Extend the barrier solver for Second-Order Cone Programming (SOCP) - #1290

Merged

rapids-bot[bot] merged 62 commits into

NVIDIA:release/26.06from

chris-maes:socp-barrier-solver-2

May 30, 2026

Commits on May 22, 2026

Extend the barrier solver to SOCP problems

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c721556
Add label back to test
chris-maes
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3e7a526
Remove barrier specific tolerances. These should not be exposed to the user
chris-maes
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911cb04
Clean up barrier and presolve. Native -> Direct free variables.
chris-maes
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6b2c011
Style fixes
chris-maes
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03918bd
Revert unnecessary changes to simplex_solver_settings.hpp
chris-maes
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068ce73
Revert unintentional change to match 26.06
chris-maes
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3803961

Commits on May 23, 2026

apply_soc_qcmatrix_conversion_for_simplex -> convert_quadratic_constraints_to_second_order_cones
chris-maes
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b94ae44
Clean up scaling and prints
chris-maes
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3f2f3fc
More fixes for scaling
chris-maes
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b128480

Commits on May 26, 2026

Add socp files back
yuwenchen95
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3809495
update release/26.06
yuwenchen95
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72775bd
Save the map of bound splitting in user_problem
yuwenchen95
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1ce5e8b
Renaming rows, cols, vals for quadratic constraints
yuwenchen95
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48ded44
Address PR #1051 review: template barrier helpers, check_Q warning, unify MPS CSR path
yuwenchen95
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a23347b
Auto selection for efficient dual recovery in post-solve
yuwenchen95
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7f4f88f

Commits on May 27, 2026

Merge branch 'release/26.06' into socp-barrier-solver-2
Iroy30
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eef31df
Merge branch 'release/26.06' into socp-barrier-solver-2
yuwenchen95
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249b078
Remove redundant conversion of quadratic constraints to
yuwenchen95
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869bb48
revert the change of mu computation
yuwenchen95
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2187593
adjust the memory cap
yuwenchen95
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35ee069
Align SOCP barrier presolve tests with production settings
yuwenchen95
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02593bb
Fix uncrush_solution for non-tail free-variable partners
yuwenchen95
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b20f5e1
Revert change in presolve for uncrushing splitting variables
yuwenchen95
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eacbe3e

Commits on May 28, 2026

Clean up socp tests in cpp
yuwenchen95
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d123792
Switch pointer+size to span
yuwenchen95
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1f5aef8
Unify solve path for qp and socp
yuwenchen95
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d1c58f6
Merge with release/26.06
yuwenchen95
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a74a7ed
Merge with release/26.06
yuwenchen95
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31f19dc
Prolong CI test timeout
yuwenchen95
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04cd4ab
Fix regressions for QP and LP
rg20
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ff412fe

Commits on May 29, 2026

Convert auto to explict types in second_order_cone_kernels
chris-maes
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2cb16d5
Remove unnecessary casts in translate_soc.hpp
chris-maes
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b3dcfb0
Remove unnecessary casts in triples_to_csr_flat
chris-maes
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ea7a3c5
Simplify and clean up MPS/LP parsing
chris-maes
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6dc4003
Style fixes
chris-maes
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4b7338a
Simplify range for with extra variable to regular for
chris-maes
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76b88cb
Fixes to presolve.cpp
chris-maes
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9bdf7b1
Remove unneccessary casts
chris-maes
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bf47710
Remove unnecessary changes to solve_barrier.cu
chris-maes
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afa58d0
Remove unneccessary change in solve.cpp
chris-maes
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02d40b0
Remove unneccessary casts
chris-maes
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0ff8e41
Rename function in translate_soc
chris-maes
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e727ddc
Remove QCMATRIX from Python API
chris-maes
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bfb32f5
Merge remote-tracking branch 'cuopt-nvidia/release/26.06' into socp-barrier-solver-2
chris-maes
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25c8592
Avoid linear search when constructing augmented matrix
chris-maes
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e1c8dab
Convert while loops to for loops
chris-maes
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47eab1b
Fix log output
chris-maes
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32e44eb
remove redundant integer check for writting QCQP
yuwenchen95
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34dceb0
Clean up comments in barrier.cu and initial point computation of socp
yuwenchen95
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b726d57
barrier update: Refactor barrier helpers into file-scope functions
yuwenchen95
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163092b
--amend
yuwenchen95
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8a775ec
redesign the step-size unit test
yuwenchen95
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b693afa
Remove constraint_row_idx from add_quadratic_constraint in python
yuwenchen95
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3fc42b7
stylish precommit
yuwenchen95
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988ece4
type change
yuwenchen95
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1362c5b
Attempt to fix performance regression
chris-maes
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4650228
Fix regression. Add back in regularization on free variables in augmented system. Revert new_mu. Clean up bound split loop
chris-maes
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ef7de64
Merge remote-tracking branch 'cuopt-nvidia/release/26.06' into socp-barrier-solver-2
chris-maes
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475aa20

Commits on May 30, 2026