[Scip] Recommended language for QP with quadratic and cubic constraints
Ramón Casero Cañas
rcasero at gmail.com
Mon Feb 24 14:53:25 CET 2014
Sorry, it was my fault. I mistook Ipopt for lpopt ;) Thanks Giacomo
for the advice and Stefan for the clarification.
IPOPT may actually be just what I need. So if I have a quadratic
problem with non-convex constraints, then the problem has local
minima, and IPOPT will then find one of those minima, right? But the
important part here is: Will any solution it finds fulfil the
constraints (if there's a feasible solution)?
Whether the minimum it finds is local or global is not so important
for my problem. What is really important is that the constraints are
fulfilled.
At this point, I have been able to write a Matlab function to convert
my objective function and constraints to PIP format, pass it to the
scip binary and read back the file with the solution.
I don't know yet how to pass parameters to the scip binary (I think, I
can create an scip.set file for that). With the default options, I
think I'm using Ipopt, and that it's trying to maximize rather than
minimize my objective function. Working on it, will report back with
results when I make it work.
Iter Sigma Time (sec)
===================================================
0 3.4026e+01 0.0000e+00
SCIP version 3.0.2 [precision: 8 byte] [memory: block] [mode:
optimized] [LP solver: SoPlex 1.7.2] [GitHash: 14f3662]
Copyright (c) 2002-2013 Konrad-Zuse-Zentrum fuer Informationstechnik
Berlin (ZIB)
External codes:
SoPlex 1.7.2 Linear Programming Solver developed at Zuse
Institute Berlin (soplex.zib.de) [GitHash: 9830bec]
cppad-20120101.3 Algorithmic Differentiation of C++ algorithms
developed by B. Bell (www.coin-or.org/CppAD)
ZLIB 1.2.7 General purpose compression library by J.
Gailly and M. Adler (zlib.net)
GMP 5.1.1 GNU Multiple Precision Arithmetic Library
developed by T. Granlund (gmplib.org)
ZIMPL 3.3.1 Zuse Institute Mathematical Programming
Language developed by T. Koch (zimpl.zib.de)
Ipopt 3.11.0 Interior Point Optimizer developed by A.
Waechter et.al. (www.coin-or.org/Ipopt)
user parameter file <scip.set> not found - using default parameters
read problem </tmp/model.pip>
============
original problem has 15 variables (0 bin, 0 int, 0 impl, 15 cont) and
15 constraints
presolving:
(round 1) 0 del vars, 0 del conss, 0 add conss, 1 chg bounds, 0 chg
sides, 0 chg coeffs, 0 upgd conss, 0 impls, 0 clqs
presolving (2 rounds):
0 deleted vars, 0 deleted constraints, 0 added constraints, 1
tightened bounds, 0 added holes, 0 changed sides, 0 changed
coefficients
0 implications, 0 cliques
presolved problem has 15 variables (0 bin, 0 int, 0 impl, 15 cont) and
15 constraints
15 constraints of type <quadratic>
Presolving Time: 0.00
time | node | left |LP iter|LP it/n| mem |mdpt |frac |vars |cons
|cols |rows |cuts |confs|strbr| dualbound | primalbound | gap
0.0s| 1 | 0 | 10 | - | 234k| 0 | 0 | 15 | 15 |
15 | 16 | 0 | 0 | 0 | 8.042945e+02 | -- | 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 visit http://projects.coin-or.org/Ipopt
******************************************************************************
NOTE: You are using Ipopt by default with the MUMPS linear solver.
Other linear solvers might be more efficient (see Ipopt documentation).
q 0.0s| 1 | 0 | 10 | - | 241k| 0 | 0 | 15 | 15 |
15 | 16 | 0 | 0 | 0 | 8.042945e+02 | 4.927075e+02 | 63.24%
0.0s| 1 | 0 | 16 | - | 244k| 0 | 0 | 15 | 15 |
15 | 20 | 4 | 0 | 0 | 7.110502e+02 | 4.927075e+02 | 44.31%
0.0s| 1 | 0 | 24 | - | 247k| 0 | 0 | 15 | 15 |
15 | 24 | 8 | 0 | 0 | 6.747186e+02 | 4.927075e+02 | 36.94%
0.0s| 1 | 0 | 30 | - | 250k| 0 | 0 | 15 | 15 |
15 | 28 | 12 | 0 | 0 | 6.545543e+02 | 4.927075e+02 | 32.85%
Best regards,
Ramon.
On 23 February 2014 20:37, Stefan Vigerske <stefan at math.hu-berlin.de> wrote:
> Hi,
>
>
> On 02/23/2014 04:50 PM, Ramón Casero Cañas wrote:
>>
>> Thanks for your reply, Giacomo, but isn't lpopt a subsolver for qpopt,
>> only for QP with linear constraints, as it says here?
>>
>> http://tomopt.com/docs/qpopt1-0.pdf
>>
>> My problem has quadratic and cubic constraints.
