[Scip] farkas pricing

[Alessia Violin]

Hello,

I am solving a MIP with column generation, and I implemented my own 
branching. This works for some instances where only the "redcost" 
pricing is needed, finding the correct integer solution.

For other instances it may happen that after branching the current 
master is not feasible any more so I need to use Farkas pricing to 
restore feasibility right? Here I have troubles, since the farkas 
pricing gets into an infinite loop keeping finding and adding the same 
column. Do you have an idea of why this is happening?

My farkas pricing is the same as the redcost pricing, but with zero 
objective function and instead of taking normal dual variables I take 
the farkas ones with the function SCIPgetDualfarkasLinear.

My master problem is a maximization one, but I know that scip transforms 
everything into a min problem, so I considered this in the redcost 
pricing and in the farkas pricing as well, do they work the same at this 
regard?

Thanks in advance for any help,

best,

Alessia


-- 
Alessia Violin
Service Graphes et Optimisation Mathématique (G.O.M.)
Université Libre de Bruxelles
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Email: aviolin at ulb.ac.be
Webpage: http://homepages.ulb.ac.be/~aviolin/