Scippy

SCIP

Solving Constraint Integer Programs

Release notes for SCIP 9

SCIP 9.2.0

Features

  • added check for absolute and relative gap limits at end of synchronization in concurrent solving mode, in order to terminate earlier; note that if the concurrent solve is stopped due to a gap limit, the "winner" solver will have an interrupted solution status and its primal and dual bounds may not be the best possible ones (use SCIPgetConcurrentPrimalbound() and SCIPgetConcurrentDualbound() instead)
  • parse pseudoboolean constraint from CIP format (and add linear-"and"-reformulation)

Performance improvements

  • reoptimization now also stores propagations from propagators if reoptimization/saveconsprop is enabled; the parameter will be renamed to reoptimization/saveprop in a next major release
  • imposed stricter limits on the size of disconnected components which may be solved separately during presolve
  • use individual slack variables also for constraints indicated by a common binary variable to use tighter formulation by default
  • when computing symmetries using Nauty, iteration limits are now available to terminate Nauty early

Fixed bugs

  • Benders' decomposition subproblems that are always infeasible are correctly handled and the complete problem is declared infeasible
  • skip linear constraint propagation if the residual activity bound cancels the side precision
  • correct bound tracking to make the evaluation of primal-dual-integrals work
  • skip aggregations on fixed variables in milp presolver to avoid errors for earlier versions of PaPILO
  • use indices of negation counterparts and accept fixings when ordering and-resultants of pseudoboolean constraints
  • update locks on model variables before removing pseudoboolean constraints in presolve
  • reformulate soft pseudoboolean constraints with linear constraints if the indicator decomposition is disabled
  • add workaround for recent HiGHS versions resetting the model status when changing the presolve option after a solve
  • avoid hashmap key error in removal of doubletons and singletons in dual presolve of setppc constraints by updating constraints and corresponding hashmaps after each multi-aggregation

Interface changes

New API functions

New parameters

  • presolving/milp/abortfacexhaustive to control the abort threshold for exhaustive presolving in PAPILO
  • presolving/milp/abortfacmedium to control the abort threshold for medium presolving in PAPILO
  • presolving/milp/abortfacfast to control the abort threshold for fast presolving in PAPILO
  • constraints/components/maxcompweight to determine the maximum weight for a disconnected component that is solved during presolve
  • constraints/components/contfactor counts the contributing factor of a single continuous variables with respect to the weight limit specified by constraints/components/maxcompweight
  • constraints/indicator/usesameslackvar to decide whether the same slack variable should be used for indicators constraints with common binary variable
  • propagating/symmetry/nautymaxncells and propagating/symmetry/nautymaxnnodes to set iteration limits in Nauty (only available if build with SYM=nauty or SYM=snauty)

Changed parameters

  • presolving/milp/threads is now only available if PaPILO is built with TBB
  • changed default of numerics/recomputefac to 1e+6 to aim at relative epsilon precision

Build system

Cmake

  • attempted to fix detection of CPLEX library on macOS and Windows systems

Testing

  • added parameter FILTER for tests/Makefile to run only tests with a specific pattern (ctest with -R FILTER)

Miscellaneous

  • adjusted Gurobi interface for Gurobi 12
  • reordered events: BESTSOLFOUND/NODE_FEASIBLE are now processed before the nodes are cut off and before NODE_DELETE events are processed
  • removed #define of getcwd (in case of Windows builds) in scip/def.h
  • the #define of strcasecmp and strncasecmp (in case of Windows builds) in scip/def.h will be removed with SCIP 10; use SCIPstr(n)casecmp() (scip/pub_misc.h) instead

