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SCIP - Solving Constraint Integer Programs
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Inconsistent results between SCIP and Gurobi #93

Closed stumarcus314 closed 8 hours ago

stumarcus314 commented 5 days ago

For the attached MIQCP, Gurobi v11.0.1 finds the optimal solution to be 0.680700888695481, while SCIP v9.0.1 finds it to be 39.6881839829764

https://neos-server.org/neos/jobs/14330000/14334100-mqPtZSOf-ampl.sol

==> Solving problem 'truncated_quadratic_model_N1_N_16_zpad_2.nl' on 'leibniz122'
==> Solving started: 2024-06-30 01:50:18

SCIP version 9.0.1 [precision: 8 byte] [memory: block] [mode: optimized] [LP solver: Soplex 7.0.1] [GitHash: bebb64304e]
Copyright (c) 2002-2024 Zuse Institute Berlin (ZIB)

External libraries: 
  Soplex 7.0.1         Linear Programming Solver developed at Zuse Institute Berlin (soplex.zib.de) [GitHash: 1cc71921]
  CppAD 20180000.0     Algorithmic Differentiation of C++ algorithms developed by B. Bell (github.com/coin-or/CppAD)
  ZLIB 1.2.11          General purpose compression library by J. Gailly and M. Adler (zlib.net)
  GMP 6.2.1            GNU Multiple Precision Arithmetic Library developed by T. Granlund (gmplib.org)
  ZIMPL 3.6.0          Zuse Institute Mathematical Programming Language developed by T. Koch (zimpl.zib.de)
  AMPL/MP 690e9e7      AMPL .nl file reader library (github.com/ampl/mp)
  PaPILO 2.2.1         parallel presolve for integer and linear optimization (github.com/scipopt/papilo) (built with TBB) [GitHash: 3f1f0d53]
  bliss 0.77           Computing Graph Automorphisms by T. Junttila and P. Kaski (users.aalto.fi/~tjunttil/bliss)
  sassy 1.1            Symmetry preprocessor by Markus Anders (github.com/markusa4/sassy)
  Ipopt 3.14.14        Interior Point Optimizer developed by A. Waechter et.al. (github.com/coin-or/Ipopt)

reading user parameter file <scip.set>
===========================

limits/time = 36000

read problem <truncated_quadratic_model_N1_N_16_zpad_2.nl>
============

original problem has 51 variables (0 bin, 16 int, 0 impl, 35 cont) and 18 constraints

