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

[Gerald Gamrath]

Dear Xiangyong,

yes, you can use SCIP for that. You need to implement a relaxation 
handler, see
http://scip.zib.de/doc/html/RELAX.php

Additionally, you can turn off LP solving by setting the parameter 
"lp/solvefreq" to -1.

Best,
Gerald

Am 19.08.2014 um 03:44 schrieb lixiangyong at 163.com:
>
> 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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