Fast MPS parser for free-format MPS files

ci/build_wheel_libcuopt.sh

@@ -27,7 +27,16 @@ fi
 # Install Protobuf + gRPC (protoc + grpc_cpp_plugin)
 bash ci/utils/install_protobuf_grpc.sh
 
-export SKBUILD_CMAKE_ARGS="-DCUOPT_BUILD_WHEELS=ON;-DDISABLE_DEPRECATION_WARNING=ON"
+# The fast MPS parser requires OpenMP 5 symbols from the active GCC toolset. Pin FindOpenMP to
+# that compiler's libgomp instead of the older system runtime on Rocky/RHEL wheel builders.
+CXX_COMPILER="${CXX:-g++}"
+GOMP_LIBRARY="$("${CXX_COMPILER}" -print-file-name=libgomp.so)"
+if [[ "${GOMP_LIBRARY}" != /* || ! -f "${GOMP_LIBRARY}" ]]; then
+    echo "Could not resolve libgomp from ${CXX_COMPILER}: '${GOMP_LIBRARY}'" >&2
+    exit 1
+fi
+
+export SKBUILD_CMAKE_ARGS="-DCUOPT_BUILD_WHEELS=ON;-DDISABLE_DEPRECATION_WARNING=ON;-DOpenMP_gomp_LIBRARY:FILEPATH=${GOMP_LIBRARY}"
 
 # OpenSSL 3 hints for libcuopt's own find_package(OpenSSL).
 #

cpp/CMakeLists.txt

@@ -186,7 +186,6 @@ list(APPEND CUOPT_CUDA_FLAGS -Xfatbin=-compress-all)
 if (CMAKE_CUDA_COMPILER_VERSION VERSION_GREATER_EQUAL 12.9 AND CMAKE_CUDA_COMPILER_VERSION VERSION_LESS 13.0)
     list(APPEND CUOPT_CUDA_FLAGS -Xfatbin=--compress-level=3)
 endif ()
-list(APPEND CUOPT_CUDA_FLAGS -fopenmp)
 
 # Add jobserver flags for parallel compilation if PARALLEL_LEVEL is set
 if (PARALLEL_LEVEL AND NOT "${PARALLEL_LEVEL}" STREQUAL "")
@@ -198,13 +197,14 @@ if (PARALLEL_LEVEL AND NOT "${PARALLEL_LEVEL}" STREQUAL "")
     endif ()
 endif ()
 
-# The MIP solver requires OpenMP to work
-find_package(OpenMP REQUIRED)
+# The MIP solver requires OpenMP for both C++ and CUDA host code.
+rapids_find_package(OpenMP REQUIRED COMPONENTS CXX CUDA BUILD_EXPORT_SET cuopt-exports)
 message(VERBOSE "cuOpt: OpenMP found in ${OpenMP_CXX_INCLUDE_DIRS}")
 
-# MPS/QPS parser supports compressed inputs via bzip2 and zlib
+# MPS/QPS parser supports compressed inputs via bzip2, zlib and lz4
 option(CUOPT_PARSER_WITH_BZIP2 "Build MPS parser with bzip2 decompression" ON)
 option(CUOPT_PARSER_WITH_ZLIB "Build MPS parser with zlib decompression" ON)
+option(CUOPT_PARSER_WITH_LZ4 "Build experimental fast MPS parser with LZ4 decompression" ON)
 if (CUOPT_PARSER_WITH_BZIP2)
     find_package(BZip2 REQUIRED)
     add_compile_definitions(MPS_PARSER_WITH_BZIP2)
@@ -213,6 +213,10 @@ if (CUOPT_PARSER_WITH_ZLIB)
     find_package(ZLIB REQUIRED)
     add_compile_definitions(MPS_PARSER_WITH_ZLIB)
 endif ()
+if (CUOPT_PARSER_WITH_LZ4)
+    # No headers or link target needed; the experimental reader loads one liblz4 symbol at runtime.
+    add_compile_definitions(MPS_PARSER_WITH_LZ4)
+endif ()
 
 # Debug options
 if (CMAKE_BUILD_TYPE MATCHES Debug)
@@ -250,6 +254,20 @@ else ()
     find_package(RAFT REQUIRED)
 endif ()
 
