Data

Tools

Indexes

Applications

Experiments

Awesome

An open API service indexing awesome lists of open source software.

https://github.com/scipopt/matlabscipinterface

Interface from Matlab to SCIP and SCIP-SDP
https://github.com/scipopt/matlabscipinterface

Last synced: about 1 year ago
JSON representation

Interface from Matlab to SCIP and SCIP-SDP

Awesome Lists containing this project

README 

          
# Matlab Interface to SCIP and SCIP-SDP



This repository provides an interface of Matlab/Octave to

[SCIP](https://www.scipopt.org/) and [SCIPSDP](http://www.opt.tu-darmstadt.de/scipsdp/).



This interface is based on the OPTI Toolbox by Jonathan Currie, see:



https://github.com/jonathancurrie/OPTI



Since the OPTI Toolbox is unfortunately no longer maintained, we wanted

to provide such a Matlab/Octave interface. However, the OPTI Toolbox

contains interfaces to many solvers, which we cannot support in its

full generality. We therefore took the OPTI Toolbox, stripped away all

parts concerned with other solvers and reworked the SCIP specific

code. Thus, in comparison to the orginal OPTI Toolbox, this interface

has the following features:



- It only interfaces to SCIP and SCIP-SDP, but retains the modeling

  features of the OPTI Toolbox, including symbolic modeling of

  nonlinear optimization problems.



- Code that worked for the OPTI Toolbox using SCIP as a solver should

  still work.



- The interface now works under Linux and for Octave.



- The preliminary interface to SCIP-SDP has been extended to a

  full-fledged version.



In case someone wants to reactivate the OPTI Toolbox, these changes

might be incorporated.



We carefully tested the interface, but it is very likely that problems

with the installation and/or application arise. Some obstacale are:

there are many ways of installing SCIP/SCIP-SDP (make/cmake/packages),

the code should run both under Linux and Windows, and interfacing with

Matlab is not easy. Please see below for some known issues.



#### Compatibility



- The interface should work for Matlab versions starting with 2011a and

  Octave versions of at least 6.0.  It has been tested with Matlab

  2020a/b as well as Octave 6.1.



- There is currently a bug in Octave such that running the test fails with

  `error: mark_as_constructed: invalid object`, see [https://savannah.gnu.org/bugs/?func=detailitem&item_id=59775].

  Until this bug is resolved, the interface will not be fully operational.



- One needs least version 8 of [SCIP](https://www.scipopt.org/)

  and, if wanted, at least version 4 of

  [SCIPSDP](http://www.opt.tu-darmstadt.de/scipsdp/).



## MATLAB-SCIP Interface



Obviously the interface needs [SCIP](https://www.scipopt.org/).



### Installation



The installation process sets the appropriate paths for the mex file

in Matlab/Octave to run. These paths will reset if you restart

Matlab. To save path changes run the command



  savepath()



with appropriate permissions (see Common Problems: Saving path changes).



#### Linux



- Download the latest version of SCIP. See the corresponding

  installation description.



- If you build SCIP from source, the Matlab-SCIP installation process

  supports both make and cmake installs.



- The mex file uses shared libraries, which are standard for cmake.

  Make users need to specifically build shared libraries by using

  `make ... SHARED=true`.



- To specify the location of SCIP for the Matlab interface, you can

  set the environment variable SCIPDIR to the SCIP directory. This

  variable has to be defined before starting Matlab/Octave and in the

  same terminal.



  Alternatively you can specify the SCIP directory during the

  installation process.



- Note: In case you have installed the full SCIP Optimization Suite,

  the environment variable SCIPOPTDIR can be used to specify the main

  directory of the full optimization suite instead.



- To start the installation process, change to the "opti" directory

  within Matlab/Octave and run the file

  `matlabSCIPInterface_install.m` in Matlab or Octave. The

  installation automatically searches environment variables for SCIP

  and prompts for user input, if it does not find a valid SCIP

  installation. On linux systems specifying a gcc compiler might be

  necessary (see below).



#### Windows



- Download the latest version of SCIP. See the corresponding

  installation description.



