[Scip] Howto setup SCIP to solve LP change Matrix and resolve
fergal mohan
fergal at mohandigital.com
Fri Jul 24 15:38:56 MEST 2009
Thanks Tobias for the helpful insights. Sounds like I need to resolve a few places where I'm using SCIPgetLPI in a manner that is unsupported. I suspect I'll need to check m_islp (SCIPgetNOrigIntVars(scip) + SCIPgetNOrigBinVars(scip) == 0) to prevent inappropriate calling of these routines or find an alternative means to get the information.
SCIPlpiGetNNonz(p_Lpi, &nonZeros);
SCIPlpiGetSides(p_Lpi, first, last, NULL, valueArray)
SCIPlpiGetBounds(p_Lpi, first, last, boundsValueArray, NULL)
SCIPlpiGetSol(p_Lpi, NULL, primalColArray, dualRowArray, slacksRowArray, redCostColArray)
As always I'd appreciate any advice or pointers on correct usage, cheers,
Fergal
--- On Fri, 7/24/09, Tobias Achterberg <achterberg at zib.de> wrote:
> From: Tobias Achterberg <achterberg at zib.de>
> Subject: Re: [Scip] Howto setup SCIP to solve LP change Matrix and resolve
> To: "fergal mohan" <fergal at mohandigital.com>
> Cc: scip at zib.de
> Date: Friday, July 24, 2009, 12:33 AM
> Hi Fergal,
>
> you cannot use the LPI in this way. SCIP creates the LP
> relaxation of the problem when it
> starts solving the root node. Therefore, if you freed the
> transformed problem (and the
> whole search tree), there is no LP relaxation available
> anymore.
>
> As far as I remember, you want to have an interface with
> which you can solve MIPs and LPs.
> You can just do this with SCIP alone, because LPs are just
> a special case of MIPs. The
> main issue with SCIP in this regard is that you cannot
> query the dual solution after an LP
> solve because this concept is not available in MIP.
>
> What you can do is the following:
>
> Only use SCIP in your interface. This should allow you to
> implement most of your API
> methods. Note that your method "Rows()" should return
> SCIPgetNConss(scip), and your method
> "Cols()" should return SCIPgetNVars(scip).
>
> In the dual solution query methods you need to do a trick.
> First, you probably should
> assert that the problem at hand is indeed an LP, i.e., does
> not have any integegrality
> restrictions. After you have called SCIPsolve(), the LP
> relaxation has been setup (at
> least if the problem was not already solved in presolve)
> and the root node has been
> solved. Since the problem was an LP, solving the root node
> solves the problem and SCIP is
> done. Now, you can get the LPI via SCIPgetLPI() and query
> the LPI methods for the dual
> solution vectors. The remaining problem is that these
> vectors are in terms of the
> presolved model and you have to translate them to the
> original model, which is a
> non-trivial task for the duals. Therefore, I suggest that
> in your solve() method you
> disable presolve whenever you have an LP. Since the
> presolving of the embedded LP solver
> is still active, you are not loosing anything by disabling
> SCIP's presolve.
>
> So, the whole code could look as follows:
>
> void solve()
> {
> if (m_islp)
> {
> int oldmaxrounds;
> SCIP_CALL_EXC(
> SCIPgetIntParam(m_pMySCIP, "presolving/maxrounds",
> &oldmaxrounds) );
> SCIP_CALL_EXC(
> SCIPsetIntParam(m_pMySCIP, "presolving/maxrounds", 0) );
> SCIP_CALL_EXC( SCIPsolve(m_pMySCIP)
> );
> SCIP_CALL_EXC(
> SCIPsetIntParam(m_pMySCIP, "presolving/maxrounds",
> oldmaxrounds) );
> }
> else
> {
> SCIP_CALL_EXC( SCIPsolve(m_pMySCIP)
> );
> }
> }
>
> void getDualsol(double *dualsol)
> {
> SCIP_LPI* p_Lpi = NULL;
>
> assert(m_islp);
> SCIP_CALL_EXC( SCIPgetLPI(m_pMySCIP,
> &p_Lpi) );
> SCIP_CALL_EXC( SCIPlpiGetSol(p_Lpi, NULL,
> NULL, dualsol, NULL, NULL) );
> }
>
>
> It may happen that you encounter problems with the ordering
> of the rows and columns in the
> LP, namely that the order is different from the constraints
> in your SCIP object. If this
> is the case, then you have to add a mapping layer in
> between.
>
>
> Tobias
>
>
> fergal mohan wrote:
> > Hi guys, in the .NET wrapper that I'm working on I'm
> trying to keep the interface methods primarily row and
> column based (for simplicity). I'm hoping that I can get
> some insight into any potential limitations of calling
> SCIPgetLPI. I realize that there are stages when it's not
> valid to be treating SCIP as an LPSolver but am a little
> hazy about the limits. I ran into one such limit when I
> tried to the following call sequence, Optimize,
> SCIPfreeTransform(), add a Constraint, and then I called a
> method that tries to get the number of Rows() see below.
