lpsolver 0.1.0 → 0.2.1

data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.cpp

@@ -0,0 +1,848 @@
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/*                                                                       */
+/*    This file is part of the HiGHS linear optimization suite           */
+/*                                                                       */
+/*    Available as open-source under the MIT License                     */
+/*                                                                       */
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/**@file pdlp/CupdlpWrapper.cpp
+ * @brief
+ * @author Julian Hall
+ */
+#include "pdlp/CupdlpWrapper.h"
+
+void getUserParamsFromOptions(const HighsOptions& options, HighsTimer& timer,
+                              cupdlp_bool* ifChangeIntParam,
+                              cupdlp_int* intParam,
+                              cupdlp_bool* ifChangeFloatParam,
+                              cupdlp_float* floatParam);
+
+void analysePdlpSolution(const HighsOptions& options, const HighsLp& lp,
+                         const HighsSolution& highs_solution);
+
+HighsStatus solveLpCupdlp(HighsLpSolverObject& solver_object) {
+  return solveLpCupdlp(solver_object.options_, solver_object.timer_,
+                       solver_object.lp_, solver_object.basis_,
+                       solver_object.solution_, solver_object.model_status_,
+                       solver_object.highs_info_, solver_object.callback_);
+}
+
+HighsStatus solveLpCupdlp(const HighsOptions& options, HighsTimer& timer,
+                          const HighsLp& lp, HighsBasis& highs_basis,
+                          HighsSolution& highs_solution,
+                          HighsModelStatus& model_status, HighsInfo& highs_info,
+                          HighsCallback& callback) {
+  // Indicate that no imprecise solution has (yet) been found
+  resetModelStatusAndHighsInfo(model_status, highs_info);
+
+  char* fp = nullptr;
+  char* fp_sol = nullptr;
+
+  int nCols;
+  int nRows;
+  int nEqs;
+  int nCols_origin;
+  cupdlp_bool ifSaveSol = false;
+  cupdlp_bool ifPresolve = false;
+
+  int nnz = 0;
+  double* rhs = NULL;
+  double* cost = NULL;
+
+  cupdlp_float* lower = NULL;
+  cupdlp_float* upper = NULL;
+
+  // -------------------------
+  int *csc_beg = NULL, *csc_idx = NULL;
+  double* csc_val = NULL;
+  double offset =
+      0.0;  // true objVal = sig * c'x - offset, sig = 1 (min) or -1 (max)
+  double sense_origin = 1;  // 1 (min) or -1 (max)
+  int* constraint_new_idx = NULL;
+  int* constraint_type = NULL;
+
+  void* model = NULL;
+  void* presolvedmodel = NULL;
+  void* model2solve = NULL;
+
+  // WIP on zbook?
+  //
+  //  HighsInt size_of_CUPDLPscaling = sizeof(CUPDLPscaling);
+  //
+  CUPDLPscaling* scaling = (CUPDLPscaling*)cupdlp_malloc(sizeof(CUPDLPscaling));
+
+  // WIP on zbook?
+  //
+  //  printf("size_of_CUPDLPscaling = %d\n", size_of_CUPDLPscaling);
+  //  scaling->ifRuizScaling = 1;
+  //  printf("scaling->ifRuizScaling = %d\n", scaling->ifRuizScaling);
+
+  // claim solvers variables
+  // prepare pointers
+  CUPDLP_MATRIX_FORMAT src_matrix_format = CSC;
+  CUPDLP_MATRIX_FORMAT dst_matrix_format = CSR_CSC;
+  CUPDLPcsc* csc_cpu = cupdlp_NULL;
+  CUPDLPproblem* prob = cupdlp_NULL;
+
+  // load parameters
+
+  // set solver parameters
+  cupdlp_bool ifChangeIntParam[N_INT_USER_PARAM] = {false};
+  cupdlp_int intParam[N_INT_USER_PARAM] = {0};
+  cupdlp_bool ifChangeFloatParam[N_FLOAT_USER_PARAM] = {false};
+  cupdlp_float floatParam[N_FLOAT_USER_PARAM] = {0.0};
+
+  // Transfer from options
+  getUserParamsFromOptions(options, timer, ifChangeIntParam, intParam,
+                           ifChangeFloatParam, floatParam);
+
+  // std::vector<int> constraint_type(lp.num_row_);
+
+  const cupdlp_int local_log_level = getCupdlpLogLevel(options);
