Complement variables, rationalize coefficients and scale in order to find knapsack cuts. Lift knapsack cuts

cpp/include/cuopt/linear_programming/constants.h

@@ -64,6 +64,7 @@
 #define CUOPT_MIP_MIXED_INTEGER_ROUNDING_CUTS "mip_mixed_integer_rounding_cuts"
 #define CUOPT_MIP_MIXED_INTEGER_GOMORY_CUTS   "mip_mixed_integer_gomory_cuts"
 #define CUOPT_MIP_KNAPSACK_CUTS               "mip_knapsack_cuts"
+#define CUOPT_MIP_IMPLIED_BOUND_CUTS          "mip_implied_bound_cuts"
 #define CUOPT_MIP_CLIQUE_CUTS                 "mip_clique_cuts"
 #define CUOPT_MIP_STRONG_CHVATAL_GOMORY_CUTS  "mip_strong_chvatal_gomory_cuts"
 #define CUOPT_MIP_REDUCED_COST_STRENGTHENING  "mip_reduced_cost_strengthening"

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

@@ -94,6 +94,7 @@ class mip_solver_settings_t {
   i_t mixed_integer_gomory_cuts = -1;
   i_t knapsack_cuts             = -1;
   i_t clique_cuts               = -1;
+  i_t implied_bound_cuts        = -1;
   i_t strong_chvatal_gomory_cuts      = -1;
   i_t reduced_cost_strengthening      = -1;
   f_t cut_change_threshold            = -1.0;

cpp/src/branch_and_bound/branch_and_bound.cpp

@@ -243,9 +243,11 @@ branch_and_bound_t<i_t, f_t>::branch_and_bound_t(
   const user_problem_t<i_t, f_t>& user_problem,
   const simplex_solver_settings_t<i_t, f_t>& solver_settings,
   f_t start_time,
+  const probing_implied_bound_t<i_t, f_t>& probing_implied_bound,
   std::shared_ptr<detail::clique_table_t<i_t, f_t>> clique_table)
   : original_problem_(user_problem),
     settings_(solver_settings),
+    probing_implied_bound_(probing_implied_bound),
     clique_table_(std::move(clique_table)),
     original_lp_(user_problem.handle_ptr, 1, 1, 1),
     Arow_(1, 1, 0),
@@ -724,12 +726,6 @@ void branch_and_bound_t<i_t, f_t>::set_final_solution(mip_solution_t<i_t, f_t>&
                        obj,
                        is_maximization ? "Upper" : "Lower",
                        user_bound);
-  {
-    const f_t root_lp_obj = root_lp_current_lower_bound_.load();
-    if (std::isfinite(root_lp_obj)) {
-      settings_.log.printf("Root LP dual objective (last): %.16e\n", root_lp_obj);
-    }
-  }
 
   if (gap <= settings_.absolute_mip_gap_tol || gap_rel <= settings_.relative_mip_gap_tol) {
     solver_status_ = mip_status_t::OPTIMAL;
@@ -2150,6 +2146,7 @@ mip_status_t branch_and_bound_t<i_t, f_t>::solve(mip_solution_t<i_t, f_t>& solut
                                             new_slacks_,
                                             var_types_,
                                             original_problem_,
+                                            probing_implied_bound_,
                                             clique_table_,
                                             &clique_table_future_,
                                             &signal_extend_cliques_);
@@ -2220,7 +2217,7 @@ mip_status_t branch_and_bound_t<i_t, f_t>::solve(mip_solution_t<i_t, f_t>& solut
       i_t num_cuts = cut_pool.get_best_cuts(cuts_to_add, cut_rhs, cut_types);
       if (num_cuts == 0) { break; }
       cut_info.record_cut_types(cut_types);
-#ifdef PRINT_CUT_POOL_TYPES
+#if 1
       cut_pool.print_cutpool_types();
       print_cut_types("In LP      ", cut_types, settings_);
       printf("Cut pool size: %d\n", cut_pool.pool_size());

cpp/src/branch_and_bound/branch_and_bound.hpp

@@ -77,6 +77,7 @@ class branch_and_bound_t {
   branch_and_bound_t(const user_problem_t<i_t, f_t>& user_problem,
                      const simplex_solver_settings_t<i_t, f_t>& solver_settings,
                      f_t start_time,
+                     const probing_implied_bound_t<i_t, f_t>& probing_implied_bound,
                      std::shared_ptr<detail::clique_table_t<i_t, f_t>> clique_table = nullptr);
 
   // Set an initial guess based on the user_problem. This should be called before solve.
@@ -148,6 +149,7 @@ class branch_and_bound_t {
  private:
   const user_problem_t<i_t, f_t>& original_problem_;
   const simplex_solver_settings_t<i_t, f_t> settings_;
+  const probing_implied_bound_t<i_t, f_t>& probing_implied_bound_;
   std::shared_ptr<detail::clique_table_t<i_t, f_t>> clique_table_;
   std::future<std::shared_ptr<detail::clique_table_t<i_t, f_t>>> clique_table_future_;
   std::atomic<bool> signal_extend_cliques_{false};