[Scip] checking bounds to stop solving a node before ending column generation

Alessia Violin aviolin at ulb.ac.be
Thu Mar 21 14:28:35 MET 2013


Hello,

I am solving a maximization problem with branch&price, and for the 
moment I am able to solve it correctly.

Now I am trying to add the following: if when solving a certain node 
with column generation, the current dual bound (that I calculate with 
dual variables and reduced cost values) on the node solution becomes 
smaller than the current best known integer solution (global primal 
bound) I might directly stop solving this node (without finishing the 
column generation), as I am sure there will not be good integer solution 
for it or the subtree from it.

How do I implement this? I tried just not generating columns when this 
happens, the node solving is stopped but I don't get the correct optimal 
solution at the end.

Do I need to tell scip something more (cut the node, update bounds, ...)?

I hope my question is clear, if not I can try to give more details.

Thanks in advance for any help,

Alessia

-- 
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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