[SCIP] Issue with tolerance

Oliver Zier ozier at MPA-Garching.MPG.DE
Wed Mar 11 10:45:28 CET 2020



Hi all,


I am using SCIPlpiIsOptimal and SCIPlpiGetInternalStatus to check the LP
solver status when SCIP returns infeasible and I got sometimes

 for SCIPlpiIsOptimal and 1566399830 for SCIPlpiGetInternalStatus. What is
SCIPlpiGetInternalStatus?


I am turning off these plugin in SCIP

   SCIP_CALL( SCIPsetIntParam(scip,"presolving/maxrestarts",0) );
   SCIP_CALL( SCIPsetIntParam(scip,"propagating/rootredcost/freq",-1) );
   SCIP_CALL( SCIPsetIntParam(scip, "propagating/maxroundsroot", 0) );
   SCIP_CALL( SCIPsetIntParam(scip, "separating/maxroundsroot", 0) );
   SCIP_CALL( SCIPsetIntParam(scip, "separating/maxrounds", 0) );
   SCIP_CALL( SCIPsetIntParam(scip, "presolving/maxrounds", 0) );
Is it enough or should I turn off something else? It would be great if you
give me some idea how to debug this as CPLEX Studio returns an optimal
solution so I don't really have any idea what I should check? Thank you in
advance

Best,

Oliver


> Hi all,
>
> I am implementing branch and price using SCIP with Cplex as the LP solver.
> During pricing, I saw some instances in which SCIP returns that the
> problem is infeasible and enters Farkas. However when I exported the
> problem to an lp file and solved it with CPLEX studio, I got a feasible
> solution. I guessed this is because of tolerance so I was playing around
> with it but I can't find any numbers that work for all. I have some
> constraints with big M in model. Do you have any suggestions about what I
> should pay attention to? I am currently using
>    SCIP_CALL( SCIPsetRealParam(scip, "numerics/feastol", 1e-5) );
>    SCIP_CALL( SCIPsetRealParam(scip, "numerics/lpfeastol", 1e-6) );
>    SCIP_CALL( SCIPsetRealParam(scip, "numerics/dualfeastol", 1e-5) );
> Also I tried to turn off lp/checkprimfeas and lp/checkdualfeas and it
> helps in some cases but I am not sure if it would cause any other issue.
> Would you recommend to use the feasibility check or not in this case?
>
> Best wishes,
> Oliver
>
>
>
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