[Scip] Slow LP re-optimization after branching

[Xavier Schepler]

Thanks Dr. Gerald for your quick response.

I will send you a complete log today.


2014-02-21 10:09 GMT+01:00 Gerald Gamrath <gamrath at zib.de>:

>  Dear Xavier,
>
> if you don't set a timelimit, then the LP solver should normally not have
> a time limit either which it can hit. Could you send me the complete log?
>
> A few minutes for LP solving might happen, especially if there are some
> numerical troubles. Anyway, it is definitely not what one would hope for,
> especially not for a branch-and-price approach.
>
> You can set "display/lpinfo" to TRUE in order to see the SoPlex output and
> "display/verblevel" to 5 to get a bit more output, in particular about
> numerical problems.
>
> We are currently finishing the next SCIP release and hope to get it done
> today. I would suggest you switch to that when it is available, because
> there has been some improvement for branch-and-price in there, in
> particular for the master problem reoptimization.
>
> Best,
> Gerald
>
> Am 21.02.2014 09:55, schrieb Xavier Schepler:
>
>  Hi professor Lübbecke,
>
> The B&P is working fine on small instances.
>  For some bigger instances, most of the computing time is spent in
> solving linear relaxations of restricted master problems.
>
>   Can you plot the objective function values (over iterations) of the
> restricted master problem (to check whether you have strong tailing off)?
>
>   Did you check dual variable development (you can plot this as well) to
> check whether you have unstable duals?
>
>  Tailing off is a real problem, since an optimal value to the linear
> relaxation of a master problem (v_mp) is attained in a few column
> generation iterations,
> but, the lagrangian bound is very far away, and needs many more iterations
> to meet v_mp .
>
>    However, you could tell us about your branching rule. Branch on master
> vars (uah...) or on other information (like "original" vars)? Ryan-Foster?
>
> Branching is done on original variables, and branching constraints are
> added to the structural constraints,
> as it is described in Gerald Gamrath thesis.
>
>   Give us a little more detail. [BTW, you fix the *local* UBs of the
> vars, right?]
>
>   Well, I fix local upper bounds.
>
>   Out of curiosity: what is "time limit"
>
> I don't know exactly what the time limit is, but SCIP outputs :
> LP solver hit time limit.
>
>   and "a very long time?"
>
> Maybe several minutes, which seems quite long for LP re-optimization.
>
>  I would like SoPlex to display information ...
>
>  Best regards,
>
> Xavier
>
>
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