JuMP interface

[blegat]

How should JuMP interface with the solver ? I see in the tests that the solver can receive the problem via an MPS file. Is there a way to specify it directly with a sparse matrix format ? Or do you think we should just communicate with an MPS file ?

[ZedongPeng]

In addition to MPS file support, we now have create_lp_problem and solve_lp_problem available for creating and solving LPs directly. I can add an example of this workflow to the tests.
Btw, I haven't defined anything in src/cuPDLPx.jl. Do I need to add a high-level wrapper there?

cuPDLPx.jl/src/LibcuPDLPx.jl

Lines 160 to 174 in a3e26bd

	function create_lp_problem(objective_c, A_desc, con_lb, con_ub, var_lb, var_ub, objective_constant)
	ccall((:create_lp_problem, libcupdlpx), Ptr{lp_problem_t}, (Ptr{Cdouble}, Ptr{matrix_desc_t}, Ptr{Cdouble}, Ptr{Cdouble}, Ptr{Cdouble}, Ptr{Cdouble}, Ptr{Cdouble}), objective_c, A_desc, con_lb, con_ub, var_lb, var_ub, objective_constant)
	end
	function set_start_values(prob, primal, dual)
	ccall((:set_start_values, libcupdlpx), Cvoid, (Ptr{lp_problem_t}, Ptr{Cdouble}, Ptr{Cdouble}), prob, primal, dual)
	end
	function solve_lp_problem(prob, params)
	ccall((:solve_lp_problem, libcupdlpx), Ptr{cupdlpx_result_t}, (Ptr{lp_problem_t}, Ptr{pdhg_parameters_t}), prob, params)
	end
	function set_default_parameters(params)
	ccall((:set_default_parameters, libcupdlpx), Cvoid, (Ptr{pdhg_parameters_t},), params)
	end

[blegat]

No need for a high-level API for the purpose of having a JuMP interface. We have solve solver wrappers with high-level APIs but that's for legacy reason. For the new wrappers to C solvers, we prefer just having the MOI wrapper and the bindings generated by Clang. We do this to ease maintenance. Now, if you want the users to also be able to use cuPDLPx in Julia directly from a big sparse A matrix without JuMP, feel free to also add a high-level wrapper as well. Or just wait for a user having a concrete use case for it first :)

[ZedongPeng]

Thanks for the clarification. I also prefer to stick with just the MOI wrapper for easier maintenance, so I’ll leave a separate high-level wrapper out for now.