solve problem
=============

  [nonlinear] <objcons>: 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3908*(<x17>*<i41>)+8.51902e-16*(<x17>*<i42>)+(-1.62663)*(<x17>*<i43>)+(-8.69298e-16)*(<x17>*<i44>)+1.15007*(<x17>*<i45>)+6.29475e-16*(<x17>*<i46>)+(-0.57728)*(<x17>*<i47>)+(-2.92747e-16)*(<x17>*<i48>)+0.197838*(<x17>*<i49>)+1.27892*(<x17>*<x17>)+0.197838*(<x18>*<i34>)+(-0.0666223)*(<x18>*<i35>)+(-0.533337)*(<x18>*<i36>)+0.475943*(<x18>*<i37>)+0.813222*(<x18>*<i38>)+(-1.18041)*(<x18>*<i39>)+(-0.622484)*(<x18>*<i40>)+1.70566*(<x18>*<i41>)+9.5839e-16*(<x18>*<i42>)+(-1.59537)*(<x18>*<i43>)+0.543285*(<x18>*<i44>)+0.956248*(<x18>*<i45>)+(-0.605761)*(<x18>*<i46>)+(-0.32072)*(<x18>*<i47>)+0.3155*(<x18>*<i48>)+0.0385963*(<x18>*<i49>)+1.27892*(<x18>*<x18>)+(-0.334933)*(<x19>*<i35>)+0.220916*(<x19>*<i36>)+0.712299*(<x19>*<i37>)+(-0.813222)*(<x19>*<i38>)+(-0.788727)*(<x19>*<i39>)+1.50281*(<x19>*<i40>)+0.339277*(<x19>*<i41>)+(-1.73908)*(<x19>*<i42>)+0.31734*(<x19>*<i43>)+1.31161*(<x19>*<i44>)+(-0.638944)*(<x19>*<i45>)+(-0.605761)*(<x19>*<i46>)+0.479991*(<x19>*<i47>)+0.130684*(<x19>*<i48>)+(-0.194037)*(<x19>*<i49>)+1.27892*(<x19>*<x19>)+0.197838*(<x20>*<i34>)+(-0.130684)*(<x20>*<i35>)+(-0.408199)*(<x20>*<i36>)+0.791465*(<x20>*<i37>)+3.52107e-16*(<x20>*<i38>)+(-1.31161)*(<x20>*<i39>)+1.1502*(<x20>*<i40>)+0.665516*(<x20>*<i41>)+(-1.73908)*(<x20>*<i42>)+0.622484*(<x20>*<i43>)+1.00386*(<x20>*<i44>)+(-1.06253)*(<x20>*<i45>)+(-2.3086e-15)*(<x20>*<i46>)+0.533337*(<x20>*<i47>)+(-0.241473)*(<x20>*<i48>)+(-0.0757094)*(<x20>*<i49>)+1.27892*(<x20>*<x20>)+(-0.3155)*(<x21>*<i35>)+0.408199*(<x21>*<i36>)+0.327835*(<x21>*<i37>)+(-1.15007)*(<x21>*<i38>)+0.543285*(<x21>*<i39>)+1.1502*(<x21>*<i40>)+(-1.6067)*(<x21>*<i41>)+(-1.06488e-15)*(<x21>*<i42>)+1.50281*(<x21>*<i43>)+(-1.00386)*(<x21>*<i44>)+(-0.440112)*(<x21>*<i45>)+0.856675*(<x21>*<i46>)+(-0.220916)*(<x21>*<i47>)+(-0.241473)*(<x21>*<i48>)+0.182779*(<x21>*<i49>)+1.27892*(<x21>*<x21>)+0.197838*(<x22>*<i34>)+(-0.189724)*(<x22>*<i35>)+(-0.220916)*(<x22>*<i36>)+0.840214*(<x22>*<i37>)+(-0.813222)*(<x22>*<i38>)+(-0.276964)*(<x22>*<i39>)+1.50281*(<x22>*<i40>)+(-1.44599)*(<x22>*<i41>)+(-4.26059e-15)*(<x22>*<i42>)+1.35249*(<x22>*<i43>)+(-1.31161)*(<x22>*<i44>)+0.224367*(<x22>*<i45>)+0.605761*(<x22>*<i46>)+(-0.566188)*(<x22>*<i47>)+0.130684*(<x22>*<i48>)+0.109913*(<x22>*<i49>)+1.27892*(<x22>*<x22>)+(-0.283942)*(<x23>*<i35>)+0.533337*(<x23>*<i36>)+(-0.167129)*(<x23>*<i37>)+(-0.813222)*(<x23>*<i38>)+1.39239*(<x23>*<i39>)+(-0.622484)*(<x23>*<i40>)+(-0.966179)*(<x23>*<i41>)+1.73908*(<x23>*<i42>)+(-0.903707)*(<x23>*<i43>)+(-0.543285)*(<x23>*<i44>)+1.12797*(<x23>*<i45>)+(-0.605761)*(<x23>*<i46>)+(-0.112622)*(<x23>*<i47>)+0.3155*(<x23>*<i48>)+(-0.164496)*(<x23>*<i49>)+1.27892*(<x23>*<x23>)+0.197838*(<x24>*<i34>)+(-0.241473)*(<x24>*<i35>)+(-1.06045e-16)*(<x24>*<i36>)+0.605761*(<x24>*<i37>)+(-1.15007)*(<x24>*<i38>)+1.00386*(<x24>*<i39>)+8.96421e-16*(<x24>*<i40>)+(-1.22971)*(<x24>*<i41>)+1.73908*(<x24>*<i42>)+(-1.1502)*(<x24>*<i43>)+(-3.82579e-15)*(<x24>*<i44>)+0.813222*(<x24>*<i45>)+(-0.856675)*(<x24>*<i46>)+0.408199*(<x24>*<i47>)+(-1.67495e-16)*(<x24>*<i48>)+(-0.139893)*(<x24>*<i49>)+1.27892*(<x24>*<x24>)+(-0.241473)*(<x25>*<i35>)+0.57728*(<x25>*<i36>)+(-0.605761)*(<x25>*<i37>)+(-4.22529e-16)*(<x25>*<i38>)+1.00386*(<x25>*<i39>)+(-1.62663)*(<x25>*<i40>)+1.22971*(<x25>*<i41>)+1.27785e-15*(<x25>*<i42>)+(-1.1502)*(<x25>*<i43>)+1.41967*(<x25>*<i44>)+(-0.813222)*(<x25>*<i45>)+(-9.44212e-16)*(<x25>*<i46>)+0.408199*(<x25>*<i47>)+(-0.341495)*(<x25>*<i48>)+0.139893*(<x25>*<i49>)+1.27892*(<x25>*<x25>)+0.197838*(<x26>*<i34>)+(-0.283942)*(<x26>*<i35>)+0.220916*(<x26>*<i36>)+0.167129*(<x26>*<i37>)+(-0.813222)*(<x26>*<i38>)+1.39239*(<x26>*<i39>)+(-1.50281)*(<x26>*<i40>)+0.966179*(<x26>*<i41>)+(-1.70488e-15)*(<x26>*<i42>)+(-0.903707)*(<x26>*<i43>)+1.31161*(<x26>*<i44>)+(-1.12797)*(<x26>*<i45>)+0.605761*(<x26>*<i46>)+(-0.112622)*(<x26>*<i47>)+(-0.130684)*(<x26>*<i48>)+0.164496*(<x26>*<i49>)+1.27892*(<x26>*<x26>)+(-0.189724)*(<x27>*<i35>)+0.533337*(<x27>*<i36>)+(-0.840214)*(<x27>*<i37>)+0.813222*(<x27>*<i38>)+(-0.276964)*(<x27>*<i39>)+(-0.622484)*(<x27>*<i40>)+1.44599*(<x27>*<i41>)+(-1.73908)*(<x27>*<i42>)+1.35249*(<x27>*<i43>)+(-0.543285)*(<x27>*<i44>)+(-0.224367)*(<x27>*<i45>)+0.605761*(<x27>*<i46>)+(-0.566188)*(<x27>*<i47>)+0.3155*(<x27>*<i48>)+(-0.109913)*(<x27>*<i49>)+1.27892*(<x27>*<x27>)+0.197838*(<x28>*<i34>)+(-0.3155)*(<x28>*<i35>)+0.408199*(<x28>*<i36>)+(-0.327835)*(<x28>*<i37>)+(-4.9295e-16)*(<x28>*<i38>)+0.543285*(<x28>*<i39>)+(-1.1502)*(<x28>*<i40>)+1.6067*(<x28>*<i41>)+(-1.73908)*(<x28>*<i42>)+1.50281*(<x28>*<i43>)+(-1.00386)*(<x28>*<i44>)+0.440112*(<x28>*<i45>)+(-4.2018e-16)*(<x28>*<i46>)+(-0.220916)*(<x28>*<i47>)+0.241473*(<x28>*<i48>)+(-0.182779)*(<x28>*<i49>)+1.27892*(<x28>*<x28>)+(-0.130684)*(<x29>*<i35>)+0.408199*(<x29>*<i36>)+(-0.791465)*(<x29>*<i37>)+1.15007*(<x29>*<i38>)+(-1.31161)*(<x29>*<i39>)+1.1502*(<x29>*<i40>)+(-0.665516)*(<x29>*<i41>)+(-1.49083e-15)*(<x29>*<i42>)+0.622484*(<x29>*<i43>)+(-1.00386)*(<x29>*<i44>)+1.06253*(<x29>*<i45>)+(-0.856675)*(<x29>*<i46>)+0.533337*(<x29>*<i47>)+(-0.241473)*(<x29>*<i48>)+0.0757094*(<x29>*<i49>)+1.27892*(<x29>*<x29>)+0.197838*(<x30>*<i34>)+(-0.334933)*(<x30>*<i35>)+0.533337*(<x30>*<i36>)+(-0.712299)*(<x30>*<i37>)+0.813222*(<x30>*<i38>)+(-0.788727)*(<x30>*<i39>)+0.622484*(<x30>*<i40>)+(-0.339277)*(<x30>*<i41>)+(-4.68654e-15)*(<x30>*<i42>)+0.31734*(<x30>*<i43>)+(-0.543285)*(<x30>*<i44>)+0.638944*(<x30>*<i45>)+(-0.605761)*(<x30>*<i46>)+0.479991*(<x30>*<i47>)+(-0.3155)*(<x30>*<i48>)+0.194037*(<x30>*<i49>)+1.27892*(<x30>*<x30>)+(-0.0666223)*(<x31>*<i35>)+0.220916*(<x31>*<i36>)+(-0.475943)*(<x31>*<i37>)+0.813222*(<x31>*<i38>)+(-1.18041)*(<x31>*<i39>)+1.50281*(<x31>*<i40>)+(-1.70566)*(<x31>*<i41>)+1.73908*(<x31>*<i42>)+(-1.59537)*(<x31>*<i43>)+1.31161*(<x31>*<i44>)+(-0.956248)*(<x31>*<i45>)+0.605761*(<x31>*<i46>)+(-0.32072)*(<x31>*<i47>)+0.130684*(<x31>*<i48>)+(-0.0385963)*(<x31>*<i49>)+1.27892*(<x31>*<x31>)+0.197838*(<x32>*<i34>)+(-0.341495)*(<x32>*<i35>)+0.57728*(<x32>*<i36>)+(-0.856675)*(<x32>*<i37>)+1.15007*(<x32>*<i38>)+(-1.41967)*(<x32>*<i39>)+1.62663*(<x32>*<i40>)+(-1.73908)*(<x32>*<i41>)+1.73908*(<x32>*<i42>)+(-1.62663)*(<x32>*<i43>)+1.41967*(<x32>*<i44>)+(-1.15007)*(<x32>*<i45>)+0.856675*(<x32>*<i46>)+(-0.57728)*(<x32>*<i47>)+0.341495*(<x32>*<i48>)+(-0.197838)*(<x32>*<i49>)+1.27892*(<x32>*<x32>)+(-4.1821e-17)*(<x33>*<i35>)+1.41393e-16*(<x33>*<i36>)+(-3.14737e-16)*(<x33>*<i37>)+5.63371e-16*(<x33>*<i38>)+(-8.69298e-16)*(<x33>*<i39>)+1.19523e-15*(<x33>*<i40>)+(-1.49083e-15)*(<x33>*<i41>)+1.7038e-15*(<x33>*<i42>)+(-1.79284e-15)*(<x33>*<i43>)+1.7386e-15*(<x33>*<i44>)+(-5.63514e-15)*(<x33>*<i45>)+1.25895e-15*(<x33>*<i46>)+1.13186e-15*(<x33>*<i47>)+5.85494e-16*(<x33>*<i48>)+(-1.06628e-15)*(<x33>*<i49>)+1.27892*(<x33>*<x33>))-<nlobjvar> <= 0;
violation: right hand side is violated by 61.9373024709021
all 1 solutions given by solution candidate storage are infeasible

