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

[Gerald Gamrath]

Hi Mattia,

sorry about the idea with the probing node, I think, this won't work
either because variables added at a probing node remain in the problem.
Besides, you would again increase the feasible region in the probing
node (adding new primal variables which would not neccessarily have been
0 at previous nodes).

I think there might be another possibility, but I have to think about it
some more lest I again propose some idea that will not work.

Best regards,
Gerald

Am 28.07.2010 20:50, schrieb 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
> <mailto: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 <mailto:barbieri.mattia at gmail.com>

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