Matlab Interface to SCIP and SCIP-SDP

This repository provides an interface of Matlab/Octave to SCIP and 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Since the OPTI Toolbox is unfortunately no longer maintained, we wanted to provide such a Matlab/Octave interface.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 and, if wanted, at least version 4 of SCIPSDP.

MATLAB-SCIP Interface

Obviously the interface needs SCIP.

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 or Chocolatey. 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 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=<your install directory> --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 and savepath). Alternatively a startup.m file can be used to add new paths when restarting Matlab (see startup). 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 and see the comments above. Ensure that you are using the latest version of 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.