[Scip] Fwd: Adding constraints to a LP on the fly

[Daniel Skates]

Hi,

"grbenv = NULL in lpi_grb.c:1095" I'll give that a try, but even if it
works, it would mean that Gurobi is restarting its search from a "cold"
state, and ignoring the current work its done!

You mentioned "You can only add constraints before SCIP transformed the
problem, or during presolve and solve."
Would SCIP allow me to write a plugin to intercept a solution during solve,
add my constraints, then continue until the model is infeasible?  If so,
could you suggest how?  It would be a lot slower to have to restart, just
because a solution is found.  The constraints would build on the already
done work.

I saw something about the "solution counting feature of SCIP" somewhere in
the documentation, but whenever a solution has been found, it knocks out
many more.  That's why I want to be able to add multiple constraints.

Thanks

Daniel


On Sun, Oct 16, 2011 at 8:36 PM, Stefan Vigerske
<stefan at math.hu-berlin.de>wrote:

> Hi,
>
>
>  Finally, I tried:
>>  SCIPfreeSolve(scip, FALSE)
>> SCIPfreeTransform
>> SCIPcreateConsLinear
>> And this gave an error:
>> [src/scip/lpi_grb.c:1038] ERROR: Gurobi error 10003:
>> [src/scip/lp.c:6925] ERROR: Error<-6>  in function call
>> [src/scip/scip.c:5655] ERROR: Error<-6>  in function call
>> [src/scip/scip.c:6631] ERROR: Error<-6>  in function call
>> [src/scip/scip.c:6806] ERROR: Error<-6>  in function call
>> [src/main.c:143] ERROR: Error<-6>  in function call
>>
>
> Can you try if it works if you add a grbenv = NULL in lpi_grb.c:1095, i.e.,
> immediately after the GRBfreeenv(grbenv); ?
>
>  Note that I'm linking with Gurobi as my LP solver.  With Gurobi, after a
>> solution is found, a constraint can be added, and the next GRBoptimize
>> call
>> starts from a "warm" state (partially solved) instead of the "cold" state
>> when you load the model.  I'm trying to emulate this, as the new
>> constraint
>> only prevents the current solution from being found again, and doesn't
>> change the model.
>>
>> Well almost.  I should also point out that when I have found one solution,
>> I
>> use the symmetry of my problem to find additional solutions (not shown in
>> my
>> code for simplicity).  Thus when I have found one solution, I need to add
>> several similar constraints, not just the one preventing my current
>> solution.
>>
>> Below is a simple concrete example (14 variables, 8 constraints).  Actual
>> lack of time problems occur with ~2000 variables&  ~1000 constraints.  I
>> was
>>
>> also wondering if there are any SCIP parameters I should be aware of to
>> speed up my search?
>>
>> I have an example of a much more difficult problem
>> http://dl.dropbox.com/u/**12269404/2-1.lp<http://dl.dropbox.com/u/12269404/2-1.lp>(over a week), and a moderate
>> problem http://dl.dropbox.com/u/**12269404/model.lp<http://dl.dropbox.com/u/12269404/model.lp>(<  30 mins).  Note that
>> these both have constraints of the form:
>> pi - pj = 0
>> And so I am hoping that SCIP will be better at solving them then Gurobi on
>> its own!
>>
>> To summarize:
>> 1) How do I add a constraint after finding a solution (preferably without
>> undoing all of SCIP/Gurobi's previous work)?
>>
>
> The third one was correct. You can only add constraints before SCIP
> transformed the problem, or during presolve and solve.
>
>
>  2) What parameters should I use to speed up this sort of problem?
>>
>
> Have you looked whether the solution counting feature of SCIP may be
> helpful?
>
> Stefan
>
>
>> Thanks for your time,
>>
>> Daniel
>>
>>
>> ############################
>> Maximize
>>  Obj:
>> Subject to
>>  c0: +1 p1 +1 p2 +1 p3 +2 l0 = +2
>>  c1: +1 p0 +1 p2 +1 p4 +2 l1 = +2
>>  c2: +1 p0 +1 p1 +1 p5 +2 l2 = +2
>>  c3: +1 p0 +1 p3 +1 p6 +2 l3 = +2
>>  c4: +1 p1 +1 p4 +1 p6 +2 l4 = +2
>>  c5: +1 p2 +1 p5 +1 p6 +2 l5 = +2
>>  c6: +1 p3 +1 p4 +1 p5 +2 l6 = +2
>>  sum: +1 p0 +1 p1 +1 p2 +1 p3 +1 p4 +1 p5 +1 p6 = +4
>> Binaries
>>  p0 l0 p1 l1 p2 l2 p3 l3 p4 l4 p5 l5 p6 l6
>> End
>> ############################
>>
>>
>>
>>
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>
>
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