.
Solving Linear Programs and Integer Programs
. with ZIMPL and SCIP
Lê Xuân Thanh
Contents
1. Introduction
2. Introduction to ZIMPL and SCIP
What and Why
Install on Windows
3. How to use ZIMPL and SCIP
Procedure
Simple examples
Advanced examples
Introduction
Contents
1. Introduction
2. Introduction to ZIMPL and SCIP
What and Why
Install on Windows
3. How to use ZIMPL and SCIP
Procedure
Simple examples
Advanced examples
Introduction
The need of having LP solvers
Linear programs in real-life often have large sizes
Human computational performance is limited
Era of industry 4.0
⇒ The need of computational softwares
Introduction
Example: Diet problem of Stigler2
Posed by Stigler in 19451 :
For a moderately active man (economist) weighing 154 pounds,
how much of each of 77 foods should be eaten on a daily basis
so that the man’s intake of nine nutrients (including calories)
will be at least equal to the recommended dietary allowances
(RDAs) suggested by the National Research Council in 1943,
with the cost of the diet being minimal?
1
G. J. Stigler. The cost of subsistence. Journal of Farm Economics,
27(2):303–314, 1945
2
George Joseph Stigler (17.01.1911-01.12.1991): an American economist,
Nobel Memorial Prize in Economic Sciences 1982
Introduction
Example: Diet problem of Stigler (cont.)
Introduction
Example: Diet problem of Stigler (cont.)
Nutrients and prices of 77 foods (in USD, year 1945)
https :// github .com/ lxthanh 86/ StiglerDiet
Solution of Stigler
Introduction
Example: Diet problem of Stigler (cont.)
Stigler did not use simplex method
Need 9 accountants working in 120 days
to solve by hand using Stigler’s method
By SCIP: 0.01 second!
Introduction to ZIMPL and SCIP What and Why
Contents
1. Introduction
2. Introduction to ZIMPL and SCIP
What and Why
Install on Windows
3. How to use ZIMPL and SCIP
Procedure
Simple examples
Advanced examples
Introduction to ZIMPL and SCIP What and Why
From real-life problems to their solutions
Many real-life problems can be formulated as linear programs.
ZIMPL SCIP
*.mps
(LP) solution
*.lp
Introduction to ZIMPL and SCIP What and Why
What is ZIMPL?
ZIMPL
*.mps
(LP) *.lp
Prof. Thorsten Koch
ZIMPL3 :
Zuse Institut Mathematical Programming Language
[Link]
3
Thorsten Koch. Rapid Mathematical Programming. PhD thesis, Technische
Universität Berlin, 2004
Introduction to ZIMPL and SCIP What and Why
Alternatives for ZIMPL
Name Full name URL
AIMMS Advanced Integrated Multi-dimensional Modeling Software [Link]
AMPL A Modeling Language for Mathematical Programming [Link]
GAMS General Algebraic Modeling System [Link]
LINGO Lingo [Link]
LPL (Linear|Logical|Literate) Programming Language [Link]
MINOPT Mixed Integer Non-linear Optimizer [Link]/MINOPT
MOSEL Mosel [Link]
MPL Mathematical Programming Language [Link]
OMNI Omni [Link]
OPL Optimization Programming Language [Link]
GNU-MP GNU Mathematical Programming Language [Link]/software/glpk
Introduction to ZIMPL and SCIP What and Why
Why ZIMPL?
Special features of ZIMPL:
Free, open source
Independent of solver
Infinite rational
Easy to install, easy to use
Introduction to ZIMPL and SCIP What and Why
What is SCIP?
