[Scip] Column Generation with non-linear constraints

[Gerald Gamrath]

Hi Victor,

I guess your general constraints should be in the master problem? You 
wrote a constraint handler for this type of constraints, which also does 
the cut generation?
In contrast to the standard linear constraints, you don't have a 1:1 
correspondence for constraints and rows in the LP anymore, but several 
rows (cuts) for one constraint. You should probably add a method to your 
constraint handler which returns an array of rows that were added to the 
LP for enforcing this constraint. After that, you can use the method 
SCIProwGetDualsol() to ask for the dual solution values for all these 
rows and use them to update the objective of your pricing problem(s).
On the other hand, adding a variable to a constraint of your handler, 
you need to also add it to all the cuts previously created.

Best,
Gerald

Am 17.01.2013 19:17, schrieb Victor Miller:
> I have a MIP problem which I'd like to use column generation on.  The 
> original problem is nicely posed using constraints which dynamically 
> generate cuts to enforce them.  It's not completely clear to me how I 
> can use the constraints in the original problem to generate the 
> restricted master problem.  Can somebody give me a good idea of how to 
> do this?
>
> Victor
>
>
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