refactor: promote shared primitives to mathematical_optimization by mlubin · Pull Request #1481 · NVIDIA/cuopt

mlubin · 2026-06-26T16:21:29Z

Moves linear algebra primitives and other shared utilities into the optimization namespace to reduce the need for using statements or namespace qualification introduced by #1446. Linear algebra goes into a new directory named cpp/src/linear_algebra and other utilities go into the pre-existing cpp/src/math_optimization directory.

No behavioral or API change; pure relocation.

copy-pr-bot · 2026-06-26T16:21:32Z

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mlubin · 2026-06-26T20:04:55Z

/ok to test c7d9e22

coderabbitai · 2026-06-26T20:14:49Z

No actionable comments were generated in the recent review. 🎉

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Run ID: 1a314785-ac27-4129-8186-9adfe7f6dc0e

📥 Commits

Reviewing files that changed from the base of the PR and between b132224 and fc8c934.

📒 Files selected for processing (86)

cpp/src/CMakeLists.txt
cpp/src/barrier/barrier.cu
cpp/src/barrier/barrier.hpp
cpp/src/barrier/conjugate_gradient.hpp
cpp/src/barrier/cusparse_view.cu
cpp/src/barrier/cusparse_view.hpp
cpp/src/barrier/device_sparse_matrix.cu
cpp/src/barrier/device_sparse_matrix.cuh
cpp/src/barrier/iterative_refinement.hpp
cpp/src/barrier/pinned_host_allocator.cu
cpp/src/barrier/pinned_host_allocator.hpp
cpp/src/barrier/sparse_cholesky.cuh
cpp/src/barrier/translate_soc.hpp
cpp/src/branch_and_bound/branch_and_bound.cpp
cpp/src/branch_and_bound/branch_and_bound.hpp
cpp/src/branch_and_bound/deterministic_workers.hpp
cpp/src/branch_and_bound/diving_heuristics.cpp
cpp/src/branch_and_bound/mip_node.hpp
cpp/src/branch_and_bound/pseudo_costs.cpp
cpp/src/branch_and_bound/pseudo_costs.hpp
cpp/src/branch_and_bound/symmetry.hpp
cpp/src/branch_and_bound/worker.hpp
cpp/src/branch_and_bound/worker_pool.hpp
cpp/src/cuts/cuts.cpp
cpp/src/cuts/cuts.hpp
cpp/src/dual_simplex/CMakeLists.txt
cpp/src/dual_simplex/basis_solves.cpp
cpp/src/dual_simplex/basis_solves.hpp
cpp/src/dual_simplex/basis_updates.hpp
cpp/src/dual_simplex/bound_flipping_ratio_test.cpp
cpp/src/dual_simplex/bound_flipping_ratio_test.hpp
cpp/src/dual_simplex/crossover.cpp
cpp/src/dual_simplex/crossover.hpp
cpp/src/dual_simplex/folding.cpp
cpp/src/dual_simplex/folding.hpp
cpp/src/dual_simplex/initial_basis.cpp
cpp/src/dual_simplex/initial_basis.hpp
cpp/src/dual_simplex/phase1.cpp
cpp/src/dual_simplex/phase1.hpp
cpp/src/dual_simplex/phase2.cpp
cpp/src/dual_simplex/phase2.hpp
cpp/src/dual_simplex/presolve.cpp
cpp/src/dual_simplex/presolve.hpp
cpp/src/dual_simplex/primal.cpp
cpp/src/dual_simplex/primal.hpp
cpp/src/dual_simplex/right_looking_lu.cpp
cpp/src/dual_simplex/right_looking_lu.hpp
cpp/src/dual_simplex/scaling.cpp
cpp/src/dual_simplex/scaling.hpp
cpp/src/dual_simplex/simplex_solver_settings.hpp
cpp/src/dual_simplex/singletons.cpp
cpp/src/dual_simplex/singletons.hpp
cpp/src/dual_simplex/solution.hpp
cpp/src/dual_simplex/solve.cpp
cpp/src/dual_simplex/solve.hpp
cpp/src/dual_simplex/triangle_solve.hpp
cpp/src/dual_simplex/user_problem.hpp
cpp/src/linear_algebra/CMakeLists.txt
cpp/src/linear_algebra/dense_matrix.hpp
cpp/src/linear_algebra/dense_vector.hpp
cpp/src/linear_algebra/sort_csr.cuh
cpp/src/linear_algebra/sparse_matrix.cpp
cpp/src/linear_algebra/sparse_matrix.hpp
cpp/src/linear_algebra/sparse_vector.cpp
cpp/src/linear_algebra/sparse_vector.hpp
cpp/src/linear_algebra/vector_math.cpp
cpp/src/linear_algebra/vector_math.cuh
cpp/src/linear_algebra/vector_math.hpp
cpp/src/math_optimization/CMakeLists.txt
cpp/src/math_optimization/tic_toc.cpp
cpp/src/math_optimization/tic_toc.hpp
cpp/src/math_optimization/types.hpp
cpp/src/mip_heuristics/diversity/lns/rins.cu
cpp/src/mip_heuristics/diversity/recombiners/sub_mip.cuh
cpp/src/mip_heuristics/feasibility_jump/fj_cpu.cu
cpp/src/mip_heuristics/presolve/conflict_graph/clique_table.cu
cpp/src/mip_heuristics/presolve/semi_continuous.cu
cpp/src/mip_heuristics/problem/problem.cu
cpp/src/mip_heuristics/solve.cu
cpp/src/pdlp/solve.cu
cpp/src/pdlp/translate.hpp
cpp/tests/dual_simplex/unit_tests/right_looking_ldlt.cpp
cpp/tests/dual_simplex/unit_tests/solve.cpp
cpp/tests/dual_simplex/unit_tests/solve_barrier.cu
cpp/tests/mip/cuts_test.cu
cpp/tests/socp/general_quadratic_test.cu

