<div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div>Hi.</div><div>I Have a problem I could not solve yet and my experiments depends on that.</div><div>Consider the following code:</div><div>```<br></div><div>SCIP* scip;</div><div>SCIP_CALL(SCIPcreate(&scip));<br></div><div>SCIP_CALL(SCIPincludeDefaultPlugins(scip));</div><div>// [ code blocks to create scip problem ] ...<br></div><div>// immediately create a copy of scip</div><div>SCIP* scip2;<br>SCIP_CALL(SCIPcreate(&scip2));<br>SCIP_HASHMAP *varmap, *conmap;<br>SCIP_CALL(SCIPhashmapCreate(&varmap, SCIPblkmem(scip2), SCIPgetNVars(scip)));<br>SCIP_CALL(SCIPhashmapCreate(&conmap, SCIPblkmem(scip2), SCIPgetNConss(scip)));<br>SCIP_CALL(SCIPcopyOrig(scip, scip2, varmap, conmap, "copyProb", false, false, NULL));<br></div><div>// solve the copy of scip<br></div><div>SCIP_CALL(SCIPsolve(scip2));<br>auto sol2 = SCIPgetBestSol(scip2);</div><div><div>// solve the original scip<br></div><div>SCIP_CALL(SCIPsolve(scip));</div><div>auto sol1 = SCIPgetBestSol(scip);</div></div><div>```<br></div><div>Could you please explain why sol1 and sol2 become different?</div><div>It does not matter if I solve scip before or after solving scip2. I even used `SCIPwriteOrigProblem` for both scip and scip2 just before calling `SCIPsolve` for each, and the lp files are the same. Yet, they return different optimal solutions.<br></div></div></div></div></div></div></div></div></div><br><div class="gmail_quote"><div dir="ltr">On Mon, Nov 5, 2018 at 7:15 PM M. Far. <<a href="mailto:pharham@gmail.com">pharham@gmail.com</a>> wrote:<br></div><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div>Thanks Gerald.</div><div></div><div>Using hash maps was the key.</div><div><br></div><div>// create a copy using hashmaps for variables<br></div><div>SCIP_HASHMAP* varmap;<br>SCIP_CALL( SCIPhashmapCreate(&varmap, SCIPblkmem(scip2), SCIPgetNVars(scip)) );<br>SCIP_CALL( SCIPcopyOrig(scip, scip2, varmap, nullptr, "copyProb", false, false, nullptr) );</div><div><br></div><div>// solve the copied problem<br></div><div>SCIP_CALL( SCIPsolve(scip2) );</div><div><br></div><div>// create a solution for scip based on the solution of scip2<br>SCIP_SOL* solInit;</div><div>SCIP_CALL( SCIPcreateSol(scip, &solInit, NULL) );<br>for (int i = 0; i < SCIPgetNVars(scip); ++i)<br>{<br> auto var = (SCIP_VAR*)SCIPhashmapGetImage(varmap, SCIPgetVars(scip)[i]);</div><div> auto solval = SCIPgetSolVal(scip2, SCIPgetBestSol(scip2), var);</div><div> SCIP_CALL( SCIPsetSolVal(scip, solInit, SCIPgetVars(scip)[i], solval) );<br>}</div><div><br></div><div>// add the new solution to the original scip</div><div>SCIP_Bool success;</div><div>SCIP_CALL(SCIPaddSolFree(scip, &solInit, &success));<br></div><div><br></div><div>Best regards.<br></div><div><br></div></div></div></div></div></div></div></div></div><br><div class="gmail_quote"><div dir="ltr">On Sat, Nov 3, 2018 at 5:19 PM Gerald Gamrath <<a href="mailto:gamrath@zib.de" target="_blank">gamrath@zib.de</a>> wrote:<br></div><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div>Dear Saleh,<div><br></div><div>you cannot just take a solution for scip2 and add it to scip1. You need to create a new solution in scip1 and set the value of each variable in scip1 to the value the corresponding variable in scip2 has in the solution. You should use the hashmaps for this that SCIP fills while copying the problem. Please check any of the sub-MIP heuristics of SCIP for an example how this can be done.</div><div><br></div><div>Best, </div><div>Gerald</div><div><br></div><div style="font-size:100%;color:#000000"><div>-------- Ursprüngliche Nachricht --------</div><div>Von: "M. Far." <<a href="mailto:pharham@gmail.com" target="_blank">pharham@gmail.com</a>> </div><div>Datum: 03.11.18 14:46 (GMT+01:00) </div><div>An: <a href="mailto:hendel@zib.de" target="_blank">hendel@zib.de</a> </div><div>Cc: SCIP_Mailing_list SCIP_Solver <<a href="mailto:scip@zib.de" target="_blank">scip@zib.de</a>> </div><div>Betreff: Re: [SCIP] Solution feasibility of the copied SCIP </div><div><br></div></div><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div>Dear Gregor,</div><div><br></div><div>Here, I list different configurations of presolving parameter in both scips and their effect:</div><div>1. OFF in scip & DEFAULT in scip2 => solution of scip2 is INFEASIBLE for scip & final solution of scip is NOT OPTIMAL (different than that of scip2)<br></div><div>2. OFF in scip & OFF in scip2 => solution of scip2 is FEASIBLE
