[SCIP] Solution feasibility of the copied SCIP
Gerald Gamrath
gamrath at zib.de
Sat Nov 3 15:18:56 CET 2018
Dear Saleh,you cannot just take a solution for scip2 and add it to scip1. You need to create a new solution in scip1 and set the value of each variable in scip1 to the value the corresponding variable in scip2 has in the solution. You should use the hashmaps for this that SCIP fills while copying the problem. Please check any of the sub-MIP heuristics of SCIP for an example how this can be done.Best, Gerald
-------- Ursprüngliche Nachricht --------Von: "M. Far." <pharham at gmail.com> Datum: 03.11.18 14:46 (GMT+01:00) An: hendel at zib.de Cc: SCIP_Mailing_list SCIP_Solver <scip at zib.de> Betreff: Re: [SCIP] Solution feasibility of the copied SCIP Dear Gregor,Here, I list different configurations of presolving parameter in both scips and their effect:1. OFF in scip & DEFAULT in scip2 => solution of scip2 is INFEASIBLE for scip & final solution of scip is NOT OPTIMAL (different than that of scip2)2. OFF in scip & OFF in scip2 => solution of scip2 is FEASIBLE
for scip & final solution of scip is OPTIMAL (same as that of
scip2)3. DEFAULT in scip & DEFAULT in scip2 => solution of scip2 is INFEASIBLE for scip & final solution of scip is OPTIMAL (same as that of
scip2)4. DEFAULT in scip & OFF in scip2 => solution of scip2 is FEASIBLE
for scip & final solution of scip is OPTIMAL (same as that of
scip2).So I suppose the bug appears when I turn on presolving for scip2. Please note that I cannot have default presolving settings in the original scip as it is going to be a master problem for column generation. Yet, these tests are done before I add the pricer and run column generation. Therefore, it is a VRP with some initial routes that make a complete solution and I want to examine this initial solution.Under configuration 1, making "presolving/donotaggr" and
"presolving/donotmultaggr" TRUE in scip2 had no effect on the results I stated above. However, it changes the violated constraint. Before turning on these parameters in scip2, the violated constraint was in the form of `x1 + x2 + a*y <= 0` where variables x1 and x2 are continuous and y is binary: `[linear] <cap_con>: <x1>[C] (+180) +<x2>[C] (+0) -180<y>[B] (+0) <= 0`. The value of x1 in the solution of scip2 is 180 (same as here), but the value of y in that solution was 1 (scip takes it as 0 here).When I set "presolving/donotaggr" and
"presolving/donotmultaggr" to TRUE, the solution of scip2 `violates original bounds of variable <z1> [0,0] solution value <1>` in scip. z1 is a binary variable which is 0 in the solution of scip2 and, later, in the solution of scip. Without touching presolving/donotaggr" and
"presolving/donotmultaggr" in scip2, I tested this procedure on other instances to see which constraints are violated. The violation constraint differ but they are either in the linear form like `x1 + ... + xn + a*y <= 0` or some binary variable bounds. So I guess it is not deterministic.Going back to configuration 1, both scip and scip2 have identical OrigProblem lp files (as expected). When I write TransProblems, scip2 has the following statistics just after calling SCIPpresolve(scip2):\ Variables : 252 (151 binary, 2 integer, 0 implicit integer, 99 continuous)\ Constraints : 158\ Obj. scale : 0.1\ Obj. offset : 4050And it has the following statistics after calling SCIPsolve(scip2):\ Variables : 252 (151 binary, 2 integer, 0 implicit integer, 99 continuous)\ Constraints : 139\ Obj. scale : 0.1\ Obj. offset : 4050whereas for scip, I get the following statistics after calling SCIPsolve(scip2):\ Variables : 609 (464 binary, 6 integer, 0 implicit integer, 139 continuous)\ Constraints : 504\ Obj. scale : 0.1\ Obj. offset : 0The OrigProblem has the following statistics (same for both):\ Variables : 609 (464 binary, 6 integer, 0 implicit integer, 139 continuous)\ Constraints : 514\ Obj. scale : 1\ Obj. offset : 0When I look at the `cap_con` in the TransProblem of scip2, it is transformed into `+1 t_x1 +1 t_x2 <= +180` (i.e. y is set to 1) in both of its transformed problems (i.e. after SCIPpresolve(scip2) and after SCIPsolve(scip2)). However, there is no `cap_con` in TransProblem of scip! I think this is where the problem occurs, but I cannot see how.Thank you for your consideration, I would really appreciate your help.SalehOn Fri, Nov 2, 2018 at 8:57 PM Gregor Hendel <hendel at zib.de> wrote:
Dear Saleh,
this is indeed a bit strange.
