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

[Xiangyong Li]

 Dear Dr. Gamrath,

Thanks. Is there any reference regarding implementation of Lagrangian relaxation based branch and bound in the SCIP? 
 
Best regards,


Xiangyong
 
From: Gerald Gamrath
Date: 2014-08-19 18:26
To: lixiangyong at 163.com; scip
Subject: Re: [Scip] how to implement Lagrangian relaxation based branch-and-bound?
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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