[SCIP] Minlp doesn't finish running

Pedro Matias Carrancio pedro.carrancio at gmail.com
Tue Feb 20 21:28:03 CET 2024


Hello all.

I am working with a MINLP. It has N variables, a linear objective function
(actually it is the sum of N 5-parameter logistics curves but by
substitution of variables the non-linearities were taken to constraints)
and N+1 constraints (N to linearize the function objective and 1 specific
to the problem)

I ran several instances of the same problem ok.  Around 90 cases, with gap
<=1e-04 and obtaining maximum response times of 15 sec. Even some of them
have more than 100 variables.

But particularly this example of 85 variables is giving me problems to
obtain a quality response and desirable time. It executes it with a time
limit of 360,000 seconds (100 hours) and it stops for timeout with a gap of
2.5%, far from the gap that we consider to be good quality.



I attach a .cip file with the example and the log.

In Python it can be executed with this code.

######################################

*import pyscipopt as pyscip*

*import os *

*if os.path.exists('log_scip_5pl.log'):*

*    os.remove('log_scip_5pl.log')*

*model=pyscip.Model()*

*model.hideOutput(quiet=True)*

*model.setParam('limits/gap', 1e-04)*

*model.setParam('display/verblevel', 5)*

*model.setParam('limits/time', 300)*

*model.setLogfile('log_scip_5pl.log')*

*model.setParam('numerics/feastol', 1e-04)*

*model.setParam('numerics/dualfeastol', 1e-04)*

*model.readProblem('model_5pl.cip')*

*model.optimize()*

######################################

Can you help me understand what alternatives I have to improve this
condition?
Thank you in advance for your help.
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