> > I get the "cannot call method SCIPgetLPI in problem
> creation stage" message. I can work around this particular
> limitation by consulting my own reference number of
> Constraints (and number of Variables for the Columns) but
> would like to program in some safegaurds wherever I can. Are
> there any rules to safe calling SCIPgetLPI ? Any advice or
> tips would be appreciated, cheers, Fergal
> > int Rows()
> > {
> > int rowCount = -1;
> > if(m_pMySCIP)
> > {
> > SCIP_LPI* p_Lpi
> = NULL;
> >
> SCIPgetLPI(m_pMySCIP, &p_Lpi);
> > if(p_Lpi)
> >
> SCIPlpiGetNRows(p_Lpi, &rowCount);
> > }
> > return rowCount;
> > }
> >
> >
> > --- On Tue, 7/14/09, Timo Berthold <berthold at zib.de>
> wrote:
> >
> >> From: Timo Berthold <berthold at zib.de>
> >> Subject: Re: [Scip] Howto setup SCIP to solve LP
> change Matrix and resolve
> >> To: scip at zib.de
> >> Date: Tuesday, July 14, 2009, 7:51 AM
> >> Hi Fergal.
> >>
> >> The method you are looking for is
> SCIPfreeTransform() (see
> >>
> >> http://scip.zib.de/doc/html/scip_8h.html#9c2399c2334680cd8ad14a1a5ac31622)
> >> Some explanation on the role of the original and
> the
> >> transformed problem is
> >> given in Q/A 15 of the SCIP FAQ: http://scip.zib.de/faq.shtml#Q15
> >>
> >> Furthermore, you might consider to use the
> SCIP_CALL() /
> >> SCIP_CALL_ABORT()
> >> macros for catching the SCIP_RETCODE's. See http://scip.zib.de/faq.shtml#Q17
> >> for an explanation and the end of
> >> http://scip.zib.de/doc/html/def_8h-source.html for
> >> their definition.
> >>
> >> I hope that helps resolving your problem.
> >>
> >> Best, Timo
> >>
> >>
> >> Am Tuesday 14 July 2009 16:35:25 schrieb fergal
> mohan:
> >>> Hi all, I'm getting on well with the
> implementation of
> >> the .NET wrapper to
> >>> use SCIP instead of Soplex but am running into
> an
> >> exception when I try to
> >>> change the Matrix after I've already Solved.
> If there
> >> anyting specific that
> >>> needs to be called after solve before
> changeing a
> >> Matrix values. It could
> >>> be one of the many parameters that I'm passing
> to
> >> Create the Constraint or
> >>> Var but I'm hoping someone can confirm ? I
> wrote a
> >> small C++ Test App that
> >>> I can attach if that helps but the jist of it
> is the
> >> below. BTW the
> >>> getConstraint method calls
> >>> SCIP_CALL_EXC(SCIPcreateConsLinear(m_pMySCIP,
> &
> >> newCons, namebuf,
> >>> 0, NULL, NULL,
> >>> MINUSINFINITY, PLUSINFINITY,
> >>> TRUE, TRUE, TRUE, TRUE, TRUE, FALSE,
> >>> FALSE, FALSE, FALSE, FALSE));
> >>> SCIP_CALL_EXC( SCIPaddCons(m_pMySCIP, newCons)
> );
> >>> the getValue method calls
> >>> SCIP_CALL_EXC( SCIPcreateVar(scip,
> &newvar, name,
> >>> 0.0,
> SCIPinfinity(scip), 0.0,
> >> SCIP_VARTYPE_CONTINUOUS,
> >>> TRUE/*initial*/,
> >> FALSE/*removable*/,
> >>> NULL, NULL, NULL,
> NULL) );
> >>> Any ideas would be appreciated.
> >>> Fergal
> >>> // Test App solves successfully with the
> following
> >> call
> >>> oSCIPPenv->Solve();
> >> // calls
> SCIPsolve
> >>> std::cout << "Result is " <<
> >> oSCIPPenv->GetObjValue() << std::endl;
> >>> // change a matrix value (2, 0) = 2 and
> resolve
> >>> dColValue = 2;
> >>> if(oSCIPPenv->getConstraint(m_pMySCIP, 2,
> >> &cons, &wasCreated) == SCIP_OKAY)
> >>> if(oSCIPPenv->getVariable(m_pMySCIP,
> 0,
> >> &var, &wasCreated) == SCIP_OKAY)
> >>>
> SCIP_CALL_EXC(SCIPaddCoefLinear(m_pMySCIP,
> >> cons, var, dColValue));
> >>> oSCIPPenv->Solve();
> >> // calls
> SCIPsolve
> >>> <<
> >>> the call to SCIPaddCoefLinear fails down in
> the
> >> SCIPlockVarCons Routine
> >>> when it appears to be in the wrong
> (Transformed)
> >> stage.
> >>>
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