Extend the barrier solver to SOCP problems - #1051

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yan-zaretskiy wants to merge 94 commits into

NVIDIA:release/26.06from

yan-zaretskiy:socp-barrier-solver

Commits on Apr 7, 2026

feat(barrier): add SOCP cone primitives and NT kernels
yan-zaretskiy
committed
3c010ea
feat(barrier): integrate H^-2 cone blocks into the augmented system
yan-zaretskiy
committed
9ee0ed7
fix(barrier): stabilize SOCP barrier convergence
yan-zaretskiy
committed
41f763c
refactor(dual_simplex): keep cone layout packed through presolve
yan-zaretskiy
committed
c99368f
test(dual_simplex): expand SOCP barrier coverage and tighten layout checks
yan-zaretskiy
committed
a5dba68

Commits on Apr 15, 2026

feat(mps_parser): add QCMATRIX parsing and quadratic-constraint model support

YUWEN Chen
authored and
yuwenchen95
committed
f4b9c8e
fix: address review suggestions (chatbot)
yuwenchen95
committed
43f09b4

Commits on Apr 17, 2026

complete parsder for linear cost, ROW and RHS for QCQP
yuwenchen95
committed
ac9dd8a

Commits on Apr 20, 2026

Commits on Apr 22, 2026

Clean up for the MPS parser
yuwenchen95
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e6e1f42
merge the parser into SOCP implementation
yuwenchen95
committed
b9d3a48
minor adjustment for parser
yuwenchen95
committed
8ff6ce1

Commits on Apr 23, 2026

Commits on Apr 24, 2026

undo std::span for CI tests
yuwenchen95
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6f2b1fb
Apply pre-commit fixes
yuwenchen95
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9defd60
Merge branch 'mps-socp' into socp-merge
yuwenchen95
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3389255
minior correction for bound check and update dataset for qcqp
yuwenchen95
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0a31a44
Merge branch 'main' into mps-socp
yuwenchen95
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5dd5ef2
Merge branch 'mps-socp' into socp-merge
yuwenchen95
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0bfc961
Print # of quadratic constraints and cones
chris-maes
committed
d172213

Commits on Apr 25, 2026

Add support for handling free variables in QPs with the augmented system
chris-maes
committed
f20d132

Commits on Apr 27, 2026

Commits on Apr 28, 2026

Commits on Apr 30, 2026

add support for rotated second-order cone
yuwenchen95
committed
883bf63

Commits on May 4, 2026

Force SOCP to be unit initialization
yuwenchen95
committed
1c1bde2

Commits on May 6, 2026

Update scaling computation for SOCP, beneficial for sparse exploitation
yuwenchen95
committed
dbf9fa0

Commits on May 7, 2026

Commits on May 8, 2026

code clean up for socp logic
yuwenchen95
committed
7e5bec7

Commits on May 11, 2026

clean up translation for quadratic constraints
yuwenchen95
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36d3373
more efficient problem setup from MPS data
yuwenchen95
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006edb7
--amend
yuwenchen95
committed
0779f67

Commits on May 13, 2026

switch to COO format for quadratic constraint matrices assuming they are sparse
yuwenchen95
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f148618
merge with main
yuwenchen95
committed
de38b6e

Commits on May 16, 2026

Commits on May 17, 2026

Commits on May 18, 2026

Commits on May 19, 2026

fix a bug for the mps writer
yuwenchen95
committed
3132961
merge with main
yuwenchen95
committed
0fd4142
correct multiplication operation in IR
yuwenchen95
committed
f83c1b5
clarifying 'free' to be free variables in linear parts
yuwenchen95
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4f2a2c1
--amend
yuwenchen95
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52f5640

Commits on May 20, 2026

move cone complimentarity computation into affine and corrector step
yuwenchen95
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5a5d6f2
Revert "Prepare release/26.06"
jolorunyomi
committed
7572551
Merge pull request #1258 from NVIDIA/release/26.06
GPUtester
authored
90bf1b0
Update to 26.08 (#1259)
jolorunyomi
authored
37814ed
Fix bug on SOCPs with quadratic objectives. Fix misleading regularization for centering step
chris-maes
committed
d8ffe58
add support of SOCP also in qp path
yuwenchen95
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d64a82b
--amend
yuwenchen95
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0b4d8e3
Merge pull request #1261 from NVIDIA/release/26.06
GPUtester
authored
6f423ae
Merge pull request #1262 from NVIDIA/release/26.06
GPUtester
authored
6f45175
remove out-dated comment
yuwenchen95
committed
8babc7c
Merge pull request #1263 from NVIDIA/release/26.06
GPUtester
authored
6191e4d

Commits on May 21, 2026

disable barrier_solve but keep native free linear variables
yuwenchen95
committed
3eeccb8
add nvtx ranges for profiling
yuwenchen95
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7773bda
--amend
yuwenchen95
committed
9655f05
Fix version failure in check style for skills (#1271)
ramakrishnap-nv
authored
9ea0205
Merge branch 'release/26.06' into main-merge-release/26.06.01
ramakrishnap-nv
committed
9c9bf27
Merge pull request #1273 from rgsl888prabhu/main-merge-release/26.06.01
ramakrishnap-nv
authored
0c2168f
Merge pull request #1274 from NVIDIA/release/26.06
GPUtester
authored
881ed2f
Add barrier_presolve back for socps
yuwenchen95
committed
1ca1501
Merge pull request #1278 from NVIDIA/release/26.06
GPUtester
authored
3f01565
Merge pull request #1279 from NVIDIA/release/26.06
GPUtester
authored
88eccc6
Merge branch 'release/26.06' into main-merge-release/26.06.02
ramakrishnap-nv
committed
6da457e
Merge pull request #1281 from rgsl888prabhu/main-merge-release/26.06.02
ramakrishnap-nv
authored
2cbef3e
Merge pull request #1282 from NVIDIA/release/26.06
GPUtester
authored
759a0bc

Commits on May 22, 2026

Merge with main
yuwenchen95
committed
41daa6d
Improve post-solve process && Fix broken python API for socp
yuwenchen95
committed
4654c93
Remove the unnecessary COO-> CSR -> COO conversion of quadratic constraints
yuwenchen95
committed
126c880