+  if (local_log_level) cupdlp_printf("Solving with cuPDLP-C\n");
+
+  formulateLP_highs(local_log_level, lp, &cost, &nCols, &nRows, &nnz, &nEqs,
+                    &csc_beg, &csc_idx, &csc_val, &rhs, &lower, &upper, &offset,
+                    &sense_origin, &nCols_origin, &constraint_new_idx,
+                    &constraint_type);
+
+  // H_Init_Scaling(local_log_level, scaling, nCols, nRows, cost, rhs);
+  Init_Scaling(local_log_level, scaling, nCols, nRows, cost, rhs);
+
+  cupdlp_int ifScaling = intParam[IF_SCALING];
+
+  CUPDLPwork* w = cupdlp_NULL;
+  cupdlp_init_work(w, 1);
+
+#ifdef CUPDLP_GPU
+  cupdlp_float cuda_prepare_time = getTimeStamp();
+  // CHECK_CUSPARSE(cusparseCreate(&w->cusparsehandle));
+  cusparseStatus_t status_cusparse = cusparseCreate(&w->cusparsehandle);
+  if (status_cusparse != CUSPARSE_STATUS_SUCCESS) {
+    printf("CUSPARSE API failed at line %d of %s with error: %s (%d)\n",
+           __LINE__, __FILE__, cusparseGetErrorString(status_cusparse),
+           status_cusparse);
+  }
+
+  // CHECK_CUBLAS(cublasCreate(&w->cublashandle));
+  cublasStatus_t status_cublas = cublasCreate(&w->cublashandle);
+  if (status_cublas != CUBLAS_STATUS_SUCCESS) {
+    printf("CUBLAS API failed at line %d of %s with error: %s (%d)\n", __LINE__,
+           __FILE__, cublasGetStatusString(status_cublas), status_cublas);
+  }
+  cuda_prepare_time = getTimeStamp() - cuda_prepare_time;
+#endif
+
+  problem_create(&prob);
+
+  // currently, only supprot that input matrix is CSC, and store both CSC and
+  // CSR
+  csc_create(&csc_cpu);
+  csc_cpu->nRows = nRows;
+  csc_cpu->nCols = nCols;
+  csc_cpu->nMatElem = nnz;
+  csc_cpu->colMatBeg = (int*)malloc((1 + nCols) * sizeof(int));
+  csc_cpu->colMatIdx = (int*)malloc(nnz * sizeof(int));
+  csc_cpu->colMatElem = (double*)malloc(nnz * sizeof(double));
+  memcpy(csc_cpu->colMatBeg, csc_beg, (nCols + 1) * sizeof(int));
+  memcpy(csc_cpu->colMatIdx, csc_idx, nnz * sizeof(int));
+  memcpy(csc_cpu->colMatElem, csc_val, nnz * sizeof(double));
+
+  cupdlp_float scaling_time = getTimeStamp();
+
+  PDHG_Scale_Data(local_log_level, csc_cpu, ifScaling, scaling, cost, lower,
+                  upper, rhs);
+
+  scaling_time = getTimeStamp() - scaling_time;
+
+  cupdlp_float alloc_matrix_time = 0.0;
+  cupdlp_float copy_vec_time = 0.0;
+
+  problem_alloc(prob, nRows, nCols, nEqs, cost, offset, sense_origin, csc_cpu,
+                src_matrix_format, dst_matrix_format, rhs, lower, upper,
+                &alloc_matrix_time, &copy_vec_time);
+
+  w->problem = prob;
+  w->scaling = scaling;
+  PDHG_Alloc(w);
+  w->timers->dScalingTime = scaling_time;
+  w->timers->dPresolveTime = 0;  // presolve_time;
+#ifdef CUPDLP_CPU
+  cupdlp_copy_vec(w->rowScale, scaling->rowScale, cupdlp_float, nRows);
+  cupdlp_copy_vec(w->colScale, scaling->colScale, cupdlp_float, nCols);
+#else
+  CUPDLP_COPY_VEC(w->rowScale, scaling->rowScale, cupdlp_float, nRows);
+  CUPDLP_COPY_VEC(w->colScale, scaling->colScale, cupdlp_float, nCols);
+#endif
+
+#ifdef CUPDLP_GPU
+  w->timers->AllocMem_CopyMatToDeviceTime += alloc_matrix_time;
+  w->timers->CopyVecToDeviceTime += copy_vec_time;
+  w->timers->CudaPrepareTime = cuda_prepare_time;
+#endif
+
+  // CUPDLP_CALL(LP_SolvePDHG(prob, cupdlp_NULL, cupdlp_NULL, cupdlp_NULL,
+  // cupdlp_NULL));
+  //   CUPDLP_CALL(LP_SolvePDHG(prob, ifChangeIntParam, intParam,
+  //                               ifChangeFloatParam, floatParam, fp));
+
+  // Resize the highs_solution so cuPDLP-c can use it internally
+  highs_solution.col_value.resize(lp.num_col_);
+  highs_solution.row_value.resize(lp.num_row_);
+  highs_solution.col_dual.resize(lp.num_col_);
+  highs_solution.row_dual.resize(lp.num_row_);
+  int value_valid = highs_solution.value_valid;
+  int dual_valid = highs_solution.dual_valid;
+  int pdlp_model_status = 0;
+  cupdlp_int pdlp_num_iter = 0;
+
+  cupdlp_retcode retcode = LP_SolvePDHG(
