[Scip] Running SCIP as a local optimizer

Ramón Casero Cañas rcasero at gmail.com
Mon Mar 10 01:47:28 CET 2014


Dear all,

I was wondering whether there's a way to tell SCIP to function as a
local optimizer.

In particular, I have a solution of a quadratic program with
polynomial constraints. The solution fulfils the constraints, but it's
not a local minimum.

What I would like SCIP to do is simply look for the local minimum
while still fulfilling the constraints, which I suppose will be much
faster than if it tries to start looking for a global minimum.

>From previous advice, I think somebody would recommend using Ipopt
instead of SCIP. But I already have written the software to create my
objective function and constraints, run the optimization and read back
the solution for SCIP, so if I'd rather avoid having to write another
interface. (And if I got this right, SCIP is using Ipopt internally
anyway, right?).

Best regards,

Ramon.

-- 
Dr. Ramón Casero Cañas

Institute of Biomedical Engineering
Department of Engineering Science, University of Oxford
Old Road Campus Research Building, Headington
Oxford
OX3 7DQ
UK

tlf         +44 (0) 1865 617716
twitter   @Ramon_Casero
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