How to solve multi-problems parallelly?

[shouriken]

There are multi independent problems, I want to solve them parallelly with multi scip instances. Pseudo code like this:

CompletableFuture[] futures = problems.stream()
        .map(problem -> CompletableFuture.runAsync(() -> {

                    System.loadLibrary("jscip");
                    Scip scip = new Scip();
                    scip.create(problem.name());

                    // add variables and constraints and set objective

                    scip.solve();

                }, executor)
        )
        .toArray(CompletableFuture[]::new);
CompletableFuture.allOf(futures).join();

Try it, but the method scip.solve() seems execute one by one in different threads, problems don't been solved parallelly.
That's why?

I find a scip compile parameter TPI, it seems mean solving one problem with a scip instance in multi-threads.

Then, I find a same situation, [SCIP] run multiple problems in parallel, and I recompile scip follow the answer (Cmake with THREADSAFE flag), but it doesn't work.

So, there are some method for parallelly solving multi-problems? Or, I coding incorrectly?

[kkofler]

You should be able to run multiple SCIP instances in parallel. Maybe an issue with the subproblem solvers you are using? Is this a nonlinear problem? If yes, what linear solver are you using in Ipopt? MUMPS is not threadsafe, so Ipopt uses a mutex to only ever allow a single concurrent MUMPS instance per process (because previous Ipopt versions, which did not do that, would just crash or return unpredictable garbage results in that situation). (Try SPRAL, best built with --disable-openmp so that it will not attempt to max out all your CPU cores for a single SPRAL instance, competing with other concurrent ones. Even single-threaded SPRAL builds are threadsafe. While SPRAL is not really designed for single-threaded use, neither is MUMPS, anyway.)

[shouriken]

Yes, this is a nonlinear problem, is soc; and I don't setStringParam nlpi/ipopt/linear_solver, so it will be MUMPS by default?

# Linear solver used for step computations. Valid values if not empty: ma27 ma57 ma77 ma86 ma97 mumps custom
# [type: string, advanced: FALSE, default: ""]
nlpi/ipopt/linear_solver = ""

Valid values for nlpi/ipopt/linear_solver are {ma27 ma57 ma77 ma86 ma97 mumps custom}, how can i config it as SPRAL, use custom?

[kkofler]

The binaries you are using are not built with SPRAL support. You probably have to build everything from source, not just JSCIPOpt, but also at least Ipopt and SCIP.

[kkofler]

What I do is that I compile Ipopt with only SPRAL enabled, i.e., with all other linear solvers (including the dynamic linear solver loader) disabled. Then there is no need to set any runtime option at all.

If Ipopt is built with multiple linear solver backends, it might need a patch to SCIP to add the spral option for nlpi/ipopt/linear_solver. I have not looked into that yet because I just force SPRAL at compile time in my builds.

[shouriken]

Okay, Thanks for your replay, I'll try it after minutes.