presolving:
(round 1, fast)       0 del vars, 0 del conss, 0 add conss, 1 chg bounds, 0 chg sides, 0 chg coeffs, 0 upgd conss, 0 impls, 0 clqs
(round 2, exhaustive) 0 del vars, 0 del conss, 118 add conss, 1 chg bounds, 0 chg sides, 0 chg coeffs, 0 upgd conss, 0 impls, 0 clqs
   (0.1s) probing cycle finished: starting next cycle
   (0.1s) symmetry computation started: requiring (bin +, int +, cont +), (fixed: bin -, int -, cont -)
   (0.1s) no symmetry present (symcode time: 0.00)
presolving (3 rounds: 3 fast, 2 medium, 2 exhaustive):
 0 deleted vars, 0 deleted constraints, 0 added constraints, 1 tightened bounds, 0 added holes, 0 changed sides, 0 changed coefficients
 12 implications, 85 cliques
presolved problem has 169 variables (16 bin, 0 int, 118 impl, 35 cont) and 136 constraints
    118 constraints of type <and>
     18 constraints of type <nonlinear>
Presolving Time: 0.11

 time | node  | left  |LP iter|LP it/n|mem/heur|mdpt |vars |cons |rows |cuts |sepa|confs|strbr|  dualbound   | primalbound  |  gap   | compl. 
  0.2s|     1 |     0 |  1079 |     - |  8857k |   0 | 733 | 136 | 834 |   0 |  0 |   0 |   0 |-2.482134e+02 |      --      |    Inf | unknown
L 0.2s|     1 |     0 |  1161 |     - |undercov|   0 | 733 | 136 | 834 |   0 |  0 |   0 |   0 |-2.482134e+02 | 3.968818e+01 |    Inf | unknown
  0.3s|     1 |     0 |  1748 |     - |  9441k |   0 | 733 | 136 | 869 |  35 |  1 |   0 |   0 |-1.815781e+02 | 3.968818e+01 |    Inf | unknown
  0.3s|     1 |     0 |  1748 |     - |  9448k |   0 | 733 | 136 | 869 |  35 |  1 |   0 |   0 |-1.815781e+02 | 3.968818e+01 |    Inf | unknown
  0.3s|     1 |     0 |  1938 |     - |    10M |   0 | 733 | 136 | 910 |  76 |  2 |   0 |   0 |-1.747475e+02 | 3.968818e+01 |    Inf | unknown
  0.3s|     1 |     0 |  2201 |     - |    10M |   0 | 733 | 136 | 957 | 123 |  3 |   0 |   0 |-1.575707e+02 | 3.968818e+01 |    Inf | unknown
  0.4s|     1 |     0 |  2427 |     - |    11M |   0 | 733 | 136 | 996 | 162 |  4 |   0 |   0 |-1.491294e+02 | 3.968818e+01 |    Inf | unknown
  0.4s|     1 |     0 |  2430 |     - |    11M |   0 | 733 | 136 | 996 | 162 |  4 |   0 |   0 |-1.491294e+02 | 3.968818e+01 |    Inf | unknown
  0.4s|     1 |     0 |  2808 |     - |    11M |   0 | 733 | 136 |1170 | 336 |  5 |   0 |   0 |-1.222230e+02 | 3.968818e+01 |    Inf | unknown
  0.4s|     1 |     0 |  2808 |     - |    11M |   0 | 733 | 136 |1170 | 336 |  5 |   0 |   0 |-1.222230e+02 | 3.968818e+01 |    Inf | unknown
  0.5s|     1 |     0 |  3388 |     - |    12M |   0 | 733 | 136 |1389 | 555 |  6 |   0 |   0 | 3.968818e+01 | 3.968818e+01 |   0.00%| unknown
  0.5s|     1 |     0 |  3388 |     - |    12M |   0 | 733 | 136 |1389 | 555 |  6 |   0 |   0 | 3.968818e+01 | 3.968818e+01 |   0.00%| unknown

