Need help wrapping cuOpt in julia

Specific Domains Optimization (Mathematical)
12

Hi all,

I’m from the cuOpt team. I’m glad to hear there is interest in getting cuOpt interfaced with JuMP and Julia. My colleague Rajesh Gandham is working on an interface now and could certainly use the community’s help. Stay tuned for further discussion from him on this.

@amontoison Just to clear up a few misconceptions earlier in this thread.

  1. We do believe that cuOpt has an advantage over cuPDLP (which is currently integrated into HiGHs). We spent some time in our 25.05 release optimizing PDLP. This can be seen in the latest benchmarks comparing both solvers: plato.asu.edu/ftp/lpfeas.html . We are continuing to improve cuOpt all the time.

  2. cuOpt’s MILP solver is a hybrid solver running on both the GPU and the CPU. Currently, bound strengthening and primal heuristics are run on the GPU, while branch and bound is run on the CPU. Although, our MILP solver is new, we still hope it will be useful.

odow Regarding CI, within the cuOpt Github repo we currently run CI on GPUs. We can work together to figure out how to run cuOpt’s Julia / JuMP interface on CI with GPUs.

@mtanneau I’m sorry you ran into trouble compiling cuOpt from source. Several others reported this same issue. We recommend that you manage all your dependencies with conda. See our documentation on building from source for more info.

We do hope that members of the julia / JuMP community will benefit from GPU acceleration of LP/MILP problems through cuOpt. We look forward to collaborating with you all.

Thanks,
Chris

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