[Scip] Best solution not feasible

[Stephen J Maher]

Hi all,

I have been looking into this a little further to identify what is 
happening. It appears that when SCIPfreeSolve() is called the 
transformed variables in the stored solutions are freed. So when 
SCIPgetBestSol() is called, only the original variables appear.

At later iterations, if the transformed variables were still present, 
then the solutions would be feasible. So the solutions are feasible, but 
they just don't appear that they are. Unfortunately I don't know how to 
extract the best solution with the transformed and original variables.

Cheers,

Steve



On 28/02/13 12:09, Stephen J Maher wrote:
> 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
>