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

[Mattia Barbieri]

Technically speaking, can you give me more details about the probing mode? I
saw in the documentation methods like SCIPstartProbing() [SCIPendProbing()],
SCIPsolveProbingLP(). But how add new variables and constraints to this LP?
Just SCIPaddVar and SCIPaddCons? Do they affect only the current opened
probing node? I mean, when I end probing, the variables and constraints
added since probing start are neglected?
The order should be approximately this:

REPEAT {
  SCIPstartProbing()
  SCIPnewProbingNode()

 <- here add penalty terms and relatives constraints, according to the last
dual values of the unstabilized-LP (i.e. re-center the trust-region)->
 <- what about the "extreme" solution of the unstabilized-LP?. Is this not
already included?->

 <-take the dual values of this stabilized LP->

 SCIPbacktrackProbing(SCIPgetProbingDepth -1?)
 SCIPendProbing()

 <-find new priced variable with above dual values->
}
UNTIL no priced var found AND trust-region doesn't change.

 Thanks in advance.

On 28 July 2010 18:45, Gerald Gamrath <gamrath at zib.de> wrote:

>  Hi Mattia,
>
> Am 28.07.2010 16:51, schrieb Mattia Barbieri:
>
>
> Also this idea sounds good. Perhaps the overhead introduced by the LP
> solving is too heavy, but this has to be tested experimentally. If I
> understood correctly, the primal solution given by the LP solver will be
> used to start the LP probing node, and this hopefully would speed up the
> solving process. Is that right?
>
>>
>>     yes, this should be right. At least, if you only add dual constraints
> to the LP for the stabilization and no primal constraints/dual variables.
> Then the current basis should stay primal feasible and SCIP would try to use
> the primal simplex. If you add both dual constraints as well as dual
> variables, then you could perhaps first add the dual variables, reoptimze
> with the dual simplex, then add the dual constraints and reoptimize with the
> primal simplex. However, I think you would have similar problems even if you
> would implement your own stabilized B&P-Solver, so I do not think that you
> loose much by doing it this way in SCIP.
>
> Best regards,
> Gerald
>
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>


-- 
Mattia Barbieri
barbieri.mattia at gmail.com
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