add cuopt direct solver #3620
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add cuopt direct solver #3620
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## main #3620 +/- ##
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- Coverage 85.93% 85.47% -0.47%
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Files 896 897 +1
Lines 103700 103945 +245
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- Hits 89110 88842 -268
- Misses 14590 15103 +513
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mrmundt
reviewed
Jun 17, 2025
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@Iroy30 - We've been able to make cuopt available on our internal testing machines. Can you please add tests to this PR? |
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@mrmundt Thanks! We have added tests by enabling testing cuopt with LP and MILP capabilities in tests/solvers.py. Let us know if:
The following is the testing output I get relevant to cuOpt |
mrmundt
reviewed
Jul 2, 2025
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| t0 = time.time() | ||
| self.solution = cuopt.linear_programming.solver.Solve(self._solver_model) | ||
| t1 = time.time() |
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This is fine, but just so you're aware, we have this lovely little utility called TicTocTimer that you may want to consider using: https://pyomo.readthedocs.io/en/latest/api/pyomo.common.timing.TicTocTimer.html
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@mrmundt What do you think about including this solver interface in pyomo.contrib.solvers? Would it make sense to pull-in new solver interfaces there, since that's where the new solver API is evolving? |
@whart222 - I am evenly split. Because we are still messing with what the new solver interfaces are going to actually do / how they will handle input and present output, I don't know if we want to put "new" solvers there or just "well-established" ones that we can robustly test / really know what they are supposed to do and return. |
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@Iroy30 - I forgot to post this last week, but all of the failures are of the variety: |
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@Iroy30 - Two more things:
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Co-authored-by: Miranda Mundt <55767766+mrmundt@users.noreply.github.com>
…into add_cuopt_direct_solver_plugin
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@jsiirola Thanks John, aded the guards and updated version, hopefully this should fix the fails when cuopt isn't present. Should we re-run CI? |
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@mrmundt I don't think the fail we see is cuOpt related. Can you confirm? |
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We are gearing up for launch of cuopt 25.10, it would be great if we could review this PR before the new release so that pyomo & cuopt are in sync |
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This is very close to the top of my list. When is the cuopt release? |
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Thanks @michaelbynum ! It is October 10th |
mrmundt
requested changes
Sep 25, 2025
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Thanks, @Iroy30 , for this PR! I have done an initial review. Some high-level things to consider:
- Logging -
loggeris created but then never used. Consider places it may be helpful - "Magic" numbers - there are quite a few instances of numbers that aren't defined being used. We love documentation!
| extract_reduced_costs = False | ||
| for suffix in self._suffixes: | ||
| flag = False | ||
| if re.match(suffix, "dual"): |
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I could very well be wrong, but isn't this backwards? I thought it worked like:
# re.match(pattern, string), e.g.,
re.match("Hello", some_string)
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This logic is fragile, and is being reworked in the contrib.solver effort. It really doesn't need to use re at all and can just use ==.
That said, this logic was copied from other direct solvers (I saw it in CPLEX.py and GUROBI.py). It would be good to rework this, but given that it is consistent with the (questionable) behavior in other solvers, I will not complain if we leave it as is.
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| if not flag: | ||
| raise RuntimeError( | ||
| "***The cuopt_direct solver plugin cannot extract solution suffix=" | ||
| + suffix | ||
| ) |
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It might be better to log loudly than to raise an error here (no strong feelings either way, just wanted to offer an alternative option).
jsiirola
requested changes
Sep 29, 2025
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| for sub_block in block.block_data_objects(descend_into=True, active=True): | ||
| obj_counter = 0 | ||
| for obj in sub_block.component_data_objects( | ||
| ctype=Objective, descend_into=False, active=True | ||
| ): | ||
| obj_counter += 1 | ||
| if obj_counter > 1: | ||
| raise ValueError( | ||
| "Solver interface does not support multiple objectives." | ||
| ) | ||
| self._set_objective(obj) |
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This could be made simpler / more efficient:
Suggested change
| for sub_block in block.block_data_objects(descend_into=True, active=True): | |
| obj_counter = 0 | |
| for obj in sub_block.component_data_objects( | |
| ctype=Objective, descend_into=False, active=True | |
| ): | |
| obj_counter += 1 | |
| if obj_counter > 1: | |
| raise ValueError( | |
| "Solver interface does not support multiple objectives." | |
| ) | |
| self._set_objective(obj) | |
| objectives = list( | |
| block.component_data_objects(Objective, descend_into=True, active=True) | |
| ) | |
| if len(objectives) > 1: | |
| raise ValueError("Solver interface does not support multiple objectives.") | |
| elif objectives: | |
| self._set_objective(objectives[0]) |
| extract_reduced_costs = False | ||
| for suffix in self._suffixes: | ||
| flag = False | ||
| if re.match(suffix, "dual"): |
There was a problem hiding this comment.
