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Dear Matheus,<br>
<br>
Please start by modifying the parameters <br>
<br>
separating/maxstallrounds = k and separating/maxstallroundsroot = m
<br>
<br>
to your needs, which will stop the separation after k/m separation
rounds with no improvement in the dual bound. <br>
<br>
If you check how stalling is detected in the function
src/scip/solve.c:priceAndCutLoop, you can modify the relative
comparison between two successive LP values, where we currently use
a hard coded constant 1e-4.<br>
<br>
Have a nice weekend,<br>
Gregor<br>
<br>
<div class="moz-cite-prefix">Am 29.11.19 um 20:35 schrieb Matheus
Ota:<br>
</div>
<blockquote type="cite"
cite="mid:CAL0UnZ28Aq4WNN4Kn0ChMYuO0vGs+ykYCLPdaVsj1RP+CakiPg@mail.gmail.com">
<meta http-equiv="content-type" content="text/html; charset=UTF-8">
<div dir="ltr">
<div>Hi Gerald,</div>
<div><br>
</div>
<div>Thanks for the clarifications! In order to avoid a "tailing
off" effect in a node of the Branch-and-Bound tree, I want to
check whether the difference between the value of the current
LP "round" and the value of previous the LP "round" is greater
than a parameter. Is there a parameter to do so in SCIP? Or
how could I start to implement this?<br>
</div>
<div><br>
</div>
<div>Thanks,</div>
<div>Matheus<br>
</div>
</div>
<br>
<div class="gmail_quote">
<div dir="ltr" class="gmail_attr">Em sex., 29 de nov. de 2019 às
12:59, Gerald Gamrath <<a href="mailto:gamrath@zib.de"
moz-do-not-send="true">gamrath@zib.de</a>> escreveu:<br>
</div>
<blockquote class="gmail_quote" style="margin:0px 0px 0px
0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex">
<div bgcolor="#FFFFFF"> Hi Matheus,<br>
<br>
this is the list of constraint handlers, the only one of
those that is called during separation (#Separate) and adds
cuts (Cuts, Applied) is your constraint handler. The other
constraint handlers are called for enforcement, propagation,
and domain propagation, but do not add any cuts.<br>
You should also check the Separators section of the
statistics, there should be 0 there everywhere.<br>
<br>
Best,<br>
Gerald<br>
<br>
<div>Am 29.11.19 um 16:44 schrieb Matheus Ota:<br>
</div>
<blockquote type="cite">
<div dir="ltr">
<div>Hi All,</div>
<div><br>
</div>
<div>My code had a bug, that why the constraint printed
by SCIP was different. My bad.</div>
<div>But now I'm still in doubt about how I deactivate
all SCIP default cuts. I'm using
SCIPsetSeparating(scip, SCIP_PARAMSETTING_OFF, TRUE).
