[Scip] Can I tell SCIP to refrain from fixing/aggregating some variables?

Daniel Karch karch at math.tu-berlin.de
Wed Jan 11 17:19:39 MET 2012


Hello Timo,

that's exactly what I had tried (constraint handler with scip_lock
callback), but that didn't work.
Turns out I had created the constraint handler with the wrong parameters,
therefore scip_lock was not called.
It works now, thank you very much for your help. :-)

  Daniel

2012/1/11 Timo Berthold <berthold at zib.de>

> Hi Daniel.
>
> Do you add constraints 2) and 3) as cuts (SCIPcreateRow(), SCIPaddCut) or
> as linear constraints (SCIPcreateConsLinear(), SCIPaddCons()) ? For the
> difference between Constraint handlers and separators, see
> http://scip.zib.de/doc/html/FAQ.html#Q4.3
>
> The second would be the correct way. The plugin adding them should be a
> constraint handler itself. This constraint handler then needs to set locks
> on the variables y (and in principle also x_i) to avoid dual fixing
> mechanisms to be applied. Also, see http://scip.zib.de/doc/html/CONS.html
>
> Cheers,
> Timo
>
> > Hi everyone,
> >
> > I have the following problem. In my model I have continuous variables x0
> > andy
> > , binary variables x1, ..., xk, and linear constraints of the following
> > form:
> >
> > 1)         x1 +    x2 + ... +    xk = 1
> > 2) x0 + a1*x1 + a2*x2 + ... + ak*xk = y
> > 3) lb <= x0 <= ub
> >
> > There are other constraints, too, but they do not matter here.
> > The objective is to minimize y.
> > The idea is that I can write y as
> >
> > y = ai + x0,
> >
> > for some i so that I can branch on the variables xi during the algorithm.
> > But I don't know the coefficients ai and the bounds lb and ub beforehand,
> > and the constraints 2) and 3) are added later on, once I have determined
> > the missing pieces.
> > Now SCIP does not know that x0 will become important later on and fixes
> it
> > to zero.
> > Is there a way to exclude the variables xi from the presolving or to
> > explicitly forbid fixing or aggregating them?
> >
> > Best regards,
> >
> >   Daniel
> > _______________________________________________
> > Scip mailing list
> > Scip at zib.de
> > http://listserv.zib.de/mailman/listinfo/scip
> >
>
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