[Scip] Slow LP re-optimization after branching

[Gerald Gamrath]

Dear Xavier,

if you don't set a timelimit, then the LP solver should normally not 
have a time limit either which it can hit. Could you send me the 
complete log?

A few minutes for LP solving might happen, especially if there are some 
numerical troubles. Anyway, it is definitely not what one would hope 
for, especially not for a branch-and-price approach.

You can set "display/lpinfo" to TRUE in order to see the SoPlex output 
and "display/verblevel" to 5 to get a bit more output, in particular 
about numerical problems.

We are currently finishing the next SCIP release and hope to get it done 
today. I would suggest you switch to that when it is available, because 
there has been some improvement for branch-and-price in there, in 
particular for the master problem reoptimization.

Best,
Gerald

Am 21.02.2014 09:55, schrieb Xavier Schepler:
> Hi professor Lübbecke,
>
> The B&P is working fine on small instances.
> For some bigger instances, most of the computing time is spent in 
> solving linear relaxations of restricted master problems.
>
>> Can you plot the objective function values (over iterations) of the 
>> restricted master problem (to check whether you have strong tailing off)?
>> Did you check dual variable development (you can plot this as well) 
>> to check whether you have unstable duals?
> Tailing off is a real problem, since an optimal value to the linear 
> relaxation of a master problem (v_mp) is attained in a few column 
> generation iterations,
> but, the lagrangian bound is very far away, and needs many more 
> iterations to meet v_mp .
>
>>  However, you could tell us about your branching rule. Branch on 
>> master vars (uah...) or on other information (like "original" vars)? 
>> Ryan-Foster?
> Branching is done on original variables, and branching constraints are 
> added to the structural constraints,
> as it is described in Gerald Gamrath thesis.
>
>> Give us a little more detail. [BTW, you fix the *local* UBs of the 
>> vars, right?]
>>
> Well, I fix local upper bounds.
>
>>  Out of curiosity: what is "time limit"
> I don't know exactly what the time limit is, but SCIP outputs :
> LP solver hit time limit.
>
>> and "a very long time?"
> Maybe several minutes, which seems quite long for LP re-optimization.
>
> I would like SoPlex to display information ...
>
> Best regards,
>
> Xavier
>
>
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