Conditionally overwrite dual post solve

Author: hlinsen

cpp/src/linear_programming/solve.cu

@@ -927,14 +927,16 @@ optimization_problem_solution_t<i_t, f_t> solve_lp(
                       settings.dual_postsolve,
                       op_problem.get_handle_ptr()->get_stream());
 
-      thrust::fill(rmm::exec_policy(op_problem.get_handle_ptr()->get_stream()),
-                   dual_solution.data(),
-                   dual_solution.data() + dual_solution.size(),
-                   std::numeric_limits<f_t>::signaling_NaN());
-      thrust::fill(rmm::exec_policy(op_problem.get_handle_ptr()->get_stream()),
-                   reduced_costs.data(),
-                   reduced_costs.data() + reduced_costs.size(),
-                   std::numeric_limits<f_t>::signaling_NaN());
+      if (!settings.dual_postsolve) {
+        thrust::fill(rmm::exec_policy(op_problem.get_handle_ptr()->get_stream()),
+                     dual_solution.data(),
+                     dual_solution.data() + dual_solution.size(),
+                     std::numeric_limits<f_t>::signaling_NaN());
+        thrust::fill(rmm::exec_policy(op_problem.get_handle_ptr()->get_stream()),
+                     reduced_costs.data(),
+                     reduced_costs.data() + reduced_costs.size(),
+                     std::numeric_limits<f_t>::signaling_NaN());
+      }
 
       auto full_stats = solution.get_additional_termination_information();
 

cpp/tests/linear_programming/pdlp_test.cu

@@ -871,16 +871,14 @@ TEST(pdlp_class, dual_postsolve_size)
   solver_settings.method   = cuopt::linear_programming::method_t::PDLP;
   solver_settings.presolve = true;
 
-  // With dual_postsolve on, dual solution size should match number of constraints
   {
     solver_settings.dual_postsolve = true;
     optimization_problem_solution_t<int, double> solution =
       solve_lp(&handle_, op_problem, solver_settings);
     EXPECT_EQ((int)solution.get_termination_status(), CUOPT_TERIMINATION_STATUS_OPTIMAL);
-    EXPECT_EQ(solution.get_dual_solution().size(), op_problem.get_n_variables());
+    EXPECT_EQ(solution.get_dual_solution().size(), op_problem.get_n_constraints());
   }
 
-  // With dual_postsolve off, dual solution size should be 0
   {
     solver_settings.dual_postsolve = false;
     optimization_problem_solution_t<int, double> solution =