[Scip] Pricer regenerates the same column

[Marco Casula]

Dear Ambros,

both parameters were indeed set at e-06; i lowered both as you suggested
and so far the pricer hasn't  got stuck on any instance.
Thanks for the suggestion!

Best,
Marco

2014-05-21 14:48 GMT+02:00 Ambros Gleixner <gleixner at zib.de>:

> Dear Marco,
>
> I think changing numerics/epsilon is not the best idea.  If I understand
> correctly, you are using SCIPisPositive() and friends to check the sign of
> your reduced costs.
>
> Instead you should use the primal and dual feasibility tolerance of the LP
> solver, which is returned by the methods SCIPlpfeastol() and
> SCIPdualfeastol().  (The corresponding parameters are numerics/lpfeastol
> and numerics/dualfeastol.)  I believe you want to compare your reduced
> costs to SCIPdualfeastol().
>
> Changing numerics/epsilon has many other side effects, so I would really
> not recommend it.
>
> ambros
>
>
>
> On 05/21/2014 10:41 AM, Marco Casula wrote:
>
>> 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
>> <mailto: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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>>>
>>
>>
>>
>>
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