[Scip] Using SCIP included in another source code to solve quadratic constraints
Stefan Vigerske
stefan at math.hu-berlin.de
Tue Apr 14 16:02:25 CEST 2015
Hi,
run SCIP with some timelimit and look at the final solve statistics. Did
the "subnlp" heuristic run? If not, add a #define SCIP_DEBUG on the
(very) top of heur_subnlp.c to get some debugging output from this
heuristic. It may tell you why it didn't run or didn't find a feasible
point.
Stefan
On 04/14/2015 11:21 AM, Jiehua Chen wrote:
> 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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