+rapids_cpm_find(simde 0.8.2
+        CPM_ARGS
+        GIT_REPOSITORY https://github.com/simd-everywhere/simde.git
+        GIT_TAG v0.8.2
+        GIT_SHALLOW TRUE
+        DOWNLOAD_ONLY TRUE
+)
+
+if (NOT TARGET simde::simde)
+    add_library(simde::simde INTERFACE IMPORTED GLOBAL)
+    set_target_properties(simde::simde
+            PROPERTIES INTERFACE_INCLUDE_DIRECTORIES "${simde_SOURCE_DIR}")
+endif ()
+
 FetchContent_Declare(
         papilo
         GIT_REPOSITORY "https://github.com/scipopt/papilo.git"
@@ -436,6 +454,7 @@ if (BUILD_TESTS)
 endif ()
 
 set(CUOPT_SRC_FILES)
+set(MPS_FAST_SRC_FILES)
 add_subdirectory(src)
 
 # nvcc 13.0.3 ICE (signal 11) compiling sliding_window.cu with 7 GPU architectures;
@@ -445,14 +464,24 @@ set_source_files_properties(
     PROPERTIES COMPILE_OPTIONS "--split-compile=0")
 
 if (HOST_LINEINFO)
-    set_source_files_properties(${CUOPT_SRC_FILES} DIRECTORY ${CMAKE_SOURCE_DIR} PROPERTIES COMPILE_OPTIONS "-g1")
+    set_source_files_properties(${CUOPT_SRC_FILES} DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR} PROPERTIES COMPILE_OPTIONS "-g1")
+endif ()
+
+# Needed for the fast MPS parser, available on all x86-64-v3 compliant x86 CPUs (essentially since Haswell ~2013)
+if (CMAKE_SYSTEM_PROCESSOR MATCHES "^(x86_64|AMD64|amd64)$" AND
+        CMAKE_CXX_COMPILER_ID MATCHES "^(GNU|Clang|AppleClang)$")
+    set_property(SOURCE ${MPS_FAST_SRC_FILES} DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
+            APPEND PROPERTY COMPILE_OPTIONS "-mbmi2;-mavx2;-msse4.2")
 endif ()
 
+# TODO: figure out a set of flags for ARM that fits the range of CPUs we wish to support (neoverse?)
+# NEON should be universal on aarch64 and enough for our purposes (parsing) though
+
 # Apply -UNDEBUG only to solver source files (not gRPC infrastructure).
 # Must happen before gRPC files are appended to CUOPT_SRC_FILES.
 # Uses APPEND to preserve any existing per-file options (e.g. -g1 from HOST_LINEINFO).
 if (DEFINE_ASSERT)
-    set_property(SOURCE ${CUOPT_SRC_FILES} DIRECTORY ${CMAKE_SOURCE_DIR}
+    set_property(SOURCE ${CUOPT_SRC_FILES} DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
             APPEND PROPERTY COMPILE_OPTIONS "-UNDEBUG")
 endif ()
 
@@ -477,7 +506,7 @@ if (NOT SKIP_GRPC_BUILD)
     # The conda-forge abseil shared library is built with NDEBUG and does not
     # export that symbol (abseil-cpp#1624).  Without this, Debug builds fail
     # at runtime with "undefined symbol: absl::…::Mutex::Dtor".
-    set_property(SOURCE ${GRPC_INFRA_FILES} DIRECTORY ${CMAKE_SOURCE_DIR}
+    set_property(SOURCE ${GRPC_INFRA_FILES} DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
             APPEND PROPERTY COMPILE_OPTIONS "-DNDEBUG")
 endif (NOT SKIP_GRPC_BUILD)
 
@@ -559,8 +588,7 @@ add_dependencies(cuopt PSLP)
 set(CUOPT_PRIVATE_CUDA_LIBS
         CUDA::curand
         CUDA::cusolver
-        TBB::tbb
-        OpenMP::OpenMP_CXX)
+        TBB::tbb)
 
 list(PREPEND CUOPT_PRIVATE_CUDA_LIBS CUDA::cublasLt)
 
@@ -603,11 +631,16 @@ target_link_libraries(cuopt
         ${CUDSS_LIB_FILE}
         PRIVATE
         ${CUOPT_PRIVATE_CUDA_LIBS}
+        simde::simde
+        OpenMP::OpenMP_CXX
+        OpenMP::OpenMP_CUDA
         $<$<BOOL:${CUOPT_ENABLE_GRPC}>:protobuf::libprotobuf>
         $<$<BOOL:${CUOPT_ENABLE_GRPC}>:gRPC::grpc++>
+        INTERFACE
+        "$<BUILD_INTERFACE:OpenMP::OpenMP_CXX>"
+        "$<BUILD_INTERFACE:OpenMP::OpenMP_CUDA>"
 )
 
