Add cuts to MIP solver

cpp/include/cuopt/linear_programming/constants.h

@@ -20,47 +20,56 @@
 #define CUOPT_INSTANTIATE_INT64  0
 
 /* @brief LP/MIP parameter string constants */
-#define CUOPT_ABSOLUTE_DUAL_TOLERANCE     "absolute_dual_tolerance"
-#define CUOPT_RELATIVE_DUAL_TOLERANCE     "relative_dual_tolerance"
-#define CUOPT_ABSOLUTE_PRIMAL_TOLERANCE   "absolute_primal_tolerance"
-#define CUOPT_RELATIVE_PRIMAL_TOLERANCE   "relative_primal_tolerance"
-#define CUOPT_ABSOLUTE_GAP_TOLERANCE      "absolute_gap_tolerance"
-#define CUOPT_RELATIVE_GAP_TOLERANCE      "relative_gap_tolerance"
-#define CUOPT_INFEASIBILITY_DETECTION     "infeasibility_detection"
-#define CUOPT_STRICT_INFEASIBILITY        "strict_infeasibility"
-#define CUOPT_PRIMAL_INFEASIBLE_TOLERANCE "primal_infeasible_tolerance"
-#define CUOPT_DUAL_INFEASIBLE_TOLERANCE   "dual_infeasible_tolerance"
-#define CUOPT_ITERATION_LIMIT             "iteration_limit"
-#define CUOPT_TIME_LIMIT                  "time_limit"
-#define CUOPT_PDLP_SOLVER_MODE            "pdlp_solver_mode"
-#define CUOPT_METHOD                      "method"
-#define CUOPT_PER_CONSTRAINT_RESIDUAL     "per_constraint_residual"
-#define CUOPT_SAVE_BEST_PRIMAL_SO_FAR     "save_best_primal_so_far"
-#define CUOPT_FIRST_PRIMAL_FEASIBLE       "first_primal_feasible"
-#define CUOPT_LOG_FILE                    "log_file"
-#define CUOPT_LOG_TO_CONSOLE              "log_to_console"
-#define CUOPT_CROSSOVER                   "crossover"
-#define CUOPT_FOLDING                     "folding"
-#define CUOPT_AUGMENTED                   "augmented"
-#define CUOPT_DUALIZE                     "dualize"
-#define CUOPT_ORDERING                    "ordering"
-#define CUOPT_BARRIER_DUAL_INITIAL_POINT  "barrier_dual_initial_point"
-#define CUOPT_ELIMINATE_DENSE_COLUMNS     "eliminate_dense_columns"
-#define CUOPT_CUDSS_DETERMINISTIC         "cudss_deterministic"
-#define CUOPT_PRESOLVE                    "presolve"
-#define CUOPT_DUAL_POSTSOLVE              "dual_postsolve"
-#define CUOPT_MIP_ABSOLUTE_TOLERANCE      "mip_absolute_tolerance"
-#define CUOPT_MIP_RELATIVE_TOLERANCE      "mip_relative_tolerance"
-#define CUOPT_MIP_INTEGRALITY_TOLERANCE   "mip_integrality_tolerance"
-#define CUOPT_MIP_ABSOLUTE_GAP            "mip_absolute_gap"
-#define CUOPT_MIP_RELATIVE_GAP            "mip_relative_gap"
-#define CUOPT_MIP_HEURISTICS_ONLY         "mip_heuristics_only"
-#define CUOPT_MIP_SCALING                 "mip_scaling"
-#define CUOPT_MIP_PRESOLVE                "mip_presolve"
-#define CUOPT_SOLUTION_FILE               "solution_file"
-#define CUOPT_NUM_CPU_THREADS             "num_cpu_threads"
-#define CUOPT_NUM_GPUS                    "num_gpus"
-#define CUOPT_USER_PROBLEM_FILE           "user_problem_file"
+#define CUOPT_ABSOLUTE_DUAL_TOLERANCE        "absolute_dual_tolerance"
+#define CUOPT_RELATIVE_DUAL_TOLERANCE        "relative_dual_tolerance"
+#define CUOPT_ABSOLUTE_PRIMAL_TOLERANCE      "absolute_primal_tolerance"
+#define CUOPT_RELATIVE_PRIMAL_TOLERANCE      "relative_primal_tolerance"
