[Scip] algorithm MINLP solver?
Stefan Vigerske
stefan at math.hu-berlin.de
Thu Jan 24 21:06:01 MET 2013
Hi,
There is a mix of "branch-and-*" keywords out there and none of them
exactly fits to what SCIP is doing :-).
It's a tree search algorithm where branching is commonly done on
variable bounds. The "spatial" indicates that it can branch also on
continuous variables, while in the context of MIP and CIP, one usually
branches only on discrete variables.
The "-and-cut" comes from strengthening the linear relaxation by adding
cutting planes.
It's also a branch-and-reduce or branch-and-infer algorithm in the sense
that it applies domain propagation (aka bound tightening).
Some more detailed information on MINLP support in SCIP can be found at
http://opus4.kobv.de/opus4-zib/frontdoor/index/index/docId/1137
http://www.math.hu-berlin.de/~stefan/diss.pdf
and
http://opus4.kobv.de/opus4-zib/frontdoor/index/index/docId/1463
http://opus4.kobv.de/opus4-zib/frontdoor/index/index/docId/1763
http://opus4.kobv.de/opus4-zib/frontdoor/index/index/docId/1764
and others I forgot (sorry).
Stefan
On 01/24/2013 08:20 PM, Liffey1986 at gmx.de wrote:
> Dear SCIP-users,
>
> I am using SCIP as a solver for nonconvex MINLPs, but I don't exactly understand how the algorithm works.
>
> As far as I know SCIP uses a spatial branch-and-bound-algorithm for nonconvex MINLPs. But now I read it's also a branch-and-cut solver. Does that mean, it's a spatial branch-and-cut-algorithm? Or am I mixing it up now?
> I'm a bit confused. The more I read, the less I understand...
>
> Many Thanks
> Ina
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