[SCIP] How to create initial solution file for ParaSCIP from NL-file

[Stefan Vigerske]

Hi,

PIP and CIP do not support initial values. As far as I remember, also 
OSiL does not support this, but the related OSrL is meant for storing 
solution points. However, SCIP does not so far has a reader for 
solutions in OSrL format.

The solution that ParaSCIP expects is probably in a simple .sol format, 
which is a pair of variable name and variable value (separated by space) 
on each line.

My suggestion would be to convert your NL files to PIP and SOL files, 
that is, write the instance into the PIP file and the starting point to 
the SOL file. OSiL instead of PIP would also work, but PIP is more 
human-readable.

SCIP or ParaSCIP will only make use of initial values if they correspond 
to a feasible solution, though. If you pass an infeasible solution, then 
SCIP will just reject it, I believe. There are primal heuristics that 
try to repair an infeasible solution or complete a partial solution, but 
I doubt that they will become active when passing a solution file to 
ParaSCIP. (someone correct me if I'm wrong)

Best,
Stefan


On 08/01/2018 11:46 PM, Vladimir V. Voloshinov wrote:
> Dear SCIP Team members,
> 
> we are going to try ParaSCIP with rather hard MINLP (with polynomial
> functions) problems, which are generated by another application as NL-files
> containing initial values of variables.
> To prepare input data for ParaSCIP we convert NL to PIP, CIP and OSIL
> formats, but initial values that are in NL, are not "passed" in converted
> PIP, CIP and OSIL files.
> 
> The content of [scipoptsuite-6.0.0/ug/check/instances/MINLP] folder of SCIP
> Opt. Suite distribution gave us "a hint" that ParaSCIP accepts problems in
> PIP, CIP, MPS and OSIL formats.
> According to the list of input formats
> http://scip.zib.de/doc-6.0.0/html/group__FILEREADERS.php we tried to
> convert NL-files to PIP, CIP and OSIL.
> It has been successfully done by SCIPAMPL running in interactive mode:
> e.g. for NL-to-PIP convertion:
> ========================
>> echo "write problem some.cip" | scipampl some.nl -i
> written original problem to file <some.pip>
> ========================
> The issue is that our NL-file contains initial values of variables ("#
> initial guess" section in NL), but <some.pip|cip|osil> - does not have
> appropriate "initial values".
> 
> May be all these formats (PIP, CIP, OSIL) do not support initial values at
> all?
> 
> If so, are there any recommendations how to "extract" initial values to a
> file that can be passed to ParaSCIP via [-isol <initial solution file>]
> argument of parascip application?
> 
> We'll appreciate any advices,
> Vladimir Voloshinov.
> 
> 
> 
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