[Scip] Best solution not feasible

[Stephen J Maher]

Hi all,

I am having some difficulty with SCIP returning the best solution from 
the SCIPgetBestSol() function that is not feasible for my problem. In 
addition, I am also checking the solution using SCIPcheckSol(), which 
indicates that it is feasible.

My solution process involves solving an IP using branch-and-price. Once 
the optimal solution is found, I call SCIPfreeSolve(), update 
information in my pricer to generate alternative columns, and then call 
SCIPsolve(). This is repeated until no further updates are required. 
This solution process is followed because all feasible solutions to 
problems solved in previous iterations are feasible to the current problem.

The first iteration is solved as expected. The following iterations are 
also solved as expected, and the primal and dual bounds are correct. 
However, from the second iteration there are solutions, collected using 
SCIPgetSols() and tested with SCIPcheckSol(), that are not feasible for 
the problem. In the set of solutions extracted from SCIP, the optimal 
solution (the solution that provided the primal bound) does appear. This 
optimal solution is not set as the best solution.

I am not too sure whether I am using the SCIPfreeSolve() function in the 
correct way. All that I want to do is delete all the branch-and-bound 
information and then solve again having retained a set of feasible 
integer solutions.

Thanks a lot for your help,

Steve
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