[Scip] Is using a subset of SCIP (e.g. B&B) possible to extend Soplex capabilites for limited MIP functionality?

[Timo Berthold]

Hi Fergal,

My first shot answer is: This depends on which information (and which 
solution, see below) you are interested in. ;)
SCIP provides several interface methods to access information of the optimal / 
incumbent solution.
Have a look at the doxygen docu of scip.h: 
http://scip.zib.de/doc/html/scip_8h.html
Under "Functions", there is as section "Primal Solution Methods".
I guess the most important for you are SCIPgetBestSol(), SCIPprintSol(), 
SCIPgetSolVals(), SCIPgetSolOrigObj().
There are some more methods in pub_sol.h.
 
Independent of the problem type (LP/MIP), these methods should give you want
The only thing, which is different in the case of MIP, is that there also is 
information on the LP relaxation available. If you were interested in the 
solution a variable takes in the LP relaxation of the problem, you might call 
SCIPvarGetRootSol(), which is located in pub_var.h

Furthermore, there is some information on primal solutions and the 
interdependance between the "transformed" and the "original" problem in the 
SCIP FAQ, which can be found at the homepage.

Best, Timo

Am Thursday 02 July 2009 14:15:25 schrieb fergal mohan:
> As a stepping stone to get back to my current state (successful LP
> solving), I'm just wondering whether I can continue to call directly into
> Soplex for retrieving LP solution data or will I need to route all my calls
> through as yet undiscovered equivalent SCIP methods ? I realize that for
> MIP I'll need to involve SCIP methods. Any ideas on this or do I need to do
> some experimenting ? Fergal
>
> --- On Wed, 7/1/09, Marc Pfetsch <m.pfetsch at tu-bs.de> wrote:
> > From: Marc Pfetsch <m.pfetsch at tu-bs.de>
> > Subject: Re: [Scip] Is using a subset of SCIP (e.g. B&B) possible to
> > extend Soplex capabilites for limited MIP functionality? To: "fergal
> > mohan" <fergal at mohandigital.com>
> > Cc: scip at zib.de
> > Date: Wednesday, July 1, 2009, 11:56 PM
> >
> > Hi Fergal,
> >
> > here is a partial answer to your questions:
> >
> > 1) In principle, SCIP should work similar to Soplex when
> > all variables are continuous (because of some technical
> > constraints this is not quite true, if the problem is
> > unbounded). In fact, if SCIP is linked with Soplex, it uses
> > Soplex to solve the LP and then basically returns the
> > result.
> >
> > 2) If some of the variables are integer and you want to
> > have the real optimum, you need to use something else than
> > just Soplex. This is, because mathematically the problem
> > with or without integer variables differ significantly in
> > their worst case complexity.
> >
> > Here are some suggestions:
> >
> > a) You settle for an approximate solution. It is -
> > depending on your problem - sometimes possible to obtain a
> > solution in which all the variables you want to be integer
> > are integer, by rounding the fractional solution.
> >
> > b) If you have few variables that are integer, you might
> > want to implement a "lightweight" version of the process
> > behind SCIP. It is called branch-and-bound, which basically
> > enumerates all possible values for the integer variables and
> > each step solves the resulting linear program (using Soplex,
> > for example), so that the continuous variables get the
> > "right" values. Of course, SCIP is much more sophisticated
> > than that, but if you have really few variables that are
> > integer, this might be a possibility.
> >
> > c) You just use SCIP. This should work fine.
> >
> > d) There are many other possibilities around, which all
> > would require more or less implementation effort.
> >
> > 3) Thus, the answer to your question would depend on the
> > amount of work you are willing to invest. The easiest would
> > just to use SCIP in all cases (or better: in the cases in
> > which there are integer variables). If there a significant
> > amount of integer variables, this seems to absolutely
> > necessary.
> >
> > 4) Writing a plugin for SCIP does not seem to make sense
> > for your application. If you decide to use SCIP for solving
> > a problem with integer variables, it seems best (at least as
> > a first try) to just let SCIP handle the problem. Of course,
> > you can always think about a solution method tailored
> > towards you application - I do not know whether you want to
> > do this.
> >
> >
> > I hope this helps,
> >
> > Marc
> >
> > fergal mohan schrieb:
> > > Hi all, I'm working on a Microsoft .NET wrapper for
> >
> > Soplex but I need
> >
> > > a fairly limited MIP solving capability. It's for a
> >
> > specific project
> >
> > > to aid researchers into Power Grid modelling (an
> >
> > Academic version of
> >
> > > Plexos for Power Systems) but could be used by other
> >
> > .NET
> >
> > > Applications in the future. The LP solving is working
> >
> > fine but from
> >
> > > time to time (rarely enough) I need to specify some of
> >
> > the variables
> >
> > > as integer. I'm considering switching between calling
> >
> > SCIP and Soplex
> >
> > > depending on whether I have integer constraints to get
> >
> > the code
> >
> > > working (though there would be a lot of overhead using
> >
> > SCIP in this
> >
> > > manner). Alternatively it might make sense to rewrite
> >
> > my interface
> >
> > > methods to always use SCIP (even if I'm dealing with
> >
> > LP solving)? My
> >
> > > intuition tells me that the full SCIP package would
> >
> > probably be
> >
> > > overkill for this limited case and was wondering if I
> >
> > could hook in
> >
> > > at a lower level (maybe using a plug-in).  I'm
> >
> > really hoping for some
> >
> > > guidance that might point me in the optimum direction
> >
> > before I launch
> >
> > > into development of something that might need to be
> >
> > reworked. Any
> >
> > > suggestions would be greatly appreciated. Fergal
> > >
> > > _______________________________________________ Scip
> >
> > mailing list Scip at zib.de http://listserv.zib.de/mailman/listinfo/scip
>
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