[Scip] Fwd: Fwd: stop condition of pricing routine

Gerald Gamrath gamrath at zib.de
Fri Aug 6 16:38:42 MEST 2010


Hi Mattia,

sorry for the late reply. I thought about other solutions, but I think
the only "clean" solution is to write your own relaxator or solve an
extra modified LP before the pricing process, as proposed before.
Setting up the LP at each node from scratch seems to be too costly, so
you should try to apply changes to your own LP whenever you change
something in the SCIP problem. If there are only changes of variable
bound within the branch-and-bound process, you could try to catch the
corresponding events and change you LP accordingly. If you have
"storage" constraints at the nodes, that take care of branching changes,
you could change the LP within the CONSACTIVE and CONSDEACTIVE callbacks
(you can look into the Coloring example to see how these constraints are
used).

How to actually change the LP depends on the LP solver you use, you
could look up how this is done in the corresponding LP interface in SCIP
(lpi_* in src/scip/). However, I have no experience with this, so
someone else could perhaps give you some more hints concerning this issue.

Best regards,
Gerald

Am 03.08.2010 14:21, schrieb Mattia Barbieri:
> Hi Gerald, hi all.
>  Did you found any solution to the stabilization issue? I tried the
> method mentioned above, the convex combination with previous dual
> solutions, and it seems to work fine for certain type of istances (the
> problem that was very difficult to solve still remain difficult, and
> no improvement is achieved). Hence I would like to try the method with
> the 5-piecewise linear penalty function. This should be implemented
> using a modified relaxator (as we discussed previously), but create
> and solve a new LP at each pricing round seems to be an enormous waste
> of time. How can I get information from the last LP to warmstart the
> new one?
>
>   Thanks a lot,
>   best regards



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