Skip to content

Fix variable bound violation in CPUFJ moves #930

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
rapids-bot merged 3 commits into from
Mar 4, 2026
Merged

Fix variable bound violation in CPUFJ moves #930

Changes from all commits
Commits
Show all changes
3 commits
Select commit Hold shift + click to select a range
fc0106b
bump
aliceb-nv Mar 4, 2026
42267dd
fix cpufj bug
aliceb-nv Mar 4, 2026
d07e2ae
ai review
aliceb-nv Mar 4, 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
36 changes: 24 additions & 12 deletions cpp/src/mip_heuristics/feasibility_jump/fj_cpu.cu
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -702,6 +702,21 @@ static void apply_move(fj_cpu_climber_t<i_t, f_t>& fj_cpu,
raft::random::PCGenerator rng(fj_cpu.settings.seed + fj_cpu.iterations, 0, 0);

cuopt_assert(var_idx < fj_cpu.view.pb.n_variables, "variable index out of bounds");
f_t old_val = fj_cpu.h_assignment[var_idx];
f_t new_val = old_val + delta;
if (is_integer_var<i_t, f_t>(fj_cpu, var_idx)) {
cuopt_assert(fj_cpu.view.pb.integer_equal(new_val, round(new_val)), "new_val is not integer");
new_val = round(new_val);
}
// clamp to var bounds
new_val = std::min(std::max(new_val, get_lower(fj_cpu.h_var_bounds[var_idx].get())),
get_upper(fj_cpu.h_var_bounds[var_idx].get()));
delta = new_val - old_val;
cuopt_assert(isfinite(new_val), "assignment is not finite");
cuopt_assert(isfinite(delta), "applied delta is not finite");
cuopt_assert((check_variable_within_bounds<i_t, f_t>(fj_cpu, var_idx, new_val)),
"assignment not within bounds");

// Update the LHSs of all involved constraints.
auto [offset_begin, offset_end] = reverse_range_for_var<i_t, f_t>(fj_cpu, var_idx);

Expand Down Expand Up @@ -761,17 +776,7 @@ static void apply_move(fj_cpu_climber_t<i_t, f_t>& fj_cpu,
}

// update the assignment and objective proper
f_t new_val = fj_cpu.h_assignment[var_idx] + delta;
if (is_integer_var<i_t, f_t>(fj_cpu, var_idx)) {
cuopt_assert(fj_cpu.view.pb.integer_equal(new_val, round(new_val)), "new_val is not integer");
new_val = round(new_val);
}
fj_cpu.h_assignment[var_idx] = new_val;

cuopt_assert((check_variable_within_bounds<i_t, f_t>(fj_cpu, var_idx, new_val)),
"assignment not within bounds");
cuopt_assert(isfinite(new_val), "assignment is not finite");

fj_cpu.h_incumbent_objective += fj_cpu.h_obj_coeffs[var_idx] * delta;
if (fj_cpu.h_incumbent_objective < fj_cpu.h_best_objective &&
fj_cpu.violated_constraints.empty()) {
Expand All @@ -786,11 +791,11 @@ static void apply_move(fj_cpu_climber_t<i_t, f_t>& fj_cpu,
fj_cpu.iterations_since_best = 0;
CUOPT_LOG_TRACE("%sCPUFJ: new best objective: %g",
fj_cpu.log_prefix.c_str(),
fj_cpu.pb_ptr->get_user_obj_from_solver_obj(fj_cpu.h_best_objective));
fj_cpu.pb_ptr->get_user_obj_from_solver_obj(fj_cpu.h_incumbent_objective));
if (fj_cpu.improvement_callback) {
double current_work_units = fj_cpu.work_units_elapsed.load(std::memory_order_acquire);
fj_cpu.improvement_callback(
fj_cpu.h_best_objective, fj_cpu.h_assignment, current_work_units);
fj_cpu.h_incumbent_objective, fj_cpu.h_assignment, current_work_units);
}
fj_cpu.feasible_found = true;
}
Expand Down Expand Up @@ -1021,6 +1026,13 @@ static void recompute_lhs(fj_cpu_climber_t<i_t, f_t>& fj_cpu)
CPUFJ_NVTX_RANGE("CPUFJ::recompute_lhs");
cuopt_assert(fj_cpu.h_lhs.size() == fj_cpu.view.pb.n_constraints, "h_lhs size mismatch");

// clamp to var bounds - defensive; apply_move should already have clamped appropriately
for (i_t var_idx = 0; var_idx < fj_cpu.view.pb.n_variables; ++var_idx) {
fj_cpu.h_assignment[var_idx] = std::min(
std::max(fj_cpu.h_assignment[var_idx].get(), get_lower(fj_cpu.h_var_bounds[var_idx].get())),
get_upper(fj_cpu.h_var_bounds[var_idx].get()));
}

fj_cpu.violated_constraints.clear();
fj_cpu.satisfied_constraints.clear();
fj_cpu.total_violations = 0;
Expand Down