[Scip] SCIP interface with AMPL

Cristiano Arbex crisarbex at gmail.com
Mon Sep 30 19:43:33 CEST 2013


Thanks, after all your suggestions I made it work. Using Mumps now but
expecting a reply from Ma27 (HSL)  people so I can download their source
code.

Best regards and thank you very much,
Cristiano


On Mon, Sep 30, 2013 at 6:23 PM, Hans Mittelmann <mittelmann at asu.edu> wrote:

> 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
>>>>>>
>>>>>>
>>>>>>
>>>>>>              ______________________________****___________________
>>>>>>
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>>>>>> >
>>>>>>
>>>>>>>
>>>>>>>
>>>>>>
>>>>>>
>>>>>>
>>>>>>
>>>>>>
>>>>>>
>>>>>> ______________________________****_________________
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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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