+      w, ifChangeIntParam, intParam, ifChangeFloatParam, floatParam, fp,
+      nCols_origin, highs_solution.col_value.data(),
+      highs_solution.col_dual.data(), highs_solution.row_value.data(),
+      highs_solution.row_dual.data(), &value_valid, &dual_valid, ifSaveSol,
+      fp_sol, constraint_new_idx, constraint_type, &pdlp_model_status,
+      &pdlp_num_iter);
+  highs_info.pdlp_iteration_count = pdlp_num_iter;
+
+#if PDLP_DEBUG_LOG
+  // Print final solution using debugPdlpFinalSolutionLog
+  debugPdlpFinalSolutionLog(w->debug_pdlp_log_file_,
+                            highs_solution.col_value.data(), lp.num_col_,
+                            highs_solution.row_dual.data(), lp.num_row_);
+  if (w->debug_pdlp_log_file_) fclose(w->debug_pdlp_log_file_);
+    // Moved this from LP_SolvePDHG so w->debug_pdlp_log_file_ can
+    // still be used
+    //
+#endif
+  PDHG_Destroy(&w);
+
+  model_status = HighsModelStatus::kUnknown;
+  highs_solution.value_valid = value_valid;
+  highs_solution.dual_valid = dual_valid;
+  highs_basis.valid = false;
+
+  if (retcode == RETCODE_OK) {
+    if (pdlp_model_status == OPTIMAL) {
+      model_status = HighsModelStatus::kOptimal;
+    } else if (pdlp_model_status == INFEASIBLE) {
+      model_status = HighsModelStatus::kInfeasible;
+    } else if (pdlp_model_status == UNBOUNDED) {
+      model_status = HighsModelStatus::kUnbounded;
+    } else if (pdlp_model_status == INFEASIBLE_OR_UNBOUNDED) {
+      model_status = HighsModelStatus::kUnboundedOrInfeasible;
+    } else if (pdlp_model_status == TIMELIMIT_OR_ITERLIMIT) {
+      model_status = pdlp_num_iter >= intParam[N_ITER_LIM] - 1
+                         ? HighsModelStatus::kIterationLimit
+                         : HighsModelStatus::kTimeLimit;
+    } else if (pdlp_model_status == FEASIBLE) {
+      assert(111 == 666);
+      model_status = HighsModelStatus::kUnknown;
+    } else {
+      assert(111 == 777);
+    }
+#if CUPDLP_DEBUG
+    if (options.log_dev_level >= kHighsLogDevLevelDetailed)
+      analysePdlpSolution(options, lp, highs_solution);
+#endif
+  } else {
+    // Failure return from LP_SolvePDHG
+    model_status = HighsModelStatus::kSolveError;
+  }
+  // free problem
+  if (scaling) {
+    scaling_clear(scaling);
+  }
+
+  if (cost != NULL) cupdlp_free(cost);
+  if (csc_beg != NULL) cupdlp_free(csc_beg);
+  if (csc_idx != NULL) cupdlp_free(csc_idx);
+  if (csc_val != NULL) cupdlp_free(csc_val);
+  if (rhs != NULL) cupdlp_free(rhs);
+  if (lower != NULL) cupdlp_free(lower);
+  if (upper != NULL) cupdlp_free(upper);
+  if (constraint_new_idx != NULL) cupdlp_free(constraint_new_idx);
+  if (constraint_type != NULL) cupdlp_free(constraint_type);
+
+  // free memory
+  csc_clear_host(csc_cpu);
+  problem_clear(prob);
+#if !defined(CUPDLP_CPU)
+  if (check_cuda_call(cudaDeviceReset(), __FILE__, __LINE__) != cudaSuccess) {
+    model_status = HighsModelStatus::kSolveError;
+    return HighsStatus::kError;
+    // CHECK_CUDA(cudaDeviceReset())
+  }
+#endif
+  return retcode == RETCODE_OK ? HighsStatus::kOk : HighsStatus::kError;
+}
+
+int formulateLP_highs(const cupdlp_int local_log_level, const HighsLp& lp,
+                      double** cost, int* nCols, int* nRows, int* nnz,
+                      int* nEqs, int** csc_beg, int** csc_idx, double** csc_val,
+                      double** rhs, double** lower, double** upper,
+                      double* offset, double* sense_origin, int* nCols_origin,
+                      int** constraint_new_idx, int** constraint_type) {
+  int retcode = 0;
+
+  // problem size for malloc
+  int nCols_clp = lp.num_col_;
+  int nRows_clp = lp.num_row_;
+  int nnz_clp = lp.a_matrix_.start_[lp.num_col_];
+  *nCols_origin = nCols_clp;
+  *nRows = nRows_clp;    // need not recalculate
+  *nCols = nCols_clp;    // need recalculate
+  *nEqs = 0;             // need recalculate
