<html><head><meta http-equiv="Content-Type" content="text/html charset=windows-1252"></head><body style="word-wrap: break-word; -webkit-nbsp-mode: space; -webkit-line-break: after-white-space;" class="">Hi, All,<div class=""><br class=""></div><div class="">I tried 2 methods suggested by Jakob and Gregor, </div><div class=""><br class=""></div><div class="">The first method is to set </div><div class="">numerics/infinity = 1e+10</div><div class="">This method not only changes unbounded definition, but also changes infinity definition for other parameters in the solver. The result is not preferred.</div><div class=""><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class=""> node | left |LP iter|LP it/n| mem | dualbound | primalbound | gap </span></div><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class="">t 1 | 0 | 0 | - | 206k| -- |-1.000000e+05 | Inf </span></div><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class=""> 1 | 0 | 1 | - | 209k| -- |-1.000000e+05 | Inf </span></div><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class="">(node 1) LP relaxation is unbounded (LP 1)</span></div><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class=""> 1 | 2 | 4 | - | 210k| -- |-1.000000e+05 | Inf </span></div><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class="">WARNING: could not enforce feasibility by separating or branching; declaring solution with viol 1e+17 as feasible</span></div><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class=""> 100 | 99 | 4 | 0.0 | 255k| -- |-1.000000e+05 | Inf </span></div><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class="">WARNING: could not enforce feasibility by separating or branching; declaring solution with viol 1e+17 as feasible</span></div><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class=""> 200 | 171 | 5 | 0.0 | 281k| -- |-1.000000e+05 | Inf </span></div><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class=""> 300 | 271 | 6 | 0.0 | 308k| -- |-1.000000e+05 | Inf </span></div></div><div class="">…</div><div class=""><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class="">WARNING: could not enforce feasibility by separating or branching; declaring solution with viol 1e+17 as feasible</span></div><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class=""> 33400 | 31475 | 207 | 0.0 |8816k| -- |-1.000000e+05 | Inf </span></div><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class=""> 33500 | 31575 | 207 | 0.0 |8841k| -- |-1.000000e+05 | Inf </span></div></div><div class=""><br class=""></div><div class=""><br class=""></div><div class="">The second method is to set</div><div class=""><br class=""></div><div class=""><span style="background-color: rgb(255, 255, 255);" class="">set limits objective -1e+10</span><br class=""><span style="background-color: rgb(255, 255, 255);" class="">set limits solutions 1</span></div><div class=""><br class=""></div><div class="">This method works well for the unbounded problem I show before. However, if the problem is not unbounded (I am not sure if the problem is bounded or not), then ideal SCIP should tell me that the problem is infeasible. Then I need to solve the problem again with the default setting. This method has 2 drawbacks for bounded problems: a. I need to solve the problem twice<span style="background-color: rgb(255, 255, 255);" class="">, b. when I solve the problem </span>with <span style="background-color: rgb(255, 255, 255);" class="">limits objective -1e+10 </span><span style="background-color: rgb(255, 255, 255);" class="">limits solutions 1, SCIP might takes long to prove the problem is infeasible. The following is the output for a bounded problem:</span></div><div class=""><br class=""></div><div class=""><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class=""> node | left |LP iter|LP it/n| mem | dualbound | primalbound | gap </span></div><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class=""> 1 | 0 | 0 | - | 209k| -- |-1.000000e+10*| Inf </span></div><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class="">(node 1) LP relaxation is unbounded (LP 0)</span></div><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class=""> 1 | 2 | 2 | - | 210k| -- |-1.000000e+10*| Inf </span></div><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class=""> 100 | 99 | 2 | 0.0 | 244k| -- |-1.000000e+10*| Inf </span></div><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class=""> 200 | 197 | 2 | 0.0 | 276k| -- |-1.000000e+10*| Inf </span></div><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class=""> 300 | 295 | 2 | 0.0 | 302k| -- |-1.000000e+10*| Inf </span></div></div><div class=""><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class="">...</div><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class=""> 624400 |619385 | 2 | 0.0 | 159M| -- |-1.000000e+10*| Inf </span></div><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class=""> 624500 |619483 | 2 | 0.0 | 159M| -- |-1.000000e+10*| Inf </span></div><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class=""> 624600 |619583 | 2 | 0.0 | 159M| -- |-1.000000e+10*| Inf </span></div><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class=""> 624700 |619681 | 2 | 0.0 | 159M| -- |-1.000000e+10*| Inf </span></div><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class=""> 624800 |619781 | 2 | 0.0 | 159M| -- |-1.000000e+10*| Inf </span></div><div style="margin: 0px; line-height: normal; font-family: 'Andale Mono'; color: rgb(0, 249, 0); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures: no-common-ligatures" class=""> 624900 |619881 | 2 | 0.0 | 159M| -- |-1.000000e+10*| Inf </span></div></div><div class=""><br class=""></div><div class=""><br class=""></div><div class="">Regards,</div><div class="">Yankai</div><div class=""><br class=""></div><div class=""><br class=""><div><blockquote type="cite" class=""><div class="">On Feb 20, 2017, at 3:37 AM, Gregor Hendel <<a href="mailto:hendel@zib.de" class="">hendel@zib.de</a>> wrote:</div><br class="Apple-interchange-newline"><div class="">
<meta content="text/html; charset=windows-1252" http-equiv="Content-Type" class="">
<div bgcolor="#FFFFFF" text="#000000" class="">
<div class="moz-cite-prefix">Dear Yankai,<br class="">
<br class="">
I would use the two limiting parameters for solution number and
objective together:<br class="">
<br class="">
set limits objective -1e+17<br class="">
set limits solutions 1<br class="">
<br class="">
The solution limit internally respects the objective limit, and
SCIP correctly stops. You can verify this from the output: (I
solved the example problem check/instances/MIP/bell5.mps):<br class="">
<br class="">
<pre class="">SCIP Status : solving was interrupted [solution limit reached]
Solving Time (sec) : 0.04
Solving Nodes : 1
Primal Bound : +8.98999851950592e+06 (3 solutions, 1 respecting the objective limit)
Dual Bound : +8.95607775334990e+06
</pre>
Happy continuation with your experiments,<br class="">
Gregor<br class="">
<pre class=""></pre>
<br class="">
<br class="">
Am 20.02.2017 um 00:04 schrieb Yankai Cao:<br class="">
</div>
<blockquote cite="mid:4B64F0AD-FED9-48E4-BF96-06C52760206B@gmail.com" type="cite" class="">
<meta http-equiv="Content-Type" content="text/html;
charset=windows-1252" class="">
Hi, Gregor,
<div class=""><br class="">
</div>
<div class=""><br class="">
</div>
<div class="">Thanks for your information. I have search the user
parameters but cannot find the right parameter. </div>
<div class=""><br class="">
</div>
<div class="">I am solving a number of (e.g. 1000) NLPs with
different parameters in the model. Many cases are unbounded.