>
>
> He was talking about Ipopt (https://projects.coin-or.org/Ipopt). For your
> instances, it would give you local optimal solution.
> You probably can just try out Ipopt via the OPTI toolbox.
>
> For free input formats to SCIP, it's indeed PIP, ZIMPL, and OSiL that would
> be suitable for you. If you want to input model instances, then PIP may be
> the way to go (http://polip.zib.de/pipformat.php). It's very similar to the
> .lp format. If you want to do modeling, then ZIMPL may be the way to go.
> In case of polynomial objective/constraints, it should not matter for the
> solution algorithm whether you input via PIP or ZIMPL (or OSiL).
>
> Stefan
>
>
>
>>
>>
>>
>>
>> On 23 February 2014 14:29, Giacomo Nannicini <giacomo.n at gmail.com> wrote:
>>>
>>> If all of your variables are continuous, a nonlinear solver is most
>>> likely the way to go.
>>> For example Ipopt. It is open-source and has a Matlab interface.
>>>
>>> The format in which you describe your problem should not matter, as
>>> long as you give exactly the same description.
>>>
>>> Cheers
>>>
>>> Giacomo
>>>
>>> On Sun, Feb 23, 2014 at 9:28 PM, Ramón Casero Cañas <rcasero at gmail.com>
>>> wrote:
>>>>
>>>> Replying a bit to myself, if I understand this correctly, I need a
>>>> language for a mixed-integer program (as my variables are continuous).
>>>>
>>>> http://scip.zib.de/doc-3.0.2/html/group__FILEREADERS.shtml
>>>>
>>>> Of these, the only two that from their description above seem capable
>>>> of cubic constraints are OSiL, PIP and ZPL.
>>>>
>>>> As my problem's objective function and constraints are polynomial
>>>> (quadratic and cubic, respectively), the simplest option seems to be
>>>> the PIP format.
>>>>
>>>> http://polip.zib.de/pipformat.php
>>>>
>>>> However, will the language format choice affect the performance of the
>>>> SCIP solver, or it doesn't matter whether I formulate my problem in
>>>> PIP format vs. e.g. OSiL format?
>>>>
>>>> Best regards,
>>>>
>>>> Ramon.
>>>>
>>>> On 23 February 2014 00:28, Ramón Casero Cañas <rcasero at gmail.com> wrote:
>>>>>
>>>>> Dear all,
>>>>>
>>>>> After playing with SCIP indirectly through the otherwise very nice
>>>>> Matlab OptiToolbox, I'm struggling with what could be a bug and I
>>>>> cannot introduce cubic constraints, so I'm looking into using SCIP
>>>>> directly. This way, I could also use it from linux, and tweak
>>>>> parameters as Stefan Vigerske recommended and I haven't been able to
>>>>> do yet.
>>>>>
>>>>> I see in the documentation that SCIP accepts many file formats.
>>>>>
>>>>> http://scip.zib.de/doc-3.0.2/html/group__FILEREADERS.shtml
>>>>>
>>>>> This field is quite new for me, and I'd like to ask for advice on what
>>>>> file format would be more convenient / easier to learn in order to
>>>>> code a problem that is a quadratic program (objective function x^T * H
>>>>> * x + b^T * x) with multiple quadratic and cubic constraints.
>>>>>
>>>>> Best regards,
>>>>>
>>>>> Ramon.
>>>>>
>>>>> --
>>>>> Dr. Ramón Casero Cañas
>>>>>
>>>>> Oxford e-Research Centre (OeRC)
>>>>> University of Oxford
>>>>> 7 Keble Rd
>>>>> Oxford OX1 3QG
>>>>>
>>>>> tlf +44 (0) 1865 610739
>>>>> web http://www.cs.ox.ac.uk/people/Ramon.CaseroCanas
>>>>> photos http://www.flickr.com/photos/rcasero/
>>>>
>>>>
>>>>
>>>>
>>>> --
>>>> Dr. Ramón Casero Cañas
>>>>
>>>> Oxford e-Research Centre (OeRC)
>>>> University of Oxford
>>>> 7 Keble Rd
>>>> Oxford OX1 3QG
>>>>
>>>> tlf +44 (0) 1865 610739
>>>> web http://www.cs.ox.ac.uk/people/Ramon.CaseroCanas
>>>> photos http://www.flickr.com/photos/rcasero/
>>>>
>>>> _______________________________________________
>>>> Scip mailing list
>>>> Scip at zib.de
>>>> http://listserv.zib.de/mailman/listinfo/scip
>>
>>
>>
>>
>
--
Dr. Ramón Casero Cañas
Oxford e-Research Centre (OeRC)
University of Oxford
7 Keble Rd
Oxford OX1 3QG
tlf +44 (0) 1865 610739
web http://www.cs.ox.ac.uk/people/Ramon.CaseroCanas
photos http://www.flickr.com/photos/rcasero/
More information about the Scip
mailing list