+  *nnz = nnz_clp;        // need recalculate
+  *offset = lp.offset_;  // need not recalculate
+  if (lp.sense_ == ObjSense::kMinimize) {
+    *sense_origin = 1.0;
+  } else if (lp.sense_ == ObjSense::kMaximize) {
+    *sense_origin = -1.0;
+  }
+
+  const double* lhs_clp = lp.row_lower_.data();
+  const double* rhs_clp = lp.row_upper_.data();
+  const HighsInt* A_csc_beg = lp.a_matrix_.start_.data();
+  const HighsInt* A_csc_idx = lp.a_matrix_.index_.data();
+  const double* A_csc_val = lp.a_matrix_.value_.data();
+  int has_lower, has_upper;
+
+  cupdlp_init_int(*constraint_type, *nRows);
+  cupdlp_init_int(*constraint_new_idx, *nRows);
+
+  // recalculate nRows and nnz for Ax - z = 0
+  for (int i = 0; i < nRows_clp; i++) {
+    has_lower = lhs_clp[i] > -1e20;
+    has_upper = rhs_clp[i] < 1e20;
+
+    // count number of equations and rows
+    if (has_lower && has_upper && lhs_clp[i] == rhs_clp[i]) {
+      (*constraint_type)[i] = EQ;
+      (*nEqs)++;
+    } else if (has_lower && !has_upper) {
+      (*constraint_type)[i] = GEQ;
+    } else if (!has_lower && has_upper) {
+      (*constraint_type)[i] = LEQ;
+    } else if (has_lower && has_upper) {
+      (*constraint_type)[i] = BOUND;
+      (*nCols)++;
+      (*nnz)++;
+      (*nEqs)++;
+    } else {
+      // printf("Error: constraint %d has no lower and upper bound\n", i);
+      // retcode = 1;
+      // goto exit_cleanup;
+
+      // what if regard free as bounded
+      printf("Warning: constraint %d has no lower and upper bound\n", i);
+      (*constraint_type)[i] = BOUND;
+      (*nCols)++;
+      (*nnz)++;
+      (*nEqs)++;
+    }
+  }
+
+  // allocate memory
+  cupdlp_init_double(*cost, *nCols);
+  cupdlp_init_double(*lower, *nCols);
+  cupdlp_init_double(*upper, *nCols);
+  cupdlp_init_int(*csc_beg, *nCols + 1);
+  cupdlp_init_int(*csc_idx, *nnz);
+  cupdlp_init_double(*csc_val, *nnz);
+  cupdlp_init_double(*rhs, *nRows);
+
+  // cost, lower, upper
+  for (int i = 0; i < nCols_clp; i++) {
+    (*cost)[i] = lp.col_cost_[i] * (*sense_origin);
+    (*lower)[i] = lp.col_lower_[i];
+
+    (*upper)[i] = lp.col_upper_[i];
+  }
+  // slack costs
+  for (int i = nCols_clp; i < *nCols; i++) {
+    (*cost)[i] = 0.0;
+  }
+  // slack bounds
+  for (int i = 0, j = nCols_clp; i < *nRows; i++) {
+    if ((*constraint_type)[i] == BOUND) {
+      (*lower)[j] = lhs_clp[i];
+      (*upper)[j] = rhs_clp[i];
+      j++;
+    }
+  }
+
+  for (int i = 0; i < *nCols; i++) {
+    if ((*lower)[i] < -1e20) (*lower)[i] = -INFINITY;
+    if ((*upper)[i] > 1e20) (*upper)[i] = INFINITY;
+  }
+
+  // permute LP rhs
+  // EQ or BOUND first
+  for (int i = 0, j = 0; i < *nRows; i++) {
+    if ((*constraint_type)[i] == EQ) {
+      (*rhs)[j] = lhs_clp[i];
+      (*constraint_new_idx)[i] = j;
+      j++;
+    } else if ((*constraint_type)[i] == BOUND) {
+      (*rhs)[j] = 0.0;
+      (*constraint_new_idx)[i] = j;
+      j++;
+    }
+  }
+  // then LEQ or GEQ
+  for (int i = 0, j = *nEqs; i < *nRows; i++) {
+    if ((*constraint_type)[i] == LEQ) {
+      (*rhs)[j] = -rhs_clp[i];  // multiply -1
+      (*constraint_new_idx)[i] = j;
+      j++;
+    } else if ((*constraint_type)[i] == GEQ) {
+      (*rhs)[j] = lhs_clp[i];
+      (*constraint_new_idx)[i] = j;
+      j++;
+    }
+  }
+
+  // formulate and permute LP matrix
+  // beg remains the same
+  for (int i = 0; i < nCols_clp + 1; i++) (*csc_beg)[i] = A_csc_beg[i];
+  for (int i = nCols_clp + 1; i < *nCols + 1; i++)
+    (*csc_beg)[i] = (*csc_beg)[i - 1] + 1;
+
+  // row idx changes
+  for (int i = 0, k = 0; i < nCols_clp; i++) {
+    // same order as in rhs
+    // EQ or BOUND first
+    for (int j = (*csc_beg)[i]; j < (*csc_beg)[i + 1]; j++) {
+      if ((*constraint_type)[A_csc_idx[j]] == EQ ||
+          (*constraint_type)[A_csc_idx[j]] == BOUND) {
+        (*csc_idx)[k] = (*constraint_new_idx)[A_csc_idx[j]];
+        (*csc_val)[k] = A_csc_val[j];
