[SCIP] Restart after root node
Gerald Gamrath
gamrath at zib.de
Tue Sep 1 19:35:13 CEST 2015
Hi Emily,
it looks like in the second log file, no restart is performed at all. As
far as I can see in your code snippet, you did not deactivate the pricer
using SCIPdeactivatePricer(), but just internally set a flag such that
it always just returns.
However, with an active pricer, restarts are not allowed, so SCIP just
does not do a restart ("number of runs" is 1) and just continues
solving. This was changed compared to the old mails you are referencing.
Therefore, you do not do presolving again, and if you did not set the
result pointer to SCIP_SUCCESS before returning in the pricer while it
is pseudo-deactivated, SCIP might even not be able to use the node LP
relaxation values as lower bound (because your pricer returns
SCIP_DIDNOTRUN by default, meaning that there might still be improving
columns and the dual bound must not be used).
The problem is that you are currently not allowed to deactivate a pricer
during solving. You could try to change this by changing line 5048 in
src/scip/scip.c from
SCIP_CALL( checkStage(scip, "SCIPdeactivatePricer", FALSE, TRUE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, TRUE,
FALSE, FALSE) );
to
SCIP_CALL( checkStage(scip, "SCIPdeactivatePricer", FALSE, TRUE,
FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, TRUE, FALSE, TRUE,
FALSE, FALSE) );
(set the fifth-last parameter to TRUE). However, I'm not completely sure
if deactivating a pricer during solving may corrupt internal data
structures.
If you run into any troubles after the change, please try the following:
In src/scip/solve.c lines 3605 and 3609, change
"set->nactivepricers == 0" to "(set->nactivepricers == 0 ||
stat->userrestart)".
This will allow a user restart even if pricers are active. Then, you
need to follow the advice given in the old mail and implement the
exitsol callback to change the modifiable flags and deactivate your pricer.
Best,
Gerald
On 01.09.2015 17:50, Aao Du wrote:
> 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
> <mailto: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>
> <mailto: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>
> <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
>
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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>
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