[SCIP] Scaling the OF and differences between primal bound and resulting OF value

[Oreste Fecarotta]

Hi,
I'm using SCIP with AMPL, and I have a large problem involving thousands 
of variables and contraints.
I found that I can get some good results
1) by setting heuristics to aggressive and
2) Dividing the objective function by a large number (let me say 10^12)

With my surprise, the improvement in the primal bound that is shown 
during the calculation is lost as I print the OF value once I reach the 
time limit. I cannot understand why this happens. Furthermore, this does 
not happen if I divide the OF by a smaller number (i.e. 10^6). 
Unfortunately, in the latter case, I cannot get the same improvement in 
the solution.

Could you please help me?
Is there any option to print the best solution found during the calculation?
Or to store the whole solution pool?
I found the option gams/dumpsolutions for GAMS, but I'm using AMPL...

Thank you,

Oreste Fecarotta
PhD in Hydraulic Engineering
Assistant Professor in Hydraulic Engineering
University of Naples "Federico II"
Via Claudio 21, 80125 Napoli (ITALY)
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Il 20/01/2021 09:31, Franzen, Christian ha scritto:
>
> Hi Ambros.
>
>
> Thanks for your reponse and sorry for answering late. I have "switched 
> off" presolving by including no presolver plugins, hence I only got 
> the presolving code from the propagators and constraint handlers. That 
> seems to work properly. I started to include one presolver plugin 
> after the other and there seems to be a problem with "domcol". It 
> fixed a lot of variables and afterwards my problem is reported to be 
> unbounded. I did not test all presolver plugins yet, but I will try to 
> test all of them by the end of this week. Any idea concerning "domcol"?
>
>
> Regards
> Christian
>
> ------------------------------------------------------------------------
> *Von:* Scip <scip-bounces at zib.de> im Auftrag von Ambros Gleixner 
> <gleixner at zib.de>
> *Gesendet:* Mittwoch, 13. Januar 2021 21:15
> *An:* scip at zib.de
> *Betreff:* Re: [SCIP] After stopping pricing and doing restart, model 
> is becoming unbounded during presolve?
> Hi Christian,
>
> Strange indeed.  Have you tried to turn off presolving?  Does it still
> happen?  Have you tried to successively activate individual presolvers
> to see when it starts failing?
>
> Best,
> Ambros
>
>
> Am 04.01.21 um 17:10 schrieb Franzen, Christian:
> > Hi Scip Team.
> >
> >
> > Thanks to the help of Gregor, I managed to make SCIP stop pricing after
> > some iterations and doing a restart on the reduced master without
> > pricing. Unfortunately, I am facing some really strang behaviour.
> > Sometime it happens, that my model (for that I already have found a
> > feasible solution), is reported to be unbound. I wrote the 
> corresponding
> > LP files before and after presolving to disk and I see that some
> > variable bounds vanished, which seems to be the reason for the
> > unboundness. Furthermore, some of the objective coefficients changed
> > their sign. Any ideas how or why that is happening during presolving?
> >
> >
> > Regards
> >
> > Christian
> >
> >
> > P.S.: I attach the SCIP log for one of these runs.
> >
> >
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> >
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