search

scipopt / SCIP-SDP

mixed integer semidefinite programming plugin for SCIP
Apache License 2.0
11 stars 4 forks source link

Is there a Java API to construct an MISDP and solve it using SCIP-SDP? #17

Open lsz1994024 opened 2 months ago

lsz1994024 commented 2 months ago

Dear friends, I am formulating my problem as an MISDP in Java (it must be in Java because of the preliminary work). I want to solve it using SCIP-SDP. As described in your readme file, SCIP-SDP can be incorporated into other codes. Does it mean that I can construct MISDP problems using your Java API, JSCIPOpt? If so, can you provide any example code? (I know there are example cbf files in the SCIP-SDP repository, and there are example Java codes for non-SDP problems in the JSCIPOpt repository, but I am looking for example Java codes to construct MISDP problems directly). Thank you!

pfetsch commented 2 months ago

Unfortunately, JSCIPOpt only works for SCIP, not for SCIP-SDP. The simply was no demand for it.

In general, I think that it would not be too hard to extend jSCIPOpt, if you know a bit about SCIP. I can answer questions, if needed.

lsz1994024 commented 2 months ago

@pfetsch Thanks for your reply! So, I have a further question. Do you think this is a good way to construct and solve MISDPs using Java? : (1) write an SDP using the Java interface of Mosek (which I know is well-supported), (2) write the SDP problem to a .cbf file using Mosek, (3) directly modify the .cbf file to add in integrality constraints on certain variables, (4) call SCIP-SDP to solve the new .cbf file.

pfetsch commented 2 months ago

If you do not have to do it often, then this should be possible. An alternative would be to directly write a CBF file.

lsz1994024 commented 2 months ago

Thank you for confirming. That is what I am concerning. I need to solve millions of MISDPs, file IO overhead would be a problem. Anyway, I will try small demos first in this way.