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Add example of SCIP with JuMP #145

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Add example of SCIP with JuMP #145

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6e33db7
Update Project.toml
mrchaos Dec 19, 2019
39d81e3
Update commons.jl
mrchaos Dec 19, 2019
aa53d0e
Update results.jl
mrchaos Dec 19, 2019
454c60f
scip with JuMP
mrchaos Dec 19, 2019
3b3dcf4
Update scip_with_jump_minlp.jl
mrchaos Dec 19, 2019
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2 changes: 1 addition & 1 deletion Project.toml
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Expand Up @@ -8,7 +8,7 @@ Libdl = "8f399da3-3557-5675-b5ff-fb832c97cbdb"
MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"

[compat]
CEnum = "^0.1.0"
CEnum = "^0.1.0, 0.2"
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I'm not sure what this means. Did you require CEnum in version 0.2?
I don't think it's compatible with our generated wrapper code.

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It need version 0.2 or later to install SCIP interface version 7.4 above
Current CEnum version is 0.2
New SCIP interface version not installed without 0.2

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I don't understand. The newest version of SCIP.jl is 0.9.2 and the newest version of SCIP is 6.0.2. So what is this 7.4 refering to?

I did not try Julia 1.3.0 yet, so maybe it's related to that.

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I just tried to add SCIP to a fresh Julia 1.3.0 installation, which worked just fine. It installed CEnum 0.1.2 as a dependency and the tests passed. Maybe you have some other package that requires CEnum 0.2?

Also, see #144 for failing tests with CEnum 0.2. Your changes probably fix those.

So, while it does make sense to upgrade CEnum at some point, I would prefer to do it "properly", and regenerate the C wrappers with a new Clang etc.

MathOptInterface = "^0.9.6"
julia = "^1.0.0"

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50 changes: 50 additions & 0 deletions example/scip_with_jump_minlp.jl
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@@ -0,0 +1,50 @@
#=
The following some part of code are excerpt from "Julia Programming for Operations Research 2/e (Changhyun Kwon) - Chap 8"
=#

using JuMP
#using JuMP:MOI
using SCIP

function solve_model(m::Model;mixed::Bool = false)
if mixed
@variable(m, x>=0, Int)
@variable(m, y[1:2], Int)
@variable(m, s[1:5]>=0, Int)
@variable(m, l[1:5]>=0, Int)
else
@variable(m, x>=0)
@variable(m, y[1:2])
@variable(m, s[1:5]>=0)
@variable(m, l[1:5]>=0)
end

@objective(m, Min, -x -3y[1] + 2y[2])

@constraint(m, -2x + y[1] + 4y[2] + s[1] == 16)
@constraint(m, 8x + 3y[1] - 2y[2] + s[2] == 48)
@constraint(m, -2x + y[1] - 3y[2] + s[3] == -12)
@constraint(m, -y[1] + s[4] == 0)
@constraint(m, y[1] + s[5] == 4)
@constraint(m, -1 + l[1] + 3l[2] + l[3] - l[4] + l[5] == 0)
@constraint(m, 4l[2] - 2l[2] - 3l[3] == 0)
for i in 1:5
@NLconstraint(m, l[i] * s[i] == 0)
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Since this is quadratic, it actually doesn't need the @NLconstraint, and could use @constraint instead. But it should not matter much to SCIP.

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Yes, I just wanted to know if @NLcontraint works well with SCIP.
The example code refers to Chap8 in "Julia Programming for Operations Research 2 / e".

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There are potential copyright issues with copying code verbatim from a book. Please clarify the license of this code.

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OK~
I'll check!

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I'm not sure what copyright license my codes carry, but I'm good with this.

