add cuopt direct solver

[Iroy30]

Fixes #3626

Summary/Motivation:

Add cuOpt math optimization (includes LP and MILP) solver backend to Pyomo so users can solve pyomo models with cuOpt

Changes proposed in this PR:

• Add cuopt_direct solver plugin

Legal Acknowledgement

By contributing to this software project, I have read the contribution guide and agree to the following terms and conditions for my contribution:

1. I agree my contributions are submitted under the BSD license.
2. I represent I am authorized to make the contributions and grant the license. If my employer has rights to intellectual property that includes these contributions, I represent that I have received permission to make contributions and grant the required license on behalf of that employer.

[codecov]

Codecov Report

Attention: Patch coverage is 23.24324% with 142 lines in your changes missing coverage. Please review.

Project coverage is 85.66%. Comparing base (6b3d1cb) to head (6f64094).
Report is 11 commits behind head on main.

Files with missing lines	Patch %	Lines
pyomo/solvers/plugins/solvers/cuopt_direct.py	23.24%	142 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #3620      +/-   ##
==========================================
- Coverage   89.00%   85.66%   -3.35%     
==========================================
  Files         889      890       +1     
  Lines      102519   102704     +185     
==========================================
- Hits        91252    87981    -3271     
- Misses      11267    14723    +3456     

Flag	Coverage Δ
builders	26.66% <23.24%> (+<0.01%)	⬆️
default	85.49% <23.24%> (?)
expensive	34.02% <23.24%> (?)
linux	?
linux_other	?
osx	?
win	?
win_other	?

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[mrmundt]

We are working on making cuopt available in our testing infrastructure; can you please add tests to this PR?

[mrmundt]

@Iroy30 - We've been able to make cuopt available on our internal testing machines. Can you please add tests to this PR?

[Iroy30]

@mrmundt Thanks! We have added tests by enabling testing cuopt with LP and MILP capabilities in tests/solvers.py. Let us know if:

1. There is any other testing that needs to be enabled.
2. For testing cuOpt backend in CI, it needs a GPU, is that something pyomo team intends to add or will it be disabled in github CI?

The following is the testing output I get relevant to cuOpt

Testing scenario generation
------------------------------
LP_block, cuopt, python
   ok: 
LP_block_kernel, cuopt, python
   ok: 
LP_compiled, cuopt, python
   ok: 
LP_compiled_dense_kernel, cuopt, python
   ok: 
LP_compiled_sparse_kernel, cuopt, python
   ok: 
LP_constant_objective1, cuopt, python
   ok: 
LP_constant_objective1_kernel, cuopt, python
   ok: 
LP_constant_objective2, cuopt, python
   ok: 
LP_constant_objective2_kernel, cuopt, python
   ok: 
LP_duals_maximize, cuopt, python
   ok: 
LP_duals_maximize_kernel, cuopt, python
   ok: 
LP_duals_minimize, cuopt, python
   ok: 
LP_duals_minimize_kernel, cuopt, python
   ok: 
LP_inactive_index, cuopt, python
   ok: 
LP_inactive_index_kernel, cuopt, python
   ok: 
LP_infeasible1, cuopt, python
   ok: 
LP_infeasible1_kernel, cuopt, python
   ok: 
LP_infeasible2, cuopt, python
   ok: 
LP_infeasible2_kernel, cuopt, python
   ok: 
LP_piecewise, cuopt, python
   ok: 
LP_piecewise_nosuffixes, cuopt, python
   ok: 
LP_simple, cuopt, python
   ok: 
LP_simple_kernel, cuopt, python
   ok: 
LP_trivial_constraints, cuopt, python
   ok: 
LP_trivial_constraints_kernel, cuopt, python
   ok: 
LP_unbounded, cuopt, python
   ok: 
LP_unbounded_kernel, cuopt, python
   ok: 
LP_unused_vars, cuopt, python
   ok: 
LP_unused_vars_kernel, cuopt, python
   ok: 
MILP_discrete_var_bounds, cuopt, python
   ok: 
MILP_discrete_var_bounds_kernel, cuopt, python
   ok: 
MILP_infeasible1, cuopt, python
   ok: 
MILP_infeasible1_kernel, cuopt, python
   ok: 
MILP_simple, cuopt, python
   ok: 
MILP_simple_kernel, cuopt, python
   ok: 
MILP_unbounded, cuopt, python
   ok: 
MILP_unbounded_kernel, cuopt, python
   ok: 
MILP_unused_vars, cuopt, python
   ok: 
MILP_unused_vars_kernel, cuopt, python
   ok: 

[mrmundt]

Missed typo - reported upstream to crate-ci

Suggested change

	# Map vriable to index and get var bounds
	# Map variable to index and get var bounds

[mrmundt]

Leftover debugging? Or intended to be included?

[mrmundt]

This is fine, but just so you're aware, we have this lovely little utility called TicTocTimer that you may want to consider using: https://pyomo.readthedocs.io/en/latest/api/pyomo.common.timing.TicTocTimer.html