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

[Mattia Barbieri]

Hi Gerald,
 don't worry, I am also dubious that that approach would work, for the same
reasons you gave me. Have you read the article I sent you? That should work.
I implemented it, but generated primal solutions are different depending on
the value of alpha (furthermore the program loop through the pricer redcost
procedure), I suppose because the algorithm to choose the column to add in
the problem is not clear, for example, do I have to check if the column has
a negative reduced cost with respect to which dual variables? The ones from
the not-stabilized LP or the ones from the stabilized-LP?
 Anyway, I wait for yuor ideas. Meanwhile I also think something else.

  Thanks,

On 29 July 2010 15:08, Gerald Gamrath <gamrath at zib.de> wrote:

>  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> 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
>
>
>


-- 
Mattia Barbieri
barbieri.mattia at gmail.com
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