[Scip] Some questions about the LPI interface

Daniel Karch karch at math.tu-berlin.de
Tue Aug 7 17:21:14 MEST 2012


Hi,

I have implemented a Benders decomposition in SCIP via a constraint handler.
For this I solve the master problem relaxation and give the solution to the
constraint handler.
In the constraint handler, I construct a (primal) client LP (as SCIP_LPI)
and solve its dual by calling
SCIPlpiSolveDual. If the dual is unbounded, I use the farkas certificate to
generate a
violated constraint that is then added to the master.
Now, every time I call the constraint handler's separation routine, I
change the primal client LP
with SCIPlpiChgSides. Therefore, in the dual only the objective function
changes.
When I now call SCIPlpiSolveDual, will the LP be solved from scratch, or is
SCIP/CPlex
"smart enough" to do a warm start?
In the documentation I found a mysterious bit about a "startFinishOptions"
field, is this related?
How do I use it?

Thanks and best regards,

  Daniel


P.S.: I am using CPlex 12.4 as LP solver.
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