std::endl;
-    std::cout << "  - Projection:          " << projection_time 
-              << " s (" << (projection_time/total_time*100) << "%)" << std::endl;
-    std::cout << "  - Step size adjust:    " << step_size_adjustment_time 
-              << " s (" << (step_size_adjustment_time/total_time*100) << "%)" << std::endl;
-    std::cout << "Convergence check:       " << convergence_check_time 
-              << " s (" << (convergence_check_time/total_time*100) << "%)" << std::endl;
-    std::cout << "Restart check:           " << restart_check_time 
-              << " s (" << (restart_check_time/total_time*100) << "%)" << std::endl;
-    std::cout << "Average iterate comp:    " << average_iterate_time 
-              << " s (" << (average_iterate_time/total_time*100) << "%)" << std::endl;
-    std::cout << "Other:                   " << other_time 
-              << " s (" << (other_time/total_time*100) << "%)" << std::endl;
+  void print(const std::string& solver_name,
+	     const HighsLogOptions log_options) const {
+    highsLogUser(log_options, HighsLogType::kInfo,
+		 "\n=== %s Detailed Timings ===\n",
+		 solver_name.c_str());
+    highsLogUser(log_options, HighsLogType::kInfo,
+		 "Total time:              %6.2f s\n", total_time);
+    highsLogUser(log_options, HighsLogType::kInfo,
+		 "Iterate update:          %6.2f s (%3.0f \%)\n", 
+		 iterate_update_time,
+		 iterate_update_time/total_time*100);
+    highsLogUser(log_options, HighsLogType::kInfo,
+		 "  - Matrix multiply:     %6.2f s (%3.0f \%)\n", 
+		 matrix_multiply_time,
+		 matrix_multiply_time/total_time*100);
+    highsLogUser(log_options, HighsLogType::kInfo,
+		 "  - Projection:          %6.2f s (%3.0f \%)\n", 
+		 projection_time,
+		 projection_time/total_time*100);
+    highsLogUser(log_options, HighsLogType::kInfo,
+		 "  - Step size adjust:    %6.2f s (%3.0f \%)\n", 
+		 step_size_adjustment_time,
+		 step_size_adjustment_time/total_time*100);
+    highsLogUser(log_options, HighsLogType::kInfo,
+		 "Convergence check:       %6.2f s (%3.0f \%)\n", 
+		 convergence_check_time,
+		 convergence_check_time/total_time*100);
+    highsLogUser(log_options, HighsLogType::kInfo,
+		 "Restart check:           %6.2f s (%3.0f \%)\n", 
+		 restart_check_time,
+		 restart_check_time/total_time*100);
+    highsLogUser(log_options, HighsLogType::kInfo,
+		 "Average iterate comp:    %6.2f s (%3.0f \%)\n", 
+		 average_iterate_time,
+		 average_iterate_time/total_time*100);
+    highsLogUser(log_options, HighsLogType::kInfo,
+		 "Other:                   %6.2f s (%3.0f \%)\n", 
+		 other_time,
+		 other_time/total_time*100);
   }
 };