The following is the output of SCIP for the smallest case:</div>
<div class=""><br class="">
</div>
<div style="margin: 0px; line-height: normal; font-family: 'Andale
Mono'; color: rgb(41, 249, 20); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures:
no-common-ligatures" class=""> node | left |LP iter|LP
it/n| mem | dualbound | primalbound | gap </span></div>
<div style="margin: 0px; line-height: normal; font-family: 'Andale
Mono'; color: rgb(41, 249, 20); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures:
no-common-ligatures" class=""> 1 | 0 | 1 | -
| 209k| -- |-1.000000e+05 | Inf </span></div>
<div style="margin: 0px; line-height: normal; font-family: 'Andale
Mono'; color: rgb(41, 249, 20); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures:
no-common-ligatures" class="">(node 1) LP relaxation is
unbounded (LP 1)</span></div>
<div style="margin: 0px; line-height: normal; font-family: 'Andale
Mono'; color: rgb(41, 249, 20); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures:
no-common-ligatures" class=""> 1 | 2 | 4 | -
| 210k| -- |-1.000000e+05 | Inf </span></div>
<div style="margin: 0px; line-height: normal; font-family: 'Andale
Mono'; color: rgb(41, 249, 20); background-color: rgb(0, 0, 0);" class=""><span style="font-variant-ligatures:
no-common-ligatures" class="">* 2 | 1 | 6 | 5.0
| 211k| -- |-6.800000e+17 | Inf </span></div>
<div class=""><span style="color: rgb(41, 249, 20); font-family:
'Andale Mono'; background-color: rgb(0, 0, 0);" class=""> </span><span style="color: rgb(41, 249, 20); font-family: 'Andale Mono';
background-color: rgb(0, 0, 0);" class="">100 |</span><span style="color: rgb(41, 249, 20); font-family: 'Andale Mono';
background-color: rgb(0, 0, 0);" class=""> </span><span style="color: rgb(41, 249, 20); font-family: 'Andale Mono';
background-color: rgb(0, 0, 0);" class="">99 | </span><span style="color: rgb(41, 249, 20); font-family: 'Andale Mono';
background-color: rgb(0, 0, 0);" class=""> </span><span style="color: rgb(41, 249, 20); font-family: 'Andale Mono';
background-color: rgb(0, 0, 0);" class="">6 | </span><span style="color: rgb(41, 249, 20); font-family: 'Andale Mono';
background-color: rgb(0, 0, 0);" class=""> </span><span style="color: rgb(41, 249, 20); font-family: 'Andale Mono';
background-color: rgb(0, 0, 0);" class="">0.1 | 241k|</span><span style="color: rgb(41, 249, 20); font-family: 'Andale Mono';
background-color: rgb(0, 0, 0);" class=""> </span><span style="color: rgb(41, 249, 20); font-family: 'Andale Mono';
background-color: rgb(0, 0, 0);" class="">--</span><span style="color: rgb(41, 249, 20); font-family: 'Andale Mono';
background-color: rgb(0, 0, 0);" class=""> </span><span style="color: rgb(41, 249, 20); font-family: 'Andale Mono';
background-color: rgb(0, 0, 0);" class="">|-6.800000e+17 |</span><span style="color: rgb(41, 249, 20); font-family: 'Andale Mono';
background-color: rgb(0, 0, 0);" class=""> </span><span style="color: rgb(41, 249, 20); font-family: 'Andale Mono';
background-color: rgb(0, 0, 0);" class="">Inf</span><span style="color: rgb(41, 249, 20); font-family: 'Andale Mono';
background-color: rgb(0, 0, 0);" class=""> </span> </div>
<div class=""><br class="">
</div>
<div class="">…</div>
<div class="">
<div style="margin: 0px; line-height: normal; font-family:
'Andale Mono'; color: rgb(41, 249, 20); background-color:
rgb(0, 0, 0);" class="">
<div style="margin: 0px; line-height: normal;" class="">
<div style="margin: 0px; line-height: normal;" class=""><span style="font-variant-ligatures: no-common-ligatures" class=""> node | left |LP iter|LP it/n| mem |
dualbound | primalbound | gap </span></div>
<div style="margin: 0px; line-height: normal;" class=""><span style="font-variant-ligatures: no-common-ligatures" class=""> 10575k| 9648k| 6 | 0.0 |2501M|
-- |-1.000000e+18 | Inf </span></div>
<div style="margin: 0px; line-height: normal;" class=""><span style="font-variant-ligatures: no-common-ligatures" class=""> 10575k| 9648k| 6 | 0.0 |2501M|
-- |-1.000000e+18 | Inf </span></div>
</div>
</div>
</div>
<div class=""><br class="">
</div>
<div class="">As you can see, at node 2, SCIP have already find a
prime bound of -6.8e17, which is so small that I can view it as
