[Scip] Pricer regenerates the same column

[Marco Casula]

Dear Gerald,

thanks for the input (also, thanks to Martin for ccing me his answer to
Cristina).
In the end, I think it was just a matter of solver tolerance: I am using
SoPlex 1.7.2, and though I believed its tolerance to be e-12, by means of
display/lpinfo I noticed a number of tolerance parameters set to e-06.
Since I am not sure  how to change the value of all of them, I lowered scip
"numerics/epsilon" from the default e-09 to e-06, and so far the problem
has not reappeared.

Best,
Marco


2014-05-16 19:07 GMT+02:00 Gerald Gamrath <gamrath at zib.de>:

>  Dear Marco,
>
> sorry for the late reply. What you write sounds quite reasonable and you
> already tried most things that I would normally aks you for. So I don't see
> an obvious thing that might have gone wrong, and we probably need to dig a
> bit more into what happens.
>
> Therefore, please check the solution status of the LP when your pricer is
> called by calling SCIPgetLPSolstat(). Are you already in reduced cost
> pricing when the pricer keeps generating the same column? Also, please
> enable LP solver output by setting the parameter "display/lpinfo" to TRUE.
> When you checked the reduced cost of the previously generated variables,
> they were negative? What is the LP solution value of the "old" variable and
> what are its bounds?
>
> Another thing: did you mark all constraints to be modifiable?
>
> Best,
> Gerald
>
> Am 06.05.2014 18:59, schrieb Marco Casula:
>
>      Dear all,
>
>  I am working on a branch and price algorithm for the VRP with time
> windows and stochastic travel times. While on many instances the algorithm
> terminates correctly, with a number of instances/parameters (delay
> distributions, penalties) combinations, the algorithm gets stuck as the
> pricer keeps regenerating the same column.
>
>  I have found a similar case in the mailing list archives, and I tried
> every suggestion I found there, without success:
>  the delay flag of the pricer is set to TRUE, as is the initial flag for
> the new variables (I had previously set this to FALSE, with the same
> result);
> the variables are added via SCIPaddPricedVar;
>  I checked SCIPvarIsInLP for the variable added in the previous iteration
> of the pricer, and it is true;
> the reduced cost of the variable added in the previous iteration (via
> SCIPgetVarRedCost) coincides with the one i compute for the variable in the
> current iteration;
>  I changed the upper bound on the variables from 1.0 to SCIPinfinity, with
> no effect.
>
>  I was hoping for some more insight on the matter.
>  Please find attached a logfile for a non working instance (terminated
> early), and the Pricer code.
>  For completeness, here's a link to a full-working folder (including all
> source files)  https://www.dropbox.com/sh/664n10xssiicd4o/G0xtWoLH2T
>
>  Thanks for any help
>  Marco Casula
>
>
>
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