SCIP Status        : problem is solved [optimal solution found]
Solving Time (sec) : 0.45
Solving Nodes      : 1
Primal Bound       : +3.96881839829764e+01 (1 solutions)
Dual Bound         : +3.96881839829764e+01
Gap                : 0.00 %

truncated_quadratic_model_N1_N_16_zpad_2.nl.gz

svigerske commented 5 days ago

I can reproduce, but cannot say yet what exactly the cause it, e.g., whether these 1e-15...1e-17 coefficients could be the cause.

I can get a 0.6807 solution with SCIP (9.1.0) if I change the LP solver to CPLEX.

SCIP version 9.1.0 [precision: 8 byte] [memory: block] [mode: optimized] [LP solver: CPLEX 22.1.1.0] [GitHash: 8cab0278ba]
Copyright (c) 2002-2024 Zuse Institute Berlin (ZIB)

External libraries: 
  Readline 8.2         GNU library for command line editing (gnu.org/s/readline)
  CPLEX 22.1.1.0       Linear Programming Solver developed by IBM (www.cplex.com)
  CppAD 20180000.0     Algorithmic Differentiation of C++ algorithms developed by B. Bell (github.com/coin-or/CppAD)
  ZLIB 1.3.1           General purpose compression library by J. Gailly and M. Adler (zlib.net)
  GMP 6.3.0            GNU Multiple Precision Arithmetic Library developed by T. Granlund (gmplib.org)
  AMPL/MP 690e9e7      AMPL .nl file reader library (github.com/ampl/mp)
  PaPILO 2.3.1         parallel presolve for integer and linear optimization (github.com/scipopt/papilo)
  Nauty 2.8.8          Computing Graph Automorphism Groups by Brendan D. McKay (users.cecs.anu.edu.au/~bdm/nauty)
  sassy 1.1            Symmetry preprocessor by Markus Anders (github.com/markusa4/sassy)
  Ipopt 3.14.16        Interior Point Optimizer developed by A. Waechter et.al. (github.com/coin-or/Ipopt)

user parameter file <scip.set> not found - using default parameters

read problem <truncated_quadratic_model_N1_N_16_zpad_2.nl>
============

original problem has 51 variables (0 bin, 16 int, 0 impl, 35 cont) and 18 constraints

solve problem
=============

1/1 feasible solution given by solution candidate storage, new primal bound 5.484236e+00

presolving:
(round 1, fast)       0 del vars, 0 del conss, 0 add conss, 1 chg bounds, 0 chg sides, 0 chg coeffs, 0 upgd conss, 0 impls, 0 clqs
(round 2, fast)       0 del vars, 0 del conss, 0 add conss, 2 chg bounds, 0 chg sides, 0 chg coeffs, 0 upgd conss, 0 impls, 0 clqs
(round 3, exhaustive) 0 del vars, 0 del conss, 118 add conss, 2 chg bounds, 0 chg sides, 0 chg coeffs, 0 upgd conss, 0 impls, 0 clqs
   (0.1s) probing cycle finished: starting next cycle
   (0.1s) symmetry computation started: requiring (bin +, int +, cont +), (fixed: bin -, int -, cont -)
   (0.1s) no symmetry present (symcode time: 0.00)
presolving (4 rounds: 4 fast, 2 medium, 2 exhaustive):
 0 deleted vars, 0 deleted constraints, 0 added constraints, 2 tightened bounds, 0 added holes, 0 changed sides, 0 changed coefficients
 12 implications, 85 cliques
presolved problem has 169 variables (16 bin, 0 int, 118 impl, 35 cont) and 136 constraints
    118 constraints of type <and>
     18 constraints of type <nonlinear>
Presolving Time: 0.07