💤 Files with no reviewable changes (1)

cpp/src/dual_simplex/CMakeLists.txt

✅ Files skipped from review due to trivial changes (32)

cpp/src/dual_simplex/crossover.hpp
cpp/src/dual_simplex/initial_basis.hpp
cpp/src/dual_simplex/bound_flipping_ratio_test.hpp
cpp/src/dual_simplex/primal.hpp
cpp/src/dual_simplex/singletons.hpp
cpp/src/CMakeLists.txt
cpp/src/dual_simplex/right_looking_lu.hpp
cpp/src/dual_simplex/folding.cpp
cpp/src/mip_heuristics/presolve/semi_continuous.cu
cpp/src/dual_simplex/triangle_solve.hpp
cpp/src/dual_simplex/bound_flipping_ratio_test.cpp
cpp/src/dual_simplex/presolve.cpp
cpp/tests/dual_simplex/unit_tests/right_looking_ldlt.cpp
cpp/src/dual_simplex/scaling.hpp
cpp/src/dual_simplex/folding.hpp
cpp/src/dual_simplex/phase2.hpp
cpp/src/dual_simplex/scaling.cpp
cpp/src/dual_simplex/crossover.cpp
cpp/src/dual_simplex/singletons.cpp
cpp/src/branch_and_bound/mip_node.hpp
cpp/src/dual_simplex/primal.cpp
cpp/src/dual_simplex/right_looking_lu.cpp
cpp/src/mip_heuristics/feasibility_jump/fj_cpu.cu
cpp/src/dual_simplex/basis_updates.hpp
cpp/src/dual_simplex/presolve.hpp
cpp/src/dual_simplex/basis_solves.hpp
cpp/src/dual_simplex/user_problem.hpp
cpp/src/dual_simplex/phase1.hpp
cpp/src/dual_simplex/solve.cpp
cpp/src/dual_simplex/phase1.cpp
cpp/tests/dual_simplex/unit_tests/solve_barrier.cu
cpp/src/dual_simplex/initial_basis.cpp

