[Scip] Using SCIP included in another source code to solve quadratic constraints

Stefan Vigerske stefan at math.hu-berlin.de
Tue Apr 14 10:25:04 CEST 2015


Hi,

something that people miss sometimes is that Ipopt needs a linear solver 
to work, e.g., Mumps. It doesn't complain when there is noone at compile 
time, as it can load it dynamically during runtime.
But if make test of Ipopt worked fine, that shouldn't be the issue.
 From the few log lines you are printing there, I don't see what could 
be the issue.

Stefan

On 04/14/2015 10:19 AM, Jiehua Chen wrote:
> Hi,
>
> Yes. The problem was that the symbolic link should start from some other
> directory than the one when you "make". The hint in the INSTALL was not
> very helpful. Nevertheless, I still don't get the result after 10 hours
> (using ipopt):
>
>
>
> ******************************************************************************
>
> 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
> ******************************************************************************
>
>
>    0.0s|     1 |     2 |     0 |     - | 220k|   0 |   0 |  12 |   9 |
> 12 |   0 |   0 |   0 |   0 | 1.000000e+00 |      --      |    Inf
>    0.4s|   100 |    91 |   662 |   6.7 | 307k|  55 |   - |  12 |   9 |
>   0 |   0 | 633 |   0 |   0 | 1.000000e+00 |      --      |    Inf
>    0.5s|   200 |   171 |  1503 |   7.6 | 403k|  81 |   0 |  12 |   9 |
> 12 |   0 |1222 |   0 |   0 | 1.000000e+00 |      --      |    Inf
>    0.5s|   300 |   257 |  3265 |  10.9 | 574k|  81 |   - |  12 |   9 |
> 12 | 113 |2711 |   0 |   0 | 1.000000e+00 |      --      |    Inf
>    0.7s|   400 |   341 |  6199 |  15.5 | 902k| 101 |   0 |  12 |   9 |
> 12 |  93 |5072 |   0 |   0 | 1.000000e+00 |      --      |    Inf
>    0.9s|   500 |   437 | 10677 |  21.4 |1138k| 114 |   0 |  12 |   9 |
> 12 |   0 |8380 |   0 |   0 | 1.000000e+00 |      --      |    Inf
>    1.0s|   600 |   531 | 11329 |  18.9 |1239k| 114 |   0 |  12 |   9 |
> 12 |  98 |8906 |   0 |   0 | 1.000000e+00 |      --      |    Inf
>
>
> What's going wrong?
>
> Best,
> Jiehua Chen
>
> On 04/13/2015 02:10 PM, Stefan Vigerske wrote:
>> Hi,
>>
>> probably the symlink to the SoPlex source was not set correctly when you
>> called make the first time.
>> Just make sure that lib/spxinc points to the soplex src directory.
>>
>> Stefan
>>
>>
>> On 04/13/2015 01:25 PM, Jiehua Chen wrote:
>>> Hi,
>>>
>>> I encounter the following error message when trying to compile:
>>>
>>> compiling obj/O.linux.x86_64.gnu.opt/lib/lpi/lpi_spx.o
>>> src/lpi/lpi_spx.cpp:76:23: fatal error: spxsolver.h: No such file or
>>> directory
>>>   #include "spxsolver.h"
>>>
>>> Can you give me more hints?
>>>
>>> Best
>>> Jiehua
>>>
>>>
>>> On 04/08/2015 03:09 PM, Stefan Vigerske wrote:
>>>> Hi,
>>>>
>>>> it also takes long for me if I disable the subnlp primal heuristic.
>>>> This
>>>> primal heuristic is also off if you build SCIP without Ipopt. If
>>>> that is
>>>> the case for you, then you might want to consider rebuiling SCIP with
>>>> Ipopt (see documentation on hints how to do this).
>>>>
>>>> Best,
>>>> Stefan
>>>>
>>>> On 04/08/2015 02:49 PM, Jiehua Chen wrote:
>>>>> Dear all,
>>>>>
>>>>> I have a quadratic constraint problem which I try to solve by using
>>>>> SCIP
>>>>> (as a library) in C++. However, my program does not terminate after 1
>>>>> hour. Curiously, if I use your online solver
>>>>>
>>>>>   http://www.neos-server.org/neos/solvers/go:scip/CPLEX.html
>>>>>
>>>>> , then after several seconds I got the solution. Can you please help
>>>>> me?
>>>>> Thanks!
>>>>>
>>>>> Below is the problem:
>>>>>
>>>>> -------------------------------------------------------------------
>>>>> minimize y#1
>>>>>
>>>>>
>>>>> subject to
>>>>> a#1 = 0
>>>>> a#2 = 0
>>>>>
>>>>> [a#1^2 + a#2^2 - 2 a#1*v#11 - 2 a#2*v#12 - b#1^2 - b#2^2 + 2
>>>>> b#1*v#11 +
>>>>> 2 b#2*v#12] + y#1 <= 0
>>>>> [b#1^2 + b#2^2 - 2 b#1*v#11 - 2 b#2*v#12 - c#1^2 - c#2^2 + 2
>>>>> c#1*v#11 +
>>>>> 2 c#2*v#12] + y#1 <= 0
>>>>> [c#1^2 + c#2^2 - 2 c#1*v#11 - 2 c#2*v#12 - d#1^2 - d#2^2 + 2
>>>>> d#1*v#11 +
>>>>> 2 d#2*v#12] + y#1 <= 0
>>>>>
>>>>> [b#1^2 + b#2^2 - 2 b#1*v#21 - 2 b#2*v#22 - c#1^2 - c#2^2 + 2
>>>>> c#1*v#21 +
>>>>> 2 c#2*v#22] + y#1 <= 0
>>>>> [c#1^2 + c#2^2 - 2 c#1*v#21 - 2 c#2*v#22 - d#1^2 - d#2^2 + 2
>>>>> d#1*v#21 +
>>>>> 2 d#2*v#22] + y#1 <= 0
>>>>> [d#1^2 + d#2^2 - 2 d#1*v#21 - 2 d#2*v#22 - a#1^2 - a#2^2 + 2
>>>>> a#1*v#21 +
>>>>> 2 a#2*v#22] + y#1 <= 0
>>>>>
>>>>> [c#1^2 + c#2^2 - 2 c#1*v#31 - 2 c#2*v#32 - d#1^2 - d#2^2 + 2
>>>>> d#1*v#31 +
>>>>> 2 d#2*v#32] + y#1 <= 0
>>>>> [d#1^2 + d#2^2 - 2 d#1*v#31 - 2 d#2*v#32 - a#1^2 - a#2^2 + 2
>>>>> a#1*v#31 +
>>>>> 2 a#2*v#32] + y#1 <= 0
>>>>> [a#1^2 + a#2^2 - 2 a#1*v#31 - 2 a#2*v#32 - b#1^2 - b#2^2 + 2
>>>>> b#1*v#31 +
>>>>> 2 b#2*v#32] + y#1 <= 0
>>>>>
>>>>> y#1 >= 0.01
>>>>>
>>>>> end
>>>>> -------------------------------------------------------------------
>>>>>
>>>>>
>>>>> Best regards!
>>>>> Jiehua Chen
>>>>> _______________________________________________
>>>>> Scip mailing list
>>>>> Scip at zib.de
>>>>> http://listserv.zib.de/mailman/listinfo/scip
>>>>>
>>>>
>>>>
>>>
>>
>>
>



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