Multiple threads

[stumarcus314]

I am trying to use multiple (24) threads to solve a MILP with SCIP by setting the parallel/maxnthreads parameter. My Julia code is shown below. Based on monitoring htop, it seems like SCIP is only using a single thread. Are there other parameters that can be set to enable multithreading in SCIP?

using JuMP
using SCIP

m = read_from_file("input.mps")
optimizer = SCIP.Optimizer()
MOI.set(optimizer, MOI.RawOptimizerAttribute("parallel/maxnthreads"), 24)
set_optimizer(m, () -> optimizer)

            optimize!(m)
            @show termination_status(m)
            @show primal_status(m)
            @show dual_status(m)
            @show objective_value(m)

[stumarcus314]

I am using Julia v1.7.3 and these versions of JuMP and SCIP.jl:
"SCIP" => v"0.11.3"
"JuMP" => v"1.1.0"

[matbesancon]

I believe the parameter used to allow concurrent solve is TPI=tinycthreads
https://scipopt.org/doc/html/md_INSTALL.php
@ambros-gleixner can you confirm? The docs on this is very sparse

[ambros-gleixner]

Yes, at build time you need to make sure it is built with TPI=omp or TPI=tny.

Otherwise, the parameter is fine, only it is important to trigger the solve not via SCIPsolve(), which is always sequential, but via SCIPsolveConcurrent(). I don't know whether this is interfaced here.

[stumarcus314]

How is SCIP built (TPY= none, omp, or tny) when obtained in Julia as a package?

[matbesancon]

=none sadly for now, we'll try tny for the next release. For now you should compile SCIP yourself and build as instructed on the readme

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[stumarcus314]

If SCIP is built with TPY = tny, the default concurrent/scip.../prefprio parameters (https://www.scipopt.org/doc/html/PARAMETERS.php) are used, and the max and min number of threads parallel/maxnthreads and parallel/minnthreads are set to 4, will the SCIP solver of type < scip > use 4 threads? Or will SCIP invoke 4 solver instances of type < scip >, each in it own thread?

[ambros-gleixner]

The latter.

[ambros-gleixner]

But random seeds and child selection rules will be different.

[ianfiske]

Is this still an issue? I see that Yggdrasil's build script has TPY = tny: https://github.com/JuliaPackaging/Yggdrasil/blob/b63ce418a9a21dbfc79728b50e8d8d664e9dfc9a/S/SCIP/build_tarballs.jl#L35

[matbesancon]

there are experiments in the branch concurrent, but I would say SCIP concurrent is very experimental and not polished at the moment, which is why it's not merged yet.