[Scip] Scope for improving performance?

[Gerald Gamrath]

Hi Vivek,

if I understood correctly what CPX_PARAM_ADVIND means, you disable the
warmstart by setting it to 0? This does not seem very intuitive when you
reoptimize the same problem again and again with only slight changes due
to added variables?

With a warmstart, you would always use the primal simplex after adding
new variables. When you disable the warmstart, CPLEX probably uses the
dual simplex or even concurrent, i.e., runs dual and barrier if you run
in parallel. Normaly, a warmstart should pay off, but perhaps in your
special case, the dual simplex or barrier is much faster. Which
algorithm does CPLEX use for your LP reoptimization? You can specify the
resolve algorithm in SCIP via the parameter lp/resolvealgorithm.

Best,
Gerald


On 18.04.2013 16:42, Vivek Periaraj wrote:
> Hi Tobias,
>
> Setting CPX_PARAM_PRRIND to steepest pricing more or less gives me the same time. I have also set CPX_PARAM_ADVIND to 0 in my runs. Since I keep resolving the same problem, this could have impact. If so, is there a SCIP param that could turn off ADVIND, then I could test with that. I don't know how to set a CPLEX param through SCIP.
>
> Regards,
> Vivek.
>
> ----- Original Message ----- 
>
> From: "Tobias Achterberg" <achterberg at zib.de> 
> To: "Vivek Periaraj" <vivek.periaraj at gmail.com> 
> Cc: scip at zib.de, "Mojtaba Maghrebi" <maghrebi at unsw.edu.au> 
> Sent: Thursday, April 18, 2013 5:56:48 PM 
> Subject: Re: [Scip] Scope for improving performance? 
>
> Hi Vivek, 
>
> one reason could be the pricing rule that SCIP uses for the CPLEX LP 
> solves. To verify this, I would do your CPLEX-standalone tests again, 
> using different pricing rules to assess their impact. I think that SCIP 
> is using steepest edge pricing. 
>
> Tobias 
>
>
> On 04/18/13 12:39, Vivek Periaraj wrote: 
>> Hi SCIP, 
>>
>> For a model I have, each iteration in SCIP currently takes about 45 seconds average to resolve the LP with added/priced columns. I use CPLEX as the LP solver. If I do the adding of columns and resolving in CPLEX alone, it takes about 13 seconds average. (I did this for testing purposes). I have currently not included any of the heuristics, propagators and separators. Is the extra time (32 seconds) spent in creating a new CPLEX object for every resolve and if so, is there any way to improve performance here? If I use any other LP solver, can I improve performance? If SCIP is doing something additional, does the extra time of 32 seconds make sense? The problem size at the beginning of the root node is 6076 cols and 8000 rows. 
>>
>> Regards, 
>> Vivek. 
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