Use configured feasibility tolerance in Papilo

[hlinsen]

Metric	Main	fix-papilo-feastol	Branch − main
Feasible	226.5	225.0	−1.5
Optimal	73.5	71.5	−2.0
Average objective gap	8.091%	8.502%	+0.411 points
MIP gap, shifted geomean	5.949%	6.051%	+0.102 points
<0.1% objective gap	132.0	135.5	+3.5
Solutions failing cuOpt’s postsolve feasibility check	2.5	2.0	−0.5

I compared main against fix-papilo-feastol using two complete runs of all 240 MIPLIB instances. Each main/branch instance pair ran sequentially on the same H100, using the same physical node, GPU index, 28-thread CPU mask, and 600-second time limit.

Overall performance is similar. The branch finds ~3.5 more solutions within 0.1% of the best-known objective and reduces solutions failing our postsolve feasibility check The solution is not feasible after post solve from ~2.5 to ~2.0 per run.

The +0.411 average objective gap difference is driven almost entirely by one instance, gfd-schedulen180f7d50m30k18.
Main solves this instance consistently, while the branch sometimes solves it optimally and sometimes finds no incumbent.

I couldn't reproduce #1502 and LP should simply use PSLP presolve.

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ℹ️ Recent review info

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Run ID: ddcaac19-c786-4bf0-85b1-47eb7ba450e9

📥 Commits

Reviewing files that changed from the base of the PR and between 5002b48 and 1e5f376.

📒 Files selected for processing (2)

• cpp/src/math_optimization/solver_settings.cu
• cpp/src/mip_heuristics/presolve/third_party_presolve.cpp

🚧 Files skipped from review as they are similar to previous changes (2)

• cpp/src/mip_heuristics/presolve/third_party_presolve.cpp
• cpp/src/math_optimization/solver_settings.cu

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📝 Walkthrough

Walkthrough

The PR updates the default MIP absolute and relative tolerances. Papilo presolve now uses the caller-provided absolute tolerance for feasibility checks.

Changes

MIP tolerance updates

Layer / File(s)	Summary
Tolerance configuration and presolve cpp/src/math_optimization/solver_settings.cu, cpp/src/mip_heuristics/presolve/third_party_presolve.cpp	The default MIP absolute tolerance changes to 1e-6. The relative tolerance changes to 1e-12. Papilo feasibility tolerance uses the absolute_tolerance argument.

Estimated code review effort: 2 (Simple) | ~5 minutes

Possibly related PRs

• NVIDIA/cuopt#1656: This PR also modifies Papilo presolve configuration in third_party_presolve.cpp.

Suggested reviewers: aliceb-nv

🚥 Pre-merge checks | ✅ 5

✅ Passed checks (5 passed)

Check name	Status	Explanation
Title check	✅ Passed	The title clearly identifies the main change: Papilo now uses the configured feasibility tolerance.
Description check	✅ Passed	The description explains the tolerance change and provides relevant performance comparison results.
Docstring Coverage	✅ Passed	No functions found in the changed files to evaluate docstring coverage. Skipping docstring coverage check.
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.

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[hlinsen]

/ok to test c6ef256

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CI Test Summary

⏭️ All 5 test job(s) skipped.

[hlinsen]

/ok to test 1e5f376