[Scip] [Fwd: Re: Reject "feasible" solutions]

[berthold@zib.de]

Hi Markus.

> Is there any way to reject a found solution, e.g. by some event handler?

Well, you could use a small constraint handler, that only implements the
checking and enforcement callbacks and rejects those solutions which you
dislike.

However, your description sounds like something else is dodgy. How do you
add /remove these variables? Are they added to any (and what type of)
constraints? Do you change the objective coefficient of any variables? How
do you ensure that these variables will be zero at the end of the LP
solve? Which heuristic(s) find(s) the unloved solutions? My wild guess is
that it might be simple rounding.

Cheers,
Gerald and Timo

> Hi everyone,
>
> I am currently developing and comparing various stabilization methods to
> accelerate a branch-and-price approach.
>
> In one of them I need to add further (fractional) variables with
> negative objective values (minimization problem).
> In any solution feasible in the original model all these variables will
> have zero values and I can ensure that this is true for the LP solution
> at the end of each node in the branch-and-bound tree.
>
> It, however, occurs that primal solutions are found by some of the build
> in heuristics for which some of these variables have nonzero values.
> In this case, the corresponding objective value may be smaller than the
> real optimal solution.
>
> Is there any way to reject a found solution, e.g. by some event handler?
> Otherwise, I guess I need to disable all heuristics which might slow
> down the whole process.
>
> Regards,
> Markus
>
>
> --
> Markus Leitner
> Institute of Computer Graphics and Algorithms
> Vienna University of Technology
> Favoritenstrasse 9-11/1861, 1040 Vienna, Austria, Europe
> email: leitner at ads.tuwien.ac.at   |  phone: +43(1)58801/18624
> http://www.ads.tuwien.ac.at       |  fax:   +43(1)58801/18699
> (DVR: 0005886)
>
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