Correctly return reduced costs for PDLP (stable3)

[mlubin]

The Stable3 preset of PDLP (the default) didn't return reduced costs. All other presets did return this. Fixed and added test coverage.

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📥 Commits

Reviewing files that changed from the base of the PR and between 48595a7 and 0c9a6e4.

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• cpp/src/pdlp/termination_strategy/convergence_information.cu

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📝 Walkthrough

Walkthrough

Changes

The reflected dual-residual computation now validates and copies dual_slack into reduced_cost_. Device scalar initialization uses typed constants. A parameterized CUDA test validates LP solutions across three solvers and three presolvers.

Changes

LP residual validation

Layer / File(s)	Summary
Reflected dual-residual workspace cpp/src/pdlp/termination_strategy/convergence_information.cu	The reflected path validates dual_slack, copies it into reduced_cost_, and computes the residual from that workspace. Convergence scalars use typed zero, one, and negative-one constants.
Parameterized LP solution coverage cpp/tests/linear_programming/unit_tests/lp_solution_test.cu, cpp/tests/linear_programming/CMakeLists.txt	The test checks primal, dual, reduced-cost, objective, termination, and solver-method results across PDLP, DualSimplex, and Barrier with None, PSLP, and Papilo presolvers. CMake adds the test source to LP_UNIT_TEST.

Estimated code review effort: 3 (Moderate) | ~20 minutes

Merge Risk: ⚪ Minimal · up to 0c9a6

The change is localized to correctly returning PDLP reduced costs and adds regression coverage; no actionable merge-blocking risk remains beyond normal checks and review.

Suggested reviewers: kh4ster, aliceb-nv

🚥 Pre-merge checks | ✅ 4 | ❌ 1

❌ Failed checks (1 warning)

Check name	Status	Explanation	Resolution
Docstring Coverage	⚠️ Warning	Docstring coverage is 0.00% which is insufficient. The required threshold is 80.00%. Docstring coverage is scoped to functions touched by this diff. Analyzed 2 functions across 2 files.	Write docstrings for the functions missing them to satisfy the coverage threshold.

✅ Passed checks (4 passed)

Check name	Status	Explanation
Description check	✅ Passed	The description accurately states that the default Stable3 PDLP preset did not return reduced costs and that the pull request fixes this issue with added test coverage.
Title check	✅ Passed	The title clearly and concisely identifies the main change: correcting reduced-cost output for PDLP Stable3.
Linked Issues check	✅ Passed	Check skipped because no linked issues were found for this pull request.
Out of Scope Changes check	✅ Passed	Check skipped because no linked issues were found for this pull request.

✨ Finishing Touches

🧪 Generate unit tests (beta)

• Create PR with unit tests

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[mlubin]

/ok to test 0c9a6e4

[github-actions]

CI Test Summary

3 failed · 28 passed · 0 skipped

conda-cpp-tests / 13.0.3, 3.14, arm64, rockylinux8, l4, latest-driver, latest-deps — 3 failed tests

• DefaultServerTests.DeleteQueuedJobPreventsRun
• DefaultServerTests.DeleteRunningJobCancelsWorker
• DeterministicBBTest.reproducible_solution_vector