[Scip] SCIP interface with AMPL

Hans Mittelmann mittelmann at asu.edu
Mon Sep 30 19:23:45 CEST 2013


What all did you make in IPOPT? I always make HSL and Metis (and ASL). My
SCIP/lib dir has
libnlpi.cppad.ipopt-3.0.1.linux.x86_64.gnu.opt.a
libnlpi.cppad.ipopt.a
libnlpi.cppad.ipopt.linux.x86_64.gnu.opt.a
the second and third are symbolic links.


On 30 September 2013 09:49, Cristiano Arbex <crisarbex at gmail.com> wrote:

> Thanks and sorry for the annoyance.
>
> I found out why I was not asked for the links. I was compiling the whole
> scipoptsuite, containing everything. Then the warning message saying I
> should enter the ipopt folder appeared but I was never prompted to enter
> it, it just went through until the mistake happened.
>
> Then I started from scratch and recompiled each package separately: zimpl,
> soplex and then scip. When compiling scip I was prompted to enter the
> folder for all three: zimpl, soplex and ipopt, and it successfully compiled.
>
> Then I tried to solve my instance and IPOPT complained that Lapack was not
> included. I recompiled IPOPT by including Lapack (going to
> ThirdParty/Lapack and running script get.Lapack on IPOPT). Then I
> recompiled scip again. Now when I try to solve my instance I get:
>
> ---------------------
> Presolving Time: 4.21
>
>  time | node  | left  |LP iter|LP it/n| mem |mdpt |frac |vars |cons |cols
> |rows |cuts |confs|strbr|  dualbound   | primalbound  |  gap
>   6.5s|     1 |     0 |  1111 |     - |  21M|   0 |   6 |4268 |3217 |4268
> |3196 |   0 |  15 |   0 | 0.000000e+00 |      --      |    Inf
> Exception of type: OPTION_INVALID in file
> "../../../../Ipopt/src/Algorithm/IpAlgBuilder.cpp" at line 321:
> [src/nlpi/nlpi_ipopt.cpp:1091] ERROR: Ipopt returned with application
> return status -12
> ---------------------
>
> Thank you for all your help and please if anyone has any ideas how to
> handle this I would be very grateful.
>
> Best regards,
> Cristiano
>
> On Mon, Sep 30, 2013 at 4:52 PM, Stefan Vigerske <stefan at math.hu-berlin.de
> > wrote:
>
>> Hi,
>>
>> the SCIP makesystem should ask you for the link. Try running
>>
>>  make IPOPT=true links
>>
>> or just go into the scip/lib directory and do
>>
>>    ln -s <ipoptbuilddir> ipopt.linux.x86_64.gnu.opt
>>
>> Stefan
>>
>>
>> On 09/30/2013 05:40 PM, Cristiano Arbex wrote:
>>
>>> Hi, thanls Ambros and Hans for the reply.
>>>
>>> I installed and compiled IPOPT. I am not being able to install SCIP with
>>> IPOPT, I tried to reinstall scip like you said:
>>>
>>> make IPOPT=true
>>>
>>> But I don't know where do I provide the link to IPOPT libraries. I get
>>> the
>>> error:
>>>
>>> src/nlpi/nlpi_ipopt.cpp:45:25: fatal error: IpoptConfig.h: No such file
>>> or
>>> directory
>>> compilation terminated.
>>> make[2]: *** [obj/O.linux.x86_64.gnu.opt/**lib/nlpi/nlpi_ipopt.o] Error
>>> 1
>>>
>>> Do you know how to proceed?
>>>
>>> Thank you very much and sorry if this is stupid,
>>> Cristiano
>>>
>>>
>>>
>>> On Mon, Sep 30, 2013 at 4:01 PM, Ambros Gleixner <gleixner at zib.de>
>>> wrote:
>>>
>>>  Hi Cristiano,
>>>>
>>>> exactly, your installation seems to miss Ipopt.  You have to use "make
>>>> IPOPT=true" when compiling SCIP and provide the link to the build
>>>> directory
>>>> of your Ipopt installation.