But when I print the statistics I get:</div>
<div><br>
</div>
<blockquote class="gmail_quote" style="margin:0px 0px
0px 0.8ex;border-left:1px solid
rgb(204,204,204);padding-left:1ex">
<div>Constraints : Number MaxNumber
#Separate #Propagate #EnfoLP #EnfoRelax
#EnfoPS #Check #ResProp Cutoffs DomReds
Cuts Applied Conss Children<br>
benderslp : 0 0
0 0 50 0 0
44 0 0 0 0
0 0 0<br>
My Cuts : 1 1 101
0 50 0 0
40 0 0 0 746
746 0 0<br>
integral : 0 0
0 0 50 0 0
31 0 0 37 0
0 0 70<br>
knapsack : 1 1
0 907 1 0 0
27 1 0 0 0
0 0 0<br>
setppc : 25 25
0 963 1 0 0
26 24 1 34 0
0 0 0<br>
logicor : 0+ 3
0 3 0 0 0
0 0 0 0 0
0 0 0<br>
benders : 0 0
0 0 1 0 0
27 0 0 0 0
0 0 0<br>
countsols : 0 0
0 0 1 0 0
27 0 0 0 0
0 0 0<br>
components : 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0<br>
</div>
</blockquote>
<div><br>
</div>
<div>And it seems (at least to me) that SCIP is adding
more cuts than mine.</div>
<div><br>
</div>
<div>Thanks,</div>
<div>Matheus<br>
</div>
<div><br>
</div>
</div>
<br>
<div class="gmail_quote">
<div dir="ltr" class="gmail_attr">Em qui., 28 de nov. de
2019 às 14:49, Matheus Ota <<a
href="mailto:matheusota@gmail.com" target="_blank"
moz-do-not-send="true">matheusota@gmail.com</a>>
escreveu:<br>
</div>
<blockquote class="gmail_quote" style="margin:0px 0px
0px 0.8ex;border-left:1px solid
rgb(204,204,204);padding-left:1ex">
<div dir="ltr">
<div>Hi Gregor,</div>
<div><br>
</div>
<blockquote class="gmail_quote" style="margin:0px
0px 0px 0.8ex;border-left:1px solid
rgb(204,204,204);padding-left:1ex">
<div>sorry to hear you are facing trouble. Does
SCIP find the correct solution if you disable
your custom cutting planes?</div>
</blockquote>
<div>I believe this is not possible. I'm not sure if
this is how it is called in SCIP, but some of the
constraints added by this constraint handler are
"lazy constraints". In other words, they are
constraints that are needed to correctly describe
the problem. Some of the constraints are just
"user cuts", I use them just to get better bounds.
Probably I should separate these into two
constraint handlers afterwards...<br>
</div>
<div><br>
</div>
<blockquote class="gmail_quote" style="margin:0px
0px 0px 0.8ex;border-left:1px solid
rgb(204,204,204);padding-left:1ex">
<div>If not, in order to get to the bottom of this
issue, please pass the 3073 solution as a debug
solution to SCIP. Please see the last section of
<a href="https://scip.zib.de/doc/html/DEBUG.php"
target="_blank" moz-do-not-send="true">https://scip.zib.de/doc/html/DEBUG.php</a>
for instructions about how to recompile SCIP to
enable debug solutions.<br>
With a debug solution, SCIP crashes as soon as a
bound change/cut/conflict is found that renders
this solution infeasible, pretty much like your
script.</div>
</blockquote>
<div> </div>
<div>Very nice to know this Debug Solution feature,
thanks! I did what you said and got the following
result.</div>
<blockquote class="gmail_quote" style="margin:0px
0px 0px 0.8ex;border-left:1px solid
rgb(204,204,204);padding-left:1ex">
<div>SCIP using Gurobi 8.1.0<br>
Academic license - for non-commercial use only<br>
feasible solution found by trivial heuristic
after 0.0 seconds, objective value 0.000000e+00<br>
presolving:<br>