SCIP 9.1.1

Fixed bugs

  • fix bug in separator aggregation that caused incorrect terminations when for an integral objective the objective limit was set to a fractional value
  • fix bug in memory management of doublelex matrices where indices were set beyond array bounds
  • store relevance flags in consdataTightenCoefs() of cons_linear.c to avoid dropping variables unintentionally due to numerical changes
  • fix possible segmentation fault when resetting local and global bounds of original variables after abnormal termination
  • compare coefficient scales to detect parallelism to avoid integral relaxations in detectRedundantConstraints() of cons_linear.c
  • remove coefficient information from linear constraint hashes in order to compare keys with tolerances
  • fixed NULL pointer dereference in SCIPtpiGetNumThreads() of TinyCThread interface if called before SCIPtpiInit(); now returns 0 in this case
  • calling SCIPsolveConcurrent() when SCIP was compiled without a TPI now results in a plugin-not-found error
  • fixed LPI status functions of lpi_cpx if the barrier is called
  • check cuts for redundancy after scaling in cutTightenCoefs() and cutTightenCoefsQuad() of cuts.c
  • maintain definition of artificial integral variables in xor constraints to avoid invalidation of conflict constraints
  • free childless nodes only after the deactivation of the old focus path in treeSwitchPath() of tree.c
  • only normalize rows for column norm evaluations in shift-and-propagate heuristic to avoid unscaled violations
  • expression handler for absolute value computes now also a cut when one of the bounds is infinite as long as the sign of the argument is known
  • check for more data to be freed before modifying nonlinear constraints in SCIPaddExprNonlinear()
  • allow for terms with zero coefficients when checking sum in SCIPexprCheckQuadratic()
  • do not abort writing of constraints to lp/pip files (and forget to free buffer memory) when encountering unsupported nonlinear constraint
  • fixed that strings with names and descriptions of the LPI's were not null-terminated
  • fixed decision on when to enforce nonlinear constraints on relaxation solutions if integer variables are present
  • fixed reading of very long lines (>78000 characters) in FlatZinc reader
  • fixed write of strings with at least 1024 characters when compiling with MSVS 2015 (14.0) or later (still an issue with earlier MSVS, which will not be fixed)
  • keep epsilon coefficients in applyFixings() of cons_linear.c until multiples are merged to avoid loss of relevant contributions
  • fixed that some variable type changes were not accounted correctly in presolve of linear constraints
  • fix constraint sorting in setpp-orbitope upgrade in symmetry code
  • fixed that SCIPnodeGetConsProps() also counted bound changes from propagators
  • use original and-constraints of an untransformed pseudoboolean constraint when copying original problems to avert segmentation faults
  • sort and-constraints of a pseudoboolean constraint with respect to the resultant problem indices to avoid shuffled copies
  • treat pseudoboolean constraints as nonlinear constraints in OPB reader to prevent duplication mistakes

Examples and applications

  • in example Binpacking implement Farkas pricing for packings because branching can actually lead to infeasible restricted master LPs

Testing

  • allow unknown parameters to let tests pass if only optional dependencies are missing

Build system

Cmake

  • fixed compilation and linking with HiGHS; to use HiGHS, cmake now requires to specify the directory containing the highs-config.cmake file via -DHIGHS_DIR
  • extended identification of Ipopt library on Windows to also look for ipopt.dll.lib, as this is used since Ipopt 3.13.0 (2019)

SCIP 9.1.0

Features

  • added constraint handler that checks and enforces bounds on original variables which have been fixed or aggregated in the transformed problem
  • allow for implicit integer variables in xor constraints
  • implemented symmetry detection callbacks for pseudoboolean constraints
  • added option to consider enforcement of nonlinear constraints (including spatial branching) before integrality has been enforced

Fixed bugs

  • make sure that, in dual proof analysis, upgraded constraints can report their number of variables
  • check knapsack constraints as linear constraints to avoid violations based on implicit integrality
  • make sure that symmetry detection callbacks report success
  • make arithmetics in cuts.c more robust to avoid invalid scg cuts due to numerical rounding sensitivity
  • allow to copy pseudoboolean constraints even if no AND constraints are present in order to avoid a warning
  • set value for variable that is introduced to reformulate nonlinear objective function when reading .nl files with initial solution
  • fixed that multi-aggregations from PaPILO were accepted without ensuring that their bounds hold

Examples and applications

  • TSP: removed gzstream.h/hpp and parse gzipped files differently

Interface changes

New callbacks

  • SCIP_DECL_NLHDLRENFO takes additional parameter branchcandonly to indicate whether only branching candidates should be registered, without looking for cuts or boundchanges