>>>>
>>>> Best regards,
>>>>
>>>> Ambros
>>>>
>>>>
>>>>
>>>> Am 30.09.2013 16:55, schrieb Cristiano Arbex:
>>>>
>>>>  Hi again,
>>>>>
>>>>> I've been using the NEOS server to test SCIP and I've been impressed
>>>>> with its speed. I tried solving 36 nonlinear instances and the largest
>>>>> one can be downloaded here:
>>>>>
>>>>> https://docs.google.com/file/****d/****0B4Rt5z2PACNndUZUc184dVBxQVU/**
>>>>> **<https://docs.google.com/file/**d/**0B4Rt5z2PACNndUZUc184dVBxQVU/**>
>>>>> edit?usp=sharing<https://docs.**google.com/file/d/**
>>>>> 0B4Rt5z2PACNndUZUc184dVBxQVU/**edit?usp=sharing<https://docs.google.com/file/d/0B4Rt5z2PACNndUZUc184dVBxQVU/edit?usp=sharing>
>>>>> >
>>>>>
>>>>>
>>>>> It takes NEOS SCIP 6 seconds to solve it. I am using the same scip.set
>>>>> parameters file that can be found on NEOS. I installed the SCIP
>>>>> optimization suite following the steps in the link provided in the
>>>>> first
>>>>> message of this thread.
>>>>>
>>>>> I know my PC is slower than the NEOS server but SCIP on my PC has been
>>>>> solving the same instance for 1200s. In the output file I get this
>>>>> message:
>>>>>
>>>>> --------------
>>>>> Presolving Time: 4.20
>>>>> Quadratic constraint handler does not have LAPACK for eigenvalue
>>>>> computation. Will assume that matrices (with size > 2x2) are
>>>>> indefinite.
>>>>>
>>>>>    time | node  | left  |LP iter|LP it/n| mem |mdpt |frac |vars |cons
>>>>> |cols |rows |cuts |confs|strbr|  dualbound   | primalbound  |  gap
>>>>>     6.5s|     1 |     0 |  1111 |     - |  21M|   0 |   6 |4268 |3217
>>>>> |4268 |3196 |   0 |  15 |   0 | 0.000000e+00 |      --      |    Inf
>>>>>     6.7s|     1 |     0 |  1563 |     - |  21M|   0 |   6 |4268 |3217
>>>>> |4268 |3196 |   0 |  15 |   0 | 0.000000e+00 |      --      |    Inf
>>>>>     6.8s|     1 |     0 |  1575 |     - |  21M|   0 |   6 |4268 |3217
>>>>> |4268 |3207 |  11 |  15 |   0 | 0.000000e+00 |      --      |    Inf
>>>>> --------------
>>>>>
>>>>> While NEOS output file looks like this:
>>>>>
>>>>> --------------
>>>>>
>>>>> Presolving Time: 2.54
>>>>>
>>>>>    time | node  | left  |LP iter|LP it/n| mem |mdpt |frac |vars |cons
>>>>> |cols |rows |cuts |confs|strbr|  dualbound   | primalbound  |  gap
>>>>>     3.8s|     1 |     0 |  1060 |     - |  21M|   0 |   6 |4268 |3217
>>>>> |4268 |3196 |   0 |  15 |   0 | 0.000000e+00 |      --      |    Inf
>>>>>
>>>>> ********************************************************************
>>>>> ******************
>>>>> This program contains Ipopt, a library for large-scale nonlinear
>>>>> optimization.
>>>>>    Ipopt is released as open source code under the Eclipse Public
>>>>> License
>>>>> (EPL).
>>>>>            For more information visithttp://projects.coin-or.***
>>>>> *org/Ipopt<http://projects.**coin-or.org/Ipopt<http://projects.coin-or.org/Ipopt>
>>>>> >
>>>>>
>>>>> ********************************************************************
>>>>>
>>>>> ******************
>>>>>
>>>>> q 6.2s|     1 |     0 |  1138 |     - |  21M|   0 |   - |4268 |3217
>>>>> |4268
>>>>> |3196 |   0 |  15 |   0 | 0.000000e+00 | 0.000000e+00 |   0.00%
>>>>>     6.2s|     1 |     0 |  1138 |     - |  21M|   0 |   - |4268 |3217
>>>>> |4268 |3196 |   0 |  15 |   0 | 0.000000e+00 | 0.000000e+00 |   0.00%
>>>>>
>>>>> --------------
>>>>>
>>>>> Do you know why I cannot reproduce such results? Might I be missing
>>>>> something, like the IPOPT nonlinear solver?
