[SCIP] **EXTERN** Re: unresolved numerical troubles

[Marc Pfetsch]

Hi Vladimir!

> Can you, please, answer a couple of questions:
> 1. As far as I understood, Marc Pfetsch recommended SCIP build with 
> IPOPT, but my SCIP was built with it already.
> *I use SCIP 8.0.1/Soplex 6.0.1/Ipopt 3.14.9 now.*
> Is it possible to "stimulate" SCIP to use "more Ipopt" than LP by some 
> SCIP parameters ?

IPOPT is only used in heuristics and not for solving the LPs. So using 
"more IPOPT" will not remove your problems.

> 2. After the 10 warnings I see
> *(node 30317) numerical troubles in LP 175340 -- unresolved -- further 
> messages will be suppressed (use display/verblevel=5 to see all)*
> Although SCIP continued solving to the normal completion it seems that 
> these troubles slow down the solving process.
> Is it true? Are there any known evaluations of loss in performance for 
> the case?

This indeed slows down the problem, because SCIP tries to recover from 
the numerical problems. How much is lost depends on the particular 
instance  and how often the numerical troubles arise.

Best

Marc


> On Fri, Feb 26, 2021 at 2:00 PM James Cussens 
> <james.cussens at bristol.ac.uk <mailto:james.cussens at bristol.ac.uk>> wrote:
> 
>     Hi Marc,
> 
>     Yes, using IPOPT is a good idea. I've used IPOPT before on similar
>     instances (not ones with numerical problems) and, much to my
>     surprise, solving was slower. But avoiding
>     these numerical problems is more important and perhaps I can get to
>     the bottom of (and hopefully avoid) the performance problem.
> 
>     Thanks,
> 
>     James
> 
>     James Cussens
>     Dept of Computer Science, University of Bristol
>     https://jcussens.github.io/ <https://jcussens.github.io/>
>     Funded PhDs available in Bristol in the following areas: Data
>     Science <http://www.bristol.ac.uk/cdt/compass/>, Interactive AI
>     <http://www.bristol.ac.uk/cdt/interactive-ai/>, Cyber Security
>     <http://www.bristol.ac.uk/cdt/cyber-security/> or Digital Health
>     <http://www.bristol.ac.uk/cdt/digital-health/>.
>     ------------------------------------------------------------------------
>     *From:* Scip <scip-bounces at zib.de <mailto:scip-bounces at zib.de>> on
>     behalf of Marc Pfetsch <pfetsch at mathematik.tu-darmstadt.de
>     <mailto:pfetsch at mathematik.tu-darmstadt.de>>
>     *Sent:* 26 February 2021 10:51
>     *To:* scip at zib.de <mailto:scip at zib.de> <scip at zib.de
>     <mailto:scip at zib.de>>
>     *Subject:* Re: [SCIP] unresolved numerical troubles
> 
> 
>     Hi James,
> 
>     unresolved numerical troubles, means that all efforts of SCIP to get a
>     feasible and optimal LP solution were fruitless. SCIP tries to tighten
>     tolerances, changes the simplex method, restarts from scratch etc. in
>     order to do so. If the LP solver fails to produce a solution, SCIP has
>     to stop.
> 
>     In your particular case, there seems to be one simple thing to improve
>     your situation: You should build SCIP with IPOPT - this solves your
>     instance for me. IPOPT helps with finding feasible solutions, which
>     seems to stablize the process.
> 
>     Best
> 
>     Marc
> 
> 
> 
>     On 26/02/2021 10.05, James Cussens wrote:
>     > Hi all,
>     > 
>     > I use a subMIQP for a pricer I have. Sometimes when I run it I get
>     > 
>     > [solve.c:3912] ERROR: (node 1) unresolved numerical troubles in LP 32
>     > cannot be dealt with
>     > 
>     > I am keen to understand what might have led to such (fatal!) problems
>     > and if I can avoid them. I attach an example of this problem. In the
>     > attached file you have the original problem and the output when solving
>     > the (presolved, transformed problem). The odd thing is that, in the
>     > example I have attached, after presolving, the problem should not be too
>     > hard to solve: all variables are continuous and we only have convex
>     > constraints (22 second-order cone and 21 linear).
>     > 
>     > One of my variables is fixed to a small positive value, perhaps that has
>     > something to do with it.
>     > 
>     > I am using SoPlex as the LP solver.
>     > 
>     > James
>     > 
>     > James Cussens
>     > Dept of Computer Science, University of Bristol
>     > https://jcussens.github.io/ <https://jcussens.github.io/>
>     > Funded PhDs available in Bristol in the following areas: Data Science
>     > <http://www.bristol.ac.uk/cdt/compass/
>     <http://www.bristol.ac.uk/cdt/compass/>>, Interactive AI
>     > <http://www.bristol.ac.uk/cdt/interactive-ai/
>     <http://www.bristol.ac.uk/cdt/interactive-ai/>>, Cyber Security
>     > <http://www.bristol.ac.uk/cdt/cyber-security/
>     <http://www.bristol.ac.uk/cdt/cyber-security/>> or Digital Health
>     > <http://www.bristol.ac.uk/cdt/digital-health/
>     <http://www.bristol.ac.uk/cdt/digital-health/>>.
>     > 
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