[QST] Column Generation with NVIDIA CuOPT
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@mlubin is already working on this.
Since Jul 15, 2026.
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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:
- So I need to retrieve the duals in every iteration - any existing example to do that?
- 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.
- 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
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