[Numerical] Barrier method fails on numerically difficult LP instance that solved by other cuOpt methods

Describe the bug
Running cuopt_cli with barrier method (method=3) on a big MPS model fails reproducibly with a numerical error during barrier search direction computation.

The model is numerically difficult, and cuOpt reports a very large coefficient range. However, the same instance is handled successfully by other methods within cuOpt, as well as by alternative solvers. This suggests a barrier-specific robustness issue rather than a general model validity issue.

Environment

• cuOpt version: 26.2.0
• git hash: f73da24d
• CUDA version: 12.9
• GPU: NVIDIA H200
• CPU: Intel(R) Xeon(R) Platinum 8480+
• RAM: 427.29 GiB

Problem summary

• LP instance
• 424118 constraints
• 1367797 variables
• 4512958 nonzeros

Coefficient ranges reported by cuOpt:

• Objective coefficients: [1e-03, 8e+05]
• Constraint matrix coefficients: [1e-18, 8e+05]
• RHS / bounds: [5e-12, 3e+07]
• Variable bounds: [4e-15, 4e+07]

Reproduction

1. Unzip the attached file. It is double-compressed to meet github requirements.
2. Run cuopt_cli --method 3 big_lp_obf.mps

Observed behavior
The barrier solve terminates with:

Search direction computation failed
Barrier Solve status A numerical error was encountered.

cuOpt also reports that the post-solved solution violates constraints.

Expected behavior
Barrier should either solve this instance successfully or fail more robustly on a model that is solvable by other cuOpt methods.

Attachments

• Full solver log

Notes
I understand that the model has serious numerical issues. However, since it is solved by other cuOpt methods and by other solvers, I believe this is a barrier-specific robustness bug.

big_lp_obf.log