Julia interface to SCIP solver



Julia interface to SCIP solver.

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Update (December 2018)

We have completely rewritten the interface from scratch, using Clang.jl to generate wrappers based on the headers of the SCIP library. The goal is to support JuMP (from version 0.19 on) through MathOptInterface.

Currently, we support LP and MIP problems only. This means we still have a feature loss in the areas as nonlinear constraints as well as supported callbacks compared to previous versions (see below).

Getting Started

To use SCIP.jl, you will need SCIP installed on your system. SCIP's license does not allow (automatic) redistribution, so please download and install it yourself.

Only Linux is tested and officially supported. Contributions to supporting other operating systems are welcome.

We recommend using one of the provided installers, e.g., SCIPOptSuite-6.0.0-Linux.deb for systems based on Debian. Adding the SCIP.jl package should then work out of the box:

pkg> add SCIP

If you build SCIP from source you should set the environment variable SCIPOPTDIR to point the the installation path. That is, $SCIPOPTDIR/lib/libscip.so should exist.

Design Considerations

Wrapper of Public API: All of SCIP's public API methods are wrapped and available within the SCIP package. This includes the scip_*.h and pub_*.h headers that are collected in scip.h, as well as all default constraint handlers (cons_*.h.) But the wrapped functions do not transform any data structures and work on the raw pointers (e.g. SCIP* in C, Ptr{SCIP_} in Julia). Convenience wrapper functions based on Julia types are added as needed.

Memory Management: Programming with SCIP requires dealing with variable and constraints objects that use reference counting for memory management. SCIP.jl provides a wrapper type ManagedSCIP that collects lists of SCIP_VAR* and SCIP_CONS* under the hood, and releases all reference when it is garbage collected itself (via finalize). When adding a variable (add_variable) or a constraint (add_linear_constraint), an integer index is returned. This index can be used to retrieve the SCIP_VAR* or SCIP_CONS* pointer via get_var and get_cons respectively.

ManagedSCIP does not currently support deletion of variables or constraints.

Supported Features for MathOptInterface: We aim at exposing many of SCIP's features through MathOptInterface. However, the focus is on keeping the wrapper simple and avoiding duplicate storage of model data.

As a consequence, we do not currently support some features such as retrieving constraints by name (SingleVariable-set constraints are not stored as SCIP constraints explicitly).

Support for more constraint types (quadratic/SOC, SOS1/2, nonlinear expression) is planned, but SCIP itself only supports affine objective functions, so we will stick with that. More general objective functions could be implented via a bridge.

Old Interface Implementation

A previous implementation of SCIP.jl supported JuMP (up to version 0.18) through MathProgBase. It did not interface SCIP directly, but went through CSIP, a simplified C wrapper.

Back then, the interface support MINLP problems as well as solver-indepentent callbacks for lazy constraints and heuristics.

To use that version, you need to pin the version of SCIP.jl to v0.6.1 (the last release before the rewrite):

pkg> add SCIP@v0.6.1
pkg> pin SCIP

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