***** debug: reading solution file
<tmp/cut_val.txt><br>
***** debug: read 50 non-zero entries (50
variables found)<br>
(round 1, fast) 25 del vars, 25 del conss,
0 add conss, 0 chg bounds, 0 chg sides, 0 chg
coeffs, 0 upgd conss, 0 impls, 0 clqs<br>
(round 2, exhaustive) 25 del vars, 25 del conss,
0 add conss, 0 chg bounds, 0 chg sides, 0 chg
coeffs, 1 upgd conss, 0 impls, 0 clqs<br>
(0.0s) probing cycle finished: starting next
cycle<br>
presolving (3 rounds: 3 fast, 2 medium, 2
exhaustive):<br>
25 deleted vars, 25 deleted constraints, 0
added constraints, 0 tightened bounds, 0 added
holes, 0 changed sides, 0 changed coefficients<br>
0 implications, 0 cliques<br>
presolved problem has 25 variables (25 bin, 0
int, 0 impl, 0 cont) and 2 constraints<br>
1 constraints of type <BCP Cuts><br>
1 constraints of type <knapsack><br>
transformed objective value is always integral
(scale: 1)<br>
Presolving Time: 0.00<br>
transformed 1/1 original solutions to the
transformed problem space<br>
<br>
time | node | left |LP iter|LP it/n| mem
|mdpt |frac |vars |cons |cols |rows |cuts
|confs|strbr| dualbound | primalbound | gap
<br>
0.0s| 1 | 0 | 0 | - | 754k|
0 | 0 | 25 | 2 | 25 | 0 | 0 | 0 |
0 | 3.073000e+03 | 0.000000e+00 | Inf <br>
0.0s| 1 | 0 | 1 | - | 756k|
0 | 1 | 25 | 2 | 25 | 1 | 1 | 0 |
0 | 3.073000e+03 | 0.000000e+00 | Inf <br>
R: x_24,0 + x_23,1 + x_21,0 + x_14,1 <= 3<br>
R: x_23,1 + x_21,0 + x_20,1 + x_19,0 <= 3<br>
R: x_24,0 + x_23,1 + x_15,0 + x_14,1 <= 3<br>
R: x_23,1 + x_21,0 + x_10,1 + x_19,0 <= 3<br>
R: x_24,0 + x_23,1 + x_5,0 + x_14,1 <= 3<br>
R: x_23,1 + x_21,0 + x_0,1 + x_19,0 <= 3<br>
R: x_23,1 + x_21,0 + x_1,1 + x_19,0 <= 3<br>
R: x_23,1 + x_21,0 + x_2,1 + x_19,0 <= 3<br>
R: x_23,1 + x_21,0 + x_3,1 + x_19,0 <= 3<br>
R: x_24,0 + x_23,1 + x_4,0 + x_14,1 <= 3<br>
***** debug: row <face cut> violates
debugging solution (lhs=-1e+20, rhs=3,
activity=[4,4], local=0, lpfeastol=1e-06)<br>
face cut: -1e+20 <= -1<t_x_24,1>
+2<t_x_23,1> +1<t_x_14,1>
-1<t_x_4,1> +2 <= 3<br>
</div>
</blockquote>
<div><br>
</div>
<div>The prints that starts with "R:" are made by my
code. I have some constraints in my model of the
type:</div>
<div>x_a,0 + x_a,1 = 1 (*)<br>
</div>
<div><br>
</div>
<div>Thus, replacing (*) at the constraint x_24,0 +
x_23,1 + x_4,0 + x_14,1 <= 3, I get:</div>
<div> => (1 - x_24,1) + x_23,1 + (1 - x_4,1) +
x_14,1 = -x_24,1 + x_23,1 - x_4,1 + x_14,1 + 2
<= 3</div>
<div>Which is similar to the constraint SCIP
reports:</div>
<div> => face cut: -1e+20 <=
-1<t_x_24,1> +2<t_x_23,1>
+1<t_x_14,1> -1<t_x_4,1> +2 <= 3</div>
<div>But it seems SCIP erroneously lifted the
coefficient for x_23,1.</div>
<div><br>
</div>
<div>Do you have any thoughts on this issue?</div>
<div><br>
</div>
<div>Also, is it possible for me to deactivate all
default SCIP cuts? For purposes of testing, I want
to use only the cuts made by my constraint
handler.</div>
<div><br>
</div>
<div>Thanks,</div>
<div>Matheus<br>
</div>
</div>
<br>
<div class="gmail_quote">
<div dir="ltr" class="gmail_attr">Em qui., 28 de
nov. de 2019 às 04:59, Gregor Hendel <<a
href="mailto:hendel@zib.de" target="_blank"
moz-do-not-send="true">hendel@zib.de</a>>
escreveu:<br>
</div>
<blockquote class="gmail_quote" style="margin:0px
0px 0px 0.8ex;border-left:1px solid
