[Scip] Slow LP re-optimization after branching

[Xavier Schepler]

Hello,

In a branch-and-price algorithm, to enforce branching constraints,
I'm fixing variables at 0 in master problems,
and adding branching constraints in pricing problems.

Master LPs are in general quite big : more than 100k variables at start,
and more than 80k constraints.
Note that, most of these variables are no column variables, but static 
variables.
Some column variables (in general, 1K) are part of initial master LP.
When a node is opened, to enforce a branching constraint,
corresponding column variables values in current master problem are 
fixed with SCIPchgVarUb,
by the constraint handler, setting their Ub values to 0.

Reoptimization of master LPs then may take a very long time,
causing LP solver to hit time limit, and to use pseudo solution instead.

Could adding a branching constraint : a sum of variables equal to 0,
in master problems, be faster for LP re-optimization ?

Best regards,

Xavier Schepler