for scip & final solution of scip is OPTIMAL (same as that of
scip2)<div>3. DEFAULT in scip & DEFAULT in scip2 => solution of scip2 is INFEASIBLE for scip & final solution of scip is OPTIMAL (same as that of
scip2)<br></div><div>4. DEFAULT in scip & OFF in scip2 => solution of scip2 is FEASIBLE
for scip & final solution of scip is OPTIMAL (same as that of
scip2).</div><div>So I suppose the bug appears when I turn on presolving for scip2. Please note that I cannot have default presolving settings in the original scip as it is going to be a master problem for column generation. Yet, these tests are done before I add the pricer and run column generation. Therefore, it is a VRP with some initial routes that make a complete solution and I want to examine this initial solution.<br></div><div><br></div><div>Under configuration 1, making "presolving/donotaggr" and
"presolving/donotmultaggr" TRUE in scip2 had no effect on the results I stated above. However, it changes the violated constraint. Before turning on these parameters in scip2, the violated constraint was in the form of `x1 + x2 + a*y <= 0` where variables x1 and x2 are continuous and y is binary: `[linear] <cap_con>: <x1>[C] (+180) +<x2>[C] (+0) -180<y>[B] (+0) <= 0`. The value of x1 in the solution of scip2 is 180 (same as here), but the value of y in that solution was 1 (scip takes it as 0 here).</div><div>When I set "presolving/donotaggr" and
"presolving/donotmultaggr" to TRUE, the solution of scip2 `violates original bounds of variable <z1> [0,0] solution value <1>` in scip. z1 is a binary variable which is 0 in the solution of scip2 and, later, in the solution of scip. <br></div><div>Without touching presolving/donotaggr" and
"presolving/donotmultaggr" in scip2, I tested this procedure on other instances to see which constraints are violated. The violation constraint differ but they are either in the linear form like `x1 + ... + xn + a*y <= 0` or some binary variable bounds. So I guess it is not deterministic.<br></div><div><br></div><div>Going back to configuration 1, both scip and scip2 have identical OrigProblem lp files (as expected). When I write TransProblems, scip2 has the following statistics just after calling SCIPpresolve(scip2):</div><div>\ Variables : 252 (151 binary, 2 integer, 0 implicit integer, 99 continuous)<br>\ Constraints : 158<br>\ Obj. scale : 0.1<br>\ Obj. offset : 4050</div><div>And it has the following statistics after calling SCIPsolve(scip2):</div><div>\ Variables : 252 (151 binary, 2 integer, 0 implicit integer, 99 continuous)<br>\ Constraints : 139<br>\ Obj. scale : 0.1<br>\ Obj. offset : 4050</div><div>whereas for scip, I get the following statistics after calling SCIPsolve(scip2):</div><div>\ Variables : 609 (464 binary, 6 integer, 0 implicit integer, 139 continuous)<br>\ Constraints : 504<br>\ Obj. scale : 0.1<br>\ Obj. offset : 0<br></div><div>The OrigProblem has the following statistics (same for both):</div><div>\ Variables : 609 (464 binary, 6 integer, 0 implicit integer, 139 continuous)<br>\ Constraints : 514<br>\ Obj. scale : 1<br>\ Obj. offset : 0<br></div><div><br></div><div>When I look at the `cap_con` in the TransProblem of scip2, it is transformed into `+1 t_x1 +1 t_x2 <= +180` (i.e. y is set to 1) in both of its transformed problems (i.e. after SCIPpresolve(scip2) and after SCIPsolve(scip2)). However, there is no `cap_con` in TransProblem of scip! I think this is where the problem occurs, but I cannot see how.</div><div><br></div><div>Thank you for your consideration, I would really appreciate your help.<br></div><div><br></div><div>Saleh<br></div></div></div></div></div></div></div></div></div></div></div></div></div><br><div class="gmail_quote"><div dir="ltr">On Fri, Nov 2, 2018 at 8:57 PM Gregor Hendel <<a href="mailto:hendel@zib.de" target="_blank">hendel@zib.de</a>> wrote:<br></div><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
<div text="#000000" bgcolor="#FFFFFF">
Dear Saleh,<br>
<br>
this is indeed a bit strange. <br>
<br>
There is probably a numerical problem. For starters, you can use
presolving, but avoid multiaggregations by<br>
setting the two boolean parameters "presolving/donotaggr" and
"presolving/donotmultaggr" to TRUE in your scip2. They are often the