+        k++;
+      }
+    }
+    // then LEQ or GEQ
+    for (int j = (*csc_beg)[i]; j < (*csc_beg)[i + 1]; j++) {
+      if ((*constraint_type)[A_csc_idx[j]] == LEQ) {
+        (*csc_idx)[k] = (*constraint_new_idx)[A_csc_idx[j]];
+        (*csc_val)[k] = -A_csc_val[j];  // multiply -1
+        k++;
+      } else if ((*constraint_type)[A_csc_idx[j]] == GEQ) {
+        (*csc_idx)[k] = (*constraint_new_idx)[A_csc_idx[j]];
+        (*csc_val)[k] = A_csc_val[j];
+        k++;
+      }
+    }
+  }
+
+  // slacks for BOUND
+  for (int i = 0, j = nCols_clp; i < *nRows; i++) {
+    if ((*constraint_type)[i] == BOUND) {
+      (*csc_idx)[(*csc_beg)[j]] = (*constraint_new_idx)[i];
+      (*csc_val)[(*csc_beg)[j]] = -1.0;
+      j++;
+    }
+  }
+
+  return retcode;
+}
+
+cupdlp_retcode problem_create(CUPDLPproblem** prob) {
+  cupdlp_retcode retcode = RETCODE_OK;
+
+  cupdlp_init_problem(*prob, 1);
+
+  return retcode;
+}
+
+// cupdlp_retcode csc_create(CUPDLPcsc **csc_cpu) {
+//   cupdlp_retcode retcode = RETCODE_OK;
+//
+//   cupdlp_init_csc_cpu(*csc_cpu, 1);
+//
+//   return retcode;
+// }
+
+cupdlp_retcode data_alloc(CUPDLPdata* data, cupdlp_int nRows, cupdlp_int nCols,
+                          void* matrix, CUPDLP_MATRIX_FORMAT src_matrix_format,
+                          CUPDLP_MATRIX_FORMAT dst_matrix_format) {
+  cupdlp_retcode retcode = RETCODE_OK;
+
+  data->nRows = nRows;
+  data->nCols = nCols;
+  data->matrix_format = dst_matrix_format;
+  data->dense_matrix = cupdlp_NULL;
+  data->csr_matrix = cupdlp_NULL;
+  data->csc_matrix = cupdlp_NULL;
+  data->device = CPU;
+#ifdef CUPDLP_CPU
+  data->device = CPU;
+#else
+  data->device = SINGLE_GPU;
+#endif
+
+  switch (dst_matrix_format) {
+    case DENSE:
+      dense_create(&data->dense_matrix);
+      dense_alloc_matrix(data->dense_matrix, nRows, nCols, matrix,
+                         src_matrix_format);
+      break;
+    case CSR:
+      csr_create(&data->csr_matrix);
+      csr_alloc_matrix(data->csr_matrix, nRows, nCols, matrix,
+                       src_matrix_format);
+      break;
+    case CSC:
+      csc_create(&data->csc_matrix);
+      csc_alloc_matrix(data->csc_matrix, nRows, nCols, matrix,
+                       src_matrix_format);
+      break;
+    case CSR_CSC:
+      csc_create(&data->csc_matrix);
+      csc_alloc_matrix(data->csc_matrix, nRows, nCols, matrix,
+                       src_matrix_format);
+      csr_create(&data->csr_matrix);
+      csr_alloc_matrix(data->csr_matrix, nRows, nCols, matrix,
+                       src_matrix_format);
+      break;
+    default:
+      break;
+  }
+  // currently, only supprot that input matrix is CSC, and store both CSC and
+  // CSR data->csc_matrix = matrix;
+
+  return retcode;
+}
+
+cupdlp_retcode problem_alloc(
+    CUPDLPproblem* prob, cupdlp_int nRows, cupdlp_int nCols, cupdlp_int nEqs,
+    cupdlp_float* cost, cupdlp_float offset, cupdlp_float sense_origin,
+    void* matrix, CUPDLP_MATRIX_FORMAT src_matrix_format,
+    CUPDLP_MATRIX_FORMAT dst_matrix_format, cupdlp_float* rhs,
+    cupdlp_float* lower, cupdlp_float* upper, cupdlp_float* alloc_matrix_time,
+    cupdlp_float* copy_vec_time) {
+  cupdlp_retcode retcode = RETCODE_OK;
+  prob->nRows = nRows;
+  prob->nCols = nCols;
+  prob->nEqs = nEqs;
+  prob->data = cupdlp_NULL;
+  prob->cost = cupdlp_NULL;
+  prob->offset = offset;
+  prob->sense_origin = sense_origin;
+  prob->rhs = cupdlp_NULL;
+  prob->lower = cupdlp_NULL;
+  prob->upper = cupdlp_NULL;
+
+  cupdlp_float begin = getTimeStamp();
+
+  cupdlp_init_data(prob->data, 1);
+
+  cupdlp_init_vec_double(prob->cost, nCols);
+  cupdlp_init_vec_double(prob->rhs, nRows);
+  cupdlp_init_vec_double(prob->lower, nCols);
+  cupdlp_init_vec_double(prob->upper, nCols);
+  cupdlp_init_zero_vec_double(prob->hasLower, nCols);
+  cupdlp_init_zero_vec_double(prob->hasUpper, nCols);
+  // #elif defined(CUPDLP_GPU)
