[SCIP] Example of usage of LP Interface to Soplex

[Guillermo Irisarri]

Hello Matthias:

Thank you for your answers. My objective is to get the final SCIP solution to a MIP problem I am solving, and do an LP to get "some" dual variables from the LP. I do this right after the SCIP solution and managed to get it done along the lines of Soplex example.cpp. I used all variables and constraints as already determined for SCIP and that saves time. However, entering the same into Soplex via addRealVar, etc., seems to be very expensive. The LP solution is fast once you have the problem set, but entering vars and constraints seems slow. Is it possible the lpi/lp API would not be any faster (maybe not since they are related, of course), unless there is a better way to connect the SCIP/Soplex. Is there a better way? I am using SCIP 4.0.0 and Soplex 3.0.0.

Thanks again for your advise and help!

Regards

Guillermo

From: Matthias Miltenberger [mailto:miltenberger at zib.de]
Sent: Wednesday, March 22, 2017 2:19 PM
To: Guillermo Irisarri <Guillermo.Irisarri at oati.net>; scip at zib.de
Subject: Re: [SCIP] Example of usage of LP Interface to Soplex

Dear Guillermo,

the answer to your question depends on your use case. If you only want to interface SoPlex as an LP solver than you don't need the LPi or even SCIP in general. A very short example code is in example.cpp in the SoPlex distribution.

If you want to interface using the LPi, though, there is no real example code for this - you would have to look at the available methods in lpi_spx2.cpp or in any other of the available LPis or look at their header file lpi.h.

The advantage of the second method is that you can swap the LP solver without having to change your code. I would still recommend avoiding the additional overhead of the LP interface and going with option 1.

cheers
Matthias
On 22 Mar 2017 16:41, Guillermo Irisarri wrote:
Hello Dear SCIP:

Is there an example showing the basics of using the lpi_spx2 interface routines? I looked into the Soplex example to interface from C++ and all is good. However it seems better to try to use the lpi/lp interface. Iis this true? If so, are there any examples?

Thanks

Guillermo

Guillermo D. Irisarri
Open Access Technology International, Inc.
e-mail: Guillermo.Irisarri at oati.net<mailto:P at oati.net>
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