- The Matlab-SCIP installation process supports both make and cmake

  installs as well as the Windows specific .exe install of SCIP.



- If you plan on building SCIP from source, the GNU specific

  make-functionality is needed. Make is supported by, for example,

  [WSL](https://docs.microsoft.com/en-us/windows/wsl/install-win10) or

  [Chocolatey](https://chocolatey.org/courses#getting-started). Refer

  to their documentation for more information.



- To specify the location of SCIP for the Matlab/Octabe interface, you

  can permanently set the environment variable SCIPDIR to the SCIP

  directory. The definition has to be performed before starting

  Matlab/Octave and in the same terminal.



  Alternatively you can specify the SCIP directory during the

  installation process.



- To start the installation process, change to the "opti" directory in

  Matlab/Octave and run the file `matlabSCIPInterface_install.m` in

  Matlab or Octave.  The installation automatically searches

  environment variables for SCIP and prompts for userinput, if it does

  not find a valid SCIP installation.



- Note that for octave, the SCIP installation paths should not contain

  spaces. So you might need to rename "SCIPOptSuite 8.0.0", e.g., to

  "SCIPOptSuite8.0.0".



### Troubleshooting



#### Compiler



The mex compilation process needs a compatible C++ compiler to work.

On Linux systems the [C++ compiler support of

Matlab](https://de.mathworks.com/support/requirements/previous-releases.html)

is severly restricted.  Make sure you have a compatible C++-Compiler

installed on your system. You will be prompted to specify such a

compiler during the installation process.



On Windows, the Matlab internal C++ runtime or the Matlab internal

mingw addon are recommended for ease of use and compatibility with

Matlab. Other C++ compilers may be used, but need to be compatible

with the respective Matlab/Octave version and must be made available

at runtime to allow the installation script to work. Advanced users

may compile the mex files manually using the Matlab mex compiler

directly in the system console, but no active support for this process

is provided.



#### Linux: Problems with Lapack/MKL using SCIP with IPOPT



This problem will often manifest with the message:



'Intel MKL ERROR: Parameter 5 was incorrect on entry to DSYEV.'



Matlab under Linux ships with a MKL version that replaces Blas, but is

compiled with 64 Bit integers. The dynamic shared object loader will

replace the Lapack/Blas implementation used by IPOPT by this MKL. If

IPOPT uses a 32 Bit version, this causes a crash.



There does not seem to exist a nice and easy solution, but the following two

might work for you:



- You can tell the system to use the Lapack versions that were used by IPOPT with



  `LD_PRELOAD=/path/to/Lapack/liblapack.so matlab`



  Possibly further shared libraries have to be added.



  This solution seems to work, but has the price that all comands in

  Matlab that use Lapack will fail (because they do not use MKL

  anymore). In particular, eigenvalue comutations will fail.



- You can build IPOPT using static versions of Lapack and possibly

  linear algebra packages like Mumps. We have tested this under Ubuntu

  16.04 with the 'stable/3.14' version of Ipopt and Ubuntu Mumps

  packages. Then one needs to build a static version of Ipopt using

  the static versions of Mumps. This can for example be done as

  follows:



  `./configure --prefix= --with-lapack --with-lapack-lflags="/usr/lib/liblapack.a /usr/lib/libblas.a /usr/lib/gcc/x86_64-linux-gnu/5/libgfortran.so /usr/lib/x86_64-linux-gnu/libm.so" --with-mumps --with-mumps-lflags="/usr/lib/libdmumps_seq.a /usr/lib/libmumps_common_seq.a /usr/lib/libmpiseq_seq.a /usr/lib/libpord_seq.a" --with-mumps-cflags="-I/usr/include/mumps_seq" --enable-static --disable-shared --enable-shared=no --enable-relocatable`



  Clearly, the paths need to be adjusted to your machine and you might

  want to use the parallel verison of Mumps (remove 'libmpiseq' and

  remove '_seq' from the library names). Then building SCIP with



  'make IPOPT=true SHARED=true USRLDFLAGS=-Wl,-Bsymbolic'



  creates 'libscip.so' with no outside dependencies to Lapack or Blas.