*.mps SCIP
solution
*.lp
Dr. Tobias Achterberg
SCIP4 :
Solving Constraint Integer Programs
[Link]
4
Tobias Achterberg. Constraint Integer Programming. PhD thesis,
Technische Universität Berlin, 2007
Introduction to ZIMPL and SCIP What and Why
Alternatives for SCIP
Name Full name URL
CBC COIN Branch and Cut [Link]/Cbc/
GLPL GNU Linear Programming Kit [Link]/software/glpk/
MIPCL Mixed Integer Programming Class Library
SoPlex Sequential object-oriented simPlex [Link]
Xpress FICO Xpress optimizer [Link]/en/products/fico-xpress-solver
CPLEX IBM CPLEX Optimizer [Link]/analytics/cplex-optimizer
GUROBI GUROBI [Link]/
Introduction to ZIMPL and SCIP What and Why
Why SCIP?
Special features of SCIP:
Free, open source
Fastest among free solvers
Easy to install, easy to use
Introduction to ZIMPL and SCIP What and Why
Why SCIP?
[Link]
Introduction to ZIMPL and SCIP What and Why
Why SCIP?
Locations of registered institutes
([Link]
Introduction to ZIMPL and SCIP Install on Windows
Contents
1. Introduction
2. Introduction to ZIMPL and SCIP
What and Why
Install on Windows
3. How to use ZIMPL and SCIP
Procedure
Simple examples
Advanced examples
Introduction to ZIMPL and SCIP Install on Windows
Download ZIMPL and SCIP
Step 1: Click
https :// www. scipopt .org/ index .php# download
then choose Version 8.0.3 (latest version) and OS Windows
Introduction to ZIMPL and SCIP Install on Windows
Download ZIMPL and SCIP (cont.)
Step 2: Go to Precompiled Packages and choose
[Link]
(for Windows 64 bits)
[Link]
(for Windows 32 bits)
Introduction to ZIMPL and SCIP Install on Windows
Download ZIMPL and SCIP (cont.)
Step 3: Register before downloading
Introduction to ZIMPL and SCIP Install on Windows
Install ZIMPL and SCIP
Step 4: Find the downloaded file and double click
Introduction to ZIMPL and SCIP Install on Windows
Install ZIMPL and SCIP (cont.)
Step 5: In case of unrecognized app:
choose More info then Run anyway
and follow default instruction
Introduction to ZIMPL and SCIP Install on Windows
Install ZIMPL and SCIP (cont.)
Step 5: In case of unrecognized app:
choose More info then Run anyway
and follow default instruction
Introduction to ZIMPL and SCIP Install on Windows
Install ZIMPL and SCIP (cont.)
Step 6: Go to
C: \Program Files \SCIPOptSuite 8.0.3 \bin
and copy 3 files: [Link], [Link], [Link]
Introduction to ZIMPL and SCIP Install on Windows
Install ZIMPL and SCIP (cont.)
Step 7: Create a folder (should be on Desktop)
and paste 3 files: [Link], [Link], [Link] into this folder
How to use ZIMPL and SCIP Procedure
Contents
1. Introduction
2. Introduction to ZIMPL and SCIP
What and Why
Install on Windows
3. How to use ZIMPL and SCIP
Procedure
Simple examples
Advanced examples
How to use ZIMPL and SCIP Procedure
Procedure
Step 1:
In the folder containing 3 files [Link], [Link], [Link],
create a text file *.zpl in which * is the file name
Step 2:
In file *.zpl, write down the ZIMPL code
for the linear program to be solved
(see examples later)
How to use ZIMPL and SCIP Procedure
Procedure (cont.)
Step 3:
Go to the title box of the folder, type cmd then hit Enter
(to open Command Prompt terminal)
How to use ZIMPL and SCIP Procedure
Procedure (cont.)
Step 4:
In Command Prompt terminal, type the commands
zimpl *.zpl then scip -q -f *.lp -l *.out
in which * is the file name
How to use ZIMPL and SCIP Procedure
Procedure (cont.)