This logic is fragile, and is being reworked in the contrib.solver effort. It really doesn't need to use re at all and can just use ==.
That said, this logic was copied from other direct solvers (I saw it in CPLEX.py and GUROBI.py). It would be good to rework this, but given that it is consistent with the (questionable) behavior in other solvers, I will not complain if we leave it as is.
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| self.results.problem.upper_bound = solution.get_primal_objective() | ||
| self.results.problem.lower_bound = solution.get_primal_objective() |
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This implies convergence to a MIP gap of 0... I think this needs to be something like (assuming get_dual_objective() is a real thing):
Suggested change
| self.results.problem.upper_bound = solution.get_primal_objective() | |
| self.results.problem.lower_bound = solution.get_primal_objective() | |
| if self._solver_model.maximize: | |
| self.results.problem.upper_bound = solution.get_dual_objective() | |
| self.results.problem.lower_bound = solution.get_primal_objective() | |
| else: | |
| self.results.problem.upper_bound = solution.get_primal_objective() | |
| self.results.problem.lower_bound = solution.get_dual_objective() |
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The errors we are seeing on Jenkins are segfaults: |
mrmundt
requested changes
Oct 14, 2025
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| cuopt, cuopt_available = attempt_import("cuopt") | ||
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| def toDict(model, json=False): |
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We'd probably prefer this to be named to_dict - toDict goes against PEP8 standards.
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| #if not isinstance(model, parser_wrapper.DataModel): | ||
| # raise ValueError( | ||
| # "model must be a cuopt_mps_parser.parser_wrapper.Datamodel" | ||
| # ) |
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| except Exception: | ||
| e = sys.exc_info()[1] |
There was a problem hiding this comment.
Why not just do this?
except Exception as e:
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| # Termination Status | ||
| # 0 - CUOPT_TERIMINATION_STATUS_NO_TERMINATION | ||
| # 1 - CUOPT_TERIMINATION_STATUS_OPTIMAL | ||
| # 2 - CUOPT_TERIMINATION_STATUS_INFEASIBLE | ||
| # 3 - CUOPT_TERIMINATION_STATUS_UNBOUNDED | ||
| # 4 - CUOPT_TERIMINATION_STATUS_ITERATION_LIMIT | ||
| # 5 - CUOPT_TERIMINATION_STATUS_TIME_LIMIT | ||
| # 6 - CUOPT_TERIMINATION_STATUS_NUMERICAL_ERROR | ||
| # 7 - CUOPT_TERIMINATION_STATUS_PRIMAL_FEASIBLE | ||
| # 8 - CUOPT_TERIMINATION_STATUS_FEASIBLE_FOUND | ||
| # 9 - CUOPT_TERIMINATION_STATUS_CONCURRENT_LIMIT |
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| try: | ||
| import cuopt | ||
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| cuopt_available = True | ||
| except: | ||
| cuopt_available = False |
There was a problem hiding this comment.
Has not actually been updated to either import from cuopt_direct or attempt_import
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@mrmundt Would it be possible to update CI to pull cuopt 25.10 |
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@Iroy30 Yes (working on that now - it will take a couple hours to update everything and propagate it to the build machines)- but does that mean that this interface will enforce a minimum cuopt version? |
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Fixes #3626
Summary/Motivation:
Add cuOpt math optimization (includes LP and MILP) solver backend to Pyomo so users can solve pyomo models with cuOpt
Changes proposed in this PR:
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