New API functions

New parameters

  • limits/primal to terminate the solve as soon as the primal bound is at least as good as this value, same as limits/objectivestop (deprecated)
  • limits/dual to terminate the solve as soon as the dual bound is at least as good as this value
  • presolving/milp/internalmaxrounds to control the maximal rounds for each call of the milp presolver (PaPILO)
  • constraints/fixedvar/∗ to control the new constraint handler that checks bounds on fixed original variables
  • constraints/nonlinear/branching/mixfractional to specify minimal average pseudo cost count for discrete variables at which to start considering spatial branching before branching on fractional integer variables (default infinity means that integrality is always enforced before nonlinear constraints)
  • constraints/nonlinear/branching/fracweight to specify weight of fractionality of integer variables in spatial branching

New data structures

  • enum SCIP_Status has been extended by SCIP_STATUS_PRIMALLIMIT and SCIP_STATUS_DUALLIMIT to indicate termination at limits/primal and limits/dual respectively

Build system

  • changed the default symmetry computation package from sassy+bliss to sassy+nauty
  • bliss source is no longer included in the source tree, but can be linked as external library (https://github.com/ds4dm/Bliss)
  • cmake now automatically downloads and installs the latest release version of SoPlex from GitHub if it is not found directly

Miscellaneous

  • updated nauty to version 2.8.8

SCIP 9.0.1

Fixed bugs

  • fixed bug in detection of double lex matrices due to wrong memory allocation
  • fixed bug where parameter limits/objectivestop was copied to subscips in plugins which have different objectives
  • in count mode respect empty solution when problem is solved in presolving
  • fixed that SCIP may have tried to pass a negative random seed to an LP solver
  • fixed bug where conflict analysis in strong branching tried to analyze an unsuccessful LP solve
  • enable parameter limits/restarts by allowing to reach the restart limit in restartAllowed()
  • handle normalizing linear constraints in presolving with more caution to avoid numerical difficulties for integer variables with large coefficients
  • use quad precision to calculate residual activity bounds to reduce numerical errors for large variable bounds in cons_linear.c
  • in SCIPsolveProbingLP() when objective has been changed do not return cutoff due to exceeding the cutoff bound
  • set probing LP to be a relaxation only when objective has not been changed
  • declare contradicting infinities in getMinActivity() and getMaxActivity() as non-tight
  • reject farkas solution with large values to bound magnification of errors in SCIPgetFarkasProof()
  • if all variables are fixed, apply relative feasibility tolerance to avoid invalid infeasibility in applyFixings() of cons_linear.c
  • delete empty redundant knapsack and linear constraints after cleanup in SCIPmatrixCreate()
  • cleanup first constraints in SCIPcleanupConssVarbound(), SCIPcleanupConssSetppc(), and SCIPcleanupConssLogicor()
  • symmetry handling methods have not been added immediately after computing symmetries, which has been fixed
  • delay checking node limits after presolving to correctly continue up to the exceeding main node
  • simplified the objective sense assumption for the subproblems in the Lagromory separator
  • update effective root depth iteratively to avoid trapping it at a single child node
  • fixed that dualsparsify presolver did not always check do-not-multiaggregate variable flag
  • fixed bug in computing elements of orbits in orbital reduction

Miscellaneous

Build system

Cmake

  • A file cmake.log containing the changed options is written to the cmake build directory.
  • removed replacement of the settings of RelWithDebInfo
  • add compile option -ffp-contract=off or /fp:precise to enhance reproducibility across different systems

Makefile

  • add flags -ffp-contract=off and /fp:precise to enhance reproducibility across different systems

Interface changes

New parameters

  • added parameter "propagating/symmetry/symtiming" to determine when symmetries are computed and handled

Changed parameters

  • Disabled "propagating/symmetry/addconsstiming" since it is not used anymore.
  • Disabled "propagating/symmetry/ofsymcomptiming" since it is not used anymore.

