[SCIP] Too long solving time

[Ambros Gleixner]

PS: Actually, it also works without the trick of changing fpfeastol and 
fpopttol, but then you really need to turn off presolving and use least 
squares scaling "-s0 -g5".

PPS: Despite the fact that SoPlex can solve it in exact solving mode, 
Matthias' comment is still valid: be extra sure that this is the right 
and best formulation for your problem.  :)



Am 17.08.2018 um 15:21 schrieb Ambros Gleixner:
> Hi Yu,
> 
> This is actually a nice example where SoPlex shines with its exact 
> rational solving capability.  Have a look at
> 
> http://soplex.zib.de/doc-4.0.0/html/EXACT.php
> 
> for details and the mentioned papers on SoPlex' LP iterative refinement.
> 
> However, because of the bad conditioning of your LP, one trick is 
> needed: you need to relax the termination tolerance for the intermediate 
> floating-point solves.  Then SoPlex can even solve your model to zero 
> violation with
> 
> soplex -s0 -g5 -f0 -o0 -q -c --readmode=1 --solvemode=2 
> --int:checkmode=2 --real:fpfeastol=1e-3 --real:fpopttol=1e-3 Simulation.lp
> 
> in about one minute.  For your  termination tolerance of 1e-10 it solved 
> in 10 seconds with
> 
> soplex -s0 -g5 -f1e-10 -o1e-10 -q -c --readmode=1 --solvemode=2 
> --int:checkmode=2 --real:fpfeastol=1e-3 --real:fpopttol=1e-3 Simulation.lp
> 
> 
> I have not played around with all parameters, so maybe it can be tuned 
> even more.  But no preprocessing and least squares scaling seem to a 
> good idea.
> 
> Best,
> Ambros
> 
> 
> 
> Am 17.08.2018 um 12:35 schrieb Yu Chen:
>> Hi Matthias
>>
>> Thanks for your help!
>>
>> Currently I cannot change my model.
>>
>> Besides, the reason why I enforced 1e-10 is that I got another problem 
>> before. At that time, the feasible solution was actually not 
>> constrained by my model. For example there was an equation ‘x+y=0’, 
>> but the solution showed ‘x=1e-6’ and ‘y=0’, and I was suggested to use 
>> very low tolerance and then I got like ‘x=1e-6’ ‘y=-1e-6’.
>>
>> Considering this, do you think I can adjust some parameters to save 
>> time when running SoPlex instead of changing the model?
>>
>> Best regards
>> Yu
>>
>> Sent from my phone. Excuse the brevity.
>>
>>
>>
>> On Fri, Aug 17, 2018 at 12:00 PM +0200, "Matthias Miltenberger" 
>> <miltenberger at zib.de <mailto:miltenberger at zib.de>> wrote:
>>
>>     Dear Yu Chen,
>>
>>     your model has some numerical issues. The matrix coefficients are in
>>     the of 1e-05 to 1e+11. Such a large range can easily cause
>>     difficulties and violations in the final result.
>>     To make matters worse, you are disabling presolving/simplification
>>     (-s0) and enforce very small tolerances (1e-10).
>>
>>     Testing other solvers on this instances also yielded warnings and
>>     violations due to the bad numerics.
>>
>>     My advice: Try to improve the model and verify that your result is
>>     actually meaningful with regards to the problem. I don't think that
>>     such a small tolerance is really required.
>>
>>     Oh and by the way: On my machine the model was solved within a
>>     second using the standard tolerances and default settings.
>>
>>     Cheers
>>     Matthias
>>
>>     On 17.08.2018 10:59, Yu Chen wrote:
>>>
>>>     Hi,
>>>
>>>     I am new to Soplex but I encountered a trouble when using it.
>>>
>>>     I made a LP file and used the code in terminal:
>>>
>>>     /build/bin/soplex -f1e-10 -o1e-10 -l1e-10 -s0 -x -q -c
>>>
>>>     But the Soplex took nearly one day to solve it. Do you know how to
>>>     decrease the solving time?
>>>
>>>     Best regards,
>>>
>>>     Yu
>>>
>>>
>>>
>>>     _______________________________________________
>>>     Scip mailing list
>>>     Scip at zib.de
>>>     https://listserv.zib.de/mailman/listinfo/scip
>>
>>     --     \__________________
>>
>>     Matthias Miltenberger
>>     Zuse Institute Berlin
>>     Takustr. 7, 14195 Berlin
>>     www.zib.de/miltenberger
>>     miltenberger at zib.de
>>     +49 (30) 841 85-245
>>
>>
>>
>> _______________________________________________
>> Scip mailing list
>> Scip at zib.de
>> https://listserv.zib.de/mailman/listinfo/scip
>>
> 

-- 
Ambros Gleixner, Research Group Mathematical Optimization Methods at 
Zuse Institute Berlin, http://www.zib.de/gleixner