+#define CUOPT_ABSOLUTE_GAP_TOLERANCE         "absolute_gap_tolerance"
+#define CUOPT_RELATIVE_GAP_TOLERANCE         "relative_gap_tolerance"
+#define CUOPT_INFEASIBILITY_DETECTION        "infeasibility_detection"
+#define CUOPT_STRICT_INFEASIBILITY           "strict_infeasibility"
+#define CUOPT_PRIMAL_INFEASIBLE_TOLERANCE    "primal_infeasible_tolerance"
+#define CUOPT_DUAL_INFEASIBLE_TOLERANCE      "dual_infeasible_tolerance"
+#define CUOPT_ITERATION_LIMIT                "iteration_limit"
+#define CUOPT_TIME_LIMIT                     "time_limit"
+#define CUOPT_PDLP_SOLVER_MODE               "pdlp_solver_mode"
+#define CUOPT_METHOD                         "method"
+#define CUOPT_PER_CONSTRAINT_RESIDUAL        "per_constraint_residual"
+#define CUOPT_SAVE_BEST_PRIMAL_SO_FAR        "save_best_primal_so_far"
+#define CUOPT_FIRST_PRIMAL_FEASIBLE          "first_primal_feasible"
+#define CUOPT_LOG_FILE                       "log_file"
+#define CUOPT_LOG_TO_CONSOLE                 "log_to_console"
+#define CUOPT_CROSSOVER                      "crossover"
+#define CUOPT_FOLDING                        "folding"
+#define CUOPT_AUGMENTED                      "augmented"
+#define CUOPT_DUALIZE                        "dualize"
+#define CUOPT_ORDERING                       "ordering"
+#define CUOPT_BARRIER_DUAL_INITIAL_POINT     "barrier_dual_initial_point"
+#define CUOPT_ELIMINATE_DENSE_COLUMNS        "eliminate_dense_columns"
+#define CUOPT_CUDSS_DETERMINISTIC            "cudss_deterministic"
+#define CUOPT_PRESOLVE                       "presolve"
+#define CUOPT_DUAL_POSTSOLVE                 "dual_postsolve"
+#define CUOPT_MIP_ABSOLUTE_TOLERANCE         "mip_absolute_tolerance"
+#define CUOPT_MIP_RELATIVE_TOLERANCE         "mip_relative_tolerance"
+#define CUOPT_MIP_INTEGRALITY_TOLERANCE      "mip_integrality_tolerance"
+#define CUOPT_MIP_ABSOLUTE_GAP               "mip_absolute_gap"
+#define CUOPT_MIP_RELATIVE_GAP               "mip_relative_gap"
+#define CUOPT_MIP_HEURISTICS_ONLY            "mip_heuristics_only"
+#define CUOPT_MIP_SCALING                    "mip_scaling"
+#define CUOPT_MIP_PRESOLVE                   "mip_presolve"
+#define CUOPT_MIP_CUT_PASSES                 "mip_cut_passes"
+#define CUOPT_MIP_MIR_CUTS                   "mip_mir_cuts"
+#define CUOPT_MIP_MIXED_INTEGER_GOMORY_CUTS  "mip_mixed_integer_gomory_cuts"
+#define CUOPT_MIP_KNAPSACK_CUTS              "mip_knapsack_cuts"
+#define CUOPT_MIP_STRONG_CHVATAL_GOMORY_CUTS "mip_strong_chvatal_gomory_cuts"
+#define CUOPT_MIP_REDUCED_COST_STRENGTHENING "mip_reduced_cost_strengthening"
+#define CUOPT_MIP_CUT_CHANGE_THRESHOLD       "mip_cut_change_threshold"
+#define CUOPT_MIP_NODE_LIMIT                 "mip_node_limit"
+#define CUOPT_MIP_RELIABILITY_BRANCHING      "mip_reliability_branching"
+#define CUOPT_SOLUTION_FILE                  "solution_file"
+#define CUOPT_NUM_CPU_THREADS                "num_cpu_threads"
+#define CUOPT_NUM_GPUS                       "num_gpus"
+#define CUOPT_USER_PROBLEM_FILE              "user_problem_file"
 