 time | node  | left  |LP iter|LP it/n|mem/heur|mdpt |vars |cons |rows |cuts |sepa|confs|strbr|  dualbound   | primalbound  |  gap   | compl. 
  0.1s|     1 |     0 |   408 |     - |  9235k |   0 | 733 | 138 | 834 |   0 |  0 |   2 |   0 |-2.482134e+02 | 5.484236e+00 |    Inf | unknown
  0.1s|     1 |     0 |   534 |     - |  9664k |   0 | 733 | 138 | 870 |  36 |  1 |   2 |   0 |-1.815781e+02 | 5.484236e+00 |    Inf | unknown
  0.2s|     1 |     0 |   717 |     - |    10M |   0 | 733 | 138 | 913 |  79 |  2 |   2 |   0 |-1.726936e+02 | 5.484236e+00 |    Inf | unknown
  0.2s|     1 |     0 |   922 |     - |    10M |   0 | 733 | 138 | 962 | 128 |  3 |   2 |   0 |-1.542598e+02 | 5.484236e+00 |    Inf | unknown
  0.2s|     1 |     0 |  1117 |     - |    11M |   0 | 733 | 138 | 997 | 163 |  4 |   2 |   0 |-1.455170e+02 | 5.484236e+00 |    Inf | unknown
  0.2s|     1 |     0 |  1117 |     - |    11M |   0 | 733 | 138 | 997 | 163 |  4 |   2 |   0 |-1.455170e+02 | 5.484236e+00 |    Inf | unknown
  0.2s|     1 |     0 |  1318 |     - |    11M |   0 | 733 | 138 |1160 | 326 |  5 |   2 |   0 |-1.217478e+02 | 5.484236e+00 |    Inf | unknown
  0.2s|     1 |     0 |  1318 |     - |    11M |   0 | 733 | 138 |1160 | 326 |  5 |   2 |   0 |-1.217478e+02 | 5.484236e+00 |    Inf | unknown
  0.3s|     1 |     0 |  1524 |     - |    12M |   0 | 733 | 138 |1379 | 545 |  6 |   2 |   0 |-9.838402e+01 | 5.484236e+00 |    Inf | unknown
  0.3s|     1 |     0 |  1524 |     - |    12M |   0 | 733 | 138 |1379 | 545 |  6 |   2 |   0 |-9.838402e+01 | 5.484236e+00 |    Inf | unknown
  0.3s|     1 |     0 |  1539 |     - |    12M |   0 | 733 | 138 |1394 | 560 |  7 |   2 |   0 |-9.838402e+01 | 5.484236e+00 |    Inf | unknown
  0.3s|     1 |     0 |  1576 |     - |    12M |   0 | 733 | 138 |1416 | 582 |  8 |   2 |   0 |-9.735584e+01 | 5.484236e+00 |    Inf | unknown
  0.3s|     1 |     0 |  1600 |     - |    12M |   0 | 733 | 138 |1425 | 591 |  9 |   2 |   0 |-9.635198e+01 | 5.484236e+00 |    Inf | unknown
  0.3s|     1 |     0 |  1626 |     - |    13M |   0 | 733 | 138 |1324 | 598 | 10 |   2 |   0 |-9.514173e+01 | 5.484236e+00 |    Inf | unknown
  0.3s|     1 |     0 |  1634 |     - |    13M |   0 | 733 | 138 |1332 | 606 | 11 |   2 |   0 |-9.513653e+01 | 5.484236e+00 |    Inf | unknown
 time | node  | left  |LP iter|LP it/n|mem/heur|mdpt |vars |cons |rows |cuts |sepa|confs|strbr|  dualbound   | primalbound  |  gap   | compl. 
  0.3s|     1 |     0 |  1638 |     - |    13M |   0 | 733 | 138 |1336 | 610 | 12 |   2 |   0 |-9.513653e+01 | 5.484236e+00 |    Inf | unknown
  0.3s|     1 |     0 |  1644 |     - |    13M |   0 | 733 | 138 |1342 | 616 | 13 |   2 |   0 |-9.507934e+01 | 5.484236e+00 |    Inf | unknown
  0.3s|     1 |     0 |  1654 |     - |    13M |   0 | 733 | 138 |1348 | 622 | 14 |   2 |   0 |-9.505701e+01 | 5.484236e+00 |    Inf | unknown
  0.3s|     1 |     0 |  1659 |     - |    13M |   0 | 733 | 138 |1354 | 628 | 15 |   2 |   0 |-9.505656e+01 | 5.484236e+00 |    Inf | unknown
  0.4s|     1 |     0 |  1663 |     - |    13M |   0 | 733 | 138 | 876 | 632 | 16 |   2 |   0 |-9.505656e+01 | 5.484236e+00 |    Inf | unknown
  0.4s|     1 |     0 |  1672 |     - |    14M |   0 | 733 | 138 | 879 | 635 | 17 |   2 |   0 |-9.495787e+01 | 5.484236e+00 |    Inf | unknown
  0.4s|     1 |     0 |  1677 |     - |    14M |   0 | 733 | 138 | 882 | 638 | 18 |   2 |   0 |-9.493251e+01 | 5.484236e+00 |    Inf | unknown
  0.4s|     1 |     0 |  1680 |     - |    14M |   0 | 733 | 138 | 895 | 651 | 19 |   2 |   0 |-9.492474e+01 | 5.484236e+00 |    Inf | unknown
  0.4s|     1 |     0 |  1691 |     - |    14M |   0 | 733 | 138 | 899 | 655 | 20 |   2 |   0 |-9.490192e+01 | 5.484236e+00 |    Inf | unknown
  0.4s|     1 |     0 |  1701 |     - |    14M |   0 | 733 | 138 | 912 | 668 | 21 |   2 |   0 |-9.484768e+01 | 5.484236e+00 |    Inf | unknown
  0.4s|     1 |     0 |  1703 |     - |    14M |   0 | 733 | 138 | 839 | 670 | 22 |   2 |   0 |-9.484768e+01 | 5.484236e+00 |    Inf | unknown
  0.4s|     1 |     0 |  1704 |     - |    14M |   0 | 733 | 138 | 842 | 673 | 23 |   2 |   0 |-9.484113e+01 | 5.484236e+00 |    Inf | unknown
  0.4s|     1 |     0 |  1707 |     - |    14M |   0 | 733 | 138 | 845 | 676 | 24 |   2 |   0 |-9.484051e+01 | 5.484236e+00 |    Inf | unknown
  4.5s|     1 |     2 |  3252 |     - |    14M |   0 | 733 | 138 | 845 | 676 | 25 |   2 |  16 |-9.246191e+01 | 5.484236e+00 |    Inf | unknown
  6.4s|   100 |   101 | 24622 | 231.5 |    17M |   6 | 733 | 138 |1021 |5320 |  5 |   2 |  51 |-3.474380e+01 | 5.484236e+00 |    Inf | unknown
 time | node  | left  |LP iter|LP it/n|mem/heur|mdpt |vars |cons |rows |cuts |sepa|confs|strbr|  dualbound   | primalbound  |  gap   | compl. 
  7.6s|   200 |   201 | 41430 | 199.6 |    20M |   7 | 733 | 138 |1056 |  10k|  6 |   2 |  75 |-2.361238e+01 | 5.484236e+00 |    Inf | unknown
  8.7s|   300 |   301 | 56302 | 182.6 |    22M |   9 | 733 | 138 |1100 |  16k|  9 |   2 |  84 |-1.627942e+01 | 5.484236e+00 |    Inf | unknown
  9.7s|   400 |   401 | 68953 | 168.5 |    23M |   9 | 733 | 138 |1184 |  22k|  8 |   2 |  86 |-1.504288e+01 | 5.484236e+00 |    Inf | unknown
 10.7s|   500 |   501 | 82483 | 161.9 |    25M |  10 | 733 | 138 |1211 |  29k|  8 |   2 | 100 |-1.451646e+01 | 5.484236e+00 |    Inf | unknown
