Implement node presolve#368
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rapids-bot[bot] merged 16 commits intoNVIDIA:branch-25.10from Sep 10, 2025
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rg20
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kaatish
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Sep 5, 2025
chris-maes
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chris-maes
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chris-maes
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chris-maes
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| std::vector<f_t> constraint_ub(m); | ||
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| // FIXME:: Instead of initializing constraint_changed to true, we can only look | ||
| // at the constraints corresponding to branched variable in branch and bound |
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This is an important optimization, you might want to have a specific bound strengthening function just for this maybe
bool bound_strengthening(const std::vector<char>& row_sense,
const simplex_solver_settings_t<i_t, f_t>& settings,
const lp_problem_t<i_t, f_t>& problem,
const std::vector<variable_type_t>& var_types,
i_t branched_var,
f_t branched_var_lower_bound,
f_t branched_var_upper_bound)
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I actually tried this, but it does not do a good job. I think it might be related to not using the strengthened bounds from the parent.
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|
/ok to test 16488a0 |
Contributor
Author
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/merge |
aliceb-nv
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Sep 22, 2025
This PR implements node presolve using the bounds strengthening algorithm. At each node in branch-and-bound tree, host presolve is run to (i) improve the bounds on the variables (ii) to detect infeasibility and fathom nodes accordingly **Details** - The bounds strengthening takes into account of integrality constraints. This leads to more infeasibility detection than doing the dual simplex. - Bounds strengthening is done only starting with the constraints that are associated with the branched variables (all up to the root node) only. For examples, if the current node is depth 7, only constraints relating to these 7 variables are considered changed for the first iteration of bounds strengthening. This greatly improves the performance of the node presolve - This bounds strengthening is performed on the cpu ## Issue Closes #276 Authors: - Rajesh Gandham (https://github.com/rg20) Approvers: - Kumar Aatish (https://github.com/kaatish) URL: #368
aliceb-nv
pushed a commit
that referenced
this pull request
Sep 22, 2025
This PR implements node presolve using the bounds strengthening algorithm. At each node in branch-and-bound tree, host presolve is run to (i) improve the bounds on the variables (ii) to detect infeasibility and fathom nodes accordingly **Details** - The bounds strengthening takes into account of integrality constraints. This leads to more infeasibility detection than doing the dual simplex. - Bounds strengthening is done only starting with the constraints that are associated with the branched variables (all up to the root node) only. For examples, if the current node is depth 7, only constraints relating to these 7 variables are considered changed for the first iteration of bounds strengthening. This greatly improves the performance of the node presolve - This bounds strengthening is performed on the cpu ## Issue Closes #276 Authors: - Rajesh Gandham (https://github.com/rg20) Approvers: - Kumar Aatish (https://github.com/kaatish) URL: #368
jieyibi
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Mar 26, 2026
This PR implements node presolve using the bounds strengthening algorithm. At each node in branch-and-bound tree, host presolve is run to (i) improve the bounds on the variables (ii) to detect infeasibility and fathom nodes accordingly **Details** - The bounds strengthening takes into account of integrality constraints. This leads to more infeasibility detection than doing the dual simplex. - Bounds strengthening is done only starting with the constraints that are associated with the branched variables (all up to the root node) only. For examples, if the current node is depth 7, only constraints relating to these 7 variables are considered changed for the first iteration of bounds strengthening. This greatly improves the performance of the node presolve - This bounds strengthening is performed on the cpu ## Issue Closes NVIDIA#276 Authors: - Rajesh Gandham (https://github.com/rg20) Approvers: - Kumar Aatish (https://github.com/kaatish) URL: NVIDIA#368
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Description
This PR implements node presolve using the bounds strengthening algorithm. At each node in branch-and-bound tree, host presolve is run to (i) improve the bounds on the variables (ii) to detect infeasibility and fathom nodes accordingly
Details
Issue
Closes #276
Checklist