fixed bug in calculation of "fractionality score" for spatial branching candidates in cons_nonlinear
fixed bug with installing symmetry dialog in sub-SCIPs
added copy callbacks for presolvers dualagg and redvub, branching rules lookahead and cloud, primal heuristics dualval and repair, propagator nlobbt, and separators gauge and convexproj
respect maximal separation rounds setting by running remaining delayed separators in last round
replace terms consistently in applyFixings() of cons_linear to handle infinite aggregations
Build system
Cmake
fix SCIP Optimization Suite build with -DSYM=(s)bliss and bliss being downloaded and built during configuration by cmake
the check/solchecker build can now use also GMP installations by Homebrew on macOS/arm64
Miscellaneous
the output precision for writing CIP/OPB files has been increased at several places for nonlinear constraints
the solchecker tool now also supports SCIP solutions without unknown or infinite values
generate an error if the same linear constraint is used by several indicator constraints
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
added SCIPtpiIsAvailable() to check whether a working task processing interface is available (TPI != none)
added SCIPbendersSubproblemsAreInfeasible() to return if at least one subproblem has been identified as being infeasible prior to performing any variable fixing
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
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 function SCIPincludeConshdlrFixedvar() to include new constraint handler that checks bounds on fixed original variables
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
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.
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
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
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
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.