SCIP 9.0.0

Features

  • added simplification of abs(x)^n to x^n when n is even (simplify rule POW12)
  • in expression simplification, added possibility to expand power of sum with exponents larger than 2 (simplify rule POW7)
  • in expression simplification, added possibility to expand products with sums as factor when there are more than two factors (simplify rule SP12b)
  • in expression simplification, added possibility to allow expanding power of products with fractional exponent (simplify rule POW5a)
  • can now build with Lapack (used for solving nonlinear problems) explicitly; if IPOPT is used, then Lapack is accessed through it; an interface to Lapack is available in lapack_calls.h
  • added support for logical constraints in binary variables and basic logical operators (and, or, not, equal) to AMPL .nl reader
  • indicator constraints now use the same slack variable for the linear constraints if binary variables are used multiple times for indicator constraints
  • new diving heuristic indicatordiving that focuses on indicator variables which control semicontinuous variables
  • updated statistics on NLP relaxation; information on convexity of NLP has been added
  • added new bandit method (EXP.3-IX) that is the new default of the ALNS heuristic
  • added dialog to display recognized permutation symmetries ("display symmetry")
  • The symmetry detection code has been completely restructured. Instead of completely encoding symmetry information in prop_symmetry.c, there is a new callback for constraint handlers, which returns symmetry relevant information by encoding a constraint as a node and edge colored graph. This way, also custom constraint handlers can provide symmetry information.
  • added special presolving step for logicor and set covering/packing for constraints with two variables and one independent variable
  • increased the depth field of the tree structure from 16 to 30 bits and the max depth of the search tree from 65534 to 1073741822
  • added new cut selector plugin called cutsel_ensemble. Performs a superset of hybrid cutsel. Implements new filtering methods and scoring options.
  • added new branching rule based on Gomory mixed-integer cuts
  • added new branching score to the reliability pseudo-cost branching rule
  • added new cut selector plugin called cutsel_dynamic. Performs a superset of hybrid cutsel. Implements new filtering methods and scoring options.
  • added monoidal strengthening to intersection cut generation of nlhdlr_quadratic
  • extended heuristic dps to run after processing the node and to use strict limits for the reoptimization step
  • extended obbt propagator to handle variables of the linear constraints corresponding to indicator constraints
  • added new heuristic heur_scheduler that models the selection of LNS and diving heuristics as a multi-armed bandit problem
  • added nonlinear handler for signomial expressions: adds cuts based on a difference of convex functions representation
  • Delayed separators are now called if no other cuts have been found. Previously, such separators were only called near stalling or when the separation rounds limit was reached.
  • added a new separator sepa_lagromory to generate Lagromory cuts in a relax-and-cut framework, i.e., GMI cuts generated at different bases that are explored in the process of solving the Lagrangian dual problem at a node. This separator is OFF by default.
  • when parsing nonlinear constraints from CIP files, the * after the number in a term is now optional if followed by a variable, i.e., instead of 3*<x><y>, now also 3<x><y> can be read, but 3<x><y> is not supported; this allows to read some CIP files that were written with SCIP < 8
  • when running bliss, we now limit the number of actually created generators and not the ones considered by bliss

Performance improvements

  • Variable conflict-based addition of Schreier-Sims cuts for symmetry handling in prop_symmetry.c does no longer use an expensive explicit conflict graph construction.
  • Only run propagation of indicator constraints if relevant variables have changed.
  • Propagation of indicator constraints propagates maximal activity of linear constraint to upper bound of slack variable.
  • Added initialization of LP relaxation for SOC constraints.
  • Avoided some numerical issues when separating SOC constraints.
  • If differentation of convex expression fails in convex nlhdlr, then a perturbed point is tried.
  • Use sassy/bliss as default symmetry computation package.
  • No longer linearize indicator constraints in undercover heuristic by default.
  • Deactivate pre-root heuristic zeroobj in undercover heuristic.
  • Added new branching score tiebreaker for reliability pseudo-cost branching rule
  • Try nearest bound if zero solution value is out of bounds in heuristic trivial.

Interface changes

New and changed callbacks

  • Added solution linearization callback for nonlinear handlers. The nonlinear handler may use this callback to add tight cuts that use the given solution as reference point to the cutpool. The callback is called if option constraints/nonlinear/linearizeheursol is enabled.
  • The callback for copying problem data SCIP_DECL_PROBCOPY() now has a parameter "original" indicating whether the original or transformed problem should be copied. Similarly, SCIPprobCopy() in prob.h/c has such a parameter.
  • Added CONSGETPERMSYMGRAPH and CONSGETSIGNEDPERMSYMGRAPH callback for constraint handlers, which provides symmetry information about constraints to SCIP.

