[SCIP] SCIP speed-up for .LP files

[Marcus Garvie]

Thanks Ambros for your advice.

Marcus.


________________________________
Marcus R Garvie
Associate Professor
Rm 552 MacNaughton Bldg
Dept. of Math & Stats
University of Guelph
Guelph, ON Canada N1G 2W1
Tel. 519-824-4120 ext 53409
Email. mgarvie at uoguelph.ca<mailto:mgarvie at uoguelph.ca>



On Jun 15, 2018, at 4:37 AM, Ambros Gleixner <gleixner at zib.de<mailto:gleixner at zib.de>> wrote:

Hi Pierre and Marcus,

The attached problem was small and also SCIP/SoPlex solves it easily. Marcus sent me a larger instance.  These seem pure feasibility problems with a tight dual bound of 0, but hard combinatorial structure.

Marcus: Maybe adding an artificial objective function helps to direct the search, certainly turning off separation and maybe also strongbranching should speed things up.  But potentially SCIP is missing a heuristic that makes the commercial solvers more successful.

Best,
Ambros



Am 15.06.2018 um 02:54 schrieb Pierre Le Bodic:
Hi Marcus,
I gave a try to your problem. Using scip 5.0.1 and gurobi 8.0.0 as the LP solver, I get a feasible solution in less than a second. Log attached. Please let me know if you can't replicate this.
Kind regards,
Pierre
On 15 June 2018 at 08:38, Ambros Gleixner <gleixner at zib.de<mailto:gleixner at zib.de> <mailto:gleixner at zib.de>> wrote:
   Hi Marcus,
   28456 variables are in general not particularly large, but for hard
   problems, also medium-sized instances can become very difficult.
   Gurobi is known to be stronger than SCIP, but it could be that with
   the right parameters also SCIP can solve the instances.  As a
   starter try to change emphasis settings, one or more of
   set presolving emphasis aggressive
   set separating emphasis {off,fast,aggressive}
   set heuristics emphasis aggressive
   set emphasis {feasibility,optimality,hardlp}
   and/or look at the statistics via "display statistics" to find
   expensive and unsuccessful plugins to be deactivated.
   But giving more detailed advice here is difficult without seeing the
   instance.  You can send me a larger, problematic instance of your
   model as a personal message, and I will try to find the time to look
   at it.
   Best,
   Ambros
   Am 14.06.2018 um 23:21 schrieb Marcus Garvie:
       Hi everyone,
       this is my first post, so please understand that my knowledge of
       SCIP is low!
       I have been solving some large binary linear programming
       problems with no objective function. I solve .LP files using a
       terminal to issue the commands on my Mac. The .LP files are
       automatically generated, with e.g. the attached format.
       The only commands I issue are
       SCIP> read test.lp
       SCIP> optimize test.lp
       The problem is that for very large problems (e.g. 28456
       variables) the solver seems to be running forever (> 2 days)! I
       tried the same problem in Gurobi and it gave me the correct
       solution in 15 minutes. (I’m wanting to use SCIP because it has
       some easy options for giving me all feasible solutions, while
       Gurobi does not).
       I also tried the problem in CPLEX, but it has some limitations
       on the length of the variable names (Error  1464) so I’m a
       little stuck if I want multiple solutions for large problems.
       Any advice would be appreciated.
       Marcus.
       PS I only know how to problems in the  .LP format!
       ________________________________
       Marcus R Garvie
       Associate Professor
       Rm 552 MacNaughton Bldg
       Dept. of Math & Stats
       University of Guelph
       Guelph, ON Canada N1G 2W1
       Tel. 519-824-4120 ext 53409
       Email. _mgarvie at uoguelph.ca<mailto:mgarvie at uoguelph.ca>_ <mailto:mgarvie at uoguelph.ca
       <mailto:mgarvie at uoguelph.ca>>
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   --     Ambros Gleixner, Research Group Mathematical Optimization Methods at
   Zuse Institute Berlin, http://www.zib.de/gleixner
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--
Ambros Gleixner, Research Group Mathematical Optimization Methods at Zuse Institute Berlin, http://www.zib.de/gleixner
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