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

Jiehua Chen jiehua.chen at tu-berlin.de
Tue Apr 14 11:21:09 CEST 2015


I did add mumps and some other stuff in make. However, it still runs 
very slowly. What kind of log messages do you need?

On 04/14/2015 10:25 AM, Stefan Vigerske wrote:
> 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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