<div dir="ltr">Hi Stefan,<div><br></div><div>Many thanks for the advice. In principle I'd like to avoid leaving the program depending on a non-standard recompilation, so I may look into Ipopt (I still need SCIP for the first solution, so that'd be an improvement).</div>
<div><br></div><div>I've been trying to test your suggested parameters. In particular, maximum number of nodes and solutions, as presolve doesn't seem to be a problem (it's quick). But I'm not too sure what's going on as I'm not getting any output on the screen.</div>
<div><br></div><div>This is something that is happening with both SCIP binaries</div><div><br></div><div>scip-3.0.2.linux.x86_64.gnu.opt.spx<br></div><div>scip-3.1.0.linux.x86_64.gnu.opt.spx<br></div><div><br></div><div>I read the attached problem, <br>
</div><div><br></div><div><div><SCREEN></div><div>SCIP version 3.0.2 [precision: 8 byte] [memory: block] [mode: optimized] [LP solver: SoPlex 1.7.2] [GitHash: 14f3662]</div><div>Copyright (c) 2002-2013 Konrad-Zuse-Zentrum fuer Informationstechnik Berlin (ZIB)</div>
<div><br></div><div>External codes: </div><div> SoPlex 1.7.2 Linear Programming Solver developed at Zuse Institute Berlin (<a href="http://soplex.zib.de">soplex.zib.de</a>) [GitHash: 9830bec]</div><div> cppad-20120101.3 Algorithmic Differentiation of C++ algorithms developed by B. Bell (<a href="http://www.coin-or.org/CppAD">www.coin-or.org/CppAD</a>)</div>
<div> ZLIB 1.2.7 General purpose compression library by J. Gailly and M. Adler (<a href="http://zlib.net">zlib.net</a>)</div><div> GMP 5.1.1 GNU Multiple Precision Arithmetic Library developed by T. Granlund (<a href="http://gmplib.org">gmplib.org</a>)</div>
<div> ZIMPL 3.3.1 Zuse Institute Mathematical Programming Language developed by T. Koch (<a href="http://zimpl.zib.de">zimpl.zib.de</a>)</div><div> Ipopt 3.11.0 Interior Point Optimizer developed by A. Waechter <a href="http://et.al">et.al</a>. (<a href="http://www.coin-or.org/Ipopt">www.coin-or.org/Ipopt</a>)</div>
<div><br></div><div>user parameter file <scip.set> not found - using default parameters</div><div><br></div><div>SCIP> read /tmp/model-tpdd8a084c_5635_4615_8349_d4127484c97d.pip</div><div><br></div><div>read problem </tmp/model-tpdd8a084c_5635_4615_8349_d4127484c97d.pip></div>
</div><div><div>============</div><div><br></div><div>original problem has 13723 variables (0 bin, 0 int, 0 impl, 13723 cont) and 22863 constraints</div></div><div></SCREEN></div><div><br></div><div>set the parameter, and start solving</div>
<div><br></div><div>SCIP> set limits totalnodes 1<br></div><div>SCIP> optimize<br></div><div><div>presolving:</div><div>(round 1) 0 del vars, 0 del conss, 54864 add conss, 1 chg bounds, 0 chg sides, 0 chg coeffs, 0 upgd conss, 0 impls, 0 clqs</div>
<div>(round 2) 0 del vars, 0 del conss, 54864 add conss, 1 chg bounds, 0 chg sides, 0 chg coeffs, 73152 upgd conss, 0 impls, 0 clqs</div><div>(round 3) 0 del vars, 0 del conss, 54864 add conss, 109729 chg bounds, 0 chg sides, 0 chg coeffs, 73152 upgd conss, 0 impls, 0 clqs</div>
<div>presolving (4 rounds):</div><div> 0 deleted vars, 0 deleted constraints, 54864 added constraints, 109729 tightened bounds, 0 added holes, 0 changed sides, 0 changed coefficients</div><div> 0 implications, 0 cliques</div>
<div>presolved problem has 68587 variables (0 bin, 0 int, 0 impl, 68587 cont) and 77727 constraints</div><div> 77727 constraints of type <quadratic></div><div>Presolving Time: 68.66</div></div><div><br></div><div><br>
</div><div>From here on, there's no output. Unless I hit CTRL+C. After a few seconds, I start getting output on the screen</div><div><br></div><div><div>^Cpressed CTRL-C 1 times (5 times for forcing termination)</div>
<div> time | node | left |LP iter|LP it/n| mem |mdpt |frac |vars |cons |cols |rows |cuts |confs|strbr| dualbound | primalbound | gap </div><div> 1092s| 1 | 0 | 52792 | - |3088M| 0 | 0 | 68k| 77k| 68k| 258k| 0 | 0 | 0 |-2.093579e+08 | -- | Inf </div>
