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scipopt / PySCIPOpt

Python interface for the SCIP Optimization Suite
https://scipopt.github.io/PySCIPOpt
MIT License
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Custom Benders' decomposition cut plugin #263

Closed stephenjmaher closed 3 years ago

stephenjmaher commented 5 years ago

Prior to the pull request https://github.com/SCIP-Interfaces/PySCIPOpt/pull/262, there was no ability in PySCIPOpt to implement a custom Benders' decomposition cutting method. At the requestion @andynuaa, this functionality has been provided.

Currently, there are no test cases for this plugin in PySCIPOpt. So this issue has been opened to discuss and problems that arise from the implementation of custom Benders' decomposition cuts.

andynuaa commented 5 years ago

Thank you so much! I will test and report relevant information on this new plugin

andynuaa commented 5 years ago

@stephenjmaher Hi Maher, after using the test_benders as a starting example along with the benders plugin (not the benders cuts) I found the benderssolvesubconvex is not invoked as expected. while callback functions benderscreatesub and bendersgetvar work well without reporting an error. Can you have a look at what's the possible reason? And there seem no available functions for setting up and solving subproblem given the primal solution of the master problem in benderssolvesubconvex except the computeBestSolSubproblems. So I write one with a few modifications. Do you have some ideas in writing the appropriate benderssolvesubconvex? The code and a new added function are included in the zipped file. BendersTest.zip

stephenjmaher commented 5 years ago

The test file was very helpful. The thing you are missing is activating the Benders' decomposition constraint handler(s). This is done by calling

model.setBoolParam("constraints/benders/active", True)

if you want to use the two-phase method, then you also need to call

model.setBoolParam("constraints/benderslp/active", True)

Setting these parameters will invoke the benderssolvesubconvex correctly.

stephenjmaher commented 5 years ago

I have now added the wrapper functions for SCIPsetupBendersSubproblem and SCIPsolveBendersSubproblem in the pull request #273.

When you are writing a custom benderssolvesub and benderssolvesubconvex, then it is only possible to use setupBendersSubproblem if the subproblem is a SCIP instance.

Also, when you specify a custom benderssolvesub or benderssolvesubconvex, you will need to perform the subproblem setup yourself (this could involve calling setupBendersSubproblem).

andynuaa commented 5 years ago

Thank you!

andynuaa commented 5 years ago

@stephenjmaher After implementing the benderssolvesubconvex follow your suggestions. I got Exceptions when call the function setupBendersSubproblem and solveBendersSubproblem. The error logs are as follow:

File "src/pyscipopt/scip.pyx", line 2645, in pyscipopt.scip.Model.setupBendersSubproblem
  File "src/pyscipopt/scip.pyx", line 226, in pyscipopt.scip.PY_SCIP_CALL
Exception: SCIP: method cannot be called at this time in solution process!
Exception ignored in: 'pyscipopt.scip.PyBendersSolvesubconvex'

 File "src/pyscipopt/scip.pyx", line 2675, in pyscipopt.scip.Model.solveBendersSubproblem
  File "src/pyscipopt/scip.pyx", line 210, in pyscipopt.scip.PY_SCIP_CALL
Exception: SCIP: unspecified error!
Exception ignored in: 'pyscipopt.scip.PyBendersSolvesubconvex'

There are also some typos in the updated scip.pyx, I have uploaded the test benders example and my corrected scip.pyx file in the zipped package. testBenders2.zip

mattmilten commented 5 years ago

@andynuaa, why don't you just fork the repo and commit your changes via a pull request? This is way more convenient than attaching archives of your code suggestions.