+  //   CUPDLP_INIT_VEC(prob->cost, nCols);
+  //   CUPDLP_INIT_VEC(prob->rhs, nRows);
+  //   CUPDLP_INIT_VEC(prob->lower, nCols);
+  //   CUPDLP_INIT_VEC(prob->upper, nCols);
+  //   CUPDLP_INIT_ZERO_VEC(prob->hasLower, nCols);
+  //   CUPDLP_INIT_ZERO_VEC(prob->hasUpper, nCols);
+  // #endif
+
+  data_alloc(prob->data, nRows, nCols, matrix, src_matrix_format,
+             dst_matrix_format);
+  *alloc_matrix_time = getTimeStamp() - begin;
+
+  prob->data->csc_matrix->MatElemNormInf =
+      infNorm(((CUPDLPcsc*)matrix)->colMatElem, ((CUPDLPcsc*)matrix)->nMatElem);
+
+  begin = getTimeStamp();
+#ifdef CUPDLP_CPU
+  cupdlp_copy_vec(prob->cost, cost, cupdlp_float, nCols);
+  cupdlp_copy_vec(prob->rhs, rhs, cupdlp_float, nRows);
+  cupdlp_copy_vec(prob->lower, lower, cupdlp_float, nCols);
+  cupdlp_copy_vec(prob->upper, upper, cupdlp_float, nCols);
+#else
+  CUPDLP_COPY_VEC(prob->cost, cost, cupdlp_float, nCols);
+  CUPDLP_COPY_VEC(prob->rhs, rhs, cupdlp_float, nRows);
+  CUPDLP_COPY_VEC(prob->lower, lower, cupdlp_float, nCols);
+  CUPDLP_COPY_VEC(prob->upper, upper, cupdlp_float, nCols);
+#endif
+
+  *copy_vec_time = getTimeStamp() - begin;
+
+  // Keep
+  cupdlp_haslb(prob->hasLower, prob->lower, -INFINITY, nCols);
+  cupdlp_hasub(prob->hasUpper, prob->upper, +INFINITY, nCols);
+
+  // TODO: cal dMaxCost, dMaxRhs, dMaxRowBound
+
+exit_cleanup:
+  return retcode;
+}
+
+// ToDo: Why can linker not pick up infNorm, cupdlp_haslb and
+// cupdlp_hasub from pdlp/cupdlp/cupdlp_linalg.c?
+
+double infNorm(double* x, cupdlp_int n) {
+  double norm = 0;
+  for (HighsInt iX = 0; iX < n; iX++) norm = std::max(std::fabs(x[iX]), norm);
+  return norm;
+}
+
+// void cupdlp_haslb(cupdlp_float* haslb, const cupdlp_float* lb,
+//                   const cupdlp_float bound, const cupdlp_int len) {
+//   for (int i = 0; i < len; i++) {
+//     haslb[i] = lb[i] > bound ? 1.0 : 0.0;
+//   }
+// }
+
+// void cupdlp_hasub(cupdlp_float* hasub, const cupdlp_float* ub,
+//                   const cupdlp_float bound, const cupdlp_int len) {
+//   for (int i = 0; i < len; i++) {
+//     hasub[i] = ub[i] < bound ? 1.0 : 0.0;
+//   }
+// }
+
+void cupdlp_hasLower(cupdlp_float* haslb, const cupdlp_float* lb,
+                     const cupdlp_float bound, const cupdlp_int len) {
+  for (int i = 0; i < len; i++) {
+    haslb[i] = lb[i] > bound ? 1.0 : 0.0;
+  }
+}
+
+void cupdlp_hasUpper(cupdlp_float* hasub, const cupdlp_float* ub,
+                     const cupdlp_float bound, const cupdlp_int len) {
+  for (int i = 0; i < len; i++) {
+    hasub[i] = ub[i] < bound ? 1.0 : 0.0;
+  }
+}
+
+void cupdlp_haslb(cupdlp_float* haslb, const cupdlp_float* lb,
+                  const cupdlp_float bound, const cupdlp_int len) {
+#ifndef CUPDLP_CPU
+  cupdlp_haslb_cuda(haslb, lb, bound, len);
+#else
+  cupdlp_hasLower(haslb, lb, bound, len);
+#endif
+}
+
+void cupdlp_hasub(cupdlp_float* hasub, const cupdlp_float* ub,
+                  const cupdlp_float bound, const cupdlp_int len) {
+#ifndef CUPDLP_CPU
+  cupdlp_hasub_cuda(hasub, ub, bound, len);
+#else
+  cupdlp_hasUpper(hasub, ub, bound, len);
+#endif
+}
+
+void getUserParamsFromOptions(const HighsOptions& options, HighsTimer& timer,
+                              cupdlp_bool* ifChangeIntParam,
+                              cupdlp_int* intParam,
+                              cupdlp_bool* ifChangeFloatParam,
+                              cupdlp_float* floatParam) {
+  for (cupdlp_int i = 0; i < N_INT_USER_PARAM; ++i) ifChangeIntParam[i] = false;
+  for (cupdlp_int i = 0; i < N_FLOAT_USER_PARAM; ++i)
+    ifChangeFloatParam[i] = false;
+  // Assume all PDLP-related options in HiGHS cause changes
+  ifChangeIntParam[N_ITER_LIM] = true;
+  // If HiGHS is using 64-bit integers, then the default value of
+  // options.pdlp_iteration_limit is kHighsIInf, so copying this to
+  // intParam[N_ITER_LIM] will overflow.