Deleted and changed API methods

New API functions

Command line interface

  • Added optional parameter -i when calling SCIP in AMPL-mode (-AMPL parameter). If -i is specified, a SCIP shell is started where normally SCIPsolve() would be called.

Interfaces to external software

  • added interface to nauty/traces for symmetry computation
  • added interface to sassy, a preprocessor for symmetry computation
  • The directory src/sassy contains the source code of sassy.
  • Added interface to Lapack (used for solving nonlinear problems).
  • The AMPL interface now supports parameters specified in AMPL command scripts via option scip_options. The value of scip_options is expected to be a sequence of parameter names and values, separated by a space, e.g., ‘option scip_options 'limits/time 10 display/verblevel 1’;`. String values should not be quoted and spaces in string values are not supported.
  • sassy can be used now as preprocessor for nauty/traces
  • The solution status codes written to AMPL solution files now match those from https://mp.ampl.com/details.html#_CPPv4N2mp3sol6StatusE.

Changed parameters

  • change default value of parameter separating/filtercutpoolrel to FALSE
  • Shrunk range of parameter "propagating/symmetry/sstleaderrule" from [0,3] to [0,2], removed "MAXCONFLICTS"-option.
  • Removed reading/gmsreader/freeints. A default upper bound of +inf is now assumed for integer variables in GAMS (which is the case since GAMS 23.1).
  • Disabled "propagating/symmetry/symfixnonbinaryvars" since it is not used in the new symmetry code.
  • Replaced "propagating/symmetry/onlybinarysymmetry" with "propagating/symmetry/enforcecomputesymmetry" and set to FALSE by default.
  • Disabled "propagating/symmetry/performpresolving" since running orbital reduction during presolving is not effective.
  • Repurposed "propagating/symmetry/usedynamicprop" since it now also applies to lexicographic reduction.
  • Changed default value of parameter "propagating/symmetry/addsymresacks" from FALSE to TRUE.

New parameters

  • separating/maxcutsgenfactor and separating/maxcutsrootgenfactor as factors (w.r.t. separating/maxcuts and separating/maxcutsroot) for limits on the number of cuts generated (which used to be constants '2')
  • expr/pow/expandmaxexponent to specify limit on exponent when to expand power of sum
  • expr/pow/distribfracexponent to enable expanding power of products with fractional exponents
  • expr/product/expandalways to enable expanding any product with sums as factor (that is, also when more than two factors)
  • nlhdlr/convex/maxperturb to specify maximal perturbation of non-differential reference points
  • benders/default/nlpiterlimit to adjust iteration limit for NLP solver for Benders' decomposition NLP subproblems
  • limits/objectivestop to interrupt the solve as soon as a primal solution is found that is at least as good as the given value
  • heuristics/undercover/{coverand,coverind,covernl} to control which nonlinearities to consider (by default only "and" and nonlinear constraints)
  • cutselection/ensemble/∗ all parameters for new ensemble cut selector
  • cutselection/dynamic/∗ all parameters for new dynamic cut selector
  • branching/relpscost/gmiavgeffweight specifies the weight in the relpscost branching score of the normalized efficacy of all generated GMI cuts (for a variable) branching/relpscost/gmilasteffweight specifies the weight in the elpscost branching score of the normalized efficacy of the last generated GMI cut (for a variable)
  • nlhdlr/quadratic/usemonoidal to enable monoidal strengthening when separating quadratics with intersection cuts
  • nlhdlr/quadratic/trackmore to collect more statistics for monoidal strengthening when separating quadratics with intersection cuts
  • nlhdlr/quadratic/useminrep to use the minimal representation to compute cut coefficients when separating quadratics with intersection cuts
  • nlhdlr/quadratic/sparsifycuts to enable sparsification of intersection cuts for quadratics
  • heuristics/dps/reoptlimits to set strict limits for the reoptimization step in dps
  • heuristics/dps/timing to run dps after processing the node
  • heuristics/scheduler/∗ all parameters for new scheduler heuristic
  • nlhdlr/signomial/enabled, nlhdlr/signomial/maxnundervars, nlhdlr/signomial/mincutscale: parameters for the signomial nonlinear handler
  • separating/lagromory/freq to denote the frequency for calling Lagromory separator
  • separating/lagromory/away to denote the minimal integrality violation of a basis variable to try separation
  • separating/lagromory/dynamiccuts to denote whether the generated cuts be removed from LP if they are no longer tight
  • separating/lagromory/maxroundsroot to denote the maximal number of separation rounds in the root node
  • separating/lagromory/maxrounds to denote the maximal number of separation rounds in a non-root node
  • separating/lagromory/nmaxcutsperlproot to denote, in the root node, the maximal number of Lagromory cuts that can be separated per explored basis of the Lagrangian dual
  • separating/lagromory/nmaxcutsperlp to denote, in a non-root node, the maximal number of Lagromory cuts that can be separated per explored basis of the Lagrangian dual
  • separating/lagromory/perroundnmaxlpiters to denote the maximal number of separating LP iterations that are allowed per separation round
  • separating/lagromory/dualdegeneracyratethreshold to denote the minimum dual degeneracy rate for the separator execution
  • separating/lagromory/varconsratiothreshold to denote the minimum variable-constraint ratio on the optimal face for the separator execution
  • many other advanced parameters for the Lagromory separator, which are also mentioned under separating/lagromory/∗