</div><div><div> 1337s| 1 | 0 | 84850 | - |3101M| 0 | 0 | 68k| 77k| 68k| 277k| 19k| 0 | 0 |-2.093579e+08 | -- | Inf </div></div><div><br></div><div><br></div><div>and after a while execution dies with a "user interruption" status.</div>
<div><br></div><div><br><div class="gmail_chip gmail_drive_chip" style="width:396px;height:18px;max-height:18px;background-color:#f5f5f5;padding:5px;color:#222;font-family:arial;font-style:normal;font-weight:bold;font-size:13px;border:1px solid #ddd">
<a href="https://docs.google.com/file/d/0B_DwAzcs96ajNEt2MDhiOWR4UHM/edit?usp=drive_web" target="_blank" style="display:inline-block;overflow:hidden;text-overflow:ellipsis;white-space:nowrap;text-decoration:none;padding:1px 0px;border:none;width:100%"><img style="vertical-align: bottom; border: none;" src="https://ssl.gstatic.com/docs/doclist/images/icon_10_generic_list.png"> <span dir="ltr" style="color:#15c;text-decoration:none;vertical-align:bottom">model-tpdd8a084c_5635_4615_8349_d4127484c97d.pip</span></a></div>
<br></div><div><br></div><div>Best regards,<br></div><div><br></div><div>Ramon.</div><div><br></div></div><div class="gmail_extra"><br><br><div class="gmail_quote">On 10 March 2014 10:11, Stefan Vigerske <span dir="ltr"><<a href="mailto:stefan@math.hu-berlin.de" target="_blank">stefan@math.hu-berlin.de</a>></span> wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">Hi,<br>
<br>
I think there is no mechanism implemented in the standalone binary that would let you do this.<br>
But if you can let SCIP read your solution, so it is accepted as feasible point, and add<br>
<br>
if( SCIPgetBestSol(scip) != NULL )<br>
{<br>
SCIP_CALL( SCIPupdateStartpointHeurSubNlp<u></u>(scip, heur, SCIPgetBestSol(scip), 0.0) );<br>
}<br>
<br>
at src/scip/heur_subnlp.c:2010<br>
(just right before the "if( heurdata->startcand == NULL )" line)<br>
then you should get close to what you want.<br>
<br>
This will make SCIP call Ipopt with the best solution found so far as starting point, which is likely to be your initial solution.<br>
You might want to set a node limit to 1 or a solution limit to 2, as well. Also you could disable presolve (presolving/maxrounds = 0).<br>
<br>
Hope that helps,<br>
Stefan<div class="HOEnZb"><div class="h5"><br>
<br>
<br>
<br>
On 03/10/2014 01:47 AM, Ramón Casero Cañas wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
Dear all,<br>
<br>
I was wondering whether there's a way to tell SCIP to function as a<br>
local optimizer.<br>
<br>
In particular, I have a solution of a quadratic program with<br>
polynomial constraints. The solution fulfils the constraints, but it's<br>
not a local minimum.<br>
<br>
What I would like SCIP to do is simply look for the local minimum<br>
while still fulfilling the constraints, which I suppose will be much<br>
faster than if it tries to start looking for a global minimum.<br>
<br>
From previous advice, I think somebody would recommend using Ipopt<br>
instead of SCIP. But I already have written the software to create my<br>
objective function and constraints, run the optimization and read back<br>
the solution for SCIP, so if I'd rather avoid having to write another<br>
interface. (And if I got this right, SCIP is using Ipopt internally<br>
anyway, right?).<br>
<br>
Best regards,<br>
<br>
Ramon.<br>
<br>
</blockquote>
<br>
</div></div></blockquote></div><br><br clear="all"><div><br></div>-- <br>Dr. Ramón Casero Cañas<br><br>Oxford e-Research Centre (OeRC)<br>University of Oxford<br>7 Keble Rd<br>Oxford OX1 3QG<br><br>tlf +44 (0) 1865 610739<br>
web <a href="http://www.cs.ox.ac.uk/people/Ramon.CaseroCanas" target="_blank">http://www.cs.ox.ac.uk/people/Ramon.CaseroCanas</a><br>photos <a href="http://www.flickr.com/photos/rcasero/" target="_blank">http://www.flickr.com/photos/rcasero/</a>
</div>