-
 # ##################################################################################################
 # - generate tests --------------------------------------------------------------------------------
 if (BUILD_TESTS)
@@ -744,7 +777,6 @@ if (NOT BUILD_LP_ONLY)
     target_link_libraries(cuopt_cli
             PUBLIC
             cuopt
-            OpenMP::OpenMP_CXX
             ${CUDSS_LIBRARIES}
             TBB::tbb
             PRIVATE
@@ -786,7 +818,6 @@ if (BUILD_MIP_BENCHMARKS AND NOT BUILD_LP_ONLY)
     target_link_libraries(solve_MIP
             PUBLIC
             cuopt
-            OpenMP::OpenMP_CXX
             PRIVATE
     )
     if (NOT DEFINED INSTALL_TARGET OR "${INSTALL_TARGET}" STREQUAL "")
@@ -816,7 +847,6 @@ if (BUILD_LP_BENCHMARKS)
     target_link_libraries(solve_LP
             PUBLIC
             cuopt
-            OpenMP::OpenMP_CXX
             PRIVATE
     )
     if (NOT DEFINED INSTALL_TARGET OR "${INSTALL_TARGET}" STREQUAL "")
@@ -869,7 +899,6 @@ if (NOT SKIP_GRPC_BUILD)
     target_link_libraries(cuopt_grpc_server
             PUBLIC
             cuopt
-            OpenMP::OpenMP_CXX
             PRIVATE
             protobuf::libprotobuf
             gRPC::grpc++

cpp/cuopt_cli.cpp

@@ -90,11 +90,13 @@ inline cuopt::init_logger_t dummy_logger(
  *                  .mps/.qps and their .gz/.bz2 variants → MPS parser;
  *                  anything else is rejected.
  * @param initial_solution_file Path to initial solution file in SOL format
+ * @param mps_reader MPS reader implementation selected by the CLI
  * @param settings Merged solver settings (config file loaded in main, then CLI overrides applied)
  */
 int run_single_file(const std::string& file_path,
                     const std::string& initial_solution_file,
                     bool solve_relaxation,
+                    cuopt::mathematical_optimization::io::mps_reader_type_t mps_reader,
                     cuopt::mathematical_optimization::solver_settings_t<int, double>& settings)
 {
   cuopt::init_logger_t log(settings.get_parameter<std::string>(CUOPT_LOG_FILE),
@@ -108,7 +110,8 @@ int run_single_file(const std::string& file_path,
   {
     CUOPT_LOG_INFO("Reading file %s", base_filename.c_str());
     try {
-      mps_data_model = cuopt::mathematical_optimization::io::read<int, double>(file_path);
+      mps_data_model =
+        cuopt::mathematical_optimization::io::read<int, double>(file_path, mps_reader);
     } catch (const std::logic_error& e) {
       CUOPT_LOG_ERROR("Parser exception: %s", e.what());
       parsing_failed = true;
@@ -287,8 +290,8 @@ int main(int argc, char* argv[])
   program.add_argument("filename")
     .help(
       "input problem file; format dispatched by extension (case-insensitive). "
-      "Supported: .lp, .mps, .qps and their .gz / .bz2 compressed variants "
-      "(e.g. .lp.gz, .mps.bz2, .qps.gz)")
+      "Supported: .lp, .mps, .qps and their .gz / .bz2 / .lz4 compressed variants "
+      "(e.g. .lp.gz, .mps.bz2, .qps.lz4).")
     .nargs(1)
     .required();
 
@@ -306,6 +309,14 @@ int main(int argc, char* argv[])
     .help("path to parameter config file (key = value format, supports all parameters)")
     .default_value(std::string(""));
 
+  program.add_argument("--mps-reader")
+    .help(
+      "MPS reader implementation: default uses the production parser; experimental-fast uses the "
+      "experimental SIMD parser for free-format LP/MIP/QP/QCQP (SOCP) .mps/.qps files and their "
+      ".gz/.bz2/.lz4 compressed variants")
+    .default_value(std::string("default"))
+    .choices("default", "experimental-fast");
+
   program.add_argument("--dump-hyper-params")
     .help("print hyper-parameters only in config file format and exit")
     .default_value(false)
@@ -406,6 +417,12 @@ int main(int argc, char* argv[])
   const auto initial_solution_file = program.get<std::string>("--initial-solution");
   const auto solve_relaxation      = program.get<bool>("--relaxation");
   const auto params_file           = program.get<std::string>("--params-file");
+  const auto mps_reader_arg        = program.get<std::string>("--mps-reader");
+
+  auto mps_reader = cuopt::mathematical_optimization::io::mps_reader_type_t::default_reader;
+  if (mps_reader_arg == "experimental-fast") {
+    mps_reader = cuopt::mathematical_optimization::io::mps_reader_type_t::fast_experimental;
+  }
 