🚧 Files skipped from review as they are similar to previous changes (53)

cpp/src/branch_and_bound/diving_heuristics.cpp
cpp/src/dual_simplex/solve.hpp
cpp/src/mip_heuristics/diversity/lns/rins.cu
cpp/src/branch_and_bound/worker_pool.hpp
cpp/src/linear_algebra/CMakeLists.txt
cpp/src/dual_simplex/solution.hpp
cpp/src/mip_heuristics/diversity/recombiners/sub_mip.cuh
cpp/tests/mip/cuts_test.cu
cpp/src/mip_heuristics/solve.cu
cpp/src/barrier/device_sparse_matrix.cu
cpp/src/math_optimization/tic_toc.cpp
cpp/src/linear_algebra/sparse_vector.hpp
cpp/src/linear_algebra/sparse_matrix.cpp
cpp/src/barrier/pinned_host_allocator.hpp
cpp/src/linear_algebra/sparse_vector.cpp
cpp/src/dual_simplex/basis_solves.cpp
cpp/src/linear_algebra/sort_csr.cuh
cpp/src/branch_and_bound/branch_and_bound.hpp
cpp/src/linear_algebra/sparse_matrix.hpp
cpp/src/barrier/cusparse_view.hpp
cpp/src/math_optimization/tic_toc.hpp
cpp/src/dual_simplex/simplex_solver_settings.hpp
cpp/src/linear_algebra/vector_math.cpp
cpp/src/mip_heuristics/problem/problem.cu
cpp/src/linear_algebra/dense_matrix.hpp
cpp/src/dual_simplex/phase2.cpp
cpp/src/branch_and_bound/worker.hpp
cpp/src/linear_algebra/vector_math.hpp
cpp/src/math_optimization/types.hpp
cpp/src/barrier/pinned_host_allocator.cu
cpp/src/barrier/cusparse_view.cu
cpp/src/barrier/device_sparse_matrix.cuh
cpp/src/math_optimization/CMakeLists.txt
cpp/tests/dual_simplex/unit_tests/solve.cpp
cpp/src/pdlp/solve.cu
cpp/src/barrier/barrier.hpp
cpp/src/branch_and_bound/branch_and_bound.cpp
cpp/src/branch_and_bound/pseudo_costs.hpp
cpp/src/barrier/iterative_refinement.hpp
cpp/src/branch_and_bound/deterministic_workers.hpp
cpp/tests/socp/general_quadratic_test.cu
cpp/src/linear_algebra/vector_math.cuh
cpp/src/mip_heuristics/presolve/conflict_graph/clique_table.cu
cpp/src/linear_algebra/dense_vector.hpp
cpp/src/branch_and_bound/symmetry.hpp
cpp/src/branch_and_bound/pseudo_costs.cpp
cpp/src/barrier/translate_soc.hpp
cpp/src/pdlp/translate.hpp
cpp/src/barrier/conjugate_gradient.hpp
cpp/src/barrier/sparse_cholesky.cuh
cpp/src/cuts/cuts.cpp
cpp/src/cuts/cuts.hpp
cpp/src/barrier/barrier.cu

📝 Walkthrough

Walkthrough

The PR adds linear_algebra and math_optimization sources to the build, moves shared timing and scalar utilities into cuopt::mathematical_optimization, and updates barrier, dual simplex, cuts, branch-and-bound, MIP, PDLP, and tests to the relocated APIs.