>>>>>
>>>>> Thank you very much,
>>>>> Cristiano
>>>>>
>>>>>
>>>>>
>>>>>
>>>>> On Sat, Sep 28, 2013 at 4:30 PM, Cristiano Arbex <crisarbex at gmail.com
>>>>> <mailto:crisarbex at gmail.com>> wrote:
>>>>>
>>>>>      Thank you very much, Stefan, that was very helpful.
>>>>>
>>>>>
>>>>>      On Sat, Sep 28, 2013 at 2:06 PM, Stefan Vigerske
>>>>>      <stefan at math.hu-berlin.de <mailto:stefan at math.hu-berlin.****de<
>>>>> stefan at math.hu-berlin.de>**>>
>>>>>
>>>>> wrote:
>>>>>
>>>>>          Hi,
>>>>>
>>>>>          what is not supported so far is to set SCIP options via the
>>>>> AMPL
>>>>>          script language.
>>>>>          However, AMPL/SCIP reads by default SCIP options from the file
>>>>>          scip.set, if present.
>>>>>
>>>>>          Alternatively, one can specify a SCIP settings file as
>>>>> argument
>>>>>          to the AMPL/SCIP binary. However, that would require to write
>>>>>          out the AMPL model as .nl file first and to run the binary
>>>>>          explicitly, e.g.,
>>>>>             ./bin/scipampl foo.nl <http://foo.nl> myoptions.set
>>>>>
>>>>>
>>>>>          Btw, adding "-i" to the command line arguments gives you the
>>>>>          SCIP interactive shell.
>>>>>
>>>>>          Hope that helps,
>>>>>          Stefan
>>>>>
>>>>>
>>>>>
>>>>>          On 09/28/2013 01:55 PM, Cristiano Arbex wrote:
>>>>>
>>>>>              I am trying to use SCIP with its interface to AMPL, which
>>>>> I
>>>>>              installed on
>>>>>              Linux via this following tutorial:
>>>>>
>>>>>              http://zverovich.net/2012/08/_**
>>>>> **_07/using-scip-with-ampl.**html<http://zverovich.net/2012/08/_**_07/using-scip-with-ampl.html>
>>>>> <http://zverovich.net/**2012/08/__07/using-scip-with-**ampl.html<http://zverovich.net/2012/08/__07/using-scip-with-ampl.html>
>>>>> >
>>>>>
>>>>>              <http://zverovich.net/2012/08/**
>>>>> **07/using-scip-with-ampl.html<http://zverovich.net/2012/08/**07/using-scip-with-ampl.html>
>>>>> **<http://zverovich.net/2012/08/**07/using-scip-with-ampl.html<http://zverovich.net/2012/08/07/using-scip-with-ampl.html>
>>>>> >
>>>>>
>>>>>
>>>>>>
>>>>>
>>>>>              In the tutorial it is said that no SCIP options are
>>>>>              currently supported. Do
>>>>>              you know if there is a way to use options with AMPL or if
>>>>>              there is an
>>>>>              alternate way to do this, for example, by presenting an
>>>>>              options file?
>>>>>
>>>>>              Thank you very much,
>>>>>              Cristiano
>>>>>
>>>>>
>>>>>
>>>>>              ______________________________****___________________
>>>>>
>>>>>              Scip mailing list
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>>>>>              http://listserv.zib.de/__****mailman/listinfo/scip<http://listserv.zib.de/__**mailman/listinfo/scip>
>>>>> <http://**listserv.zib.de/__mailman/**listinfo/scip<http://listserv.zib.de/__mailman/listinfo/scip>
>>>>> >
>>>>>              <http://listserv.zib.de/****mailman/listinfo/scip<http://listserv.zib.de/**mailman/listinfo/scip>
>>>>> <http://**listserv.zib.de/mailman/**listinfo/scip<http://listserv.zib.de/mailman/listinfo/scip>
>>>>> >
>>>>>
>>>>>>
>>>>>>
>>>>>
>>>>>
>>>>>
>>>>>
>>>>>
>>>>>
>>>>> ______________________________****_________________
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>>>>> >
>>>>>
>>>>>
>>>>>  --
>>>> ______________________________****____________________________**__
>>>>
>>>> Ambros M. Gleixner
>>>> Zuse Institute Berlin - Matheon - Berlin Mathematical School
>>>> http://www.zib.de/gleixner
>>>>
>>>> ______________________________****_________________
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>>>> >
>>>>
>>>>
>>>
>>>
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>>
>
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