Skip to content

Add MIP gap to heuristic log during dual-simplex root relaxation #942

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
anandhkb merged 10 commits into from
Mar 12, 2026
Merged

Add MIP gap to heuristic log during dual-simplex root relaxation #942

Show file tree
Hide file tree
Changes from 1 commit
Commits
Show all changes
10 commits
Select commit Hold shift + click to select a range
033f1ce
Add MIP gap to heuristic log during dual-simplex root relaxation
anandhkb Mar 9, 2026
a7e4ad3
Address CodeRabbit review: user-space conversion, root_objective_ res…
anandhkb Mar 9, 2026
7de6985
Use root_lp_progress_callback bound during root cut passes (CodeRabbi…
anandhkb Mar 9, 2026
971f2d1
CodeRabbit/chris-maes: objective-sense aware bound, reset lower_bound…
anandhkb Mar 9, 2026
d7ddec7
Chris Maes: dual_simplex_objective_callback, solving_root_relaxation_…
anandhkb Mar 9, 2026
bc09270
Chris Maes: RAII guard for solving_root_relaxation_, simplify report_…
anandhkb Mar 11, 2026
f10d720
Add dual-simplex callback and reset root LP bound at solve start
anandhkb Mar 11, 2026
4ad65b5
Merge branch 'main' into improveLogs
chris-maes Mar 11, 2026
2be4f5b
Log root LP dual objective in final status for gap verification
anandhkb Mar 12, 2026
6a0d60b
Style: fix formatting in solve()
anandhkb Mar 12, 2026
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
25 changes: 20 additions & 5 deletions cpp/src/branch_and_bound/branch_and_bound.cpp
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -282,8 +282,9 @@ branch_and_bound_t<i_t, f_t>::branch_and_bound_t(
}
#endif

upper_bound_ = inf;
root_objective_ = std::numeric_limits<f_t>::quiet_NaN();
upper_bound_ = inf;
root_lp_current_lower_bound_ = -inf;
root_objective_ = std::numeric_limits<f_t>::quiet_NaN();
}

template <typename i_t, typename f_t>
Expand Down Expand Up @@ -318,9 +319,19 @@ void branch_and_bound_t<i_t, f_t>::report_heuristic(f_t obj)
user_gap.c_str(),
toc(exploration_stats_.start_time));
} else {
settings_.log.printf("New solution from primal heuristics. Objective %+.6e. Time %.2f\n",
compute_user_objective(original_lp_, obj),
toc(exploration_stats_.start_time));
f_t user_obj = compute_user_objective(original_lp_, obj);
f_t user_lower = get_lower_bound();
if (!std::isfinite(user_lower)) {
f_t root_lower = root_lp_current_lower_bound_.load();
if (std::isfinite(root_lower)) { user_lower = root_lower; }
}
std::string gap_str = std::isfinite(user_lower)
? (". Gap: " + user_mip_gap<f_t>(user_obj, user_lower) + "\n")
Comment thread
coderabbitai[bot] marked this conversation as resolved.
Outdated
: "\n";
settings_.log.printf("New solution from primal heuristics. Objective %+.6e. Time %.2f%s",
Copy link
Copy Markdown
Contributor

@chris-maes chris-maes Mar 9, 2026

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

We follow the convention that time is always the last item in the log line.

So I think this should read
"New solution from primal heuristics. Objective %.+.6e. Gap %s. Time %.2f"

user_obj,
toc(exploration_stats_.start_time),
gap_str.c_str());
}
}

Expand Down Expand Up @@ -1943,6 +1954,7 @@ mip_status_t branch_and_bound_t<i_t, f_t>::solve(mip_solution_t<i_t, f_t>& solut
log.log_prefix = settings_.log.log_prefix;
solver_status_ = mip_status_t::UNSET;
is_running_ = false;
root_lp_current_lower_bound_ = -inf;
exploration_stats_.nodes_unexplored = 0;
Comment thread
coderabbitai[bot] marked this conversation as resolved.
exploration_stats_.nodes_explored = 0;
original_lp_.A.to_compressed_row(Arow_);
Expand Down Expand Up @@ -1972,6 +1984,9 @@ mip_status_t branch_and_bound_t<i_t, f_t>::solve(mip_solution_t<i_t, f_t>& solut
lp_settings.inside_mip = 1;
lp_settings.scale_columns = false;
lp_settings.concurrent_halt = get_root_concurrent_halt();
lp_settings.root_lp_progress_callback = [this](f_t user_obj) {
root_lp_current_lower_bound_.store(user_obj);
};
std::vector<i_t> basic_list(original_lp_.num_rows);
std::vector<i_t> nonbasic_list;
basis_update_mpf_t<i_t, f_t> basis_update(original_lp_.num_rows, settings_.refactor_frequency);
Expand Down
1 change: 1 addition & 0 deletions cpp/src/branch_and_bound/branch_and_bound.hpp
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -190,6 +190,7 @@ class branch_and_bound_t {
lp_solution_t<i_t, f_t> root_crossover_soln_;
std::vector<f_t> edge_norms_;
std::atomic<bool> root_crossover_solution_set_{false};
omp_atomic_t<f_t> root_lp_current_lower_bound_;
bool enable_concurrent_lp_root_solve_{false};
std::atomic<int> root_concurrent_halt_{0};
bool is_root_solution_set{false};
Expand Down
3 changes: 3 additions & 0 deletions cpp/src/dual_simplex/phase2.cpp
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -3520,6 +3520,9 @@ dual::status_t dual_phase2_with_advanced_basis(i_t phase,
primal_infeasibility_squared,
sum_perturb,
now);
if (phase == 2 && settings.inside_mip == 1 && settings.root_lp_progress_callback) {
settings.root_lp_progress_callback(compute_user_objective(lp, obj));
}
}

if (obj >= settings.cut_off) {
Expand Down
3 changes: 3 additions & 0 deletions cpp/src/dual_simplex/simplex_solver_settings.hpp
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -110,6 +110,7 @@ struct simplex_solver_settings_t {
sub_mip(0),
solution_callback(nullptr),
heuristic_preemption_callback(nullptr),
root_lp_progress_callback(nullptr),
concurrent_halt(nullptr)
{
}
Expand Down Expand Up @@ -202,6 +203,8 @@ struct simplex_solver_settings_t {
std::function<void(const std::vector<f_t>&, f_t)> node_processed_callback;
std::function<void()> heuristic_preemption_callback;
std::function<void(std::vector<f_t>&, std::vector<f_t>&, f_t)> set_simplex_solution_callback;
std::function<void(f_t)>
Copy link
Copy Markdown
Contributor

@chris-maes chris-maes Mar 9, 2026

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

I think we should call this dual_simplex_objective_callback. It's potentially useful beyond the root lp.

root_lp_progress_callback; // Called with current dual obj during root LP
mutable logger_t log;
std::atomic<int>* concurrent_halt; // if nullptr ignored, if !nullptr, 0 if solver should
// continue, 1 if solver should halt
Expand Down