Correct dual-value scope to LP/QP in numerical-optimization API skills#1408
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cuOpt's barrier solver is primal-dual (SOCP barrier NVIDIA#1290, general convex quadratic constraints NVIDIA#1361), so a QP with a quadratic objective and linear constraints returns dual values and reduced costs — not LP only. The Python and C API skills still described duals as LP-only, wording that predates the QP/barrier work (NVIDIA#1183). - Python SKILL.md: retitle "Getting Dual Values (LP only)" -> "(LP / QP)" and rewrite the prose; add a "Reading Duals from a QP" example to references/qp_examples.md. - C SKILL.md: add a "Dual values (LP / QP)" section; add a duals note to assets/README.md. Boundary documented in all four edits: cuOpt returns no dual variables for problems with quadratic constraints (the dual/reduced-cost arrays come back filled with NaN), so the constraints whose duals you read must be linear. This matches docs/cuopt/source/cuopt-c/convex/convex-examples.rst and the QCQP path in cpp/src/pdlp/solve.cu. Existing lp_duals assets are unchanged. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> Signed-off-by: cafzal <cameron.afzal@gmail.com>
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…vior cpp/src/pdlp/solve.cu (has_quadratic_constraints -> thrust::fill the entire dual_solution + reduced_cost with quiet_NaN) shows a single quadratic constraint suppresses duals for the *whole* solve, not just that constraint's row. Reword "no dual for a quadratic constraint" -> "any quadratic constraint makes cuOpt return no duals for the whole solve" in Step 3 and the QP eval, for consistency with PRs NVIDIA#1407 (formulation) and NVIDIA#1408 (api skills, "NaN-filled"). Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> Signed-off-by: cafzal <cameron.afzal@gmail.com>
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📝 WalkthroughWalkthroughThis PR updates documentation across cuOpt's C and Python API skill guides to clarify when dual values and reduced costs are available. The C API gains a new section documenting ChangesDual Values Availability Documentation
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| ## Dual values (LP / QP) | ||
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| `cuOptGetDualSolution` (shadow prices) and `cuOptGetReducedCosts` (reduced costs) return values | ||
| for **LP and QP with linear constraints** — the barrier solver is primal-dual, so a quadratic | ||
| objective still yields duals. cuOpt returns **no duals for a problem with quadratic constraints** | ||
| (the returned arrays are filled with `NaN`). See [assets/lp_duals](assets/lp_duals/) for the call | ||
| sequence — it is an LP, but the same calls apply to a QP whose constraints are all linear. |
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Fix NVSkills CI gate for skills/ before merge (DCO present, NVSkills signature missing).
DCO sign-off is present in the updated skills commit. No commit in the branch contains Attach NVSkills validation signatures (or other NVSkills indicators), so NVSkills validation/signature flow still needs to run—ask for /nvskills-ci from a maintainer/admin and re-check that the NVSkills bot signature commit is attached before merging.
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In `@skills/cuopt-numerical-optimization-api-c/SKILL.md` around lines 38 - 44,
Branch has DCO sign-off but lacks the NVSkills bot signature commit (no commit
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Source: Coding guidelines
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| | [milp_production_planning](milp_production_planning/) | MILP | Production planning with resource constraints | | ||
| | [mps_solver](mps_solver/) | LP/MILP | Solve from MPS file via `cuOptReadProblem` | | ||
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| > **Duals:** `lp_duals` is an LP, but `cuOptGetDualSolution` / `cuOptGetReducedCosts` also return |
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| > **Duals:** `lp_duals` is an LP, but `cuOptGetDualSolution` / `cuOptGetReducedCosts` also return | |
| **Duals:** `lp_duals` is an LP, but `cuOptGetDualSolution` / `cuOptGetReducedCosts` also return |
same for other lines as well
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If we have similar workding in skills, do we need to update in README again?
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Removed the note entirely instead of reformatting — it duplicated the Dual values (LP / QP) section now in SKILL.md. Thanks for catching it.
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Good call — no need to state it in both. Removed it from the README; the SKILL.md section is the single source.