Data structures

  • new data structure SYM_GRAPH to encode symmetry information from a constraint
  • new data structure SYM_EXPRDATA to encode symmetry information from expressions
  • replaced enum SYM_SYMTYPE by a complete new one; removed SYM_RHSSENSE, added SYM_NODETYPE and SYM_CONSOPTYPE

Deleted files

  • deleted the now unused files: tpi_none.h, tpi_openmp.h, tpi_tnycthrd.h, type_tpi_none.h, type_tpi_openmp.h, type_tpi_tnycthrd.h

Unit tests

  • new unittests for nlhdlr_quadratic that test monoidal strengthening and the use of the minimal representation to compute cut coefficients
  • unittests for nlhdlr_signomial

Testing

  • changed set lim obj to set lim objective in ctest since obj is no longer unambiguous

Build system

Cmake

  • New flag -DLAPACK=on for linking with Lapack (must be available in the system)
  • added flag option "SYM=sbliss" for using sassy/bliss as a graph automorphism package
  • use SYM=sbliss by default, since sassy and bliss are now shipped with SCIP.
  • added flag option "SYM=snauty" for using sassy/nauty as a graph automorphism package

Makefile

  • added flag option "nauty" for SYM variable to specify which graph automorphism package should be used
  • added flag option "sbliss" (sassy/bliss) for SYM variable to specify which graph automorphism package should be used
  • added flag option "snauty" (sassy/nauty) for SYM variable to specify which graph automorphism package should be used
  • use SYM=sbliss by default, since sassy and bliss are now shipped with SCIP
  • New flag LAPACK for linking with Lapack (must be available in the system)
  • A file scip/config.h is created in the build directory (/include) now. Defining NO_CONFIG_HEADER is no longer necessary and has no effect anymore.

Fixed bugs

  • Number of runs in which separation is enabled will now be correct as per "separating/maxruns" parameter. Earlier, separation was enabled for "maxruns + 1" number of runs, i.e., separation was enabled even when "maxruns = 0" was set.
  • add safeguard for number of selected cuts
  • use double double precision for delta in activity updates of cons_linear.c
  • sort constraints in checkSolOrig() to keep the logic of constraint handlers intact
  • fixed make install when SHARED=no and make uninstall
  • check absolute coefficients relative to extremal average to avoid invalid unifications in normalizeCons()
  • enforce and check symmetry-based constraints to take their locks (in dual reductions) into account
  • flush changes at the end of SCIPlpiSetBase() in lpi_grb.c to apply the newly set basis correctly

Miscellaneous

  • The TPI has been changed to become mostly independent from the actual parallel interface during compile time. For this, the locks and conditions are now pointers to abstract structs.
  • fixed that scip/def.h, the header for C preprocessor definition (#define's), included headers for some SCIP type and function definitions (scip/type_retcode.h, scip/type_message.h, scip/pub_message.h)