[Scip] How to terminate early when primal-dual gap less than unity for integral objective ?
Gerald Gamrath
gamrath at zib.de
Wed Jan 29 23:00:25 CET 2014
Dear Abde Ali,
it's nice to hear that you were able to resolve your previous problem
and are now proceeding with your implementation.
Luckily, your question now is easier to answer. :-) Normally, SCIP
detects that the objective function will always have an intregal value
for feasible solutions and stops if the gap is less than 1. However,
when doing branch-and-price, SCIP does not know that also all not yet
created variables are binary with objective value 1. But you can tell
SCIP that this is the case by calling SCIPsetObjIntegral(), then SCIP
will automatically stop.
Best,
Gerald
Am 29.01.2014 19:21, schrieb Abde Ali Kagalwalla:
> Hi SCIP users,
>
> I have a problem with binary variables and an objective function which
> is simply the sum of all the binary variables. As a result, the
> objective must be integral. In my application, I found that the B&P
> code kept running for a long time even when the gap between primal and
> dual is less than 1.
> Is there a way to terminate the iterations when this happens ?
>
> Regards,
>
> Abde Ali
>
>
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