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The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP. The focus of this article is on the role of the SCIP Optimization Suite in supporting research. SCIP’s main design principles are discussed, followed by a presentation of the latest performance improvements and developments in version 8.0, which serve both as examples of SCIP’s application as a research tool and as a platform for further developments. Furthermore, this article gives an overview of interfaces to other programming and modeling languages, new features that expand the possibilities for user interaction with the framework, and the latest developments in several extensions built upon SCIP.
This paper investigates the estimation of the size of Branch-and-Bound (B&B) trees for solving mixed-integer programs. We first prove that the size of the B&B tree cannot be approximated within a factor of~2 for general binary programs, unless P equals NP. Second, we review measures of the progress of the B&B search, such as the gap, and propose a new measure, which we call leaf frequency. We study two simple ways to transform these progress measures into B&B tree size estimates, either as a direct projection, or via double-exponential smoothing, a standard time-series forecasting technique. We then combine different progress measures and their trends into nontrivial estimates using Machine Learning techniques, which yields more precise estimates than any individual measure. The best method we have identified uses all individual measures as features of a random forest model. In a large computational study, we train and validate all methods on the publicly available MIPLIB and Coral general purpose benchmark sets. On average, the best method estimates B&B tree sizes within a factor of 3 on the set of unseen test instances even during the early stage of the search, and improves in accuracy as the search progresses. It also achieves a factor 2 over the entire search on each out of six additional sets of homogeneous instances we have tested. All techniques are available in version 7 of the branch-and-cut framework SCIP.
This paper investigates the estimation of the size of Branch-and-Bound (B&B) trees for solving mixed-integer programs. We first prove that the size of the B&B tree cannot be approximated within a factor of~2 for general binary programs, unless P equals NP. Second, we review measures of the progress of the B&B search, such as the gap, and propose a new measure, which we call leaf frequency.
We study two simple ways to transform these progress measures into B&B tree size estimates, either as a direct projection, or via double-exponential smoothing, a standard time-series forecasting technique. We then combine different progress measures and their trends into nontrivial estimates using Machine Learning techniques, which yields more precise estimates than any individual measure. The best method we have identified uses all individual measures as features of a random forest model.
In a large computational study, we train and validate all methods on the publicly available MIPLIB and Coral general purpose benchmark sets. On average, the best method estimates B&B tree sizes within a factor of 3 on the set of unseen test instances even during the early stage of the search, and improves in accuracy as the search progresses. It also achieves a factor 2 over the entire search on each out of six additional sets of homogeneous instances we have tested. All techniques are available in version 7 of the branch-and-cut framework SCIP.
The SCIP Optimization Suite provides a collection of software packages for
mathematical optimization centered around the constraint integer programming frame-
work SCIP. This paper discusses enhancements and extensions contained in version 7.0
of the SCIP Optimization Suite. The new version features the parallel presolving library
PaPILO as a new addition to the suite. PaPILO 1.0 simplifies mixed-integer linear op-
timization problems and can be used stand-alone or integrated into SCIP via a presolver
plugin. SCIP 7.0 provides additional support for decomposition algorithms. Besides im-
provements in the Benders’ decomposition solver of SCIP, user-defined decomposition
structures can be read, which are used by the automated Benders’ decomposition solver
and two primal heuristics. Additionally, SCIP 7.0 comes with a tree size estimation
that is used to predict the completion of the overall solving process and potentially
trigger restarts. Moreover, substantial performance improvements of the MIP core were
achieved by new developments in presolving, primal heuristics, branching rules, conflict
analysis, and symmetry handling. Last, not least, the report presents updates to other
components and extensions of the SCIP Optimization Suite, in particular, the LP solver
SoPlex and the mixed-integer semidefinite programming solver SCIP-SDP.
The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP. This paper discusses enhancements and extensions contained in version 6.0 of the SCIP Optimization Suite. Besides performance improvements of the MIP and MINLP core achieved by new primal heuristics and a new selection criterion for cutting planes, one focus of this release are decomposition algorithms. Both SCIP and the automatic decomposition solver GCG now include advanced functionality for performing Benders’ decomposition in a generic framework. GCG’s detection loop for structured matrices and the coordination of pricing routines for Dantzig-Wolfe decomposition has been significantly revised for greater flexibility. Two SCIP extensions have been added
to solve the recursive circle packing problem by a problem-specific column generation scheme and to demonstrate the use of the new Benders’ framework for stochastic capacitated facility location. Last, not least, the report presents updates and additions to the other components and extensions of the SCIP Optimization Suite: the LP solver SoPlex, the modeling language Zimpl, the parallelization framework UG, the Steiner tree solver SCIP-Jack, and the mixed-integer semidefinite programming solver SCIP-SDP.