   cuopt::mathematical_optimization::solver_settings_t<int, double> settings;
   try {
@@ -435,5 +452,5 @@ int main(int argc, char* argv[])
     RAFT_CUDA_TRY(cudaSetDevice(0));
   }
 
-  return run_single_file(file_name, initial_solution_file, solve_relaxation, settings);
+  return run_single_file(file_name, initial_solution_file, solve_relaxation, mps_reader, settings);
 }

cpp/include/cuopt/mathematical_optimization/io/parser.hpp

@@ -11,17 +11,26 @@
 
 #include <algorithm>
 #include <cctype>
+#include <cstring>
 #include <stdexcept>
 #include <string>
 #include <string_view>
 
 namespace cuopt::mathematical_optimization::io {
 
+/**
+ * @brief Selects which MPS reader implementation should be used by dispatching entry points.
+ *
+ * The experimental fast reader is intentionally opt-in. It supports the same free-format
+ * MPS/QPS scope as read_mps(): LP, MIP, QP (QUADOBJ/QMATRIX), and QCQP/SOCP (QCMATRIX).
+ */
+enum class mps_reader_type_t { default_reader, fast_experimental };
+
 /**
  * @brief Reads the equation from an MPS or QPS file.
  *
  * The input file can be a plain text file in MPS-/QPS-format or a compressed MPS/QPS
- * file (.mps.gz or .mps.bz2).
+ * file (.mps.gz, .mps.bz2, or .mps.lz4).
  *
  * Read this link http://lpsolve.sourceforge.net/5.5/mps-format.htm for more
  * details on both free and fixed MPS format.
@@ -32,8 +41,8 @@ namespace cuopt::mathematical_optimization::io {
  * - QMATRIX: Full symmetric quadratic objective matrix (alternative to QUADOBJ)
  * - QCMATRIX: Symmetric quadratic terms for a named constraint row (QCQP)
  *
- * Note: Compressed MPS files .mps.gz, .mps.bz2 can only be read if the compression
- * libraries zlib or libbzip2 are installed, respectively.
+ * Note: Compressed MPS files .mps.gz, .mps.bz2, and .mps.lz4 can only be read if
+ * zlib, libbzip2, or liblz4 are installed, respectively.
  *
  * @param[in] mps_file_path Path to MPS/QPSfile.
  * @param[in] fixed_mps_format If MPS/QPS file should be parsed as fixed, false by default
@@ -43,6 +52,19 @@ template <typename i_t, typename f_t>
 mps_data_model_t<i_t, f_t> read_mps(const std::string& mps_file_path,
                                     bool fixed_mps_format = false);
 
