[Scip] update of upper bound and coefficient of variables during pricing in column generation

[Tue Christensen]

Sorry, I was too fast. The function SCIPchgVarObj does not allow you to change the objective function coefficient beyond the scip_stage_presolving. The reason for this might be what I explained below (it could invalidate presolving => fixing of variables). 

I will leave this question to the experts!

Cheers,

Tue

-----Original Message-----
From: scip-bounces at zib.de [mailto:scip-bounces at zib.de] On Behalf Of Tue Christensen
Sent: 15. januar 2013 08:55
To: Alessia Violin; scip at zib.de
Subject: Re: [Scip] update of upper bound and coefficient of variables during pricing in column generation

Hello Alessia!

For changing the upper bound of a variable I have used:

SCIPchgVarUb(SCIP * 	scip, SCIP_VAR * var, SCIP_Real 	newbound) 

See http://scip.zib.de/doc/html_devel/scip_8c.shtml#a467948c18929421bcc14c1c009f58c56

*I think* you can run into troubles if you try to add a higher bound than the one currently present (since solutions that was infeasible could now become feasible and possibly invalidate your branching tree and/or presolving). 

For changing the objective function coefficient you can use:

SCIPchgVarObj(SCIP * 	scip,SCIP_VAR * var,SCIP_Real newobj)	

See http://scip.zib.de/doc/html_devel/scip_8c.shtml#ac8033a7019d8bd6f9e6889cd2edc4463 

In case of troubles you can just skype me!

Cheers,

Tue Christensen

-----Original Message-----
From: scip-bounces at zib.de [mailto:scip-bounces at zib.de] On Behalf Of Alessia Violin
Sent: 14. januar 2013 15:50
To: scip at zib.de
Subject: [Scip] update of upper bound and coefficient of variables during pricing in column generation

Hello,

I have implemented a column generation procedure in SCIP (using c++) and now I am trying to use a stabilization procedure to improve it. I am doing this by adding some slack variables in the master problem, and I would like to change the upper bound of these variables during the pricing. Is there a method that allows me to do this?
Furthermore I also would like to change the coefficient of those variables in the objective function, during the pricing.
I have done my best to look through the documentation, but I was not able to find how to do these updates.

If there are no methods, could anyone give me a suggestion on the simplest way to do it?

Many thanks in advance for any help!

Alessia Violin

--
Alessia Violin
Service Graphes et Optimisation Mathématique (G.O.M.) Université Libre de Bruxelles C.P. 210/01 Boulevard du Triomphe
B-1050 BRUXELLES
Tel: 02 650 58 80 - Fax: 02 650 59 70
Email:aviolin at ulb.ac.be
Webpage:http://homepages.ulb.ac.be/~aviolin/

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