Codes were mine, but the actual example is from:

Ex 9.1.1 from Floudas, C.A., Pardalos, P.M., Adjiman, C., Esposito, W.R., Gümüs, Z.H., Harding, S.T., Klepeis, J.L., Meyer, C.A. and Schweiger, C.A., 2013. Handbook of Test Problems in Local and Global Optimization (Vol. 33). Springer Science & Business Media, http://titan.princeton.edu/TestProblems/ 

end

JuMP.optimize!(m)

println("** Optimal objective function value = ", JuMP.objective_value(m))
println("** Optimal x = ", JuMP.value(x))
println("** Optimal y = ", JuMP.value.(y))
println("** Optimal s = ", JuMP.value.(s))
println("** Optimal l = ", JuMP.value.(l))
nothing;
end

model = direct_model(SCIP.Optimizer())
solve_model(model)

model = direct_model(SCIP.Optimizer())
solve_model(model,mixed=true)

2 changes: 1 addition & 1 deletion src/MOI_wrapper/results.jl
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Expand Up @@ -40,7 +40,7 @@ function MOI.get(o::Optimizer, ::MOI.ResultCount)::Int
end

function MOI.get(o::Optimizer, ::MOI.RawStatusString)
return String(CEnum.enum_name(SCIPgetStatus(o)))
return String(Symbol(SCIPgetStatus(o)))
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This is probably a consequence of upgrading CEnum?

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The error occurs because CEnum does not have an enum_name field.

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Well, it has in version 0.1.0: CEnum.jl

end

"Make sure that SCIP is currently in one of the allowed stages."
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10 changes: 5 additions & 5 deletions src/wrapper/commons.jl
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Expand Up @@ -700,7 +700,7 @@ const SCIP_PRIMAL = SCIP_Primal
# Skipping MacroDefinition: SCIP_DECL_PROBEXITSOL ( x ) SCIP_RETCODE x ( SCIP * scip , SCIP_PROBDATA * probdata , SCIP_Bool restart )
# Skipping MacroDefinition: SCIP_DECL_PROBCOPY ( x ) SCIP_RETCODE x ( SCIP * scip , SCIP * sourcescip , SCIP_PROBDATA * sourcedata , SCIP_HASHMAP * varmap , SCIP_HASHMAP * consmap , SCIP_PROBDATA * * targetdata , SCIP_Bool global , SCIP_RESULT * result )

@cenum(SCIP_Objsense{Int32},
@cenum(SCIP_Objsense,
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All of this code is auto-generated and should not be edited.

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SCIP_Objsense{Int32} type is "Expr"

CEnum.jl
77 elseif !isa(T, Symbol) ==> ERROR
78 throw(ArgumentError("invalid type expression for Cenum $T"))
79 end

SCIP_OBJSENSE_MAXIMIZE = -1,
SCIP_OBJSENSE_MINIMIZE = 1,
)
Expand Down Expand Up @@ -811,7 +811,7 @@ const REOPT_CONSTYPE = Reopt_ConsType

const SCIP_RESULT = SCIP_Result

@cenum(SCIP_Retcode{Int32},
@cenum(SCIP_Retcode,
SCIP_OKAY = 1,
SCIP_ERROR = 0,
SCIP_NOMEMORY = -1,
Expand Down Expand Up @@ -1111,7 +1111,7 @@ const SCIP_VAR = SCIP_Var
const SCIP_VarData = Cvoid
const SCIP_VARDATA = SCIP_VarData

@cenum(SCIP_VBCColor{Int32},
@cenum(SCIP_VBCColor,
SCIP_VBCCOLOR_UNSOLVED = 3,
SCIP_VBCCOLOR_SOLVED = 2,
SCIP_VBCCOLOR_CUTOFF = 4,
Expand Down Expand Up @@ -1201,7 +1201,7 @@ const SCIP_LINCONSUPGRADE = SCIP_LinConsUpgrade
const SCIP_ORBITOPETYPE = SCIP_OrbitopeType
const ARTIFICIALVARNAMEPREFIX = "andresultant_"

@cenum(SCIP_LinearConsType{Int32},
@cenum(SCIP_LinearConsType,
SCIP_LINEARCONSTYPE_INVALIDCONS = -1,
SCIP_LINEARCONSTYPE_LINEAR = 0,
SCIP_LINEARCONSTYPE_LOGICOR = 1,
Expand Down Expand Up @@ -1265,7 +1265,7 @@ end
const SCIP_INTERVAL = SCIP_Interval
const SCIP_ROUNDMODE = Cint

@cenum(SCIP_ObjSen{Int32},
@cenum(SCIP_ObjSen,
SCIP_OBJSEN_MAXIMIZE = -1,
SCIP_OBJSEN_MINIMIZE = 1,
)
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