[Scip] scaling

Tamas Mahr tamas.mahr at gmail.com
Wed Nov 26 13:03:53 MET 2008


Hi all,

I am trying to solve a MIP using ziboptsuite-1.1.0. I have just
downloaded and compiled it. It contains scip-1.1.0 and soplex-1.4.0.

If I try to solve the attached mip problem by the command
scip-1.1.0/bin/scip -c "read dvrp.mps" -c "optimize", it comes up
infeasible. I know that solutions to the problem exist, the cplex solver
solves it in no time.

If I make the solver more verbose:
scip-1.1.0/bin/scip -c "set display verblevel 5" -c "read dvrp.mps" -c
"optimize", I get the following output:

SCIP version 1.1.0 [precision: 8 byte] [memory: block] [mode:
optimized] [LP solver: SoPlex 1.4.0]
Copyright (c) 2002-2008 Konrad-Zuse-Zentrum fuer Informationstechnik
Berlin (ZIB)

user parameter file <scip.set> not found - using default parameters

parameter <display/verblevel> set to 5
original problem has 11090 variables (11025 bin, 0 int, 0 impl, 65
cont) and 4630 constraints

LP Solver <SoPlex 1.4.0>: dual feasibility tolerance cannot be set --
tolerance of SCIP and LP solver may differ
LP Solver <SoPlex 1.4.0>: barrier convergence tolerance cannot be set
-- tolerance of SCIP and LP solver may differ
LP Solver <SoPlex 1.4.0>: fastmip setting not available -- SCIP
parameter has no effect
LP Solver <SoPlex 1.4.0>: scaling not available -- SCIP parameter has
no effect
LP Solver <SoPlex 1.4.0>: presolving not available -- SCIP parameter
has no effect
transformed problem has 11090 variables (11025 bin, 0 int, 0 impl, 65
cont) and 4630 constraints
   4630 constraints of type <linear>

presolving:
(round 1) 0 del vars, 195 del conss, 130 chg bounds, 0 chg sides, 0 chg
coeffs, 0 upgd conss, 0 impls, 210 clqs
(round 2) 1259 del vars, 1611 del conss, 1389 chg bounds, 3016 chg
sides, 3846 chg coeffs, 0 upgd conss, 0 impls, 210 clqs
(round 3) 1259 del vars, 1611 del conss, 1389 chg bounds, 3016 chg
sides, 3846 chg coeffs, 210 upgd conss, 0 impls, 210 clqs
...
SCIP Status        : problem is solved [infeasible]
Solving Time (sec) : 22.01
Solving Nodes      : 1
Primal Bound       : +1.00000000000000e+20 (0 solutions)
Dual Bound         : +1.00000000000000e+20
Gap                : 0.00 %

In the beginning of the output you can see that SoPlex is complaining
about scaling and presolving not being available features! The problem
contains large numbers, I think it concludes infeasibility due to
rounding errors. Thus scaling would be crucial here.

I have looked into the code, and scaling and presolving is certainly
implemented in soplex, only the scip-soplex interface class does not
make any use of them. I have even tried to modify this interface class,
so it could find a feasible initial solution, but during the
branch-and-bound the program died. I think it is because the BB
algorithm assumes an unscaled, unsimplified problem in the soplex
solver, which is not the case after my modifications.

Can you tell me, what am I doing wrong?

Tamas
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