[Scip] Retrieving current restricted master optimal value to compute a lagrangian bound at the end of pricing

Xavier Schepler xavier.schepler at gmail.com
Fri Jan 31 12:22:34 CET 2014


Hello,

I'm coding a branch-and-price and I need to compute a lagrangian bound 
at the end of pricing.
I want to keep trace of the dual vector which provided the best 
lagrangian bound.
This lagrangian bound equals: current restricted master optimal value + 
sum over all subproblems of their optimal values.
SCIPgetLPObjVal is called in my scip_redcost function. The lp solver is 
SoPlex.
Once in a while, it returns 1e20, even if the problem is feasible.
In fact, artificial variables guarantee the master problem to be always 
feasible.
The problem is bounded, and its objective value cannot be equal to 1e20.
Maybe SCIPgetLPObjVal shouldn't be called in scip_redcost.

What should I do ?

Best regards,

Xavier Schepler


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