From 31356a90ffa4f36064712f62fe0981d052e1804f Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Andr=C3=A9=20Schnabel?= <aschnabel@gams.com>
Date: Wed, 14 Oct 2026 21:57:45 +0200
Subject: [PATCH] Add lp_pdlp.gms regression test for PDLP column reduction and
 warm starts

---
 examples/models/regression_tests/lp_pdlp.gms | 98 ++++++++++++++++++++
 1 file changed, 98 insertions(+)
 create mode 100644 examples/models/regression_tests/lp_pdlp.gms

diff --git a/examples/models/regression_tests/lp_pdlp.gms b/examples/models/regression_tests/lp_pdlp.gms
new file mode 100644
index 0000000..40c93cf
--- /dev/null
+++ b/examples/models/regression_tests/lp_pdlp.gms
@@ -0,0 +1,98 @@
+$Title PDLP column reduction and warm starts through LP presolve
+
+* Random feasible LP: min sum(j, c(j)*x(j)) s.t. A x >= b, 0 <= x <= 5
+Set i /r1*r3000/, j /c1*c4000/;
+Parameter a(i,j), x0(j), b(i), c(j);
+option seed = 1;
+a(i,j)$(uniform(0,1) < 0.005) = uniform(1,10);
+x0(j) = uniform(0,1);
+b(i)  = sum(j, a(i,j)*x0(j)) - 1;
+c(j)  = uniform(1,10);
+Positive Variable x(j);
+Free Variable z;
+x.up(j) = 5;
+Equations obj, con(i);
+obj..    z =e= sum(j, c(j)*x(j));
+con(i).. sum(j$a(i,j), a(i,j)*x(j)) =g= b(i);
+Model m /all/;
+option lp = cuopt;
+
+* Column reduction (cuOpt #2067): forced on, automatic for every LP (threshold 0), and off.
+* Concurrent mode with large_nnz_threshold 0 also skips barrier and dual simplex.
+$onEcho > cuopt.opt
+method 1
+pdlp_hyper_reduced_matrix 1
+$offEcho
+$onEcho > cuopt.op2
+method 0
+large_nnz_threshold 0
+$offEcho
+$onEcho > cuopt.op3
+method 1
+large_nnz_threshold -1
+pdlp_hyper_reduced_matrix 0
+$offEcho
+
+* Warm starts (cuOpt #2024, #2089). The link passes the levels and marginals as initial primal
+* and dual solution. PSLP presolve maps them into the presolved space; with Papilo cuOpt skips
+* LP presolve instead. Both must still use the warm start.
+$onEcho > cuopt.op4
+method 1
+presolve 2
+$offEcho
+$onEcho > cuopt.op5
+method 1
+presolve 1
+$offEcho
+$onEcho > cuopt.op6
+method 1
+presolve 2
+pdlp_hyper_project_initial_primal 0
+$offEcho
+$onEcho > cuopt.op7
+method 1
+presolve 2
+pdlp_hyper_project_initial_primal 1
+$offEcho
+
+* PDLP only reaches its default tolerance of 1e-4 (relative)
+Set run 'option file' /o1*o7/, reduction(run) /o1*o3/, warmstart(run) /o4*o7/;
+Scalar zref 'objective of the reference solve', tol / 1e-3 /, k 'option file number';
+Parameter iters(run,*) 'PDLP iterations';
+
+$macro checkOptimal(label) \
+   abort$(m.solvestat <> %solveStat.normalCompletion%) 'unexpected solve status', label, m.solvestat; \
+   abort$(m.modelstat <> %modelStat.optimal%) 'unexpected model status', label, m.modelstat; \
+   abort$(abs(z.l - zref) > tol*max(1, abs(zref))) 'wrong objective', label, z.l, zref;
+
+* bratio 1 discards the levels and marginals of the previous solve (cold start)
+option bratio = 1;
+m.optfile = 3;
+Solve m minimizing z using lp;
+zref = z.l;
+checkOptimal('reference')
+
+loop(run$reduction(run),
+   k = ord(run);
+   m.optfile = k;
+   Solve m minimizing z using lp;
+   checkOptimal(k)
+   iters(run,'cold') = m.iterusd;
+);
+
+* Each warm start (bratio 0 keeps the previous optimal levels and marginals) must need fewer
+* iterations than a cold solve with the same options
+loop(run$warmstart(run),
+   k = ord(run);
+   m.optfile = k;
+   option bratio = 1;
+   Solve m minimizing z using lp;
+   checkOptimal(k)
+   iters(run,'cold') = m.iterusd;
+   option bratio = 0;
+   Solve m minimizing z using lp;
+   checkOptimal(k)
+   iters(run,'warm') = m.iterusd;
+   abort$(iters(run,'warm') >= iters(run,'cold')) 'warm start was not used', k, iters;
+);
+display iters;