 12.4s|   600 |   601 |103383 | 169.7 |    38M |  11 | 733 | 138 |1115 |  40k|  6 |   2 | 104 |-1.406471e+01 | 5.484236e+00 |    Inf | unknown
 14.1s|   700 |   701 |123689 | 174.5 |    45M |  11 | 733 | 138 |1151 |  50k|  7 |   2 | 108 |-1.395215e+01 | 5.484236e+00 |    Inf | unknown
 15.8s|   800 |   801 |145462 | 179.9 |    49M |  11 | 733 | 138 |1177 |  61k|  9 |   2 | 116 |-1.351530e+01 | 5.484236e+00 |    Inf | unknown
 17.6s|   900 |   901 |167579 | 184.5 |    53M |  11 | 733 | 138 |1239 |  73k| 11 |   2 | 122 |-1.330733e+01 | 5.484236e+00 |    Inf | unknown
 19.5s|  1000 |  1001 |190982 | 189.5 |    58M |  11 | 733 | 138 |1250 |  86k|  8 |   2 | 130 |-1.320359e+01 | 5.484236e+00 |    Inf | unknown
 21.3s|  1100 |  1101 |214498 | 193.6 |    61M |  11 | 733 | 138 |1241 |  98k|  8 |   2 | 139 |-1.263147e+01 | 5.484236e+00 |    Inf | unknown
 23.4s|  1200 |  1201 |240065 | 198.8 |    70M |  13 | 733 | 138 |1239 | 113k|  8 |   2 | 152 |-1.221903e+01 | 5.484236e+00 |    Inf | unknown
 25.9s|  1300 |  1301 |264183 | 202.1 |    73M |  14 | 733 | 138 |1127 | 127k|  7 |   2 | 152 |-1.215333e+01 | 5.484236e+00 |    Inf | unknown
d26.6s|  1327 |  1262 |270209 | 202.5 |nlpdivin|  14 | 733 | 137 |1388 | 130k|  7 |   2 | 152 |-1.215333e+01 | 1.119386e+00 |    Inf |   1.27%
d27.5s|  1366 |  1264 |278091 | 202.5 |nlpdivin|  15 | 733 | 137 |1375 | 135k|  8 |   3 | 153 |-1.146611e+01 | 6.807014e-01 |    Inf |   1.98%
 28.4s|  1400 |  1292 |285352 | 202.7 |    75M |  15 | 733 | 137 |1364 | 140k|  8 |   6 | 153 |-1.132569e+01 | 6.807014e-01 |    Inf |   2.05%
 time | node  | left  |LP iter|LP it/n|mem/heur|mdpt |vars |cons |rows |cuts |sepa|confs|strbr|  dualbound   | primalbound  |  gap   | compl. 
 30.5s|  1500 |  1370 |304454 | 202.0 |    78M |  16 | 733 | 137 |1319 | 153k|  7 |  21 | 153 |-1.116255e+01 | 6.807014e-01 |    Inf |   2.47%
 33.5s|  1600 |  1448 |323128 | 201.0 |    81M |  16 | 733 | 137 |1340 | 165k|  7 |  40 | 153 |-1.030097e+01 | 6.807014e-01 |    Inf |   2.79%
 34.8s|  1700 |  1522 |341130 | 199.8 |    86M |  16 | 733 | 137 |1278 | 177k|  8 |  61 | 153 |-1.029316e+01 | 6.807014e-01 |    Inf |   3.20%
 36.1s|  1800 |  1590 |357498 | 197.8 |    88M |  16 | 733 | 137 |1339 | 189k|  7 |  77 | 153 |-9.679864e+00 | 6.807014e-01 |    Inf |   3.51%
 37.2s|  1900 |  1644 |373246 | 195.7 |    91M |  16 | 733 | 137 |1326 | 199k| 11 | 101 | 153 |-8.822645e+00 | 6.807014e-01 |    Inf |   3.94%
 38.2s|  2000 |  1688 |387076 | 192.8 |    93M |  16 | 733 | 137 |1289 | 209k|  1 | 123 | 153 |-8.649906e+00 | 6.807014e-01 |    Inf |   4.40%
 39.2s|  2100 |  1740 |402273 | 190.8 |    95M |  16 | 733 | 137 |1264 | 220k|  1 | 143 | 153 |-6.997989e+00 | 6.807014e-01 |    Inf |   4.89%
 40.3s|  2200 |  1778 |417126 | 188.9 |    98M |  16 | 733 | 137 |1454 | 230k| 12 | 161 | 153 |-6.609028e+00 | 6.807014e-01 |    Inf |   5.33%
 41.4s|  2300 |  1816 |432062 | 187.2 |    99M |  16 | 733 | 137 |1358 | 241k|  9 | 181 | 153 |-6.461577e+00 | 6.807014e-01 |    Inf |   5.59%
 42.4s|  2400 |  1854 |445913 | 185.2 |   102M |  16 | 733 | 137 |1409 | 251k|  7 | 200 | 153 |-6.177640e+00 | 6.807014e-01 |    Inf |   5.70%
 43.3s|  2500 |  1878 |458666 | 182.9 |   105M |  16 | 733 | 137 |1266 | 261k|  1 | 216 | 153 |-6.126953e+00 | 6.807014e-01 |    Inf |   6.05%
 44.0s|  2600 |  1902 |471482 | 180.8 |   105M |  16 | 733 | 137 |1506 | 270k|  5 | 233 | 153 |-6.012191e+00 | 6.807014e-01 |    Inf |   6.38%
 45.0s|  2700 |  1922 |484285 | 178.8 |   107M |  16 | 733 | 137 |1428 | 279k|  8 | 249 | 153 |-5.940332e+00 | 6.807014e-01 |    Inf |   6.68%
 45.8s|  2800 |  1938 |496329 | 176.7 |   109M |  16 | 733 | 137 |1271 | 288k|  8 | 268 | 153 |-5.799988e+00 | 6.807014e-01 |    Inf |   7.08%
 46.6s|  2900 |  1944 |508072 | 174.7 |   111M |  16 | 733 | 137 |1246 | 296k|  8 | 278 | 153 |-5.683385e+00 | 6.807014e-01 |    Inf |   7.51%
 time | node  | left  |LP iter|LP it/n|mem/heur|mdpt |vars |cons |rows |cuts |sepa|confs|strbr|  dualbound   | primalbound  |  gap   | compl. 
 47.5s|  3000 |  1956 |520982 | 173.2 |   113M |  16 | 733 | 137 |1346 | 305k|  9 | 291 | 153 |-5.476874e+00 | 6.807014e-01 |    Inf |   7.81%
 48.3s|  3100 |  1942 |531756 | 171.0 |   114M |  16 | 733 | 137 |1384 | 312k|  9 | 308 | 153 |-5.364039e+00 | 6.807014e-01 |    Inf |   8.48%
 49.2s|  3200 |  1926 |542839 | 169.2 |   117M |  16 | 733 | 137 |1180 | 320k|  1 | 332 | 153 |-5.101502e+00 | 6.807014e-01 |    Inf |   9.28%
 50.1s|  3300 |  1932 |555200 | 167.8 |   118M |  16 | 733 | 137 |1289 | 328k|  0 | 350 | 153 |-5.089531e+00 | 6.807014e-01 |    Inf |   9.84%
 51.1s|  3400 |  1936 |567714 | 166.5 |   121M |  16 | 733 | 137 |1402 | 337k|  7 | 364 | 153 |-5.062235e+00 | 6.807014e-01 |    Inf |  10.33%
 51.8s|  3500 |  1924 |577999 | 164.7 |   122M |  16 | 733 | 137 |1213 | 344k|  0 | 374 | 153 |-5.040845e+00 | 6.807014e-01 |    Inf |  11.00%
 52.6s|  3600 |  1898 |587313 | 162.7 |   124M |  16 | 733 | 137 |1283 | 351k|  0 | 394 | 153 |-5.037815e+00 | 6.807014e-01 |    Inf |  11.64%
 53.4s|  3700 |  1882 |597738 | 161.1 |   126M |  16 | 733 | 137 |1335 | 358k|  6 | 408 | 155 |-4.902226e+00 | 6.807014e-01 |    Inf |  12.34%
 54.1s|  3800 |  1862 |608063 | 159.6 |   128M |  16 | 733 | 137 |1220 | 365k|  0 | 424 | 155 |-4.871222e+00 | 6.807014e-01 |    Inf |  13.22%
