[SCIP] Master problem with barrier

Fri Oct 23 14:24:56 CEST 2015

Dear Bahareh,

it seems that on your problem the barrier does not converge to a 
solution that is both primal and dual feasible.
Have you tried setting the initialalgo and the resolvealgo to "c"? This 
will perform a simplex-like crossover to generate a basic solution based 
on what the barrier computed. This could help to get a reliable solution.

all the best
Matthias

On 22.10.2015 20:30, Bahareh Eghtesadi wrote:
> 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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-- 
\__________________

Matthias Miltenberger
Zuse Institute Berlin
Takustr. 7, 14195 Berlin
www.zib.de/miltenberger
miltenberger at zib.de
+49 (30) 841 85-245

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