[SCIP] Master problem with barrier

Bahareh Eghtesadi b.eghtesadi at gmail.com
Thu Oct 22 20:30:26 CEST 2015


Dear all,

I have a branch and price algorithm. I am facing a problem when I use the
barrier method to solve the master problem. I was hoping that you can help
me.
When I set both "lp/initalgorithm"  and "lp/resolvealgorithm"  to barrier
method, in most cases It stops with : (I have copied a little longer
version of the lof file at the end of the email)

Barrier limit on dual objective exceeded.
 Infeasible barrier solution (dependent on objective limit).

src/scip/lp.c:14237: lpSolve: Assertion `!(set->lp_disablecutoff == 1 ||
(set->nactivepricers > 0 && set->lp_disablecutoff == 2))' failed.

I could not find a parameter such as barrier objective limit. I used
SCIPsetObjlimit to set a  higher objective limit ( I am not sure if the
limit this function is setting is the same as the barrier objective limit).
This time it gives the following line as well:
src/scip/lp.c:14237: lpSolve: Assertion `!(set->lp_disablecutoff == 1 ||
(set->nactivepricers > 0 && set->lp_disablecutoff == 2))' failed.

For a few instances, setting only  "lp/initalgorithm" to barrier and
leaving "lp/resolvealgorithm" to its default value solves the problem. I
should also mention that this problem does not happen when master problem
is solved with Simplex.

The log file when "lp/initalgorithm" = 'b'  and "lp/resolvealgorithm"= 'b':
Iteration log . . .
Iteration:     1   Dual objective     =            10.330177
Tried aggregator 1 time.
LP Presolve eliminated 42 rows and 244 columns.
Aggregator did 19 substitutions.
Reduced LP has 78 rows, 119 columns, and 599 nonzeros.
Presolve time = 0.00 sec. (0.33 ticks)
Parallel mode: using up to 5 threads for barrier.
Number of nonzeros in lower triangle of A*A' = 494
Using Approximate Minimum Degree ordering
Total time for automatic ordering = 0.00 sec. (0.03 ticks)
Summary statistics for Cholesky factor:
  Threads                   = 5
  Rows in Factor            = 78
  Integer space required    = 115
  Total non-zeros in factor = 841
  Total FP ops to factor    = 10747
 Itn      Primal Obj        Dual Obj  Prim Inf Upper Inf  Dual Inf Inf Ratio
   0   1.6080489e+04  -1.4387026e+02  2.85e+02  1.01e+02  2.25e+03  1.00e+00
   1   1.4132721e+04  -3.4691316e+02  2.52e+02  8.88e+01  1.23e+03  1.83e-01
   2   1.4278598e+04  -5.9373199e+02  2.56e+02  9.01e+01  1.30e+03  1.20e-01
   3   9.9158960e+03  -1.7167304e+03  1.94e+02  6.84e+01  8.37e+02  4.26e-02
   4   5.0149903e+02  -9.9732945e+02  2.01e+01  7.07e+00  3.08e+02  8.41e-02
   5   1.3386365e+02  -2.0932657e+02  4.66e+00  1.64e+00  7.00e+01  3.80e-01
   6   3.2369401e+01  -3.3609945e+01  8.79e-01  3.10e-01  1.36e+01  2.14e+00
   7   2.1874403e+01  -1.7917016e+01  5.50e-01  1.94e-01  7.97e+00  3.46e+00
   8   1.6189845e+01   7.2562159e+00  2.76e-01  9.73e-02  9.12e-01  1.44e+01
   9   2.8249210e+01   1.6791221e+01  3.35e-01  1.18e-01  1.09e+00  6.18e+00
  10   4.5434437e+01   5.6716247e+01  3.38e-01  1.19e-01  1.11e+00  3.23e+00
  11   4.9392601e+01   6.6979256e+01  3.20e-01  1.13e-01  9.47e-01  1.53e+00
  12   5.6458356e+01   9.9330286e+01  3.09e-01  1.09e-01  8.07e-01  5.59e-01
  13   2.2191704e+02   1.0781431e+02  3.05e-01  1.07e-01  8.07e-01  2.03e-02
  14   8.6508663e+01   1.0162578e+02  2.74e-01  9.64e-02  7.82e-01  6.30e-03
  15   3.3035441e+02   7.4121836e+05  2.74e-01  9.66e-02  8.71e-01  8.24e-05
  16   2.5380932e+02   1.7310730e+08  2.99e-01  1.06e-01  5.31e+00  2.59e-08
  17   1.7742307e+02   3.5154843e+11  2.75e-01  9.69e-02  3.96e+04  3.27e-12
  18   1.6774322e+02   3.0499215e+15  2.72e-01  9.59e-02  4.97e+08  3.28e-16
  19   1.6803927e+02   2.9430527e+19  2.61e-01  9.19e-02  1.17e+13  3.40e-20
  20   1.6131741e+02   2.7393729e+23  2.57e-01  8.61e-02  5.92e+16  4.39e-24
  *    1.6803927e+02   2.9430527e+19  2.61e-01  9.19e-02  1.17e+13  3.40e-20
 Barrier limit on dual objective exceeded.
 Infeasible barrier solution (dependent on objective limit).
Barrier time = 0.11 sec. (1.56 ticks)

Total time on 5 threads = 0.11 sec. (1.56 ticks)
vaccine: src/scip/lp.c:14237: lpSolve: Assertion `!(set->lp_disablecutoff
== 1 || (set->nactivepricers > 0 && set->lp_disablecutoff == 2))' failed.



Thanks.
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