[Scip] farkas pricing

[Martin Bergner]

Hi Alessia,

> 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?
Yep, that's how I would do that, too.

>  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 usual suspect here is that you compare redcost < 0 and not with
SCIPisLT(scip, redcost, 0) but since your redcost pricing seems to work,
I guess you implemented that correctly.

> 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.
That sounds perfect.

> 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?
Indeed, they should be completely identical up to the extraction of the
dual solution and the objective function, as you wrote.

Have you copied the code and just replaced every objective with 0 and
every SCIPgetDualsol with SCIPgetDualfarkas or have you chosen an
implementation with a boolen flag as suggested in the most recent
documentation? Are you sure you haven't forgotten anything buried deep
in the code?

Regards,
Martin




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