[Scip] Inconsistent solving on different computers
Pierre Le Bodic
lebodic at gatech.edu
Wed Nov 20 17:27:21 CET 2013
Stefan,
I believe what you describe is referred to as performance variability. This is a known phenomenon and it is not specific to SCIP.
See for instance http://coral.ie.lehigh.edu/~jeff/mip-2008/talks/danna.pdf
See also Section 5 of Mixed Integer Programming Library version 5, Koch et al, Math. Prog. Comp. (2011).
I hope this helps.
Pierre
----- Original Message -----
> From: "Stefan Lörwald" <stefan.loerwald at gmail.com>
> To: "SCIP Mailingliste" <scip at zib.de>
> Sent: Wednesday, November 20, 2013 11:11:29 AM
> Subject: [Scip] Inconsistent solving on different computers
> Dear SCIP Developers,
> a friend of mine recently discovered that SCIP behaves differently on
> different machines.
> Although on every tested machine, the solution value is identical,
> the solution process differs quite radically. This are the results
> for the LOP example with problem ex1.mat
> Virtual machine (64 bit)
> Solutions found : 11 (11 improvements)
> First Solution : +2.65100000000000e+03 (in run 1, after 1 nodes, 0.29
> seconds, depth 592, found by <shiftandpropagate>)
> Solving Time (sec) : 21.39
> Solving Nodes : 506
> Root Dual Bound : +3.10268636989738e+03
> Virtual machine (32 bit)
> Solutions found : 10 (9 improvements(null))
> First Solution : +2.65100000000000e+03 (in run 1, after 1 nodes, 0.38
> seconds, depth 592, found by <shiftandpropagate>)
> Solving Time (sec) : 28.52
> Solving Nodes : 546
> Root Dual Bound : +3.10271332082478e+03
> netbook (32 bit)
> Solutions found : 11 (10 improvements(null))
> First Solution : +2.65100000000000e+03 (in run 1, after 1 nodes, 3.17
> seconds, depth 592, found by <shiftandpropagate>)
> Solving Time (sec) : 245.61
> Solving Nodes : 1093
> Root Dual Bound : +3.10271332082478e+03
> Our expectation was that both the number of solutions and the number
> of solving nodes should be identical, but they aren't.
> The actual solving time is of course irrelevant because it depends
> heavily on the hardware.
> To my knowledge, on every platform the code was compiled with the
> newest version of SCIP / SoPlex available.
> Now two possible causes come to my mind:
> Undefined behaviour and/or unspecified behaviour.
> So the question is: Is this behaviour intended? If so, why? For
> comparability it seems logical to me to compare the number of
> solving nodes rather than solving time. That's because time
> measurements are not portable (practically always scaled). However
> the number of logical steps the algorithm takes (if deterministic)
> should be the same.
> Asked provocatively: How can I ever make statements about the
> performance if it's not reproducible (at least up to scaling)?
> Thanks in advance for clarification,
> Stefan
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