[Scip] Slow LP re-optimization after branching

[Xavier Schepler]

Dear doctor Timo,

Thank you very much for your answer.

Le 23/02/2014 14:36, Timo Berthold a écrit :
> 1. You imposed a time limit of half an hour to SCIP.
I get it ... This is what is causing "LP solver hit time limit" message ...
The fact that this message appeared several times in different rows led 
me to a misunderstanding.

> whenyou create them on your own, you should consider using the specialized
> versions of linear constraints (setppc, logicor, kanpsack...)
Thanks for your advice, I will create specialized versions of linear 
constraints.

> 3. You are not using SoPlex as LP solver, but Cplex. Also, you seem to do
> some postprocessing with Cplex as standalone MIP solver.
In fact, CPLEX is the LP solver for 1 instances (strange 1.txt), and 
SoPlex for the 2 others.

> 4. Not to solve a 100kx100k LP within 20 minutes is unusual, unless it is
> really ill-conditioned. It would be interesting to see how any LP solver
> behaves on it standalone.
> Is it possible that you write it to a file and upload it somewhere
>
2 LP files can be downloaded at this URL:

http://www.filedropper.com/lpstar

Note that, calling

SCIPprintTransProblem

produced an empty file (maybe because the problem is not transformed ?), 
so I used SCIPwriteMIP to  produce these files.

On my computer, CPLEX solves each of these two instances in a little 
more than 10 minutes,
when used independently in interactive mode.

> 5. It is conspicuous that your own output of initialization time pretty
> much fits the difference between this 1/2 hour and the time SCIP needs for
> the root LP. So might it be that this is called when SCIP is already
> running and we just the output in different order because it comes via
> different streams?
> So or so, you might want to add a SCIP_CALL( SCIPprintStatistics(scip) )
> after SCIP's termination to see where time went within SCIP.
 From what this command outputs,  initialization time is not included 
into SCIP solving time.

Best regards,

Xavier