 54.9s|  3900 |  1830 |617621 | 158.0 |   129M |  16 | 733 | 137 |1541 | 371k|  3 | 437 | 155 |-4.800257e+00 | 6.807014e-01 |    Inf |  13.87%
 55.6s|  4000 |  1798 |626860 | 156.3 |   131M |  16 | 733 | 137 |1495 | 377k|  9 | 453 | 155 |-4.714223e+00 | 6.807014e-01 |    Inf |  14.94%
 56.5s|  4100 |  1784 |637318 | 155.1 |   135M |  16 | 733 | 137 |1160 | 383k|  1 | 461 | 155 |-4.638932e+00 | 6.807014e-01 |    Inf |  15.83%
 57.1s|  4200 |  1746 |645510 | 153.3 |   137M |  16 | 733 | 137 |1228 | 388k|  2 | 471 | 155 |-4.638920e+00 | 6.807014e-01 |    Inf |  16.68%
 58.2s|  4300 |  1722 |655360 | 152.0 |   139M |  16 | 733 | 137 |1521 | 395k|  8 | 482 | 155 |-4.576731e+00 | 6.807014e-01 |    Inf |  17.62%
 58.9s|  4400 |  1692 |664156 | 150.6 |   141M |  16 | 733 | 137 |1896 | 401k|  1 | 499 | 155 |-4.545470e+00 | 6.807014e-01 |    Inf |  18.61%
 time | node  | left  |LP iter|LP it/n|mem/heur|mdpt |vars |cons |rows |cuts |sepa|confs|strbr|  dualbound   | primalbound  |  gap   | compl. 
 59.8s|  4500 |  1682 |675351 | 149.7 |   142M |  16 | 733 | 137 |1250 | 408k|  0 | 513 | 155 |-4.492692e+00 | 6.807014e-01 |    Inf |  19.54%
 60.6s|  4600 |  1660 |684680 | 148.5 |   144M |  16 | 733 | 137 |1295 | 414k|  3 | 521 | 155 |-4.423412e+00 | 6.807014e-01 |    Inf |  20.54%
 61.3s|  4700 |  1638 |694154 | 147.4 |   145M |  16 | 733 | 137 |1254 | 420k|  0 | 532 | 155 |-4.379301e+00 | 6.807014e-01 |    Inf |  21.33%
 61.9s|  4800 |  1604 |702000 | 145.9 |   147M |  16 | 733 | 137 |1336 | 426k|  8 | 541 | 155 |-4.318298e+00 | 6.807014e-01 |    Inf |  22.21%
 62.5s|  4900 |  1568 |710149 | 144.6 |   149M |  16 | 733 | 137 |1490 | 431k|  8 | 549 | 155 |-4.148246e+00 | 6.807014e-01 |    Inf |  23.38%
 63.1s|  5000 |  1522 |718219 | 143.3 |   149M |  16 | 733 | 137 |1181 | 436k|  0 | 557 | 155 |-4.081849e+00 | 6.807014e-01 |    Inf |  24.68%
 63.8s|  5100 |  1480 |726032 | 142.1 |   149M |  16 | 733 | 137 |1326 | 441k|  0 | 569 | 155 |-4.029427e+00 | 6.807014e-01 |    Inf |  26.10%
 64.4s|  5200 |  1436 |734145 | 140.9 |   150M |  16 | 733 | 137 |1740 | 446k|  0 | 582 | 155 |-3.895457e+00 | 6.807014e-01 |    Inf |  27.72%
 65.0s|  5300 |  1384 |742275 | 139.8 |   151M |  16 | 733 | 137 |1229 | 450k|  0 | 590 | 155 |-3.819910e+00 | 6.807014e-01 |    Inf |  29.48%
 65.6s|  5400 |  1340 |750464 | 138.7 |   153M |  16 | 733 | 137 |1287 | 456k|  8 | 596 | 155 |-3.794105e+00 | 6.807014e-01 |    Inf |  31.32%
 66.2s|  5500 |  1282 |757971 | 137.5 |   153M |  16 | 733 | 137 |1207 | 460k|  1 | 602 | 155 |-3.720424e+00 | 6.807014e-01 |    Inf |  33.21%
 66.7s|  5600 |  1234 |765773 | 136.5 |   153M |  16 | 733 | 137 |1160 | 465k|  1 | 608 | 155 |-3.560878e+00 | 6.807014e-01 |    Inf |  35.36%
 67.3s|  5700 |  1184 |773187 | 135.4 |   155M |  16 | 733 | 137 |1403 | 469k|  0 | 615 | 155 |-3.506140e+00 | 6.807014e-01 |    Inf |  37.37%
 67.9s|  5800 |  1146 |781111 | 134.4 |   156M |  16 | 733 | 137 |1202 | 474k|  0 | 625 | 155 |-3.482938e+00 | 6.807014e-01 |    Inf |  39.11%
 68.4s|  5900 |  1088 |787892 | 133.3 |   156M |  16 | 733 | 137 |1238 | 478k|  1 | 634 | 155 |-3.445719e+00 | 6.807014e-01 |    Inf |  41.27%
 time | node  | left  |LP iter|LP it/n|mem/heur|mdpt |vars |cons |rows |cuts |sepa|confs|strbr|  dualbound   | primalbound  |  gap   | compl. 
 69.1s|  6000 |  1034 |795362 | 132.3 |   158M |  16 | 733 | 137 |1694 | 482k|  6 | 639 | 155 |-3.391185e+00 | 6.807014e-01 |    Inf |  43.64%
 69.7s|  6100 |   980 |802944 | 131.4 |   158M |  16 | 733 | 137 |1212 | 487k|  0 | 646 | 155 |-3.339598e+00 | 6.807014e-01 |    Inf |  46.10%
 70.2s|  6200 |   922 |809640 | 130.3 |   159M |  16 | 733 | 137 |1473 | 491k|  0 | 655 | 155 |-3.293966e+00 | 6.807014e-01 |    Inf |  48.99%
 70.7s|  6300 |   866 |816339 | 129.3 |   160M |  16 | 733 | 137 |1145 | 495k|  0 | 666 | 155 |-3.142993e+00 | 6.807014e-01 |    Inf |  51.80%
 71.2s|  6400 |   802 |822753 | 128.3 |   161M |  16 | 733 | 137 |1283 | 498k|  0 | 669 | 155 |-2.848783e+00 | 6.807014e-01 |    Inf |  55.09%
 71.7s|  6500 |   732 |828874 | 127.3 |   161M |  16 | 733 | 137 |1178 | 501k|  0 | 676 | 155 |-2.586866e+00 | 6.807014e-01 |    Inf |  59.16%
 72.2s|  6600 |   656 |834274 | 126.2 |   162M |  16 | 733 | 137 |1214 | 504k|  0 | 680 | 155 |-2.530607e+00 | 6.807014e-01 |    Inf |  62.84%
 72.6s|  6700 |   580 |839395 | 125.0 |   163M |  16 | 733 | 137 |1175 | 506k|  0 | 684 | 155 |-2.470331e+00 | 6.807014e-01 |    Inf |  66.76%
 73.1s|  6800 |   500 |844049 | 123.9 |   164M |  16 | 733 | 137 |1194 | 509k|  0 | 689 | 155 |-2.351950e+00 | 6.807014e-01 |    Inf |  70.86%
 73.5s|  6900 |   428 |849291 | 122.9 |   164M |  16 | 733 | 137 |1234 | 511k|  3 | 693 | 155 |-2.272559e+00 | 6.807014e-01 |    Inf |  74.49%
 73.9s|  7000 |   350 |854279 | 121.8 |   164M |  16 | 733 | 137 |1245 | 514k|  2 | 697 | 155 |-2.025308e+00 | 6.807014e-01 |    Inf |  78.88%
 74.3s|  7100 |   272 |858564 | 120.7 |   164M |  16 | 733 | 137 |1242 | 516k|  0 | 704 | 155 |-1.746445e+00 | 6.807014e-01 |    Inf |  83.64%
 74.7s|  7200 |   190 |862510 | 119.6 |   165M |  16 | 733 | 137 |1196 | 518k|  0 | 706 | 155 |-1.425400e+00 | 6.807014e-01 |    Inf |  88.27%
 75.0s|  7300 |    96 |865830 | 118.4 |   165M |  16 | 733 | 137 |1214 | 519k|  0 | 712 | 155 |-1.008625e+00 | 6.807014e-01 |    Inf |  93.72%