rgb(204,204,204);padding-left:1ex">
<div> Dear Matheus,<br>
<br>
sorry to hear you are facing trouble. Does SCIP
find the correct solution if you disable your
custom cutting planes?<br>
<br>
If not, in order to get to the bottom of this
issue, please pass the 3073 solution as a debug
solution to SCIP. Please see the last section of
<a href="https://scip.zib.de/doc/html/DEBUG.php"
target="_blank" moz-do-not-send="true">https://scip.zib.de/doc/html/DEBUG.php</a>
for instructions about how to recompile SCIP to
enable debug solutions.<br>
<br>
With a debug solution, SCIP crashes as soon as a
bound change/cut/conflict is found that renders
this solution infeasible, pretty much like your
script.<br>
<br>
Let us know what causes this issue for you,<br>
Gregor<br>
<br>
<div>Am 28.11.19 um 03:51 schrieb Matheus Ota:<br>
</div>
<blockquote type="cite">
<div dir="ltr">
<div>Hello all,</div>
<div><br>
</div>
<div>My name is Matheus, I implementing a
Branch-and-Cut using SCIP for a problem
that I'm currently working on in my
masters. In order to do so, I implemented
a custom Constraint Handler, and the LP
solver that I'm using with SCIP is Gurobi
8.1.</div>
<div><br>
</div>
<div>The objective function of my problem is
of the maximization type. I actually
already implemented the same model on
Gurobi and I'm trying SCIP because I want
to add multiple cuts per node of the
Branch-and-Bound tree, and this is not
possible with Gurobi. My Gurobi model
returns an optimal solution with an
objective function value of 3073. I
manually checked this solution and it is
ok. But the SCIP version says that a
solution with value 3056 is optimal. This
is the log:</div>
<div><br>
</div>
<blockquote class="gmail_quote"
style="margin:0px 0px 0px
0.8ex;border-left:1px solid
rgb(204,204,204);padding-left:1ex">
<div>SCIP using Gurobi 8.1.0<br>
Academic license - for non-commercial
use only<br>
feasible solution found by trivial
heuristic after 0.0 seconds, objective
value 0.000000e+00<br>
presolving:<br>
(round 1, fast) 25 del vars, 25
del conss, 0 add conss, 0 chg bounds, 0
chg sides, 0 chg coeffs, 0 upgd conss, 0
impls, 0 clqs<br>
(round 2, exhaustive) 25 del vars, 25
del conss, 0 add conss, 0 chg bounds, 0
chg sides, 0 chg coeffs, 1 upgd conss, 0
impls, 0 clqs<br>
(0.0s) probing cycle finished:
starting next cycle<br>
presolving (3 rounds: 3 fast, 2 medium,
2 exhaustive):<br>
25 deleted vars, 25 deleted
constraints, 0 added constraints, 0
tightened bounds, 0 added holes, 0
changed sides, 0 changed coefficients<br>
0 implications, 0 cliques<br>
presolved problem has 25 variables (25
bin, 0 int, 0 impl, 0 cont) and 2
constraints<br>
1 constraints of type <BCP
Cuts><br>
1 constraints of type
<knapsack><br>
transformed objective value is always
integral (scale: 1)<br>
Presolving Time: 0.00<br>
transformed 1/1 original solutions to
the transformed problem space<br>
<br>
time | node | left |LP iter|LP it/n|
mem |mdpt |frac |vars |cons |cols |rows
|cuts |confs|strbr| dualbound |
primalbound | gap <br>
0.0s| 1 | 0 | 0 | - |
754k| 0 | 0 | 25 | 2 | 25 | 0
| 0 | 0 | 0 | 3.073000e+03 |
0.000000e+00 | Inf <br>
0.0s| 1 | 0 | 1 | - |
756k| 0 | 1 | 25 | 2 | 25 | 1
| 1 | 0 | 0 | 3.073000e+03 |
0.000000e+00 | Inf <br>
0.0s| 1 | 0 | 18 | - |
