strategy='auto' now routes every scenario-mode CVaR optimisation through
quantcore.optimization.large_scale (LP relaxation on the tail rows, screening,
round-and-repair, certified against the relaxation bound, escalation to the
integer MILP otherwise); strategy='milp' is the explicit opt-out, and
row_generation applies to that path only. When the escalated MILP proves the
rounded portfolio optimal within its gap, the result is Optimal even where the
relaxation bound is loose (small portfolios with a real integrality gap).
UI: a Strategy selector and the driver's bound, gap, screened size, rows and
solver calls in the provenance card. Deploy env examples document the new
cuOpt settings (presolve off, dual simplex for LPs, 50 ms polling). The
service-equivalence test asks for strategy='milp' where it checks the
integer row-generation path.
Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
The portfolio data, risk and mean-CVaR optimisation service, prepared for
students who run it on their own DGX Spark without root, Docker or Tailscale.
- deploy/apptainer/qc.sh: install, start/stop/status/logs, cli/api/python,
data import/export and Yahoo setup/update. cuOpt and quantcore run as two
Apptainer instances of the user and talk over 127.0.0.1; the API and the
test bench listen on 127.0.0.1 only. Builds quantcore.sif without root, or
falls back to a plain Python image plus a virtualenv when the Spark allows
no unprivileged builds. Detects taken ports and suggests free ones.
- deploy/apptainer/quantcore.def + constraints.txt: the image, with the
library versions of the verified production container pinned.
- cuOpt under Apptainer: NVIDIA's image sets HOME=/opt/cuopt, read-only in a
SIF, so the solver died on its first job; qc.sh gives it a writable home.
- solvers: a cuOpt that disappears during a solve now falls back to HiGHS
instead of answering 500 (requests' ConnectionError escaped the fallback).
- client: idempotent GETs retry a dropped keep-alive connection, which made
`quantcore-api update --wait` fail when a poll met uvicorn's 5 s timeout.
- config: cuOpt defaults to http://127.0.0.1:5000 and `quantcore serve` to
127.0.0.1; the Docker images keep passing their own values.
- docs/SPARK_APPTAINER.md: the students' guide; README, USAGE, ARCHITECTURE
and SPARK_DEPLOYMENT point to it.
Tested on a DGX Spark (GB10, Apptainer 1.5.4, unprivileged user) in both
modes: selftest on every endpoint, optimisation on cuOpt, Yahoo update,
port conflicts; 139 tests pass in the container against the live cuOpt.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