+/**
+ * @brief Reads an MPS/QPS problem with the experimental SIMD-optimized reader.
+ *
+ * Supports the same free-format LP/MIP/QP/QCQP (SOCP-relevant QCMATRIX) scope as read_mps().
+ * Fixed MPS format forcing is not supported. Accepts .mps/.qps and their .gz/.bz2/.lz4 variants
+ * (compression is detected from the file path, same as read_mps()).
+ *
+ * @param[in] mps_file_path Path to a raw or compressed .mps or .qps file.
+ * @return mps_data_model_t A fully formed LP/MIP/QP problem which represents the given file.
+ */
+template <typename i_t, typename f_t>
+mps_data_model_t<i_t, f_t> read_mps_fast_experimental(const std::string& mps_file_path);
+
 /**
  * @brief Reads an MPS problem from in-memory file contents.
  *
@@ -111,38 +133,72 @@ mps_data_model_t<i_t, f_t> read_lp_from_string(std::string_view lp_contents);
  * @brief Reads an optimization problem from a file, dispatching on the file
  *        extension. Extension matching is case-insensitive.
  *
- * Routing:
- *   - .mps, .mps.gz, .mps.bz2, .qps, .qps.gz, .qps.bz2 → read_mps()
- *   - .lp,  .lp.gz,  .lp.bz2                            → read_lp()
+ * Routing (case-insensitive extensions):
+ *   - .mps, .mps.gz, .mps.bz2, .mps.lz4, .qps, .qps.gz, .qps.bz2, .qps.lz4
+ *     → read_mps() when mps_reader == default_reader, or read_mps_fast_experimental()
+ *       when mps_reader == fast_experimental (fixed_mps_format must be false)
+ *   - .lp,  .lp.gz,  .lp.bz2, .lp.lz4 → read_lp()
  *   - anything else → std::logic_error
  *
  * This is the entry point of choice for user-facing tools (CLI, C API) that
  * want both formats to "just work" without an explicit format flag.
  *
  * @param[in] path Path to the input file.
+ * @param[in] mps_reader Selects the MPS reader implementation for MPS/QPS inputs.
  * @param[in] fixed_mps_format If the MPS/QPS reader should use fixed format;
  *             ignored for LP inputs. False by default.
  * @return mps_data_model_t The parsed problem.
  */
 template <typename i_t, typename f_t>
-inline mps_data_model_t<i_t, f_t> read(const std::string& path, bool fixed_mps_format = false)
+inline mps_data_model_t<i_t, f_t> read(const std::string& path,
+                                       mps_reader_type_t mps_reader,
+                                       bool fixed_mps_format = false)
 {
   std::string lower(path);
   std::transform(lower.begin(), lower.end(), lower.begin(), [](unsigned char c) {
     return static_cast<char>(std::tolower(c));
   });
-  if (lower.ends_with(".mps") || lower.ends_with(".mps.gz") || lower.ends_with(".mps.bz2") ||
-      lower.ends_with(".qps") || lower.ends_with(".qps.gz") || lower.ends_with(".qps.bz2")) {
-    return read_mps<i_t, f_t>(path, fixed_mps_format);
+  for (const char* compression_suffix : {".bz2", ".gz", ".lz4"}) {
+    if (lower.ends_with(compression_suffix)) {
+      lower.resize(lower.size() - std::strlen(compression_suffix));
+      break;
+    }
   }
-  if (lower.ends_with(".lp") || lower.ends_with(".lp.gz") || lower.ends_with(".lp.bz2")) {
-    return read_lp<i_t, f_t>(path);
+  if (lower.ends_with(".mps") || lower.ends_with(".qps")) {
+    if (mps_reader == mps_reader_type_t::fast_experimental) {
+      if (fixed_mps_format) {
+        throw std::logic_error(
+          "experimental fast MPS reader does not support fixed MPS format forcing");
+      }
+      return read_mps_fast_experimental<i_t, f_t>(path);
+    }
+    return read_mps<i_t, f_t>(path, fixed_mps_format);
   }
+  if (lower.ends_with(".lp")) { return read_lp<i_t, f_t>(path); }
   throw std::logic_error(
     "read: unrecognized input file extension. Supported (case-insensitive): "
-    ".mps, .mps.gz, .mps.bz2, .qps, .qps.gz, .qps.bz2, .lp, .lp.gz, .lp.bz2. "
+    ".mps, .mps.gz, .mps.bz2, .mps.lz4, .qps, .qps.gz, .qps.bz2, .qps.lz4, "
+    ".lp, .lp.gz, .lp.bz2, .lp.lz4. "
     "Given path: " +
     path);
 }
 
+/**
+ * @brief Reads an optimization problem from a file, dispatching on the file
+ *        extension. Extension matching is case-insensitive.
+ *
+ * Uses the default MPS reader. See the 3-argument read() overload for routing
+ * details and supported extensions.
+ *
+ * @param[in] path Path to the input file.
+ * @param[in] fixed_mps_format If the MPS/QPS reader should use fixed format;
+ *             ignored for LP inputs. False by default.
+ * @return mps_data_model_t The parsed problem.
+ */
+template <typename i_t, typename f_t>
+inline mps_data_model_t<i_t, f_t> read(const std::string& path, bool fixed_mps_format = false)
+{
+  return read<i_t, f_t>(path, mps_reader_type_t::default_reader, fixed_mps_format);
+}
+
 }  // namespace cuopt::mathematical_optimization::io

cpp/src/CMakeLists.txt

@@ -26,3 +26,4 @@ add_subdirectory(branch_and_bound)
 add_subdirectory(cuts)
 
 set(CUOPT_SRC_FILES ${CUOPT_SRC_FILES} ${UTIL_SRC_FILES} PARENT_SCOPE)
+set(MPS_FAST_SRC_FILES ${MPS_FAST_SRC_FILES} PARENT_SCOPE)