reason for numerical troubles in the original space.<br>
<br>
Unfortunately, you have optimized out some of the relevant
information to help you, such as the type and violation of the
constraint that is violated.<br>
<br>
Two questions: <br>
1. I assume that if you do *not* disable presolving in the original
SCIP, the bug is not triggered?<br>
2. If the problem is a simple MIP problem, have you tried to write
out the transformed problems of both SCIPs? You could write them in
lp-format, which is very readable for small instances, and check
what has happened to the violated constraint after presolving in the
problem copy.<br>
<br>
To do so, use <br>
<br>
SCIP_CALL( SCIPpresolve(scip2) );<br>
<a class="m_-7475573917845686516m_3662420742826333146m_-1858917010820449399m_-5093916288650450367m_-1929924134169489837code" href="https://scip.zib.de/doc-6.0.0/html/group__GlobalProblemMethods.php#gada41a57fc5a464ad565763d24e588d3a" target="_blank">SCIP_CALL(
SCIPwriteTransProblem</a>(scip2, "presolvedprob.lp", "lp", false)
)<br>
<br>
Maybe one of my guesses gets you started already,<br>
Gregor<br>
<br>
<br>
<div class="m_-7475573917845686516m_3662420742826333146m_-1858917010820449399m_-5093916288650450367m_-1929924134169489837moz-cite-prefix">Am 02.11.18 um 17:58 schrieb M. Far.:<br>
</div>
<blockquote type="cite">
<div dir="ltr">
<div dir="ltr">
<div dir="ltr">
<div dir="ltr">
<div dir="ltr">
<div dir="ltr">
<div dir="ltr">
<div dir="ltr">
<div dir="ltr">
<div>Hi</div>
<div>I am working on a simple MILP problem in
SCIP's c++ interface using CPLEX as the LP
solver.</div>
I have to disable presolving in my original
problem 'scip'. So I have:<br>
</div>
<div dir="ltr">SCIP_CALL( SCIPsetPresolving(scip,
SCIP_PARAMSETTING_OFF, true) );</div>
<div>after creating scip. Then, I need to solve a
copy of the problem by creating a second problem
'scip2':</div>
<div>SCIP* scip2;</div>
<div>SCIP_CALL( SCIPcreate(&scip2) );<br>
SCIP_CALL( SCIPcopyOrig(scip, scip2, nullptr,
nullptr, "copyProb", false, false, nullptr) );<br>
SCIP_CALL( SCIPsetIntParam(scip2,
"display/verblevel", 2) );</div>
<div><br>
</div>
<div>And I can turn on presolving procedure in
this problem. So I have:<br>
</div>
<div>`SCIP_CALL( SCIPsetPresolving(scip2,
SCIP_PARAMSETTING_DEFAULT, true) );`<br>
</div>
<div dir="ltr">
<div><br>
</div>
<div>Next, I want to add the solution of scip2
as an initial feasible solution to the
original problem. Hence:</div>
<div>```</div>
<div>SCIP_CALL( SCIPsolve(scip2) );<br>
auto sol2 = SCIPgetBestSol(scip2);<br>
SCIP_Bool stored;<br>
SCIP_CALL( SCIPaddSolFree(scip, &sol2,
&stored) );</div>
<div>```<br>
</div>
<div>However, when I solve the original scip by
calling `SCIPsolve(scip)`, I get the following
message in the output:</div>
<div>```<br>
</div>
<div>violation: right hand side is violated by
<a_number><br>
all 1 solutions given by solution candidate
storage are infeasible</div>
<div>```<br>
</div>
<div>Next, it ignores the solution, solves the
problem, and finds an "optimal solution" which
is inferior to sol2 (hence, not optimal
indeed).</div>
<div><br>
</div>
<div>I understand that something may be wrong
with the transformation. But I do not know how
to fix this.<br>
</div>
<div>(OS: Linux 4.15, SCIP ver.: 6.0.0, CPLEX
ver.: 12.8.0, gcc ver.: 7.3.0)<br>
</div>
<div><br>
</div>
<div>Bests,<br>
<div dir="ltr" class="m_-7475573917845686516m_3662420742826333146m_-1858917010820449399m_-5093916288650450367m_-1929924134169489837m_-1887873641005988722gmail-m_-4202621538027297685m_8836857469212455087m_-4500597847004404067gmail_signature">
<div dir="ltr"><br>
</div>
</div>
</div>
<div>Saleh<br>
</div>
</div>
</div>
</div>
</div>
</div>
</div>
</div>
</div>
</div>
<br>
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</blockquote></div><br clear="all"><br>-- <br><div dir="ltr" class="m_-7475573917845686516m_3662420742826333146m_-1858917010820449399m_-5093916288650450367gmail_signature" data-smartmail="gmail_signature"><div dir="ltr">M Saleh F<br></div></div>
</div></blockquote></div><br clear="all"><br>-- <br><div dir="ltr" class="m_-7475573917845686516m_3662420742826333146gmail_signature" data-smartmail="gmail_signature"><div dir="ltr">M Saleh F<br></div></div>
</blockquote></div><br clear="all"><br>-- <br><div dir="ltr" class="gmail_signature" data-smartmail="gmail_signature"><div dir="ltr">M Saleh F<br></div></div>