Changes

Namespace and utility migration

Layer / File(s)	Summary
Math optimization build and timing `cpp/src/CMakeLists.txt`, `cpp/src/math_optimization/`, `cpp/src/dual_simplex/`, `cpp/src/mip_heuristics/`, `cpp/src/pdlp/`, `cpp/tests/dual_simplex/unit_tests/*`	The build registers the new math-optimization sources, and `tic`/`toc` plus the shared scalar types are declared under `cuopt::mathematical_optimization`; timing-only call sites and type includes across dual-simplex, MIP, PDLP, and unit tests switch to those relocated headers and unqualified names.
Linear algebra API relocation `cpp/src/linear_algebra/`, `cpp/src/barrier/`, `cpp/src/branch_and_bound/`, `cpp/src/cuts/`, `cpp/tests/mip/cuts_test.cu`	The linear-algebra build, headers, and implementations move into `cuopt::mathematical_optimization`, and the dense, sparse, vector, norm, CSR-sorting, and CSR-backed interfaces switch to the new non-`simplex` types.
Barrier solver core `cpp/src/barrier/barrier.*`, `cpp/src/barrier/conjugate_gradient.hpp`, `cpp/src/barrier/iterative_refinement.hpp`	Barrier solver entry points, conjugate-gradient helpers, iterative refinement, and residual logging switch to the relocated vector math and timing helpers, and the public `create_Q` signature uses the unqualified CSC matrix type.
Barrier matrix adapters `cpp/src/barrier/cusparse_view.`, `cpp/src/barrier/device_sparse_matrix.`, `cpp/src/barrier/pinned_host_allocator.*`	The CSC/CSR device wrappers and pinned-host allocator retarget their matrix types and namespace scopes to the new linear-algebra headers.
Barrier factorization and SOC translation `cpp/src/barrier/sparse_cholesky.cuh`, `cpp/src/barrier/translate_soc.hpp`, `cpp/tests/socp/general_quadratic_test.cu`	Sparse Cholesky and SOC translation switch their matrix, sparse-vector, and timing types to the relocated APIs, and the SOC test updates its matrix and `inf` references.
Dual simplex migration `cpp/src/dual_simplex/`, `cpp/tests/dual_simplex/unit_tests/`	Dual simplex headers, implementations, CMake wiring, and unit tests replace `dual_simplex` includes with the new headers and switch public CSR and timing references to the new namespaces.
Branch-and-bound migration `cpp/src/branch_and_bound/*`	Branch-and-bound, pseudo-cost, symmetry, worker, and deterministic coordinator code update their CSR matrix, `inf`, and `tic`/`toc` usage to the relocated headers.
Cuts and cut generation `cpp/src/cuts/*`, `cpp/tests/mip/cuts_test.cu`	Cut interfaces, generators, and the cuts test switch to the new CSR and sparse-vector types, and `variable_bounds_t` changes its infinity-branch logic.
MIP heuristics and PDLP `cpp/src/mip_heuristics/`, `cpp/src/pdlp/`	MIP heuristics and PDLP translation/solve code replace the old sort, timing, matrix, and norm helpers with the relocated APIs.

Estimated code review effort

🎯 4 (Complex) | ⏱️ ~60 minutes

🚥 Pre-merge checks | ✅ 4 | ❌ 1

❌ Failed checks (1 warning)

Check name	Status	Explanation	Resolution
Docstring Coverage	⚠️ Warning	Docstring coverage is 9.09% which is insufficient. The required threshold is 80.00%.	Write docstrings for the functions missing them to satisfy the coverage threshold.

✅ Passed checks (4 passed)

Check name	Status	Explanation
Title check	✅ Passed	The title clearly summarizes the main refactor of promoting shared primitives into the mathematical_optimization namespace.
Description check	✅ Passed	The description matches the change set by describing a namespace relocation with no behavioral or API change.
Linked Issues check	✅ Passed	Check skipped because no linked issues were found for this pull request.
Out of Scope Changes check	✅ Passed	Check skipped because no linked issues were found for this pull request.

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🧹 Nitpick comments (1)

cpp/src/linear_algebra/vector_math.cuh (1)
100-113: 🎯 Functional Correctness | 🔵 Trivial | ⚡ Quick win
Use cuda::std::abs in the device lambda.
The new transform uses unqualified abs, while the existing device reducer above uses cuda::std::abs; making this explicit avoids host/device overload surprises for floating-point f_t.
Proposed fix
- [] __host__ __device__(f_t val) { return abs(val); },+ [] __host__ __device__(f_t val) { return cuda::std::abs(val); },
As per coding guidelines, “Prevent numerical instability (overflow, underflow, precision loss) producing wrong results.”
🤖 Prompt for AI Agents
Verify each finding against current code. Fix only still-valid issues, skip the
rest with a brief reason, keep changes minimal, and validate.
In `@cpp/src/linear_algebra/vector_math.cuh` around lines 100 - 113, The device
lambda in vector_norm_inf currently uses unqualified abs, which can pick the
wrong overload for floating-point device code. Update the transform_reduce
lambda to use cuda::std::abs consistently with the rest of the file, and keep
the change localized to vector_norm_inf so the maximum absolute value reduction
remains explicit and device-safe.
Source: Coding guidelines

🤖 Prompt for all review comments with AI agents

Verify each finding against current code. Fix only still-valid issues, skip the
rest with a brief reason, keep changes minimal, and validate.
Nitpick comments:
In `@cpp/src/linear_algebra/vector_math.cuh`:
- Around line 100-113: The device lambda in vector_norm_inf currently uses
unqualified abs, which can pick the wrong overload for floating-point device
code. Update the transform_reduce lambda to use cuda::std::abs consistently with
the rest of the file, and keep the change localized to vector_norm_inf so the
maximum absolute value reduction remains explicit and device-safe.