- For SCIP-SDP starting from Version 4.3 you should use

  "make ... LAPACKLONG=true" or

  "cmake ... -DLAPACKLONG=on"

  to use switch to "long long int" in the Lapack interface within SCIP-SDP.



Any further solution options are welcome.



#### Error after compilation



One possible error is:



`Error: Error Compiling SCIP! '/path/to/mexfile.mexext' is not a MEX file. For more information, see File is not a MEX file.`



This is a possible false-positive and can usually be ignored. It

occurs, if the mex-extension of the mex file does not fit your system,

or the mex-File is not recognized.  On some Linux distributions this

error occurs despite successfully compiling a fully functional

mex-File.



#### MEX file is not compatible with this version of the Interface



If this error is encountered, the mex file could not be determined to

be working.  Most likely because the links in your mex-call were not

working correctly. If the mex command generated a mex-file, you can

check the specific error by evaluating the mex-File using the command:



 `eval scip`



#### GLIBCXX not found



Evaluating the mex-File results in:



`Invalid MEX-file '/path/to/mexfile.mexext': path/to/matlab/libstdc++.so: version 'GLIBCXX_x.x.xx' not found (required by /path/to/scipinstall/lib/libscip.so).`



This error is encountered on some Linux systems using the default

cmake-install.  It is caused by Matlab using its own separate standard

C++ library.  To circumvent this error you can inject your systems

``libstdc++`` by starting Matlab using the command



 `LD_PRELOAD=/path/to/system/libstdc++.so matlab`



so that Matlab prefers your system's C++ standard library over its

own. This has to be repeated every time you launch

Matlab. Alternatively consider statically linking SCIP to your systems

`libstdc++` file, to prevent this conflict.



#### Symbol lookup error undefined symbol



Errors like this typically occur if one of the links in the mex call

is broken. Please check the mex call made by Matlab during the

installation and verify that all paths and filenames are set correctly

and that the referenced files are working as intended.



#### Saving path changes



Matlab saves changes to the path in a file called `pathdef.m` located

in the install folder of Matlab. Depending on your enivronment, the

Matlab instance might not have permission to write to this

file. Usually Matlab will create a root directory for each user

(e.g., `/home/username/Documents/MATLAB`), where a custom `pathdef.m`

file can be placed (see

[searchpath](https://de.mathworks.com/help/matlab/matlab_env/what-is-the-matlab-search-path.html)

and

[savepath](https://de.mathworks.com/help/matlab/ref/savepath.html)).

Alternatively a startup.m file can be used to add new paths when

restarting Matlab (see

[startup](https://de.mathworks.com/help/matlab/ref/startup.html)).

For determining which paths are needed in a startup file, refer to the

file `ReAddPaths.m`.



## Matlab-SCIPSDP Interface



Most comments for the Matlab-SCIP interface also apply to the

Matlab-SCIP-SDP interface.



Ensure that you are using the latest version of

[SCIP](https://www.scipopt.org/) and see the comments above.  Ensure

that you are using the latest version of

[SCIPSDP](http://www.opt.tu-darmstadt.de/scipsdp/).  The installation

process currently supports make installs of SCIPSDP on both Linux and

Windows platforms.  Make sure that you build the program with shared

libraries (see above). The mex compilation process is currently

incompatible with static libraries. To specify the install location,

you can either permanently set the environment variable `SCIPSDPDIR`

to the SCIP-SDP directory or specify the source directory during the

installation process.



Please refer to the Troubleshooting section of the Matlab-SCIP

interface above.



## License



The original OPTI toolbox was released under the 3-clause BSD

license. The changes and extensions of this interface are released

under the same license, as detailed in the file LICENSE. It is free

software, and is released as an open-source package. Note that SCIP

and SCIP-SDP are released under the Apache 2.0 license.



## Authors



This interface is based on the OPTI Toolbox by Jonathan Currie. He

wrote most of the Matlab-code. The interface has been adpated and

extended by Nicolai Simon and Marc Pfetsch, TU Darmstadt.