NVIDIA / NVIDIA/cuopt

[QST] Column Generation with NVIDIA CuOPT

Open
#1,562 1 comment 0 reactions 1 assignee View on GitHub

@mlubin is already working on this.

Since Jul 15, 2026.

question
Dominant language
Cuda
Stars
1k
Forks
233
Avg merge
4d 4h
Merged PRs (30d)
95

Description

Hello,
So I am trying to solve a very large LP in every iteration of column generation. This has approximately 20 million rows worth of constraints. I have tried some other commercial solvers with Barrier and Simplex - but they are seeming to take anywhere between 30 - 200 seconds per LP solve to prove optimality.
So, I was thinking of giving CuOPT a try. I do have access to an 80GB H100 GPU as well as about 8 cores and 8 X 16GB RAM.
But, I am worried about a few things:

  1. So I need to retrieve the duals in every iteration - any existing example to do that?
  2. I use Python , so an existing example of Column Generation using CuOPT would be great. Until now, for testing with CuOPT i just used to write the .mps file and then run it using cuopt_cli but now that is no longer good.
  3. In every iteration I shall be adding columns -- is that bad? Will it lead to bottlenecks between transfer of data from CPU to GPU? Not sure

Thanks

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Assessment

This issue has not been assessed yet.

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.