ℹ️ Review info

⚙️ Run configuration

Configuration used: Path: .coderabbit.yaml

Review profile: CHILL

Plan: Enterprise

Run ID: cf69ebbe-a488-4896-8cda-48cf83f0eb13

📥 Commits

Reviewing files that changed from the base of the PR and between 4e87bf7 and c7d9e22.

📒 Files selected for processing (86)

cpp/src/CMakeLists.txt
cpp/src/barrier/barrier.cu
cpp/src/barrier/barrier.hpp
cpp/src/barrier/conjugate_gradient.hpp
cpp/src/barrier/cusparse_view.cu
cpp/src/barrier/cusparse_view.hpp
cpp/src/barrier/device_sparse_matrix.cu
cpp/src/barrier/device_sparse_matrix.cuh
cpp/src/barrier/iterative_refinement.hpp
cpp/src/barrier/pinned_host_allocator.cu
cpp/src/barrier/pinned_host_allocator.hpp
cpp/src/barrier/sparse_cholesky.cuh
cpp/src/barrier/translate_soc.hpp
cpp/src/branch_and_bound/branch_and_bound.cpp
cpp/src/branch_and_bound/branch_and_bound.hpp
cpp/src/branch_and_bound/deterministic_workers.hpp
cpp/src/branch_and_bound/diving_heuristics.cpp
cpp/src/branch_and_bound/mip_node.hpp
cpp/src/branch_and_bound/pseudo_costs.cpp
cpp/src/branch_and_bound/pseudo_costs.hpp
cpp/src/branch_and_bound/symmetry.hpp
cpp/src/branch_and_bound/worker.hpp
cpp/src/branch_and_bound/worker_pool.hpp
cpp/src/cuts/cuts.cpp
cpp/src/cuts/cuts.hpp
cpp/src/dual_simplex/CMakeLists.txt
cpp/src/dual_simplex/basis_solves.cpp
cpp/src/dual_simplex/basis_solves.hpp
cpp/src/dual_simplex/basis_updates.hpp
cpp/src/dual_simplex/bound_flipping_ratio_test.cpp
cpp/src/dual_simplex/bound_flipping_ratio_test.hpp
cpp/src/dual_simplex/crossover.cpp
cpp/src/dual_simplex/crossover.hpp
cpp/src/dual_simplex/folding.cpp
cpp/src/dual_simplex/folding.hpp
cpp/src/dual_simplex/initial_basis.cpp
cpp/src/dual_simplex/initial_basis.hpp
cpp/src/dual_simplex/phase1.cpp
cpp/src/dual_simplex/phase1.hpp
cpp/src/dual_simplex/phase2.cpp
cpp/src/dual_simplex/phase2.hpp
cpp/src/dual_simplex/presolve.cpp
cpp/src/dual_simplex/presolve.hpp
cpp/src/dual_simplex/primal.cpp
cpp/src/dual_simplex/primal.hpp
cpp/src/dual_simplex/right_looking_lu.cpp
cpp/src/dual_simplex/right_looking_lu.hpp
cpp/src/dual_simplex/scaling.cpp
cpp/src/dual_simplex/scaling.hpp
cpp/src/dual_simplex/simplex_solver_settings.hpp
cpp/src/dual_simplex/singletons.cpp
cpp/src/dual_simplex/singletons.hpp
cpp/src/dual_simplex/solution.hpp
cpp/src/dual_simplex/solve.cpp
cpp/src/dual_simplex/solve.hpp
cpp/src/dual_simplex/triangle_solve.hpp
cpp/src/dual_simplex/user_problem.hpp
cpp/src/linear_algebra/CMakeLists.txt
cpp/src/linear_algebra/dense_matrix.hpp
cpp/src/linear_algebra/dense_vector.hpp
cpp/src/linear_algebra/sort_csr.cuh
cpp/src/linear_algebra/sparse_matrix.cpp
cpp/src/linear_algebra/sparse_matrix.hpp
cpp/src/linear_algebra/sparse_vector.cpp
cpp/src/linear_algebra/sparse_vector.hpp
cpp/src/linear_algebra/vector_math.cpp
cpp/src/linear_algebra/vector_math.cuh
cpp/src/linear_algebra/vector_math.hpp
cpp/src/math_optimization/CMakeLists.txt
cpp/src/math_optimization/tic_toc.cpp
cpp/src/math_optimization/tic_toc.hpp
cpp/src/math_optimization/types.hpp
cpp/src/mip_heuristics/diversity/lns/rins.cu
cpp/src/mip_heuristics/diversity/recombiners/sub_mip.cuh
cpp/src/mip_heuristics/feasibility_jump/fj_cpu.cu
cpp/src/mip_heuristics/presolve/conflict_graph/clique_table.cu
cpp/src/mip_heuristics/presolve/semi_continuous.cu
cpp/src/mip_heuristics/problem/problem.cu
cpp/src/mip_heuristics/solve.cu
cpp/src/pdlp/solve.cu
cpp/src/pdlp/translate.hpp
cpp/tests/dual_simplex/unit_tests/right_looking_ldlt.cpp
cpp/tests/dual_simplex/unit_tests/solve.cpp
cpp/tests/dual_simplex/unit_tests/solve_barrier.cu
cpp/tests/mip/cuts_test.cu
cpp/tests/socp/general_quadratic_test.cu

