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

[Tobias Achterberg]

Hi Fergal,

I would proceed as follows:

1. At first forget about Soplex and just concentrate on SCIP and the MIP part of your
interface. Implement the problem creation methods and the solution query methods of your
wrapper. Of course, at this point you cannot implement simplex related methods like
querying dual solution values.

2. After having finished the SCIP interface you are already able to also solve LPs; the
only thing that is missing is the access to the simplex related solution data. When you
are at this point, I can tell you how to get them through SCIP. This requires some sort of
 a hack via a simple callback procedure, but actually it is not too hard. The only thing
that you have to consider in advance is that with this approach you are not able to use
presolving, because SCIP cannot unpresolve simplex data.

3. If the LP approach in (2) is not satisfactory, then you can copy the problem data into
a Soplex object and solve it directly, if the problem happens to be an LP.


Tobias


fergal mohan wrote:
> Hi Tobias, hopefully I can make the .NET wrapper public after an intial exclusive
> rights period expires. Your reply has thrown my plans into a bit of a tailspin
> (especially the part about a plugin which might be a stretch for me ;-) Forgive me (I'm
> not a subject matter expert by any means) for digging deeper but it might have a big
> impact on my plans if I don't have a good understanding of my options.
>> From an overall architecture POV I'd like to provide a common interface (i.e. a
>> common .NET interface for LP and MIP) and add an abstraction layer to perform any
>> SCIP/Soplex specific handling behind the scenes.
> I'd prefer if I could to develop an initial version treating SCIP as a black box MIP
> solver. In terms of LP solving AFAICT I can either use Soplex as I currently am or use
> SCIP to solve the LP problem and expose access (in my .NET wrapper) to the built-in
> Soplex Solver so I can retrieve the solution data (like dual variables, reduced costs
> or basis information). I can live with having to copy the problem to SCIP if integer
> constraints are introduced changing the problem from an LP to an MIP. Does this sound
> viable or am I missing something fundamental that would neccessitate a plugin ? Fergal
> 
> --- On Thu, 7/2/09, Tobias Achterberg <achterberg at zib.de> wrote:
> 
>> From: Tobias Achterberg <achterberg at zib.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: Thursday, July 2,
>> 2009, 12:06 PM fergal mohan wrote:
>>> Hi guys, thanks for helping me tease out the details.
>> I'm actually providing (Managed)
>>> C++ interface methods so that any .NET language can
>> use the Solvers. I suspect that I
>>> can access the Soplex LP data (like dual variables,
>> reduced costs or basis information)
>>> directly, even if I've used SCIP to setup the LP. In
>> terms of the optimal design I'm
>>> inclined to start using SCIP for MIP and I'll see if I
>> can make a conditional compile
>>> to build it eaither way (SCIP or Soplex only) for LP.
>> I might be able to answer the
>>> overhead questions if all goes according to plan. Let
>> me know if there is any more
>>> related wisdom on this, cheers, Fergal
>> This is great to hear that you are working on a .NET interface. Do you have plans to
>> make this public?
>> 
>> Regarding the LP solver interface, I don't think that mixing SCIP and Soplex stuff is
>> a good idea. They just have completely different interfaces and ways to store the
>> problem data. I would implement two separate wrappers, one for SCIP (with MIP
>> capabilities) and one for Soplex (with LP capabilities). Neither is a subset of the
>> other. Soplex misses integrality restrictions, SCIP is missing simplex information
>> query methods like dual solution values and basis information.
>> 
>> In this sense, SCIP+Soplex is really different from CPLEX. As you may know, in CPLEX
>> you can specify the problem with common interface methods, and it just depends on
>> whether you have a 'ctype' (integrality information) or not that decides whether the
>> problem is an LP or MIP. But similar to SCIP, if it is a MIP you cannot query duals
>> or basis information after having solved the problem.
>> 
>> As an example, consider a heuristic that solves a series of LPs and queries simplex 
>> specific data. Eventually, it wants to declare some of the variables to be integer
>> and solve a MIP. This is very easy to do with CPLEX but hard to do with SCIP+Soplex.
>> For SCIP+Soplex, in order to solve a MIP you need to copy the whole problem from
>> Soplex into SCIP.
>> 
>> Actually, such an algorithm in SCIP would better be implemented as a SCIP plugin,
>> which then uses SCIP's LP relaxation (which in the end will be a Soplex or any other
>> LP solver object) to fiddle around with LP stuff.
>> 
>> 
>> Tobias
>> 
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