[Scip] SCIPchgVarObj and SCIPaddObjoffset

[Gerald Gamrath]

Hi Sebastian,

the stage of the subscip is independend of the stage of the main SCIP 
instance. Thus, the subscip is in the creation stage until you start to 
solve it by calling SCIPsolve(subscip).
However, you do not have to generate the whole pricing problem anew, you 
can just call SCIPfreeTransform(subscip) to free the solving process 
data and just keep the original problem. After that, you are again in 
the problem creation stage of that SCIP instance and can change the 
objective function.

The method SCIPaddObjoffset is meant to be used only in the presolving 
stage, so you are not allowed to call it at the points you tried. I 
don't know why this is the case, it would probabaly be possible to make 
it available also in the problem creation stage.
However, I think there are two easy solutions for you: Either you create 
an "obj" variable that is fixed to zero and gets the offset as objective 
coefficient, or you just store the dual value of the convexity 
constraint in your pricer and subtract it from your subscip's optimal 
value afterwards.

Best,
Gerlad

Sebastian Ruther schrieb:
>   Hello,
>
> in my branch and price algorithm I generate the pricing problem in 
> scip_initsol while in scip_redcost I want to only update the objective 
> function values of the pricing problem with the dual values from the 
> master problem. Your examples always generate the whole pricing problem 
> anew in each iteration - which is rather inefficient for non-small 
> pricing problems.
> Now the problem of course is that in scip_redcost the subscip is in 
> stage-solved so it won't let me do this. Actually, even though it is in 
> scip_redocst the problem is in the creation stage until you execute 
> SCIPsolve(subscip) so in the first run you are allowed to use 
> SCIPchgVarObj (no problem), SCIPaddObjoffset though creates an error:
> ERROR: cannot call method <SCIPaddObjoffset > in problem creation stage
> ERROR: <-8> in function call
> In further iterations both trigger this error:
> ERROR: cannot call method <SCIPchgVarObj> in solving stage
> ERROR: <-8> in function call
>
> The convexity constraint of the master problem is unrelated to any 
> pricing problem variable so it is simply a constant that is added to the 
> pricing problem objective function. That's why I use SCIPaddObjoffset.
>
> What can I do?
>
> Thank you
> Sebastian
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