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Optimization Tools and Exercises

Google Optimization Tools (OR-Tools) is a fast and portable software suite for solving combinatorial optimization problems.

SCIP is currently one of the fastest non-commercial solvers for mixed integer programming (MIP) and mixed integer nonlinear programming (MINLP). It is also a framework for constraint integer programming and branch-cut-and-price. It allows for total control of the solution process and the access of detailed information down to the guts of the solver.

  • Installation on Mac OS X 10.13.6

    1. Download SCIPOptSuite-6.0.0-Darwin.dmg
    2. Open SCIPOptSuite-6.0.0-Darwin.dmg and copy the three directories, bin, include, and lib into some place (e.g., sudo mkdir -p /opt/scip and then sudo cp -R /Volumes/SCIPOptSuite-6.0.0-Darwin/bin /Volumes/SCIPOptSuite-6.0.0-Darwin/include /Volumes/SCIPOptSuite-6.0.0-Darwin/lib /opt/scip)
    3. Assume Anaconda Python is already installed on /opt/conda
    4. Change the dyld path as follows: (Repeat the same process for soplex and zimpl as well as /opt/scip/lib/libscip.6.0.0.0.dylib instead of scip.)
 $ cd /opt/scip/bin
 $ otool -L scip (shows the current dyld path)
 scip:
 /usr/local/opt/gmp/lib/libgmp.10.dylib (...)
 /usr/local/opt/gmp/lib/libgmpxx.4.dylib (...)
 ...
 $ sudo install_name_tool -change /usr/local/opt/gmp/lib/libgmp.10.dylib @rpath/libgmp.10.dylib scip
 $ sudo install_name_tool -change /usr/local/opt/gmp/lib/libgmpxx.4.dylib @rpath/libgmpxx.4.dylib scip
 $ sudo install_name_tool -add_rpath /opt/conda/lib
 $ otool -L scip (checks whether the dyld path was changed properly)
 scip:
 @rpath/libgmp.10.dylib (...)
 @rpath/libgmpxx.4.dylib (...)
 ...
 $ scip (checks whether it works)
 SCIP version 6.0.0 ...
  • Installation on Windows Subsystem for Linux (e.g. openSUSE Leap 42 under Windows Subsystem for Linux)

    1. Download SCIPOptSuite-6.0.0-Linux.sh
    2. Install by running sudo bash SCIPOptSuite-6.0.0-Linux.sh --prefix=/opt and then cd /opt && sudo ln -s SCIPOptSuite-6.0.0-Linux scip
    3. Install the packages liblapack3 and libblas3 (in the case of openSUSE Leap 42, run sudo zypper install liblapack3 libblas3)

    Note: In the case of Cent OS 7, you may need patchelf to adjust the ld path. You can install it by running conda install patchelf under Linux.

  • Installation on Windows 10

    1. Download SCIPOptSuite-6.0.0-win64-VS15.exe
    2. Install by double click the icon of the file SCIPOptSuite-6.0.0-win64-VS15.exe
    3. Be sure to add the path.
  • PySCIPOpt - Python interface for the SCIP Optimization Suite

    1. Install Anaconda Python 3.6
    2. Install SCIP 6.0.0
    3. Open a conda prompt and run conda activate
    4. Check that cython is already installed by running conda list | grep cython. Otherwise, run conda install cython
    5. Set the environment variable export SCIPOPTDIR=/opt/scip (Linux & Mac OS X) or set SCIPOPTDIR=C:\Program Files\SCIPOptSuite 6.0.0 (Windows 10) (See INSTALL.rst for more details)
    6. Install PySCIPOpt 2.0.0 by running pip install pyscipopt
    7. How to check whether PySCIPOPt 2.0.0 is installed properly.
    • Mac OS X: DYLD_LIBRARY_PATH=/opt/scip/lib; ipython -c 'import pyscipopt' or export DYLD_LIBRARY_PATH=/opt/scip/lib
    • Linux: LD_LIBRARY_PATH=/opt/scip/lib; ipython -c 'import pyscipopt' or export LD_LIBRARY_PATH=/opt/scip/lib
    • Windows 10: ipython -c "import pyscipopt"
    1. (Optional: Mac OS X) Change the dyld path directly:
 $ cd /opt/conda/lib/python3.6/site-packages/pyscipopt
 $ otool -L scip.cpython-36m-darwin.so (shows the current dyld path)
 scip.cpython-36m-darwin.so:
	 libscip.6.0.dylib (...)
 ...
 $ sudo install_name_tool -change libscip.6.0.dylib @rpath/libscip.6.0.dylib -add_rpath /opt/scip/lib scip.cpython-36m-darwin.so
 $ otool -L scip.cpython-36m-darwin.so (checks whether the dyld path was changed properly)
 scip.cpython-36m-darwin.so:
	 @rpath/libscip.6.0.dylib (...)
 ...
 $ ipython -c 'import pyscipopt' (checks whether it works)

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