SCIP Status        : problem is solved [optimal solution found]
Solving Time (sec) : 75.28
Solving Nodes      : 7396
Primal Bound       : +6.80701399974176e-01 (5 solutions)
Dual Bound         : +6.80701399974176e-01
Gap                : 0.00 %
svigerske commented 8 hours ago

I looked a bit more into it. The thing is that, at least for the nonlinear code, we are very cautious when it comes to round coefficients to zero. Its not always clear whether one can do this without significant changes.

This means that these very tiny coefficients make it into the problem that SCIP tries to solve. When it then generates a cut for the long sum of the objective function, it tries to preserve these coefficients by scaling it up, which means here a factor like 10^10. CPLEX is very robust and can handle the resulting LP. With SoPlex, numerical issues are more likely.

If one cleans up the input and moves these almost-zero coefficients to zero, then it should also solve fine with SoPlex as LP solver. To do this in the nl reader, do

--- a/src/scip/reader_nl.cpp
+++ b/src/scip/reader_nl.cpp
@@ -458,6 +458,9 @@ public:
    {
       SCIP_EXPR* expr;

+      if( SCIPisZero(scip, value) )
+         value = 0.0;
+
       SCIP_CALL_THROW( SCIPcreateExprValue(scip, &expr, value, NULL, NULL) );

       // remember that we have to release this expr