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Extract LP create_data_model/create_solver into conversion.py #1849
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9f20981
Extract LP create_data_model/create_solver into conversion.py
tmckayus cb891b5
drop static refactor verification tests from test_lp_conversion.py
tmckayus 95795ff
Merge branch 'main' into feat/proxy-a02-lp-conversion
tmckayus 917fecf
Drop trailing whitespace left by the main merge in utils.py.
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88 changes: 88 additions & 0 deletions
88
python/cuopt_server/cuopt_server/tests/test_lp_conversion.py
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,88 @@ | ||
| # SPDX-FileCopyrightText: Copyright (c) 2026, NVIDIA CORPORATION & AFFILIATES. All rights reserved. | ||
| # SPDX-License-Identifier: Apache-2.0 | ||
|
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| from cuopt_server.utils.linear_programming import conversion | ||
| from cuopt_server.utils.linear_programming.data_definition import LPData | ||
| from cuopt_server.utils.utils import build_lp_datamodel_from_json | ||
|
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| def get_lp_json(): | ||
| return { | ||
| "csr_constraint_matrix": { | ||
| "offsets": [0, 2], | ||
| "indices": [0, 1], | ||
| "values": [1.0, 1.0], | ||
| }, | ||
| "constraint_bounds": {"upper_bounds": [5000.0], "lower_bounds": [0.0]}, | ||
| "objective_data": { | ||
| "coefficients": [1.2, 1.7], | ||
| "scalability_factor": 1.0, | ||
| "offset": 0.5, | ||
| }, | ||
| "variable_bounds": { | ||
| "upper_bounds": [3000.0, 5000.0], | ||
| "lower_bounds": [0.0, 0.0], | ||
| }, | ||
| "maximize": True, | ||
| "variable_names": ["x", "y"], | ||
| "solver_config": {"time_limit": 5, "iteration_limit": 100}, | ||
| } | ||
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| def get_lp_data(): | ||
| return LPData.parse_obj(get_lp_json()) | ||
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| def test_create_data_model(): | ||
| warnings, data_model = conversion.create_data_model(get_lp_data()) | ||
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| assert warnings == [] | ||
| assert data_model.get_constraint_matrix_values().tolist() == [1.0, 1.0] | ||
| assert data_model.get_constraint_matrix_indices().tolist() == [0, 1] | ||
| assert data_model.get_constraint_matrix_offsets().tolist() == [0, 2] | ||
| assert data_model.get_constraint_lower_bounds().tolist() == [0.0] | ||
| assert data_model.get_constraint_upper_bounds().tolist() == [5000.0] | ||
| assert data_model.get_objective_coefficients().tolist() == [1.2, 1.7] | ||
| assert data_model.get_objective_scaling_factor() == 1.0 | ||
| assert data_model.get_objective_offset() == 0.5 | ||
| assert data_model.get_variable_lower_bounds().tolist() == [0.0, 0.0] | ||
| assert data_model.get_variable_upper_bounds().tolist() == [3000.0, 5000.0] | ||
| assert data_model.get_variable_names() == ["x", "y"] | ||
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| def test_create_solver_limits(): | ||
| warnings, solver_settings = conversion.create_solver(get_lp_data(), None) | ||
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| assert warnings == [] | ||
| assert float(solver_settings.get_parameter("time_limit")) == 5.0 | ||
| assert int(solver_settings.get_parameter("iteration_limit")) == 100 | ||
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| def test_create_solver_limits_clamped_by_environment(monkeypatch): | ||
| monkeypatch.setenv("CUOPT_LP_TIME_LIMIT_SEC", "2") | ||
| monkeypatch.setenv("CUOPT_LP_ITERATION_LIMIT", "10") | ||
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| _, solver_settings = conversion.create_solver(get_lp_data(), None) | ||
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| assert float(solver_settings.get_parameter("time_limit")) == 2.0 | ||
| assert int(solver_settings.get_parameter("iteration_limit")) == 10 | ||
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| def test_create_solver_warns_on_ignored_fields(): | ||
| data = get_lp_json() | ||
| data["solver_config"]["user_problem_file"] = "problem.mps" | ||
| data["solver_config"]["solution_file"] = "solution.txt" | ||
|
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| warnings, _ = conversion.create_solver(LPData.parse_obj(data), None) | ||
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| assert warnings == [ | ||
| conversion.ignored_warning("user_problem_file"), | ||
| conversion.ignored_warning("solution_file"), | ||
| ] | ||
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| def test_build_lp_datamodel_from_json(): | ||
| data_model, solver_settings = build_lp_datamodel_from_json(get_lp_json()) | ||
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| assert data_model.get_objective_coefficients().tolist() == [1.2, 1.7] | ||
| assert float(solver_settings.get_parameter("time_limit")) == 5.0 |
139 changes: 139 additions & 0 deletions
139
python/cuopt_server/cuopt_server/utils/linear_programming/conversion.py
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,139 @@ | ||
| # SPDX-FileCopyrightText: Copyright (c) 2022-2026, NVIDIA CORPORATION & AFFILIATES. All rights reserved. | ||
| # SPDX-License-Identifier: Apache-2.0 | ||
|
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||
| import logging | ||
| import os | ||
|
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||
| from cuopt import linear_programming | ||
| from cuopt.linear_programming.solver.solver_parameters import solver_params | ||
|
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| def ignored_warning(field): | ||
| return f"solver config {field} ignored in the cuopt service" | ||