 /* @brief LP/MIP termination status constants */
 #define CUOPT_TERIMINATION_STATUS_NO_TERMINATION   0

cpp/include/cuopt/linear_programming/mip/solver_settings.hpp

@@ -79,8 +79,17 @@ class mip_solver_settings_t {
   tolerances_t tolerances;
 
   f_t time_limit       = std::numeric_limits<f_t>::infinity();
+  i_t node_limit       = std::numeric_limits<i_t>::max();
+  i_t reliability_branching = -1;
   bool heuristics_only = false;
   i_t num_cpu_threads  = -1;  // -1 means use default number of threads in branch and bound
+  i_t max_cut_passes   = 0;  // number of cut passes to make
+  i_t mir_cuts         = -1;
+  i_t mixed_integer_gomory_cuts = -1;
+  i_t knapsack_cuts = -1;
+  i_t strong_chvatal_gomory_cuts = -1;
+  i_t reduced_cost_strengthening = -1;
+  f_t cut_change_threshold = 1e-3;
   i_t num_gpus         = 1;
   bool log_to_console  = true;
   std::string log_file;

cpp/src/dual_simplex/CMakeLists.txt

@@ -10,6 +10,7 @@ set(DUAL_SIMPLEX_SRC_FILES
   ${CMAKE_CURRENT_SOURCE_DIR}/basis_updates.cpp
   ${CMAKE_CURRENT_SOURCE_DIR}/bound_flipping_ratio_test.cpp
   ${CMAKE_CURRENT_SOURCE_DIR}/branch_and_bound.cpp
+  ${CMAKE_CURRENT_SOURCE_DIR}/cuts.cpp
   ${CMAKE_CURRENT_SOURCE_DIR}/crossover.cpp
   ${CMAKE_CURRENT_SOURCE_DIR}/folding.cpp
   ${CMAKE_CURRENT_SOURCE_DIR}/initial_basis.cpp
@@ -35,7 +36,7 @@ set(DUAL_SIMPLEX_SRC_FILES
   )
 
 # Uncomment to enable debug info
-#set_source_files_properties(${DUAL_SIMPLEX_SRC_FILES} DIRECTORY ${CMAKE_SOURCE_DIR} PROPERTIES COMPILE_OPTIONS "-g1")
+set_source_files_properties(${DUAL_SIMPLEX_SRC_FILES} DIRECTORY ${CMAKE_SOURCE_DIR} PROPERTIES COMPILE_OPTIONS "-g1")
 
 set(CUOPT_SRC_FILES ${CUOPT_SRC_FILES}
   ${DUAL_SIMPLEX_SRC_FILES} PARENT_SCOPE)

cpp/src/dual_simplex/basis_solves.cpp

@@ -363,7 +363,7 @@ i_t factorize_basis(const csc_matrix_t<i_t, f_t>& A,
                                  S_perm_inv);
         if (settings.concurrent_halt != nullptr && *settings.concurrent_halt == 1) {
           settings.log.printf("Concurrent halt\n");
-          return -1;
+          return -2;
         }
         if (Srank != Sdim) {
           // Get the rank deficient columns
@@ -582,7 +582,7 @@ i_t factorize_basis(const csc_matrix_t<i_t, f_t>& A,
   }
   if (settings.concurrent_halt != nullptr && *settings.concurrent_halt == 1) {
     settings.log.printf("Concurrent halt\n");
-    return -1;
+    return -2;
   }
   if (verbose) {
     printf("Right Lnz+Unz %d t %.3f\n", L.col_start[m] + U.col_start[m], toc(fact_start));