The Dual values (LP/QP) scope lives in the api-c SKILL.md "Dual values (LP / QP)" section; the assets/README note restated it. Per review feedback, remove the duplicate so the skill body is the single source. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> Signed-off-by: cafzal <cameron.afzal@gmail.com>
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/ok to test 708f5d1 |
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How much of the new content is useful compared with the more minimal change of updating the incorrect "LP only" in skills/cuopt-numerical-optimization-api-python/SKILL.md?
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| ## Dual values (LP / QP) | ||
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| `cuOptGetDualSolution` (shadow prices) and `cuOptGetReducedCosts` (reduced costs) return values |
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I'm going to continue my push against "shadow prices". I don't think the parentheticals are necessary here. cuOptGetDualSolution returns duals and cuOptGetReducedCosts returns reduces costs. Readers can look at the function documentation for more information.
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Good point. Removed. I commit to no more 'shadow prices' too 😆
| ## Dual values (LP / QP) | ||
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| `cuOptGetDualSolution` (shadow prices) and `cuOptGetReducedCosts` (reduced costs) return values | ||
| for **LP and QP with linear constraints** — the barrier solver is primal-dual, so a quadratic |
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No need to say anything about the barrier solver. The solve method isn't part of the API contract for duals.
| problem.addConstraint(x + y + z == 10, name="budget") | ||
| problem.solve() | ||
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| if problem.Status.name in ["Optimal", "PrimalFeasible"]: |
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I don't think it's safe or correct to check the dual if the status is PrimalFeasible
| ## Getting Dual Values (LP only) | ||
| ## Getting Dual Values (LP / QP) | ||
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| Shadow prices (`DualValue`) and reduced costs (`ReducedCost`) are returned for **LP and QP** — |
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Duals and reduced costs (no parentheticals)
- Drop "shadow prices"/"reduced costs" parenthetical glosses (api-c, api-python). - Remove the barrier-solver mention — the solve method isn't part of the dual contract for the API. - Remove the standalone "Reading Duals from a QP" example; lp_duals already shows the call sequence and the SKILL.md sections state it applies to QP (this also resolves reading duals on PrimalFeasible status). Reduces the change to the minimal LP-only -> LP/QP scope correction. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> Signed-off-by: cafzal <cameron.afzal@gmail.com>
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…barrier solver" - Step 5 cross-ref: "defines shadow price ..." -> "covers what duals mean and which problem types expose them". - Step 3 quadratic-constraint note: drop "the barrier solver" (the solve method isn't part of the dual contract); keep the second-order-cone constraint form. Consistent with the trim applied to the api-* skills in NVIDIA#1408. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> Signed-off-by: cafzal <cameron.afzal@gmail.com>
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Replace "shadow prices" with "dual values" in the LP/MILP/QP sensitivity row
and the post-solve note, keeping the decision meaning ("where to invest").
Consistent with the api-* skill trim in NVIDIA#1408.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
Signed-off-by: cafzal <cameron.afzal@gmail.com>
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/ok to test 1048880 |
@rgsl888prabhu, there was an error processing your request: See the following link for more information: https://docs.gha-runners.nvidia.com/cpr/e/2/ |
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/ok to test 1048880 |
@rgsl888prabhu, there was an error processing your request: See the following link for more information: https://docs.gha-runners.nvidia.com/cpr/e/2/ |
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/ok to test 224030d |
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/merge |
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Description
Corrects the dual-value scope in the
cuopt-numerical-optimization-api-pythonand-api-cskills from "LP only" to LP/QP: cuOpt's barrier solver is primal-dual, so a QP with linear constraints returns shadow prices and reduced costs (the "LP only" wording predates the 26.06 QP/barrier work). Documents the boundary — problems with quadratic constraints return no duals (NaN-filled), so the constraints you read duals from must be linear — and adds a short QP-duals example to the Python references.Verified in source (
cuopt_c.h,pdlp/solve.cu) and empirically on a 26.08 nightly (budgetdual ≈ 6.667; quadratic constraint →NaN). Follows #1393; companion to #1407 (formulation). Existinglp_dualsassets unchanged;validate_skills.shpasses.Checklist