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

[Tobias Achterberg]

One more comment: I think it should be relatively easy for the SCIP developers to provide
a method that converts the problem into an LP loaded into the associated LP solver. What I
mean is that given the MIP that is stored in SCIP, with such a method it would be possible
to get an LPI (LP solver interface object) from SCIP that has the LP relaxation of the MIP
loaded. Then, you can go through the regular LPI methods in SCIP (see scip/src/scip/lpi.h)
to access the solver. This has the advantage that you can link all supported LP solvers,
which includes Soplex, CLP, CPLEX, XPress, and Mosek.


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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