[SCIP] Restart after root node
Aao Du
aaoduu at gmail.com
Tue Sep 1 17:50:56 CEST 2015
Hi Jakob,
I have attached the log files. For the instance solved by the first method,
the log file is for the second part of the solving process where the final
master problem is fed to SCIP. (So the time does not include the root node
time)
For the instance solved by the second method, the solving time does include
the root node time (which is around ~100 seconds).
Note that in larger instances. the difference become more significant.
Just to check whether the way I am doing is correct. In the scip_redcost
method, I have the following code lines at the beginning:
if(SCIPgetDepth(scip) == 1)
Change the modifiable flag of the constraints, and
SCIPrestartSolve(scip)
isrestart = true; (isrestart is a pricer variable which is
initialized to false)
return SCIP_OKAY
if (isrestart)
return
In the previous emails, it was instructed to change the flag of constraints
at the scip_exitsol method, but that method is not entered until the mixed
integer master problem is solved optimally. So trying that did not work
either. (http://listserv.zib.de/pipermail/scip/2011-September/000754.html)
Emily
On Tue, Sep 1, 2015 at 3:41 AM, Jakob Witzig <witzig at zib.de> wrote:
> Hi Emily,
>
> probably the presolving in the second case is finished earlier because [i]
> presolving after a restarts is reduced (but I'm not sure) [ii] the
> presolver itself remember that they could not find anything (because your
> constraints were modifiable) and they do not run.
>
> If you want, you can send me your two log-files and I will have a look at
> it.
>
> Best,
> Jakob
>
> On 08/31/15 15:57, Aao Du wrote:
>
>> Hi Jacob,
>>
>> I believe I did not explain my question well. Here are the two methods I
>> have tried:
>> 1) Solve the master problem at the root node. Change the variables type
>> and write it as an lp file.Then solve the MIP separately with SCIP.
>> 2) Define the variables as integer from the beginning. After the root
>> node, restart the scip and change the modifiable flag of constraints.
>>
>> Now these two methods solve in two significantly different solution
>> time. From the log files, I figured the number of variables in the final
>> master problem is decreased in the first method after presolving by
>> SCIP. However, in the second method, after the scip is restarted(which I
>> think does the presolving too), the number of variables stay the same.
>> I would appreciate if you can help me figure out the reason
>>
>> Thanks,
>> Emily
>>
>> On Mon, Aug 31, 2015 at 4:19 AM, Jakob Witzig <witzig at zib.de
>> <mailto:witzig at zib.de>> wrote:
>>
>> Hi Jens,
>>
>> what do you mean was 'differ in the results'? Only solving time and
>> nodes? The problem is, that the variable order can change if you
>> write the problem is an lp file. You can try to write your problem
>> as an mps or cip file.
>>
>> If you want, you can send me the log-files including the statistics
>> of the two solves (1: copy into a subscip, 2: write as an lp and
>> solve separately) and I will have a look on it.
>>
>> Best,
>> Jakob
>>
>>
>> On 08/31/15 08:33, Jens Leoff wrote:
>>
>> Hi,
>>
>> I also tried to write a heuristic to solve my Branch & Price
>> problem as
>> Price & Branch. I tried to copy the node problem to a subscip
>> where I
>> change the constraints to be non-modifiable. Apart from that the
>> scips
>> differ in what plugins are included (no pricer, but e.g.
>> separators).
>> However, I also wasn't able to produce the same results this way
>> as one
>> can obtain by writing the node problem as a MIP and solving this
>> separately with scip.
>>
>> I guess this kind of heuristic would be interesting for lots of
>> Branch &
>> Price applications.
>> So, I would like to know how to do this properly as well.
>>
>> Best,
>>
>> Jens
>>
>>
>> On 31.08.2015 08 <tel:31.08.2015%2008>:06, Jakob Witzig wrote:
>>
>> Hi Emily,
>>
>> you can use the method SCIPvarChgType to convert the
>> variables into
>> integers, but the method can only be called if the variables
>> are not
>> part of the problem, e.g., before you call
>> SCIPtransformProb. Do you
>> use sub-SCIPs to solve your subproblems? If yes, than you
>> can call the
>> method mentioned above before you start solving the
>> subproblem.
>>
>> I don't get the connection between your two ways. Why is
>> changing the
>> variables and changing the modifiability flag of the
>> constraint
>> equivalent?
>>
>> If you restart your problem SCIP tries to transform cuts
>> into globally
>> valid constraints and will fix all variables that have equal
>> global
>> upper and lower bounds, i.e., the variables can removed from
>> the
>> problem. Hence, if you could not tighten the bounds of your
>> variables
>> enough or you didn't found global valid cuts a restart
>> directly after
>> the root will give you the same problem as before.
>>
>> I think changing the flags of a constraint should be done
>> before you
>> start solving your subproblem.
>>
>> Best,
>> Jakob
>>
>>
>> On 08/31/15 04:38, Aao Du wrote:
>>
>> Dear all,
>>
>> I have a decomposed model, a master problem and
>> subproblems. I am trying
>> to perform pricing only at the root node, and then
>> change the variables
>> to integer and solve it again. I have tried two ways.
>> One is to print
>> the lp format of the problem after root node, with
>> variables as integer,
>> and give it to SCIP binaries. In this way, the second
>> part of the
>> solving process ( solving the final master problem with
>> binaries) is
>> performed fast.
>> The other way, is to define the variables as integer
>> from begining, and
>> stop pricing at the root node, and change the constarints
>> to
>> unmodifiable. In this way, after the lp of master
>> problem is solved, it
>> takes way more than the first method to solve it.
>> Following a previous
>> email, I tried to restart the master problem after root
>> node, but it did
>> not make any change in the time. I thought maybe i am
>> doing sth wrong.
>> What is the proper place in the pricerobj to change the
>> modifiable flag
>> of constraints? I think it should be somewhere before
>> redcost, or maybe
>> in it.
>>
>> Sorry for the long email.
>>
>> Thanks,
>> Emily
>>
>>
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>>
>>
>>
>>
>>
>>
>> --
>> Jakob Witzig
>>
>> Konrad-Zuse-Zentrum für
>> Informationstechnik Berlin (ZIB)
>>
>> Division Mathematical Optimization and Scientific Information
>> Research Group Mathematical Optimization Methods
>>
>> Takustrasse 7
>> 14195 Berlin
>>
>> Tel. : +49 (0)30 84185-416 <tel:%2B49%20%280%2930%2084185-416>
>> Fax : +49 (0)30 84185-269 <tel:%2B49%20%280%2930%2084185-269>
>> email: witzig at zib.de <mailto:witzig at zib.de>
>> _______________________________________________
>> Scip mailing list
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>>
>>
>>
>
> --
> Jakob Witzig
>
> Konrad-Zuse-Zentrum für
> Informationstechnik Berlin (ZIB)
>
> Division Mathematical Optimization and Scientific Information
> Research Group Mathematical Optimization Methods
>
> Takustrasse 7
> 14195 Berlin
>
> Tel. : +49 (0)30 84185-416
> Fax : +49 (0)30 84185-269
> email: witzig at zib.de
>
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