[Scip] cutting plane questions

Timo Berthold berthold at zib.de
Mon Jul 29 08:45:00 MEST 2013


Dear Felix,

as a first shot, you can try to run SCIP with aggressive cutes:
SCIP> set sepa emphasis aggr
This is a meta-setting that changes many of SCIP's parameter at a time.
You will see in the console which those are and maybe get an idea which of
them to apply even more aggressively.

It is not possible to run SCIP as pure cutting plane algo, however, you
can try to get close.
For this, you need to set the stopping criteria for cuts to large values,
the tolerances to close-to-zero.
separating/maxcutsroot
separating/maxstallrounds
separating/minefficacyroot
separating/minorthoroot

and you should disable restarts
presolving/maxrestarts 0

Hope that helps.
Timo

> Hello everyone!
>
> I am trying to solve a hard mixed-integer program to optimality. However,
> branch and bound seems to be largely ineffective at finding an optimal
> solution, simply because the search space is way too large. (There are 512
> binary variables in my program, and I know for theoretical reasons that
> all
> 2^512 ways of fixing these variables lead to a feasible solution.) I'd
> like
> to experiment with using cutting planes more aggressively to solve the
> problem, and I have a couple of questions:
>
> 0) The "cuts" given by SCIP on the command line when solving the problem -
> do these number give the number of cuts currently in the system, or do
> they
> give the total number of cuts that have been added in the entire run?
>
> 1) I tried adjusting the many parameters the SCIP offers for controlling
> separators. However, I have been unable to make SCIP use more than about
> 150 cuts. How can make SCIP use even more cutting planes?
>
> 2) In particular, is there a way to configure SCIP not to use
> branch-and-bound at all but only cutting planes to solve the problem? I
> know that conventional wisdom says this is hopelessly inefficient. But I'd
> like to investigate how this approach fares on my problems.
>
> Thank you!
>
> Felix
>
>
>
> --
> http://www.felixbreuer.net
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