[Scip] Postprocessing

[Gerald Gamrath]

Hi Mathieu,

what is the aim of your postprocessing? In SCIP, the propagation is done 
to get tighter bounds of the variables und thus (hopefully) better dual 
bounds. Therefore, the LP is solved again after bounds are reduced. If 
this would not be done, the LP solution would also not necessarily be 
feasible for the current subproblem.

Could you describe in detail why and how you want to do the postprocessing?

Best,
Gerald

Am 22.05.2011 19:50, schrieb Mathieu Larose:
> Hi Timo,
>
> I implemented a separator which does the bound strenghtening, but I 
> don't see how it can act like a postprocessing procedure (i.e. called 
> once after the price-and-cut loop).
>
> The best I can do is to set the "priority" to a negative value, set 
> "delayed" to true and do some tests whether it should run or not 
> (taken from sepa_redcost.c lines 115-137).
>
> So the separator acts almost like a postprocessing procedure. But if 
> it is sucessful (i.e. the domain of at least one variable is reduced), 
> another round of pricing and separation occurs which I do not want. 
> How can I prevent this?
>
>
> Regards,
> Mathieu
>
>
> On Fri, May 20, 2011 at 3:07 AM, Timo Berthold <berthold at zib.de 
> <mailto:berthold at zib.de>> wrote:
>
>     Hi Mathieu.
>
>     Bound strenghtening techniques are automatically applied in the
>     propagation callbacks of certain constraint handlers (linear,
>     knapsack,
>     quadratic,...) which interacts with the price-and-cut loop of SCIP,
>     basically in the following way: propagate->solve
>     LP->price->cut->(if new
>     vars or cuts found, start again). Also, reduced cost strengthening
>     (which
>     actually is a form of propagation/bound strenghtening) is applied only
>     during the separation round. The reason is that this one first
>     needs the
>     LP to be solved to optimality.
>     If you just use SCIP as a blackbox solver, I hope this answered your
>     question.
>
>     If you like to set up your own domain propagation routine (node
>     pre-processing), you will have to implement a propagation plugin
>     (see How
>     to add propagators in the Doxygen-Docs) or the propagation
>     callback of a
>     constraint handler (see How to add constraint handlers). If you need a
>     solved LP for your method (hend it rather is a post-processing), you
>     probably better implement a separator (How to..., see also
>     src/scip/sepa_redcost.c) or the separation callbac of a constraint
>     handler.
>
>
>     Best regards,
>     Timo
>
>     > Hello everybody,
>     >
>     > My apologies if this is obvious, but how can I do some
>     postprocessing work
>     > (bound strenghtening) after the price-and-cut loop has run?
>     >
>     >
>     > Regards,
>     >
>     > Mathieu
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