[Scip] deleting variables in column generation

[Alessia Violin]

Hello,

I am solving the linear relaxation of a problem with column generation, 
and I wanted to try deleting columns in the solving process, to reduce 
the size of the Master Problem and its solving time (which seems to be 
the bottleneck for my problem).
I tried to follow instructions reported in the documentation 
http://scip.zib.de/doc/html/FAQ.shtml#Q5.11, using the parameters 
"pricing/delvars and delvarsroot". I marked my variables as deletable as 
well. Everything works, and as results I get less columns at the end 
(which is normal), and in the process I generate the same number of 
columns as without the delete, meaning (I think) that only useless 
columns are deleted, which is also nice. The weird part is that the 
solving time of the version with the delete is bigger, and this increase 
is for solving the Master Problem (the time for the pricer stays the 
same). So, I was wondering from where this increase comes from. In 
theory as I delete columns the Master is smaller, so it should be 
quicker to solve.
Then I also tried to play with parameters "lp/colagelimit" and 
"lp/cleanupcols and cleanupcolsroot", but changing their values does not 
affect at all the solution time, the number of columns at the end or the 
number of columns generated in the solving.

Do you have any insight of this behavior or any suggestion I could try?

I would also like to know how the "deletevars" work, meaning which is 
the criteria used to delete a variable?

Thanks in advance,

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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