[Scip] providing SCIP with a new current solution during BCP

[Ambros Gleixner]

Dear Héléne,

something as you suggest is not fully possible.  What works is to change 
the bounds and objective function of the LP temporarily in order to 
pivot to a different basis and retrieve the primal and dual solution. 
For this, you could use the diving mode.

However, after ending the diving mode, SCIP will continue from the 
basis before diving.  It is currently not possible to change this.

Also, diving mode does currently not allow to change the bounds (sides) 
of the LP rows, which is necessary if you want to restrict yourself to 
the optimal hyperplane.  We have a patch available that implements this, 
however, and we could send it to you if you want to play around with this.

Best regards

Ambros


Am 23.05.2013 08:56, schrieb Hélène Toussaint:
> Dear Ambros,
>
> I misunderstood your last question in your previous email: I have the
> new solution of the LP relaxation and I would like to give it to SCIP in
> such a way SCIP update its internal variables (including the basis) to
> move to this new solution.
>
> Is it possible to initialize SCIP with a solution in such a way the
> simplex algorithm begin its iterations from this solution?
>
> Is there a way to perform degenerate iteration of the Simplex algorithm
> in order to switch from an optimal solution (of the LP relaxation) to
> one of the same optimal cost during solving?
>
> Best,
> Hélène
>
>
> Le 22/05/2013 17:22, Ambros Gleixner a écrit :
>> Dear Hélène,
>>
>> I am not sure, yet, how this would be possible.  From which
>> plugin/callback would you want to provide the new basis?
>>
>> Ambros
>>
>>
>> Am 22.05.2013 08:37, schrieb Hélène Toussaint:
>>> Hi Ambros,
>>>
>>>
>>>> Dear Hélène,
>>>>
>>>> sorry for the long wait.  Let me ask back to make sure I have
>>>> understood
>>>> you correctly: Are the solutions S and S' you talk about solutions of
>>>> the LP relaxation?
>>> Yes.
>>>>   I.e., do you want to move to another LP solution on
>>>> the optimal hyperplane?
>>> Yes, exactly!
>>>
>>>> Would this solution be basic and would you know
>>>> the basis?
>>> I think yes: I need to know the dual variables associated to this
>>> solution for my pricing.
>>>
>>> Thank you for your answer,
>>>
>>> Best,
>>> Hélène
>>>>
>>>> Best regards
>>>>
>>>> Ambros
>>>>
>>>>
>>>> Am 21.05.2013 09:18, schrieb Hélène Toussaint:
>>>>> Hi,
>>>>>
>>>>> Can no one help me with this issue? I guess it means the answer is no
>>>>> :(.
>>>>>
>>>>> Perhaps is there a way to change the current lpi using the methods in
>>>>> lpi.h?
>>>>>
>>>>> Best,
>>>>> Hélène
>>>>>
>>>>> Le 06/05/2013 16:27, Hélène Toussaint a écrit :
>>>>>> Dear all,
>>>>>>
>>>>>> I solve a MIP problem by BCP.
>>>>>>
>>>>>> Before the cutting phase I'd like to change the current solution:
>>>>>> indeed from the current solution S, I compute several other solutions
>>>>>> with the same objective value and among all these solutions I keep
>>>>>> the
>>>>>> solution S' which meets a certain condition. S' is valid for the
>>>>>> current constraints. I'd like S' to become the current solution and
>>>>>> update the dual variables so that I can continue the cutting, pricing
>>>>>> and branching with S'.
>>>>>>
>>>>>> Is there a way to do this with SCIP?
>>>>>>
>>>>>> Best regards,
>>>>>>
>>>>>> Hélène
>>>>>>
>>>>>>
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>>>>>
>>>>>
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>>
>

-- 
____________________________________________________________
Ambros M. Gleixner
Zuse Institute Berlin - Matheon - Berlin Mathematical School
http://www.zib.de/gleixner