783k| 0 | 12 | 25 | 2 | 25 | 21
| 21 | 0 | 0 | 3.073000e+03 |
0.000000e+00 | Inf <br>
0.0s| 1 | 2 | 18 | - |
801k| 0 | 12 | 25 | 2 | 25 | 21
| 21 | 0 | 12 | 3.073000e+03 |
0.000000e+00 | Inf <br>
R 0.1s| 2 | 1 | 48 | 30.0 |
820k| 1 | 1 | 25 | 2 | 25 | 47
| 47 | 0 | 12 | 3.073000e+03 |
2.975000e+03 | 3.29%<br>
R 0.1s| 4 | 3 | 96 | 26.0 |
854k| 3 | 2 | 25 | 2 | 25 | 81
| 81 | 0 | 12 | 3.073000e+03 |
3.056000e+03 | 0.56%<br>
<br>
SCIP Status : problem is solved
[optimal solution found]<br>
Solving Time (sec) : 0.18<br>
Solving Nodes : 31<br>
Primal Bound :
+3.05600000000000e+03 (8 solutions)<br>
Dual Bound :
+3.05600000000000e+03<br>
Gap : 0.00 %<br>
</div>
</blockquote>
<div> </div>
<div>Since it says the gap is 0%, I guess
the problem here is not the gap tolerance.</div>
<div>In my implementation I'm including the
default plugins
(SCIPincludeDefaultPlugins), and the only
parameters that I'm changing are the
threads (lp/threads = 4) and the absolute
gap (limits/absgap = 1 - 1e-6), since I
know the objective value should be an
integer. I also already implemented the
CONSLOCK method in my constraint handler,
so that the presolve doesnt round the
variables.</div>
<div><br>
</div>
<div>When executing with the LP info
(display/lpinfo = true), these are the
last lines in the log.</div>
<blockquote class="gmail_quote"
style="margin:0px 0px 0px
0.8ex;border-left:1px solid
rgb(204,204,204);padding-left:1ex">
<div>adding cuts<br>
x_24,0 + x_1,1 + x_2,0 + x_19,1 <= 3<br>
x_24,0 + x_1,1 + x_3,0 + x_19,1 <= 3<br>
R: x_24,0 + x_3,0 - x_8,0 - x_7,0 -
x_4,0 - x_1,0 <= 1<br>
Optimize a model with 191 rows, 25
columns and 1033 nonzeros<br>
Coefficient statistics:<br>
Matrix range [1e+00, 5e+02]<br>
Objective range [3e+01, 5e+02]<br>
Bounds range [1e+00, 1e+00]<br>
RHS range [1e+00, 3e+03]<br>
Iteration Objective Primal Inf.
Dual Inf. Time<br>
0 3.0730000e+03 4.000000e+01
0.000000e+00 0s<br>
<br>
Solved in 15 iterations and 0.00 seconds<br>
Infeasible model<br>
Optimize a model with 191 rows, 25
columns and 1033 nonzeros<br>
Coefficient statistics:<br>
Matrix range [1e+00, 5e+02]<br>
Objective range [3e+01, 5e+02]<br>
Bounds range [1e+00, 1e+00]<br>
RHS range [1e+00, 3e+03]<br>
0 3.0730000e+03 6.105000e+01
0.000000e+00 0s<br>
<br>
Solved in 17 iterations and 0.00 seconds<br>
Infeasible model<br>
<br>
SCIP Status : problem is solved
[optimal solution found]<br>
Solving Time (sec) : 0.19<br>
Solving Nodes : 31<br>
Primal Bound :
+3.05600000000000e+03 (8 solutions)<br>
Dual Bound :
+3.05600000000000e+03<br>
Gap : 0.00 %<br>
check feasibility<br>
is feasible<br>
</div>
</blockquote>
<div><br>
</div>
<div>I added some custom prints ("add cuts"
and "check feasibility"). It seems that
the solution with value 3073 is getting
"cut out" of the polytope.</div>
<div>I have a script that gets a solution
and checks if a set of inequalities is
violated or not. No constraint added by my
constraint handler is being violated by
the 3073 solution.</div>
<div>Is it possible that SCIP is adding cuts
that is cutting more than needed? Can you
please help me with this problem? Any
ideas are welcome!</div>
<div><br>
</div>
<div>Thanks!</div>
<div>Matheus<br>
</div>
</div>
<br>
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