[Scip] explanation of use of primal heuristics

[Ambros Gleixner]

Hi Victor,

and another point from my side: one further rule controlling the diving 
heuristics is that they do not run at a node where an LP has already 
been solved in diving or probing mode, i.e. at most one of

  coefdiving
  pscostdiving
  fracdiving
  veclendiving
  intdiving
  actconsdiving
  objpscostdiving
  rootsoldiving
  linesearchdiving
  guideddiving

is called per node.  If you deactivate only one of them, one of the 
still enabled diving heuristics may jump in.  This might explain your 
frustration.  Maybe you want to try and turn off all diving heuristics.

Ambros


Am 19.02.2013 19:17, schrieb Gregor Hendel:
> Hi Victor,
>
> your last sentence stresses the fact that our testing has not been that
> bad :)
>
> The order in which heuristics are called is not determined by their
> priority alone, but also by their heuristic timing (before/after a node,
> before presolve, to mention only a few). Some heuristics as, e.g.,
> feasibility pump, have a threshold on the number of already found
> solutions and will not be run if this threshold is exceeded.
> The execution of SCIP heuristics can have side effects on the overall
> search-performance of the solver due to the variable statistics
> collected, which is why even a fruitless call of a heuristic can still
> speed up the solution process.
>
> If you are interested in disabling all heuristics at once, you can
> simply type
>
> set heuristics emphasis off
>
> in the SCIP interactive shell.
>
> Best regards
> gregor
>
> Am 19.02.2013 18:57, schrieb Victor Miller:
>> I have a number of IP problems which I'm using SCIP to solve.  I've
>> noticed that in these problems that the various diving heuristics
>> *never* find a solution.  So I started experimenting with disabling
>> them, and the running time went up!  I have one small case which takes
>> Scip 2.97 seconds to solve on my workstation.  I noticed that
>> coefdiving took 0.11 seconds but found no solutions, so I disabled
>> it.  Much to my surprise that caused the solution time to double!  By
>> disabling it, it allowed other fruitless heuristics to run such as
>> pscostdiving. But when I disabled those, others now came into play.
>> I'm not completely clear on how heuristics are chosen to be run.  I
>> would think that it's first by priority, but what happens if a
>> heuristic reports that it didn't find a solution?  So far, it's been
>> like whack-a-mole.  I disable a bunch of heuristics which don't find
>> solutions, and another new one pops up.  So far, not disabling any
>> heuristics gives the lowest run time.
>>
>>
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>
>
>
>
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-- 
____________________________________________________________
Ambros M. Gleixner
Zuse Institute Berlin - Matheon - Berlin Mathematical School
http://www.zib.de/gleixner