[Scip] how to implement Lagrangian relaxation based branch-and-bound?

lixiangyong at 163.com lixiangyong at 163.com
Tue Aug 19 03:44:53 CEST 2014


Dear all, 

I want to implement a Lagrangian relaxation based on branch-and bound algorithm.  That is,  at each node of the enumeration tree,   I do not solve LP relaxation, but Lagrangian dual  problem to determine a good lower bound and also try to get an upper bound.   Also I have my own branching strategy.  
  
Can I use SCIP as a framework to implement my algorithm? In other words, SCIP  takes charge of most of the job and I only control the solving of Lagrangian Dual and branching. 

Is it possible to use solvecallback to solve a Lagrangian dual at each node and turn off solving the LP relaxation?  Is there any way to pass this new lower bound to SCIP and ask SCIP to control the search tree? 
Is there any reference in the SCIP manual? 
  
Would you please give me some suggestions? Thanks.


Xiangyong Li
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