[Scip] why the optimal solution has varaible with negative reduced cost

[Ambros Gleixner]

Dear Xiangyong,

Are the reduced costs very negative or only slightly?  They are allowed 
to be negative up to minus the value given by the parameter 
numerics/dualfeastol, i.e., -1e-7 by default (in SCIP 3.1).

This is because standard floating-point LP solvers can in general not 
guarantee exact (primal and dual) feasibility.

Kind regards,
Ambros


Am 12.08.2014 02:14, schrieb lixiangyong at 163.com:
> Dear all,
>
>
> I am using SCIP with cplex to implement the branch and price for
> minimization problem.
>
> I found after several columns were added at each round,  the resulting
> model has an optimal solution of which some variables have negative
> reduced cost (min problem).
>
> Thanks,
>
> Xiangyong
>
>
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-- 
____________________________________________________________
Ambros M. Gleixner
Zuse Institute Berlin - Matheon - Berlin Mathematical School
http://www.zib.de/gleixner