Step 5:
Find solution in file *.out in the same folder
How to use ZIMPL and SCIP Simple examples
Contents
1. Introduction
2. Introduction to ZIMPL and SCIP
What and Why
Install on Windows
3. How to use ZIMPL and SCIP
Procedure
Simple examples
Advanced examples
How to use ZIMPL and SCIP Simple examples
Example 1
Solve
max 50x1 +42x2
s.t. x1 + x2 ≤ 40
x1 ≤ 30
x2 ≤ 30
x1 ≥ 0
x2 ≥ 0
How to use ZIMPL and SCIP Simple examples
ZIMPL code
ZIMPL code:
Program:
max 50x1 + 42x2
subject to
x1 + x2 ≤ 40
x1 ≤ 30
x2 ≤ 30
x1 ≥ 0
x2 ≥ 0
How to use ZIMPL and SCIP Simple examples
Structure of ZIMPL code
Structure:
Code:
Comment lines start with #
Declare variables
var [Declare variables];
Objective:
maximize [Name]: [Objective];
or
minimize [Name]: [Objective];
Constrains:
subto [Name]: [Constraints];
Remark:
Names of variables, objective, constraints
start with alphabet characters
How to use ZIMPL and SCIP Simple examples
Results obtained by SCIP
How to use ZIMPL and SCIP Simple examples
Example 2
Solve the following LP by using ZIMPL and SCIP:
max 5x1 + 4x2 + 3x3
s.t. 2x1 + 3x2 + x3 ≤ 5
4x1 + x2 + 2x3 ≤ 11
3x1 + 4x2 + 2x3 ≤ 8
x1 , x2 , x3 ≥ 0
How to use ZIMPL and SCIP Simple examples
Example 3
Solve the following LP by using ZIMPL and SCIP:
max 10x1 + 12(x2 + y2 ) + 17(x3 + y3 ) + 8(x4 + y4 )
s.t. 10x1 + 13x2 + 15x3 + 9x4 ≤ 1995
25x1 + 20y2 + 27y3 + 33y4 ≤ 1953
0.1x1 + 0.15(x2 + y2 ) + 0.5(x3 + y3 ) + 0.05(x4 + y4 ) ≤ 50
x2 + y2 = 2(x3 + y3 )
x1 , x2 , x3 , x4 ≥ 0
y2 , y3 , y4 ≥ 0
How to use ZIMPL and SCIP Advanced examples
Content
1. Introduction
2. Introduction to ZIMPL and SCIP
What and Why
Install on Windows
3. How to use ZIMPL and SCIP
Procedure
Simple examples
Advanced examples
How to use ZIMPL and SCIP Advanced examples
Outline
Stigler’s diet problem
Sudoku
How to use ZIMPL and SCIP Advanced examples
[Recall] Stigler’s diet problem
For a moderately active man (economist) weighing 154 pounds,
how much of each of 77 foods should be eaten on a daily basis
so that the man’s intake of nine nutrients (including calories)
will be at least equal to the recommended dietary allowances
(RDAs) suggested by the National Research Council in 1943,
with the cost of the diet being minimal?
Data:
Lists of 77 foods and 9 nutrients
RDAs of 9 nutrients
Amounts of nutrients in each of 77 foods
Price of 77 foods (in USD, year 1945)
See [S1945]5 or
https :// github .com/ lxthanh 86/ StiglerDiet
5
G. J. Stigler. The cost of subsistence. Journal of Farm Economics,
27(2):303–314, 1945
How to use ZIMPL and SCIP Advanced examples
Model
Data:
F: set of 77 foods (file [Link])
N: set of 9 nutrients (file [Link])
an : RDA of nutrient n ∈ N per day
(file [Link])
dfn : amount of nutrient n ∈ N in each unit of food f ∈ F
(file [Link], in USD)
Variables:
xf = payment (in USD) to buy food f ∈ F in the diet
Model:
∑
min xf
f∈F
∑
s.t. dfn xf ≥ an ∀n ∈ N
f∈F
xf ≥ 0 ∀f ∈ F
How to use ZIMPL and SCIP Advanced examples
ZIMPL code
To show in Control Prompt terminal.
