[Scip] How to terminate SCIP earlier?

[weikaimas at 163.com]

Dear Gerald，
   
I have tried SCIPsetObjIntegral() in several places ( main.c , read_col.c, pricer.c) but it could not work.
 Where should SCIPsetObjIntegral() be placed?

Thanks,

Kai Wei
 
From: Gerald Gamrath
Date: 2014-09-24 17:15
To: lixiangyong at 163.com; Ambros Gleixner
CC: scip
Subject: Re: [Scip] How to terminate SCIP earlier?
Dear Xiangyong,

when using SCIPsetObjIntegral(), you do not need to call SCIPinterruptSolve() yourself, but SCIP will stop because it knows that optimality has been proven as soon as the primal bound is x and the lower bound is greater than  x - 1.
Also the LP solving might be sped up, since a smaller cutoff bound can be set (which is irrelevant for branch-and-price, however).
Furthermore, also some plugins use this information to improve their algorithms.

Summing up: If you know that every solution will have an integer value, you should tell SCIP about that. For branch-and-cut, SCIP will automatically detect this, however, for branch-and-price, not all variables are present, so it cannot be detected automatically.

Best,
Gerald

Am 24.09.2014 um 02:32 schrieb lixiangyong at 163.com:
Dear Dr. Ambros,

I want to know the advantage of  calling SCIPsetObjIntegral() if at the beginning I know any feasible solution should have an integer objective value?  Can it speed up the solving process?

Thanks,

Xiangyong Li

 
From: Ambros Gleixner
Date: 2014-09-24 08:21
To: scip; lixiangyong at 163.com
Subject: Re: [Scip] How to terminate SCIP earlier?
Dear Xiangyong,
 
 
Am 24.09.2014 02:08, schrieb lixiangyong at 163.com:
> Dear Dr. Gerald,
>
> Thanks,  I have used SCIPinterruptSolve() to terminate my solving
> process since I know the current incumbent is the optimal solution.
>
> BTW, can you tell me the advantage of  calling SCIPsetObjIntegral() if I
> know any feasible solution should have an integer objective value?  Can
> it speed up the solving process?
 
Yes.  If (in minimization) the primal bound is x and the lower bound is 
greater than  x - 1, the solution process can be stopped already.
 
Best regards,
Ambros
 
 
>
>
> Thanks,
>
>
> Xiangyong
>
>     *From:* Gerald Gamrath <mailto:gamrath at zib.de>
>     *Date:* 2014-09-23 17:16
>     *To:* lixiangyong at 163.com <mailto:lixiangyong at 163.com>; scip
>     <mailto:scip at zib.de>
>     *Subject:* Re: [Scip] How to terminate SCIP earlier?
>     Dear Xiangyong Li,
>
>     if you know that every feasible solution will have an integer
>     objective value and therefore want to stop the solving process when
>     the dualbound is larger than primalbound - 1, you can just inform
>     SCIP that this is the case by calling SCIPsetObjIntegral().
>
>     Otherwise, you can call SCIPinterruptSolve() to stop the solving
>     process, but SCIP will then print that it was interrupted, not that
>     it was solved to optimality.
>
>     Best,
>     Gerald
>
>     Am 23.09.2014 um 10:02 schrieb lixiangyong at 163.com:
>>     Dear all,
>>
>>     I am using SCIP to implement my branch and price algorithm.
>>     Now I want to terminate the SCIP earlier since I can judge the
>>     problem has been optimally solved when some condition is satisfied.
>>     Suppose UB and LB be the objective value of best incumbent and the
>>     best remaining node in the branch and bound tree.
>>     For my instances considered, SCIP has optimally solved one
>>     instance if UB-LB < 1.
>>
>>     Can you tell me how to set the earlier termination condition in SCIP?
>>
>>     Thanks,
>>
>>
>>     Xiangyong Li
>>
>>
>>
>>
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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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