Add exception handling for pdlp in concurrent mode

[Iroy30]

Description

Fixes fails when pdlp throws exception in concurrent mode. Still needs evaluation on why pdlp fails.

Issue

Checklist

• I am familiar with the Contributing Guidelines.
• Testing
  • New or existing tests cover these changes
  • Added tests
  • Created an issue to follow-up
  • NA
• Documentation
  • The documentation is up to date with these changes
  • Added new documentation
  • NA

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📝 Walkthrough

Walkthrough

The change adds exception handling scaffolding to the concurrent PDLP runner. It wraps the main execution in try/catch, capturing exceptions in an std::exception_ptr variable and signaling concurrent_halt on failure while preserving existing behavior when no exception occurs.

Changes

Cohort / File(s)	Summary
Exception Handling for Concurrent PDLP cpp/src/pdlp/solve.cu	Introduces try/catch block around main PDLP execution to capture exceptions, store them in pdlp_exception, and set settings_pdlp.concurrent_halt = 1 on failure. Includes TODO note about rethrowing exceptions in concurrent mode and commented-out rethrow logic. Preserves existing behavior when no exception occurs.

Estimated code review effort

🎯 3 (Moderate) | ⏱️ ~25 minutes

🚥 Pre-merge checks | ✅ 3

✅ Passed checks (3 passed)

Check name	Status	Explanation
Docstring Coverage	✅ Passed	No functions found in the changed files to evaluate docstring coverage. Skipping docstring coverage check.
Description check	✅ Passed	The pull request description clearly explains the problem being addressed: fixing failures when PDLP throws exceptions in concurrent mode, with an acknowledgment that the root cause still needs investigation.
Title check	✅ Passed	The title clearly and specifically summarizes the main change: adding exception handling for PDLP in concurrent mode, which aligns with the changeset modifications to solve.cu.

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✨ Finishing Touches

🧪 Generate unit tests (beta)

• Create PR with unit tests

📝 Coding Plan

• Generate coding plan for human review comments

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[coderabbitai]

Actionable comments posted: 1

🧹 Nitpick comments (1)

cpp/src/pdlp/solve.cu (1)

1190-1192: TODO lacks issue tracking; commented-out code should be cleaned up.

The TODO indicates a known intermittent issue but provides no way to track resolution. Additionally, commented-out code with printf statements should not remain in production code.

Recommendations:

1. Create a tracked issue and reference it in the comment (e.g., // TODO(#123): ...)
2. Either remove the commented-out rethrow entirely, or conditionally enable it behind a debug flag if needed for investigation

♻️ Suggested cleanup

-  // TODO: Active Issue: PDLP throws an Exception interminttently.
-  // if (pdlp_exception) { printf("Rethrowing PDLP exception from concurrent mode\n");
-  // std::rethrow_exception(pdlp_exception); }
+  // TODO(`#ISSUE_NUMBER`): PDLP throws exceptions intermittently in concurrent mode.
+  // Once root cause is fixed, rethrow: std::rethrow_exception(pdlp_exception);

🤖 Prompt for AI Agents

Verify each finding against the current code and only fix it if needed.

In `@cpp/src/pdlp/solve.cu` around lines 1190 - 1192, Remove the dead
commented-out rethrow and replace the vague TODO with a tracked issue reference
and optional debug guard: create a repository issue for the intermittent PDLP
exception and update the comment to include the issue ID (e.g., "//
TODO(#<issue>): Intermittent PDLP exception observed when running concurrent
mode"), and either delete the commented block that references
pdlp_exception/printf or move that logic behind a compile-time/debug flag (e.g.,
PDLP_DEBUG_RETHROW) so the rethrow of pdlp_exception can be enabled only for
debugging; locate the commented code around pdlp_exception in solve.cu and apply
the change accordingly.

🤖 Prompt for all review comments with AI agents

Verify each finding against the current code and only fix it if needed.

Inline comments:
In `@cpp/src/pdlp/solve.cu`:
- Around line 1175-1183: The catch block around run_pdlp currently stores the
exception in pdlp_exception but discards it, losing diagnostics; update the
catch in solve.cu to extract and surface the exception message (from
pdlp_exception or std::current_exception()) — e.g., convert to a string via
std::rethrow_exception / try-catch and log it with the existing logging
facilities and/or set a more informative termination status on sol_pdlp (instead
of only pdlp_termination_status_t::NumericalError) before setting
*settings_pdlp.concurrent_halt = 1; ensure run_pdlp, pdlp_exception, sol_pdlp,
and settings_pdlp.concurrent_halt are referenced so callers receive meaningful
error info.

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Nitpick comments:
In `@cpp/src/pdlp/solve.cu`:
- Around line 1190-1192: Remove the dead commented-out rethrow and replace the
vague TODO with a tracked issue reference and optional debug guard: create a
repository issue for the intermittent PDLP exception and update the comment to
include the issue ID (e.g., "// TODO(#<issue>): Intermittent PDLP exception
observed when running concurrent mode"), and either delete the commented block
that references pdlp_exception/printf or move that logic behind a
compile-time/debug flag (e.g., PDLP_DEBUG_RETHROW) so the rethrow of
pdlp_exception can be enabled only for debugging; locate the commented code
around pdlp_exception in solve.cu and apply the change accordingly.

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ℹ️ Review info

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📥 Commits

Reviewing files that changed from the base of the PR and between 0daf1e1 and 3fcf5fb.

📒 Files selected for processing (1)

• cpp/src/pdlp/solve.cu