How to use ZIMPL and SCIP Advanced examples
Result obtained by SCIP
solution status: optimal solution found
objective value: 0.108662278206757
x$WheatFlour(Enriched) 0.0295190616764883 (obj:1)
x$Liver(Beef) 0.00189255729070527 (obj:1)
x$Cabbage 0.0112144352461449 (obj:1)
x$Spinach 0.0050076604667252 (obj:1)
x$NavyBeansDried 0.0610285635266932 (obj:1)
How to use ZIMPL and SCIP Advanced examples
Outline
Stigler’s diet problem
Sudoku
How to use ZIMPL and SCIP Advanced examples
Sudoku puzzle
Given a 9 × 9 grid (as a composition of nine 3 × 3 subgrids).
Rules:
Only digits from 1 to 9 can be filled in the grid
Each cell of the grid must be filled by exactly one digit
Each digit appears exactly once in each column, row, and 3 × 3 subgrid
Input: a partially complete grid
Objective: completely fill the grid
8 9
1 3 9
5 2 4
2 6 8
9 7 6 5
3 6 5
1 3 5
8 7 1
4 5
How to use ZIMPL and SCIP Advanced examples
Sudoku puzzle
Given a 9 × 9 grid (as a composition of nine 3 × 3 subgrids).
Rules:
Only digits from 1 to 9 can be filled in the grid
Each cell of the grid must be filled by exactly one digit
Each digit appears exactly once in each column, row, and 3 × 3 subgrid
Input: a partially complete grid
Objective: completely fill the grid
3 6 7 4 2 5 8 9 1
4 2 1 3 8 9 5 7 6
8 5 9 6 7 1 2 3 4
5 7 4 1 3 2 6 8 9
9 1 8 7 4 6 3 2 5
2 3 6 5 9 8 4 1 7
1 8 3 9 6 4 7 5 2
6 9 2 8 5 7 1 4 3
7 4 5 2 1 3 9 6 8
How to use ZIMPL and SCIP Advanced examples
SudokuIMH: a Sudoku solver
How to use ZIMPL and SCIP Advanced examples
Variables
(1, 1)
(9, 9)
{
1 if k is filled into cell (i, j)
xijk =
0 otherwise
How to use ZIMPL and SCIP Advanced examples
A mathematical formulation for Sudoku
G = {(i, j, k) | k is already filled into cell (i, j)}
S = {1, . . . , 9}, N = {1, . . . , 3}
Formulations:
xijk = 1 ∀(i, j, k) ∈ G
∑
9
xijk = 1 ∀i ∈ S, j ∈ S
k=1
∑
9
xijk = 1 ∀j ∈ S, k ∈ S
i=1
∑
9
xijk = 1 ∀i ∈ S, k ∈ S
j=1
∑
3q ∑
3p
xijk = 1 ∀k ∈ S, p ∈ N, q ∈ N
j=3q−2 i=3p−2
xijk ∈ {0, 1} ∀i ∈ S, j ∈ S, k ∈ S
How to use ZIMPL and SCIP Advanced examples
Data file
8 9
1 3 9
5 2 4
2 6 8
9 7 6 5
3 6 5
1 3 5
8 7 1
4 5
How to use ZIMPL and SCIP Advanced examples
ZIMPL model
How to use ZIMPL and SCIP Advanced examples
(First part of) result obtained by SCIP
3 6 7 4 2 5 8 9 1
4 2 1 3 8 9 5 7 6
8 5 9 6 7 1 2 3 4
5 7 4 1 3 2 6 8 9
9 1 8 7 4 6 3 2 5
2 3 6 5 9 8 4 1 7
1 8 3 9 6 4 7 5 2
6 9 2 8 5 7 1 4 3
7 4 5 2 1 3 9 6 8
Thanks
Thank you for your attention!
