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Warm start barrier by taking PDLP solution, moving it to the interior, and doing PDHG on to find a point on the central path #955

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Warm start barrier by taking PDLP solution, moving it to the interior, and doing PDHG on to find a point on the central path #955

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15d5edf
First stab at PDHG on the barrier problem
chris-maes Mar 9, 2026
91ea003
Add norm2_estimate
chris-maes Mar 10, 2026
317a7af
Update initial eta
chris-maes Mar 12, 2026
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8 changes: 8 additions & 0 deletions cpp/src/barrier/barrier.cu
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Original file line number Diff line number Diff line change
Expand Up @@ -1971,6 +1971,14 @@ int barrier_solver_t<i_t, f_t>::initial_point(iteration_data_t<i_t, f_t>& data)
settings.log.printf("min v %e min z %e\n", data.v.minimum(), data.z.minimum());
#endif

if (x_pdhg.size() > 0) {
data.x = x_pdhg;
data.w = w_pdhg;
data.y = y_pdhg;
data.z = z_pdhg;
data.v = v_pdhg;
}
Comment on lines +1974 to +1980
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@coderabbitai coderabbitai bot Mar 12, 2026

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⚠️ Potential issue | 🔴 Critical

Validate the PDHG warm start before overwriting the barrier point.

x_pdhg.size() > 0 is the only gate here, so a partially populated or mis-sized warm start can shrink data.w/y/z/v to the wrong dimensions. Also, because this overwrite happens after the positivity adjustments above, zeros or negatives can flow into the later z / x and v / w divisions in gpu_compute_search_direction(). Please validate all five vector sizes against the current presolved problem and re-establish strict interiority after the overwrite.

Suggested guard 
-  if (x_pdhg.size() > 0) {
+  if (!x_pdhg.empty()) {
+    if (x_pdhg.size() != data.x.size() || w_pdhg.size() != data.w.size() ||
+        y_pdhg.size() != data.y.size() || z_pdhg.size() != data.z.size() ||
+        v_pdhg.size() != data.v.size()) {
+      settings.log.printf("Invalid PDHG warm-start dimensions\n");
+      return -1;
+    }
     data.x = x_pdhg;
     data.w = w_pdhg;
     data.y = y_pdhg;
     data.z = z_pdhg;
     data.v = v_pdhg;
+    data.w.ensure_positive(epsilon_adjust);
+    data.x.ensure_positive(epsilon_adjust);
+    data.v.ensure_positive(epsilon_adjust);
+    data.z.ensure_positive(epsilon_adjust);
   }

Based on learnings: Validate correct initialization of variable bounds, constraint coefficients, and algorithm state before solving; ensure reset when transitioning between algorithm phases, and ensure variables and constraints are accessed from the correct problem context (original vs presolve vs folded vs postsolve); verify index mapping consistency across problem transformations.

🤖 Prompt for AI Agents 
Verify each finding against the current code and only fix it if needed.

In `@cpp/src/barrier/barrier.cu` around lines 1974 - 1980, Validate that all
warm-start vectors x_pdhg, w_pdhg, y_pdhg, z_pdhg, v_pdhg are present and
exactly match the current presolved problem dimensions (match data.x.size(),
data.w.size(), data.y.size(), data.z.size(), data.v.size() or the problem n/m
counts) before assigning them to data.x/data.w/data.y/data.z/data.v; if any size
mismatches occur, skip the warm start and leave existing data or reset to a safe
default. After a successful full-size overwrite, re-establish strict interiority
by pushing any non‑positive entries in data.x/data.z and data.w/data.v to a
small positive tolerance (e.g., eps) so subsequent divisions in
gpu_compute_search_direction() cannot divide by zero or negative values. Ensure
you reference and check the five symbols x_pdhg, w_pdhg, y_pdhg, z_pdhg, v_pdhg
and update data.x, data.w, data.y, data.z, data.v atomically only when all
validations pass.


return 0;
}

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6 changes: 6 additions & 0 deletions cpp/src/barrier/barrier.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -76,6 +76,12 @@ class barrier_solver_t {

// To be able to directly pass lambdas to transform functions
public:

std::vector<f_t> x_pdhg;
std::vector<f_t> w_pdhg;
std::vector<f_t> y_pdhg;
std::vector<f_t> z_pdhg;
std::vector<f_t> v_pdhg;
void compute_next_iterate(iteration_data_t<i_t, f_t>& data,
f_t step_scale,
f_t step_primal,
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2 changes: 1 addition & 1 deletion cpp/src/dual_simplex/CMakeLists.txt
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Original file line number Diff line number Diff line change
Expand Up @@ -7,7 +7,7 @@ set(DUAL_SIMPLEX_SRC_FILES
${CMAKE_CURRENT_SOURCE_DIR}/basis_solves.cpp
${CMAKE_CURRENT_SOURCE_DIR}/basis_updates.cpp
${CMAKE_CURRENT_SOURCE_DIR}/bound_flipping_ratio_test.cpp
${CMAKE_CURRENT_SOURCE_DIR}/crossover.cpp
${CMAKE_CURRENT_SOURCE_DIR}/crossover.cu
${CMAKE_CURRENT_SOURCE_DIR}/folding.cpp
${CMAKE_CURRENT_SOURCE_DIR}/initial_basis.cpp
${CMAKE_CURRENT_SOURCE_DIR}/phase1.cpp
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