Dump presolved problem to file (#459)

This PR adds a new option to write the presolved model if presolved is applied.

Authors:
  - Hugo Linsenmaier (https://github.com/hlinsen)

Approvers:
  - Chris Maes (https://github.com/chris-maes)

URL: #459

Author: hlinsen

cpp/include/cuopt/linear_programming/constants.h

@@ -74,6 +74,7 @@
 #define CUOPT_NUM_CPU_THREADS                 "num_cpu_threads"
 #define CUOPT_NUM_GPUS                        "num_gpus"
 #define CUOPT_USER_PROBLEM_FILE               "user_problem_file"
+#define CUOPT_PRESOLVE_FILE                   "presolve_file"
 #define CUOPT_RANDOM_SEED                     "random_seed"
 #define CUOPT_PDLP_PRECISION                  "pdlp_precision"
 

cpp/include/cuopt/linear_programming/mip/solver_settings.hpp

@@ -105,6 +105,7 @@ class mip_solver_settings_t {
   std::string log_file;
   std::string sol_file;
   std::string user_problem_file;
+  std::string presolve_file;
 
   /** Initial primal solutions */
   std::vector<std::shared_ptr<rmm::device_uvector<f_t>>> initial_solutions;

cpp/include/cuopt/linear_programming/pdlp/solver_settings.hpp

@@ -245,6 +245,7 @@ class pdlp_solver_settings_t {
   std::string log_file{""};
   std::string sol_file{""};
   std::string user_problem_file{""};
+  std::string presolve_file{""};
   bool per_constraint_residual{false};
   bool crossover{false};
   bool cudss_deterministic{false};

cpp/src/math_optimization/solver_settings.cu

@@ -131,7 +131,9 @@ solver_settings_t<i_t, f_t>::solver_settings_t() : pdlp_settings(), mip_settings
     {CUOPT_SOLUTION_FILE,  &mip_settings.sol_file, ""},
     {CUOPT_SOLUTION_FILE,  &pdlp_settings.sol_file, ""},
     {CUOPT_USER_PROBLEM_FILE, &mip_settings.user_problem_file, ""},
-    {CUOPT_USER_PROBLEM_FILE, &pdlp_settings.user_problem_file, ""}
+    {CUOPT_USER_PROBLEM_FILE, &pdlp_settings.user_problem_file, ""},
+    {CUOPT_PRESOLVE_FILE, &mip_settings.presolve_file, ""},
+    {CUOPT_PRESOLVE_FILE, &pdlp_settings.presolve_file, ""}
   };
   // clang-format on
 }

cpp/src/mip_heuristics/solve.cu

@@ -283,6 +283,7 @@ mip_solution_t<i_t, f_t> solve_mip(optimization_problem_t<i_t, f_t>& op_problem,
                                      settings.tolerances.relative_tolerance,
                                      presolve_time_limit,
                                      settings.num_cpu_threads);
+
       if (!result.has_value()) {
         return mip_solution_t<i_t, f_t>(mip_termination_status_t::Infeasible,
                                         solver_stats_t<i_t, f_t>{},
@@ -306,6 +307,10 @@ mip_solution_t<i_t, f_t> solve_mip(optimization_problem_t<i_t, f_t>& op_problem,
       CUOPT_LOG_INFO("Writing user problem to file: %s", settings.user_problem_file.c_str());
       op_problem.write_to_mps(settings.user_problem_file);
     }
+    if (run_presolve && settings.presolve_file != "") {
+      CUOPT_LOG_INFO("Writing presolved problem to file: %s", settings.presolve_file.c_str());
+      presolve_result->reduced_problem.write_to_mps(settings.presolve_file);
+    }
 
     auto sol = run_mip(problem, settings, timer);
 

cpp/src/pdlp/solve.cu

@@ -1453,6 +1453,10 @@ optimization_problem_solution_t<i_t, f_t> solve_lp(
       CUOPT_LOG_INFO("Writing user problem to file: %s", settings.user_problem_file.c_str());
       op_problem.write_to_mps(settings.user_problem_file);
     }
+    if (run_presolve && settings.presolve_file != "") {
+      CUOPT_LOG_INFO("Writing presolved problem to file: %s", settings.presolve_file.c_str());
+      result->reduced_problem.write_to_mps(settings.presolve_file);
+    }
 
     // Set the hyper-parameters based on the solver_settings
     if (use_pdlp_solver_mode) { set_pdlp_solver_mode(settings); }