[SCIP] Questions on detecting unbounded

[Yankai Cao]

Hi, Gregor,


Thanks for your information. I have search the user parameters but cannot find the right parameter. 

I am solving a number of (e.g. 1000) NLPs with different parameters in the model.  Many cases are unbounded. The following is the output of SCIP for the smallest case:

  node  | left  |LP iter|LP it/n| mem |  dualbound   | primalbound  |  gap   
      1 |     0 |     1 |     - | 209k|      --      |-1.000000e+05 |    Inf 
(node 1) LP relaxation is unbounded (LP 1)
      1 |     2 |     4 |     - | 210k|      --      |-1.000000e+05 |    Inf 
*     2 |     1 |     6 |   5.0 | 211k|      --      |-6.800000e+17 |    Inf 
    100 |    99 |     6 |   0.1 | 241k|      --      |-6.800000e+17 |    Inf  

…
  node  | left  |LP iter|LP it/n| mem |  dualbound   | primalbound  |  gap   
  10575k|  9648k|     6 |   0.0 |2501M|      --      |-1.000000e+18 |    Inf 
  10575k|  9648k|     6 |   0.0 |2501M|      --      |-1.000000e+18 |    Inf 

As you can see, at node 2, SCIP have already find a prime bound of -6.8e17, which is so small that I can view it as unbounded for my model. I want SCIP at node 2 to stop and return me this prime bound. However, SCIP is still running after exploring more than 10 million nodes. Setting a solution limit of 1 is not appropriate for my problem, because the primal bound in the node 1 is not large enough for me to declare that the problem is unbounded. 


Regard,
Yankai







> On Feb 17, 2017, at 10:23 AM, Gregor Hendel <hendel at zib.de> wrote:
> 
> Hi  Yankai,
> 
> please read the documentation of SCIP, especially search the limits in the user parameters
> 
> http://scip.zib.de/doc/html/PARAMETERS.php
> 
> to find something that matches your purpose. IMHO, there is nothing to speed up the detection of unboundedness. What you should rather do, is set up a proper lower bound for your model, and set a solution limit of 1 to stop if feasibility of this modified model was proven.
> 
> Happy scipping,
> Gregor
> 
> 
> 
> Am 17.02.2017 um 17:02 schrieb Yankai Cao:
>> Dear Benjamin,
>> 
>> 
>> Thanks so much for your reply.  Is there any parameter I can set to help SCIP detect if the problem is unbound. For example, for my model, if SCIP find an upper bound <= ub (e.g. -1e10), I want SCIP to stop and declare the problem is unbound. Otherwise, it will takes SCIP much much more time to continue. Thanks.
>> 
>> 
>> Regards,
>> Yankai
>> 
>> 
>>> On Feb 17, 2017, at 7:19 AM, Benjamin Müller <benjamin.mueller at zib.de> wrote:
>>> 
>>> Dear Yankai,
>>> 
>>> you can use
>>> 
>>> 	set/limits/objective
>>> 
>>> in order to set an objective limit. SCIP will then only look for solutions that have a better value than the given objective limit. You can think of it as an artificial upper bound for your (minimization) problem.
>>> 
>>> As far as I can see it, there is no parameter to set an initial dual bound in SCIP. There is SCIPupdateLocalDualbound in the API that could be called during the SCIP_STAGE_PROBLEM stage.
>>> 
>>> Regards,
>>> Benjamin
>>> 
>>> 
>>> On 02/17/2017 07:24 AM, Yankai Cao wrote:
>>>> Hi, All,
>>>> 
>>>> I am new to SCIP.  I want to know how to set a parameter  ub (e.g. -1e10) so that if SCIP find the upper bound is smaller than ub SCIP can stop and declare that the problem is unbounded?
>>>> 
>>>> Also,  how to provide known upper/lower bounds before b&b, which might help speed the solution time of SCIP?
>>>> 
>>>> Thanks very much!
>>>> 
>>>> 
>>>> Regards,
>>>> Yankai
>>>> 
>>>> 
>>>> _______________________________________________
>>>> Scip mailing list
>>>> Scip at zib.de
>>>> http://listserv.zib.de/mailman/listinfo/scip
>>>> 
>>> -- 
>>> ______________________________
>>> Benjamin Müller
>>> Zuse Institute Berlin
>>> Takustr. 7, 14195 Berlin
>>> benjamin.mueller at zib.de
>>> +49 30 841 85-195
>> 
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