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

[fergal mohan]

Thanks Tobias, that sounds like good advice (and a lot more approachable than starting developing a plugin ;-)
I'll proceed along those lines and see how it goes, thanks,
Fergal

--- On Fri, 7/3/09, 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: Friday, July 3, 2009, 8:30 AM
> 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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