[Scip] Upper bound on variables during pricing
Hélène Toussaint
helene.toussaint at isima.fr
Wed Mar 20 14:52:27 MET 2013
Hello Alessia,
Thank you for this remark. I use also an epsilon of 10^-8 so it could
explain my issue.
Best,
Hélène
Le 20/03/2013 14:41, Alessia Violin a écrit :
> Hello Hélène,
>
> at some point I also got an error of some numerical troubles in LP
> only for a couple of instances, now I don't remember the exact error,
> but I think it was due from the fact that I was checking the
> positivity of the reduced cost to add columns (I am maximizing) with
> an epsilon of 10^-8, and actually the numerical precision of Cplex is
> smaller (I think around 10^-5). So I changed the epsilon to 10^-5 and
> didn't have any more this problem.
>
> I don't know if this will solve your problem, but trying it is very easy.
>
> Alessia
>
>
> On 03/19/2013 02:32 PM, Hélène Toussaint wrote:
>> Hi Gerald,
>>
>> Thank you for your answer. I enclose the statistics.
>>
>> Indeed I use propagation to propagate my modifications on the problem
>> data and variables. But I have some doubts concerning the scip_prop()
>> and scip_active() methods of the constraint handler for branching
>> decisions:
>>
>> 1. Is scip_prop() always called after scip_active() when SCIP enter a
>> node?
>> 2. Why I can't fix variables in scip_active()? If I try then
>> SCIPnodeAddBoundinfer() displays an assertion about the nodetype
>> (which is equal to 8 in this case)
>> 3. In scip_prop(), what method should I use to set a variable to 0:
>> SCIPchgVarUb() or SCIPfixVar()?
>>
>> Furthermore I have tried to link with cplex instead of soplex. All my
>> instances give good results except one which stops with the following
>> error message:
>>
>> "ERROR: (node 2502) unresolved numerical troubles in LP 3348 cannot
>> be dealt with"
>>
>> Is it an error from cplex? How can I see what happens? Debug mode
>> doesn't give more information.
>>
>> Best,
>> Hélène
>>
>>
>> Le 19/03/2013 12:48, Gerald Gamrath a écrit :
>>> Hi Hélène,
>>>
>>> you are right, that should not happen. Can you send me the solving
>>> statistics, which you get by typing "display statistics" in the
>>> interactive shell or calling SCIPprintStatistics()? This should help
>>> to identify the plugin which changes the bound.
>>>
>>> Besides, you best disable the other propagators, too, if you don't
>>> want SCIP to change bounds itself. You can either disable all
>>> propagation by setting propagating/maxrounds and
>>> propagating/maxroundsroot to 0, but I guess your modifications to
>>> the problem data after branching are also done during propagation?
>>> In this case, you need to disable all default propagators
>>> individually by setting their freqency to -1.
>>>
>>> Best,
>>> Gerald
>>>
>>> Am 18.03.2013 11:37, schrieb Hélène Toussaint:
>>>>
>>>> Dear all,
>>>>
>>>> I use SCIP to code a branch & price algorithm on positive
>>>> continuous variables. I branch on instance data (using a constraint
>>>> handler to store the branching decisions). When I modify the
>>>> instance data some variables become forbidden (I fix their upper
>>>> bound to 0).
>>>>
>>>> I'd like SCIP to not set upper bound on the other variables. As
>>>> explained in the FAQ I have marked all constraints containing
>>>> priced variables as modifiable and added SCIPsetIntParam(scip,
>>>> "propagating/rootredcost/freq", -1). But occasionally there is a
>>>> variable with an upper bound equals to 0 although it isn't
>>>> forbidden in the current node. How is this possible? Could you
>>>> please help me with this issue?
>>>>
>>>> Best regards,
>>>>
>>>> Hélène
>>>>
>>>>
>>>>
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>>>
>>
>>
>>
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>
> --
> 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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