[SCIP] Stopping at the next best solution than the one passed

[Meenarli Sharma]

Hello Stefan,

Thank you for the reply and the suggestion. I think your suggestion can be
tried in my case with a limit on the number of solution improvements.

Thank you again.

Regards,
~Meenarli


> Hi,
>
> Gerald already explained why limits/objective does not work.
> Would it work if you add a new variable z and a new constraint f(x) <= z
> and then minimize z instead of f(x)? Then you could set a variable bound
> on z.
>
> Stefan
>
> On 06/06/2018 05:07 PM, Meenarli Sharma wrote:
>> Hello everyone,
>>
>> Some more information about my problem.
>>
>> I am using SCIP (scipampl) with ampl. I iteratively call scip to solve a
>> convex MINLP. I want to pass objective value of (i)th iteration to
>> (i+1)th
>> iteration and want scip (at (i+1)th iteration) to stop when it finds a
>> solution with better objective value than the one passed.
>>
>> I tried modifying (automatically from ampl) the parameter
>> limits/objective
>> in the setting file (scip.set) before every iteration. But I get the
>> warning, WARNING: unknown parameter <limits/objective>.
>>
>> I have cross checked that I am not making any syntax error while writing
>> the parameters. Also, I am not getting any such warning when I am not
>> having this parameter in the settings file.
>>
>> Kindly let me know if there is any suggestion/comment.
>>
>> Regards,
>> ~Meenarli
>>
>>
>>
>>
>>> Hello Ambros,
>>>
>>> Thank you for the reply. I have already tried this parameter but I got
>>> the
>>> error: WARNING: unknown parameter <limits/objective>. Any clue why is
>>> it
>>> happening?
>>>
>>> Regards,
>>> ~Meenarli
>>>
>>>
>>>   already > Hi Meenarli,
>>>>
>>>> "limits/objective" is the parameter you are looking for.
>>>>
>>>> You easily inspect a list of all parameters with documentation
>>>> yourself
>>>> in a file by typing "set save scipparams.set" in the interactive
>>>> shell.
>>>>
>>>> Best,
>>>> Ambros
>>>>
>>>>
>>>> Am 05.06.2018 um 19:12 schrieb Meenarli Sharma:
>>>>> Hello Gerald,
>>>>>
>>>>> Thank you very much for the prompt reply. Is there any option (to be
>>>>> written in scip.set file) for passing an upper bound on the objective
>>>>> value and then stop at the first solution with objective value
>>>>> smaller
>>>>> than the one passed?
>>>>>
>>>>> Thank you again.
>>>>>
>>>>> Regards,
>>>>> ~Meenarli
>>>>>
>>>>>    > Dear Meenarli,
>>>>>>
>>>>>> you want to set limits/bestsol to 1.
>>>>>>
>>>>>> Best,
>>>>>> Gerald
>>>>>>
>>>>>> On 05.06.2018 17:48, Meenarli Sharma wrote:
>>>>>>> Hello everyone,
>>>>>>>
>>>>>>> I am using SCIP as a solver with AMPL. I pass a feasible solution
>>>>>>> and
>>>>>>> want
>>>>>>> SCIP to stop when it finds a solution better than the one that is
>>>>>>> being
>>>>>>> passed. How can this be achieved?
>>>>>>>
>>>>>>> I tried limiting the number of feasible solutions but it didn't
>>>>>>> help
>>>>>>> as
>>>>>>> heuristics found that many solutions - none of them is better than
>>>>>>> what
>>>>>>> is
>>>>>>> being passed in this case- and it stopped. I can try changing the
>>>>>>> limit
>>>>>>> on
>>>>>>> solutions until I find a better one but I am forced to believe
>>>>>>> there
>>>>>>> must
>>>>>>> be a better way to do it.
>>>>>>>
>>>>>>> Any help will be highly appreciated.
>>>>>>>
>>>>>>> Thanks and regards,
>>>>>>> ~Meenarli
>>>>>>>
>>>>>>> _______________________________________________
>>>>>>> Scip mailing list
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>>>>>>
>>>>>>
>>>>>
>>>>>
>>>>> _______________________________________________
>>>>> Scip mailing list
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>>>>>
>>>>
>>>> --
>>>> Ambros Gleixner, Research Group Mathematical Optimization Methods at
>>>> Zuse Institute Berlin, http://www.zib.de/gleixner
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>>>
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