cuopt-numerical-optimization-api

# cuOpt Numerical Optimization API Model and solve LP, MILP, and QP problems using NVIDIA cuOpt's GPU-accelerated solver. ## Interface Selection Choose the reference for the user's interface: | Interface | When to use | Reference | |-----------|-------------|-----------| | **Python** | User is writing Python code | [references/python_api.md](references/python_api.md) | | **C / C++** | User is embedding in a C/C++ application | [references/c_api.md](references/c_api.md) | | **CLI** | User is solving from MPS files on the command line | [references/cli_api.md](references/cli_api.md) | If the interface is not yet clear, ask before writing any code. **Already using a modeling language?** cuOpt also works as a solver backend for third-party modeling tools — **AMPL, GAMS / GAMSPy, PuLP, JuMP, Pyomo, and CVXPY** — with near-zero code changes (point the model's solver at cuOpt). CVXPY additionally covers convex QP and, in beta, QCQP / SOCP. Prefer this when the user already has a model in one of these tools rather than porting it to the cuOpt API. See [Third-Party Modeling Languages](https://docs.nvidia.com/cuopt/user-guide/latest/thirdparty_modeling_languages/index.html). ## Choosing LP vs MILP vs QP **Decide from the objective and variables:** | If the objective is... | And variables are... | Use | |---|---|---| | Linear (sum of `c_i * x_i`) | All continuous | **LP** | | Linear | Some integer or binary | **MILP** | | Has squared (`x*x`) or cross (`x*y`) terms | Continuous (integer QP not supported) | **QP** (beta) | **Prefer LP when the problem allows it.** LP solves faster and has stronger optimality guarantees. Use MILP only when the problem logically requires whole numbers or yes/no decisions. Use QP only when the objective is genuinely quadratic (variance, squared error, kinetic energy). - **Use LP** when every quantity can meaningfully be fractional: flows, proportions, rates, dollars, hours, tonnes of material, etc. - **Use MILP** when the problem mentions **counts** of discrete entities, **yes/no** choices, or **either/or** decisions (e.g. open a facility or not, assign a person to a shift, number of trucks). - **Use QP** when the objective minimizes variance, squared error, or any expression with `x*x` or `x*y` terms (portfolio optimization, least squares, regularized regression). ## Integer vs Continuous from Wording | Problem wording / concept | Variable type | Examples | |---------------------------|---------------|----------| | **Discrete entities (counts)** | **INTEGER** | Workers, cars, trucks, machines, pilots, facilities, units to manufacture | | **Yes/no or on/off** | **INTEGER** (binary, lb=0 ub=1) | Open a facility, run a machine, assign a person to a shift | | **Amounts that can be fractional** | **CONTINUOUS** | Tonnes, litres, dollars, hours, kWh, proportion of capacity | | **Rates or fractions** | **CONTINUOUS** | Utilization, percentage, share of budget | **Rule of thumb:** "How many *things*" → INTEGER. "How much" → CONTINUOUS. ## QP Rules (all interfaces) - **MINIMIZE only** — the solver rejects MAXIMIZE for quadratic objectives. To maximize `f(x)`, minimize `-f(x)` and negate the reported objective value. - **Continuous variables only** — integer QP is not supported. - **Q should be positive semi-definite** for a convex, well-posed problem. - **Beta** — API may evolve; treat as production-capable for typical convex QP. ## Dual Values Duals and reduced costs are available for **LP and QP only**: - **MILP** — no duals (integer optima are not continuous). - **Quadratic constraints** — duals unavailable even for LP/QP; all values return `NaN`. - **PDLP warmstart** — LP only; MILP solves do not accept a PDLP warmstart. ## Common Issues (all interfaces) | Problem | Likely cause | Fix | |---------|-------------|-----| | Infeasible | Conflicting constraints | Check constraint logic and bounds | | Unbounded | Missing bounds | Add variable bounds | | Slow solve | Large problem | Set time limit; increase gap tolerance | | QP rejected with MAXIMIZE | QP only supports MINIMIZE | Negate the objective; negate the result | | QP returns non-optimal | Q not PSD or badly scaled | Check Q is PSD; rescale variables | ## Solver Settings (concepts) | Setting | Purpose | |---------|---------| | `time_limit` | Stop after N seconds | | `mip_relative_gap` | Stop MILP when within X% of optimal | | `mip_absolute_tolerance` | Absolute MIP gap stop | | `log_to_console` | Enable solver logging | Syntax varies by interface — see the interface reference file.