+  intParam[N_ITER_LIM] = cupdlp_int(options.pdlp_iteration_limit > kHighsIInf32
+                                        ? kHighsIInf32
+                                        : options.pdlp_iteration_limit);
+  //
+  ifChangeIntParam[N_LOG_LEVEL] = true;
+  intParam[N_LOG_LEVEL] = getCupdlpLogLevel(options);
+  //
+  ifChangeIntParam[IF_SCALING] = true;
+  cupdlp_int scaling_on =
+      (options.pdlp_features_off & kPdlpScalingOff) == 0 ? 1 : 0;
+  intParam[IF_SCALING] = scaling_on;
+  if (scaling_on == 0)
+    highsLogUser(options.log_options, HighsLogType::kInfo,
+                 "PDLP: Scaling off\n");
+  //
+  ifChangeIntParam[E_LINE_SEARCH_METHOD] = true;
+  cupdlp_int adaptive_lineasearch =
+      (options.pdlp_features_off & kPdlpAdaptiveStepSizeOff) == 0 ? 1 : 0;
+  intParam[E_LINE_SEARCH_METHOD] = adaptive_lineasearch;
+  if (adaptive_lineasearch == 1) {
+    intParam[E_LINE_SEARCH_METHOD] = PDHG_ADAPTIVE_LINESEARCH;
+  } else {
+    intParam[E_LINE_SEARCH_METHOD] = PDHG_FIXED_LINESEARCH;
+  }
+  if (adaptive_lineasearch == 0)
+    highsLogUser(options.log_options, HighsLogType::kInfo,
+                 "PDLP: Adaptive line search off\n");
+  //
+  ifChangeFloatParam[D_PRIMAL_TOL] = true;
+  floatParam[D_PRIMAL_TOL] = options.primal_feasibility_tolerance;
+  //
+  ifChangeFloatParam[D_DUAL_TOL] = true;
+  floatParam[D_DUAL_TOL] = options.dual_feasibility_tolerance;
+  //
+  ifChangeFloatParam[D_GAP_TOL] = true;
+  floatParam[D_GAP_TOL] = options.pdlp_optimality_tolerance;
+  // Possibly over-write with uniform KKT tolerance
+  if (options.kkt_tolerance != kDefaultKktTolerance) {
+    floatParam[D_PRIMAL_TOL] = options.kkt_tolerance;
+    floatParam[D_DUAL_TOL] = options.kkt_tolerance;
+    floatParam[D_GAP_TOL] = options.kkt_tolerance;
+  }
+  //
+  // cuPDLP-C has its own timer, so set its time limit according to
+  // the time remaining with respect to the HiGHS time limit (if
+  // finite)
+  double time_limit = options.time_limit;
+  if (time_limit < kHighsInf) {
+    time_limit -= timer.read();
+    time_limit = std::max(0.0, time_limit);
+  }
+  ifChangeFloatParam[D_TIME_LIM] = true;
+  floatParam[D_TIME_LIM] = options.time_limit;
+  //
+  ifChangeIntParam[E_RESTART_METHOD] = true;
+  cupdlp_int restart_on =
+      (options.pdlp_features_off & kPdlpRestartOff) == 0 ? 1 : 0;
+  if (options.pdlp_cupdlpc_restart_method == 0) restart_on = 0;
+  intParam[E_RESTART_METHOD] = restart_on;
+  if (restart_on == 0)
+    highsLogUser(options.log_options, HighsLogType::kInfo,
+                 "PDLP: Restart off\n");
+}
+
+void analysePdlpSolution(const HighsOptions& options, const HighsLp& lp,
+                         const HighsSolution& highs_solution) {
+  for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++)
+    printf("x[%2d] = %11.5g\n", int(iCol), highs_solution.col_value[iCol]);
+  for (HighsInt iRow = 0; iRow < lp.num_row_; iRow++) {
+    printf("y[%2d] = %11.5g\n", int(iRow), highs_solution.row_dual[iRow]);
+  }
+
+  HighsInt num_primal_infeasibility = 0;
+  HighsInt num_dual_infeasibility = 0;
+  double max_primal_infeasibility = 0;
+  double max_dual_infeasibility = 0;
+  double sum_primal_infeasibility = 0;
+  double sum_dual_infeasibility = 0;
+  const double primal_feasibility_tolerance =
+      options.primal_feasibility_tolerance;
+  const double dual_feasibility_tolerance = options.dual_feasibility_tolerance;
+  double lower;
+  double upper;
+  double value;
+  double dual;
+  // lambda for computing infeasibilities
+  auto updateInfeasibilities = [&]() {
+    double primal_infeasibility = 0;
+    double dual_infeasibility = 0;
+    // @primal_infeasibility calculation
+    if (value < lower - primal_feasibility_tolerance) {
+      // Below lower
+      primal_infeasibility = lower - value;
+    } else if (value > upper + primal_feasibility_tolerance) {
+      // Above upper
+      primal_infeasibility = value - upper;