💤 Files with no reviewable changes (1)

cpp/src/dual_simplex/CMakeLists.txt

mlubin · 2026-06-26T20:40:37Z

/ok to test b132224

…timization Move general-purpose sparse/dense linear-algebra types and helpers out of the algorithm-specific simplex/barrier/mip namespaces into the parent cuopt::mathematical_optimization namespace, under a new cpp/src/linear_algebra/ directory. These symbols (csc_matrix_t, csr_matrix_t, sparse_vector_t, vector_norm*/dot, matrix(_transpose)_vector_multiply, dense_vector_t, dense_matrix_t, sort_csr) are not tied to any one algorithm and are already consumed across simplex, barrier, pdlp, and mip. sort_csr is additionally decoupled from mip_heuristics by including the public optimization_problem.hpp directly. Explicit template instantiations and out-of-line member definitions for these templates (hosted in barrier/*.cu) are moved into the parent namespace alongside the templates. No behavioral or API change; pure relocation. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> Signed-off-by: Miles Lubin <mlubin@nvidia.com>

mlubin · 2026-06-29T14:49:02Z

/ok to test fc8c934

github-actions · 2026-06-29T16:29:08Z

CI Test Summary

✅ All 31 test job(s) passed.

mlubin · 2026-06-30T13:48:35Z

/merge

mlubin added non-breaking Introduces a non-breaking change improvement Improves an existing functionality labels Jun 26, 2026

mlubin force-pushed the refactor/promote-linear-algebra-namespace branch 2 times, most recently from febdde9 to c7d9e22Compare June 26, 2026 18:42

mlubin changed the title ~~refactor: promote shared linear-algebra primitives to mathematical_optimization~~refactor: promote shared primitives to mathematical_optimizationJun 26, 2026

mlubin marked this pull request as ready for review June 26, 2026 20:02

mlubin requested review from a team as code owners June 26, 2026 20:02

mlubin requested review from Bubullzz, akifcorduk, chris-maes, nguidotti and ramakrishnap-nv and removed request for Bubullzz and chris-maes June 26, 2026 20:02

coderabbitaiBot reviewed Jun 26, 2026
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mlubin force-pushed the refactor/promote-linear-algebra-namespace branch from c7d9e22 to b132224Compare June 26, 2026 20:24

ramakrishnap-nv approved these changes Jun 26, 2026
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mlubin force-pushed the refactor/promote-linear-algebra-namespace branch from b132224 to fc8c934Compare June 29, 2026 14:17

akifcorduk approved these changes Jun 30, 2026
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rapids-botBot merged commit 2ca56e7 into NVIDIA:mainJun 30, 2026
180 of 182 checks passed

mlubin deleted the refactor/promote-linear-algebra-namespace branch June 30, 2026 13:48

ramakrishnap-nv mentioned this pull request Jul 1, 2026
[BUG] ROUTING_TEST CVRPTW_Retail/4 SIGABRT — "Cost should improve" assertion in execute_vrp_moves #1276
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refactor: promote shared primitives to mathematical_optimization - #1481

refactor: promote shared primitives to mathematical_optimization#1481
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