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| def create_data_model(LP_data): | ||
| warnings = [] | ||
|
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| # Create data model object | ||
| data_model = linear_programming.DataModel() | ||
|
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| csr_constraint_matrix = LP_data.csr_constraint_matrix | ||
| data_model.set_csr_constraint_matrix( | ||
| csr_constraint_matrix.values, | ||
| csr_constraint_matrix.indices, | ||
| csr_constraint_matrix.offsets, | ||
| ) | ||
|
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| constraint_bounds = LP_data.constraint_bounds | ||
| if constraint_bounds.bounds is not None: | ||
| data_model.set_constraint_bounds(constraint_bounds.bounds) | ||
| if constraint_bounds.types is not None: | ||
| if len(constraint_bounds.types): | ||
| data_model.set_row_types(constraint_bounds.types) | ||
| if constraint_bounds.upper_bounds is not None: | ||
| if len(constraint_bounds.upper_bounds): | ||
| data_model.set_constraint_upper_bounds( | ||
| constraint_bounds.upper_bounds | ||
| ) | ||
| if constraint_bounds.lower_bounds is not None: | ||
| if len(constraint_bounds.lower_bounds): | ||
| data_model.set_constraint_lower_bounds( | ||
| constraint_bounds.lower_bounds | ||
| ) | ||
|
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| objective_data = LP_data.objective_data | ||
| if objective_data.coefficients is not None: | ||
| data_model.set_objective_coefficients(objective_data.coefficients) | ||
| if objective_data.scalability_factor is not None: | ||
| data_model.set_objective_scaling_factor( | ||
| objective_data.scalability_factor | ||
| ) | ||
| if objective_data.offset is not None: | ||
| data_model.set_objective_offset(objective_data.offset) | ||
|
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| variable_bounds = LP_data.variable_bounds | ||
| if variable_bounds.upper_bounds is not None: | ||
| data_model.set_variable_upper_bounds(variable_bounds.upper_bounds) | ||
| if variable_bounds.lower_bounds is not None: | ||
| data_model.set_variable_lower_bounds(variable_bounds.lower_bounds) | ||
|
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| initial_sol = LP_data.initial_solution | ||
| if initial_sol is not None: | ||
| if initial_sol.primal is not None: | ||
| data_model.set_initial_primal_solution(initial_sol.primal) | ||
| if initial_sol.dual is not None: | ||
| data_model.set_initial_dual_solution(initial_sol.dual) | ||
|
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| if LP_data.maximize is not None: | ||
| data_model.set_maximize(LP_data.maximize) | ||
|
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| if LP_data.variable_types is not None: | ||
| data_model.set_variable_types(LP_data.variable_types) | ||
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| if LP_data.variable_names is not None: | ||
| data_model.set_variable_names(LP_data.variable_names) | ||
|
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| return warnings, data_model | ||
|
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| def create_solver(LP_data, warmstart_data): | ||
| warnings = [] | ||
| solver_settings = linear_programming.SolverSettings() | ||
|
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| if LP_data.solver_config is not None: | ||
| solver_config = LP_data.solver_config | ||
| for param in solver_params: | ||
| param_value = None | ||
| if param.endswith("tolerance"): | ||
| param_value = getattr(solver_config.tolerances, param, None) | ||
| else: | ||
| param_value = getattr(solver_config, param, None) | ||
| if param_value is not None and param_value != "": | ||
| solver_settings.set_parameter(param, param_value) | ||
|
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| if LP_data.solver_config is not None: | ||
| solver_config = LP_data.solver_config | ||
|
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| try: | ||
| lp_time_limit = float(os.environ.get("CUOPT_LP_TIME_LIMIT_SEC")) | ||
| except Exception: | ||
| lp_time_limit = None | ||
| if solver_config.time_limit is None: | ||
| time_limit = lp_time_limit | ||
| elif lp_time_limit: | ||
| time_limit = min(solver_config.time_limit, lp_time_limit) | ||
| else: | ||
| time_limit = solver_config.time_limit | ||
| if time_limit is not None: | ||
| logging.debug(f"setting LP time limit to {time_limit}sec") | ||
| solver_settings.set_parameter("time_limit", time_limit) | ||
|
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||
| try: | ||
| lp_iteration_limit = int( | ||
| os.environ.get("CUOPT_LP_ITERATION_LIMIT") | ||
| ) | ||
| except Exception: | ||
| lp_iteration_limit = None | ||
| if solver_config.iteration_limit is None: | ||
| iteration_limit = lp_iteration_limit | ||
| elif lp_iteration_limit: | ||
| iteration_limit = min( | ||
| solver_config.iteration_limit, lp_iteration_limit | ||
| ) | ||
| else: | ||
| iteration_limit = solver_config.iteration_limit | ||
| if iteration_limit is not None: | ||
| logging.debug(f"setting LP iteration limit to {iteration_limit}") | ||
| solver_settings.set_parameter("iteration_limit", iteration_limit) | ||
|
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| if warmstart_data is not None: | ||
| solver_settings.set_pdlp_warm_start_data(warmstart_data) | ||
|
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| if solver_config.user_problem_file != "": | ||
| warnings.append(ignored_warning("user_problem_file")) | ||
|
|
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| if solver_config.solution_file != "": | ||
| warnings.append(ignored_warning("solution_file")) | ||
|
|
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| return warnings, solver_settings | ||
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