[Scip] Eliminating model constraints following branching

[Gerald Gamrath]

Hey Steve,

the constraints that you add during solving, are those linear
constraints, some constraints of your own constraint handler, or just
rows (added by your own constraint handler)?

If it's constraints, you could use SCIPdisableCons() (which disables it
at the current node and its subtree) or even SCIPdelCons(), which
globally deletes the constraint (which you want to do, as you want to
remove it at the root node). This should be more efficient, because the
other variant cannot really delete the constraint, since it can be
re-enabled later.

However, I'm not so sure whether you really should remove all
constraints, normally, you should keep tight ones and only throw away
those that are "redundant" with respect to the current LP solution. Is
there any specific reason why you want to remove all of them?

If you just want to remove the rows (to keep your LP small), you should
try to work with the removable concept of SCIP. As Ambros already
mentioned, you can define the age limit after which a row leaves the LP
and moreover, you can set lp/cleanuprows and lp/cleanuprowsroot to TRUE
which means that all rows which are not tight are removed from the LP
after the processing of the root / another node was finished.

Best,
Gerald

Am 18.02.2013 02:03, schrieb Stephen J Maher:
> Hi Ambros,
>
> Thanks for your email. I appreciate the fast reply.
>
> You are right, I am adding the LP relaxation of the constraints to the 
> problem. I am solving the LP at the root node using column-and-row 
> generation, which involves adding model constraints throughout the 
> solution process using a row generation procedure. Row generation also 
> occurs during the branch-and-bound process, to ensure that the dual 
> bound is correct.
>
> What I would like to do is solve the root node to LP optimality using 
> column-and-row generation, then remove all the added constraints and use 
> column-and-row generation to solve each node in the branch-and-bound 
> tree. So, deleting the constraints may not be required, but making them 
> inactive in some way might work.
>
> The removable flag won't help me in this case, since I would like to 
> dictate when the constraints are removed and added to the problem.
>
> Would it be possible to use the SCIPdisableCons() and SCIPenableCons() 
> functions to achieve my desired result?
>
> I appreciate your help.
>
> Cheers,
>
> Steve
>
>
>
> On 16/02/13 02:19, Ambros Gleixner wrote:
>> Hi Steve,
>>
>>   > During the solution process, some of these constraints are
>>   > added to the problem.
>>
>> precisely speaking you probably mean "the LP relaxation of some of these
>> constraints are added to the problem", right?
>>
>> You can use the SCIP method SCIPdelConsLocal() to disable the
>> constraint's separation, enforcing, and propagation capabilities at the
>> current node and all subnodes.
>>
>> I think you cannot directly force the corresponding rows to be removed
>> from the LP.  If I understand you correctly, this is what you would want
>> to do, right?  Can you tell us more about your motivation for this?  Are
>> they redundant after the branching decision you make?
>>
>> If you declare the constraints as "removable" when creating them, their
>> LP relaxation will be subject to ageing, i.e., they are removed if they
>> are not tight for some time.  By playing with the advanced parameter
>> lp/rowagelimit you can control how aggressively this is applied.  Maybe
>> this can achieve the desired effect?
>>
>> Are the constraints from a specific constraint handler?
>>
>> Hope that helps, let us know!
>>
>> Ambros
>>
>>
>>
>>
>> Am 15.02.2013 04:40, schrieb Stephen J Maher:
>>> Hi all,
>>>
>>> I was just wondering whether it was possible to locally remove models
>>> constraints from a node when the branching decisions are made. My goal
>>> is to reduce the size of my problem by removing model constraints for
>>> each subproblem that is created in the branch-and-bound tree.
>>>
>>> At the moment I start the model with only a subset of all constraints
>>> initially included in the LP. This is done by setting the initial flag
>>> to false. During the solution process, some of these constraints are
>>> added to the problem. When branching is performed, I would like to
>>> remove the constraints that were added and start the solving again.
>>>
>>> You help is appreciated.
>>>
>>> Cheers,
>>>
>>> Steve
>>>
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