There is probably a numerical problem. For starters, you can use
presolving, but avoid multiaggregations by
setting the two boolean parameters "presolving/donotaggr" and
"presolving/donotmultaggr" to TRUE in your scip2. They are often the
reason for numerical troubles in the original space.
Unfortunately, you have optimized out some of the relevant
information to help you, such as the type and violation of the
constraint that is violated.
Two questions:
1. I assume that if you do *not* disable presolving in the original
SCIP, the bug is not triggered?
2. If the problem is a simple MIP problem, have you tried to write
out the transformed problems of both SCIPs? You could write them in
lp-format, which is very readable for small instances, and check
what has happened to the violated constraint after presolving in the
problem copy.
To do so, use
SCIP_CALL( SCIPpresolve(scip2) );
SCIP_CALL(
SCIPwriteTransProblem(scip2, "presolvedprob.lp", "lp", false)
)
Maybe one of my guesses gets you started already,
Gregor
Am 02.11.18 um 17:58 schrieb M. Far.:
Hi
I am working on a simple MILP problem in
SCIP's c++ interface using CPLEX as the LP
solver.
I have to disable presolving in my original
problem 'scip'. So I have:
SCIP_CALL( SCIPsetPresolving(scip,
SCIP_PARAMSETTING_OFF, true) );
after creating scip. Then, I need to solve a
copy of the problem by creating a second problem
'scip2':
SCIP* scip2;
SCIP_CALL( SCIPcreate(&scip2) );
SCIP_CALL( SCIPcopyOrig(scip, scip2, nullptr,
nullptr, "copyProb", false, false, nullptr) );
SCIP_CALL( SCIPsetIntParam(scip2,
"display/verblevel", 2) );
And I can turn on presolving procedure in
this problem. So I have:
`SCIP_CALL( SCIPsetPresolving(scip2,
SCIP_PARAMSETTING_DEFAULT, true) );`
Next, I want to add the solution of scip2
as an initial feasible solution to the
original problem. Hence:
```
SCIP_CALL( SCIPsolve(scip2) );
auto sol2 = SCIPgetBestSol(scip2);
SCIP_Bool stored;
SCIP_CALL( SCIPaddSolFree(scip, &sol2,
&stored) );
```
However, when I solve the original scip by
calling `SCIPsolve(scip)`, I get the following
message in the output:
```
violation: right hand side is violated by
<a_number>
all 1 solutions given by solution candidate
storage are infeasible
```
Next, it ignores the solution, solves the
problem, and finds an "optimal solution" which
is inferior to sol2 (hence, not optimal
indeed).
I understand that something may be wrong
with the transformation. But I do not know how
to fix this.
(OS: Linux 4.15, SCIP ver.: 6.0.0, CPLEX
ver.: 12.8.0, gcc ver.: 7.3.0)
Bests,
Saleh
_______________________________________________
Scip mailing list
Scip at zib.de
https://listserv.zib.de/mailman/listinfo/scip
_______________________________________________
Scip mailing list
Scip at zib.de
https://listserv.zib.de/mailman/listinfo/scip
-- M Saleh F
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://listserv.zib.de/pipermail/scip/attachments/20181103/fbc75f10/attachment.html>
More information about the Scip
mailing list