+    }
+    double value_residual =
+        std::min(std::fabs(lower - value), std::fabs(value - upper));
+    bool at_a_bound = value_residual <= primal_feasibility_tolerance;
+    if (at_a_bound) {
+      // At a bound
+      double middle = (lower + upper) * 0.5;
+      if (lower < upper) {
+        // Non-fixed variable
+        if (value < middle) {
+          // At lower
+          dual_infeasibility = std::max(-dual, 0.);
+        } else {
+          // At upper
+          dual_infeasibility = std::max(dual, 0.);
+        }
+      } else {
+        // Fixed variable
+        dual_infeasibility = 0;
+      }
+    } else {
+      // Off bounds (or free)
+      dual_infeasibility = fabs(dual);
+    }
+    // Accumulate primal infeasibilities
+    if (primal_infeasibility > primal_feasibility_tolerance)
+      num_primal_infeasibility++;
+    max_primal_infeasibility =
+        std::max(primal_infeasibility, max_primal_infeasibility);
+    sum_primal_infeasibility += primal_infeasibility;
+    // Accumulate dual infeasibilities
+    if (dual_infeasibility > dual_feasibility_tolerance)
+      num_dual_infeasibility++;
+    max_dual_infeasibility =
+        std::max(dual_infeasibility, max_dual_infeasibility);
+    sum_dual_infeasibility += dual_infeasibility;
+  };
+
+  // Apply the model sense, as PDLP will have done this
+  for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++) {
+    lower = lp.col_lower_[iCol];
+    upper = lp.col_upper_[iCol];
+    value = highs_solution.col_value[iCol];
+    dual = int(lp.sense_) * highs_solution.col_dual[iCol];
+    updateInfeasibilities();
+  }
+  for (HighsInt iRow = 0; iRow < lp.num_row_; iRow++) {
+    lower = lp.row_lower_[iRow];
+    upper = lp.row_upper_[iRow];
+    value = highs_solution.row_value[iRow];
+    dual = int(lp.sense_) * highs_solution.row_dual[iRow];
+    updateInfeasibilities();
+  }
+  //
+  // Determine the sum of complementary violations
+  double max_complementary_violation = 0;
+  for (HighsInt iVar = 0; iVar < lp.num_col_ + lp.num_row_; iVar++) {
+    const bool is_col = iVar < lp.num_col_;
+    const HighsInt iRow = iVar - lp.num_col_;
+    const double primal = is_col ? highs_solution.col_value[iVar]
+                                 : highs_solution.row_value[iRow];
+    const double dual =
+        is_col ? highs_solution.col_dual[iVar] : highs_solution.row_dual[iRow];
+    const double lower = is_col ? lp.col_lower_[iVar] : lp.row_lower_[iRow];
+    const double upper = is_col ? lp.col_upper_[iVar] : lp.row_upper_[iRow];
+    const double mid = (lower + upper) * 0.5;
+    const double primal_residual =
+        primal < mid ? std::fabs(lower - primal) : std::fabs(upper - primal);
+    const double dual_residual = std::fabs(dual);
+    const double complementary_violation = primal_residual * dual_residual;
+    max_complementary_violation =
+        std::max(complementary_violation, max_complementary_violation);
+    printf(
+        "%s %2d [%11.5g, %11.5g, %11.5g] has (primal_residual, dual) values "
+        "(%11.6g, %11.6g) so complementary_violation = %11.6g\n",
+        is_col ? "Column" : "Row   ", is_col ? int(iVar) : int(iRow), lower,
+        primal, upper, primal_residual, dual_residual, complementary_violation);
+  }
+  printf("PDLP max complementary violation = %g\n",
+         max_complementary_violation);
+  printf("     primal infeasibilities (%d, %11.6g, %11.6g)\n",
+         int(num_primal_infeasibility), sum_primal_infeasibility,
+         max_primal_infeasibility);
+  printf("     dual   infeasibilities (%d, %11.6g, %11.6g)\n",
+         int(num_dual_infeasibility), sum_dual_infeasibility,
+         max_dual_infeasibility);
+}
+
+cupdlp_int getCupdlpLogLevel(const HighsOptions& options) {
+  if (options.output_flag) {
+    if (options.log_dev_level) {
+      return 2;
+    } else {
+      return 1;
+    }
+  }
+  return 0;
+}