[SCIP] "Resolve instable" in SCIP statistics?

[Franzen, Christian]

Hi Marc.


Thanks for your support. I am using Gurobi as LP-solver. Scale of the coefficients should be fine, they are all between 1e2 and 1e6, however I have some Big-M's in my objective function that I can not get rid of. I am wondering why I run into stability issues only when I solve my LP for some time (e.g., for a day). It seems to me that after some time my pricer generates columns that imply that issues. I will activate LP solver logging and see if Gurobi is giving me some hints.


Regards

Christian


________________________________
Von: Scip <scip-bounces at zib.de> im Auftrag von Marc Pfetsch <pfetsch at mathematik.tu-darmstadt.de>
Gesendet: Freitag, 18. Dezember 2020 20:58
An: scip at zib.de
Betreff: Re: [SCIP] "Resolve instable" in SCIP statistics?



Hi Christian,

the "resolve instable" indeed refers to the work that SCIP and the
LP-solver try to obtain a numerically correct result. SCIP checks
whether the solution returned by the solver is actually feasible. If
this is not the case, then it tries to switch the LP-solver from dual to
primal, tries to tighten the feasibility tolerance, starts from scratch
(no warm start) etc.

In your case, the LP-solver seems to struggle with the LP-relaxation.
Which solver are you using?

You can try to improve your model, e.g., by scaling or checking that you
do not have very large coefficients together with very small ones in
constraints or the coefficients. You can also check whether you have
big-Ms in the model that you might be able to reduce. But first should
probably turn on the output of the LP-solver to maybe get an idea of
what is going wrong (parameter display/lpinfo).

Best

Marc



On 18/12/2020 13:56, Franzen, Christian wrote:
> Hi SCIP Team.
>
>
> I am implementing a branch-and-price solver and for one of my benchmark
> instances solving is significantly slower than for other instances. In
> the statistics of SCIP is see the following output:
>
>
> LP                 :       Time      Calls Iterations  Iter/call
>  Iter/sec  Time-0-It Calls-0-It    ItLimit
>   primal LP        :   39822.63       1350   22117847   22431.89
>  555.41      80.20        364
>   dual LP          :     903.64          9     622937   69215.22
>  689.36       0.00          0
>   lex dual LP      :       0.00          0          0       0.00          -
>   barrier LP       :       0.00          0          0       0.00
>   -       0.00          0
>   resolve instable :   32994.26        583   21004525   36028.34     636.61
>   diving/probing LP:       8.31         27      28543    1057.15    3436.36
>   strong branching :       0.00          0          0       0.00
>   -          -          -          0
>     (at root node) :          -          0          0       0.00          -
>   conflict analysis:       0.00          0          0       0.00          -
>
> I am not sure what these statistics tell me. Most of the time the LP
> solver is struggeling with resolving any instability. What kind of
> instability is meant here? Is this something related to numerical
> issues? What can I do to solve that "issue"?
>
>
> Regards
>
> Christian
>
>
> _______________________________________________
> 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
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://listserv.zib.de/pipermail/scip/attachments/20201220/8181c97d/attachment.html>