[Scip] LP solution status SCIP_LPSOLSTAT_OBJLIMIT

[Grit Claßen]

Hello Stefan,

in a Branch-and-Bound algorithm, I would agree with you. But in a 
Branch-and-Price algorithm, the LP solution can decrease in a node when 
more variables are added. Anyway, a node with LP solution infinity in 
one step of the pricing routine is not cut off in my program.

Best,
Grit

On 07/16/2012 12:30 PM, Stefan Vigerske wrote:
> Hi,
>
> SCIP itself sets the objective limit for the LP to the best known 
> primal bound. That way, solving an LP can be stopped when it is clear 
> that it would have an optimal solution that is worse than the best 
> known solution, in which case the node can be cutoff.
>
> Stefan
>
> On 07/16/2012 11:55 AM, Grit Claßen wrote:
>> Hello,
>>
>> during my Branch-and-Price algorithm I would like to use the current LP
>> solution for the calculation of a lower bound. Though, I observed that
>> the LP solution is sporadically set to infinity. In these cases, the LP
>> solution status is "SCIP_LPSOLSTAT_OBJLIMIT". Searching the SCIP code, I
>> realized that the LP solution is set to infinity as soon as the LP
>> solution exceeds the objective limit. However, I do not set a limit on
>> the objective value. This is why I do not understand the LP solution 
>> status.
>>
>> Can anyone explain what is going on here?
>>
>> Thanks and best wishes,
>> Grit
>>
>
>


-- 

Dipl.-Comp.Math. Grit Claßen

UMIC Research Centre and Lehrstuhl II für Mathematik
RWTH Aachen University
52056 Aachen
Germany

phone: +49 241 80 20753 or +49 241 80 94999
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