[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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