[Scip] Update objective function values and resolve a model

[Tue Christensen]

Hello SCIP mailinglist!

This time I have what seems to be an easy question. I am modeling a LP problem, which I want to solve with different coefficients. Based on an initial solution I want to solve the problem with the exact same constraints, but new objective function coefficients. I thought it would be possible by a simple call to SCIPchgVarObj, but I get an error stating this is not allowed in the problem stage solved.

What would be the most elegant way to achieve what I want?

I can think of three ways to do it (but not necessarily supported by SCIP):


1)      If possible update the coefficients in the objective and resolve the model (the advantage of this should be that a feasible solution is already at hand, name the previous optimal solution). This is supported by CPLEX (which I use at underlaying solver)

2)      Once the problem is constructed and before calling solve, if possible save this model in some way (don't know if this is support in any manageable way).

3)      The cumbersome way of making the model all over.

Is any of the options 1 or 2 possible in SCIP?

Have a nice weekend!

Best regards,

Tue R. L. Christensen
Aarhus University



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