unbounded for my model. I want SCIP at node 2 to stop and return
me this prime bound. However, SCIP is still running after
exploring more than 10 million nodes. Setting a solution limit
of 1 is not appropriate for my problem, because the primal bound
in the node 1 is not large enough for me to declare that the
problem is unbounded. </div>
<div class=""><br class="">
</div>
<div class=""><br class="">
</div>
<div class="">Regard,</div>
<div class="">Yankai</div>
<div class=""><br class="">
</div>
<div class=""><br class="">
</div>
<div class=""><br class="">
</div>
<div class=""><br class="">
</div>
<div class=""><br class="">
</div>
<div class=""><br class="">
</div>
<div class=""><br class="">
<div class="">
<blockquote type="cite" class="">
<div class="">On Feb 17, 2017, at 10:23 AM, Gregor Hendel
<<a moz-do-not-send="true" href="mailto:hendel@zib.de" class="">hendel@zib.de</a>> wrote:</div>
<br class="Apple-interchange-newline">
<div class="">
<div class="">Hi Yankai,<br class="">
<br class="">
please read the documentation of SCIP, especially search
the limits in the user parameters<br class="">
<br class="">
<a moz-do-not-send="true" href="http://scip.zib.de/doc/html/PARAMETERS.php" class="">http://scip.zib.de/doc/html/PARAMETERS.php</a><br class="">
<br class="">
to find something that matches your purpose. IMHO, there
is nothing to speed up the detection of unboundedness.
What you should rather do, is set up a proper lower
bound for your model, and set a solution limit of 1 to
stop if feasibility of this modified model was proven.<br class="">
<br class="">
Happy scipping,<br class="">
Gregor<br class="">
<br class="">
<br class="">
<br class="">
Am 17.02.2017 um 17:02 schrieb Yankai Cao:<br class="">
<blockquote type="cite" class="">Dear Benjamin,<br class="">
<br class="">
<br class="">
Thanks so much for your reply. Is there any parameter
I can set to help SCIP detect if the problem is
unbound. For example, for my model, if SCIP find an
upper bound <= ub (e.g. -1e10), I want SCIP to stop
and declare the problem is unbound. Otherwise, it will
takes SCIP much much more time to continue. Thanks.<br class="">
<br class="">
<br class="">
Regards,<br class="">
Yankai<br class="">
<br class="">
<br class="">
<blockquote type="cite" class="">On Feb 17, 2017, at
7:19 AM, Benjamin Müller
<a class="moz-txt-link-rfc2396E" href="mailto:benjamin.mueller@zib.de"><benjamin.mueller@zib.de></a> wrote:<br class="">
<br class="">
Dear Yankai,<br class="">
<br class="">
you can use<br class="">
<br class="">
<span class="Apple-tab-span" style="white-space:pre"> </span>set/limits/objective<br class="">
<br class="">
in order to set an objective limit. SCIP will then
only look for solutions that have a better value
than the given objective limit. You can think of it
as an artificial upper bound for your (minimization)
problem.<br class="">
<br class="">
As far as I can see it, there is no parameter to set
an initial dual bound in SCIP. There is
SCIPupdateLocalDualbound in the API that could be
called during the SCIP_STAGE_PROBLEM stage.<br class="">
<br class="">
Regards,<br class="">
Benjamin<br class="">
<br class="">
<br class="">
On 02/17/2017 07:24 AM, Yankai Cao wrote:<br class="">
<blockquote type="cite" class="">Hi, All,<br class="">
<br class="">
I am new to SCIP. I want to know how to set a
parameter ub (e.g. -1e10) so that if SCIP find
the upper bound is smaller than ub SCIP can stop
and declare that the problem is unbounded?<br class="">
<br class="">
Also, how to provide known upper/lower bounds
before b&b, which might help speed the
solution time of SCIP?<br class="">
<br class="">
Thanks very much!<br class="">
<br class="">
<br class="">
Regards,<br class="">
Yankai<br class="">
<br class="">
<br class="">
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</blockquote>
-- <br class="">
______________________________<br class="">
Benjamin Müller<br class="">
Zuse Institute Berlin<br class="">
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<a class="moz-txt-link-abbreviated" href="mailto:benjamin.mueller@zib.de">benjamin.mueller@zib.de</a><br class="">
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