[Scip] Computing primal solution after fixing

[Andrea Taverna]

Dear Gerald,

thanks for the suggestion. Indeed it seems "more correct" now.

In my heuristic I do the following:

1) Check the LP has been solved (SCIP_LPSOLSTAT_OPTIMAL)
2) Call SCIPstartProbing
3) Call SCIPlinkLPSol on my previously allocated SCIP_SOL object to
create a working copy
4) Call SCIPgetSolVal on the working copy to read current LP solution's
var values
5) Call SCIPchgVar[Ub|Lb]Probing on the variables I want to fix to 1/0
6) Call SCIPpropagateProbing and then SCIPsolveProbiingLP
7 Finally call SCIPtrySol and the SCIPendProbing

The program now does find a primal heuristic but it also seems that SCIP
considers the heuristic solution as a valid dual bound and thus finds
that the two bounds coincide and immediately exists the CG loop.

Before the primal heuristic it used to find lower dual bounds than the
primal heuristic and the CG continued.

Am I missing something in the primal heuristic?

TIA

Best,
Andrea


Il 23/10/2014 00:58, Gerald Gamrath ha scritto:
> Dear Andrea,
>
> in SCIP a rounding heuristic basically does the following:
> 1) get the current LP solution
> 2) round all fractional variables to an integer value
> 3) check the resulting solution.
>
> How step 2 is performed influences the probability to find feasible
> solutions and also the running time, that's why there are multiple
> heuristics of this kind in SCIP.
>
> So you are right, no further LPs are solved by the heuristic.
>
> If you want to fix some variables, then optimize the resulting LP, fix
> again, solve the LP, and iterate until you found an integer feasible
> solution, you should have a look at the diving heuristics in SCIP, which
> all use this scheme.
>
> Best,
> Gerald
>
>
> Am 22.10.2014 um 19:04 schrieb Andrea Taverna:
>> Dear all,
>>
>> I'm a bit confused on how to implement a "rounding" heuristic.
>>
>> I'm working on a column generation algorithm.
>> Basically my heuristic fixes some fractional binary variables to 0/1
>> by calling SCIPsetSolVal.
>>
>> What should I do after those fixings to get a feasible solution?
>>
>> From the examples, e.g. the TSP one, it seems that no LP solver is
>> called explicitly on the working copy of the LP solution to generate a
>> feasible solution . There are just calls to functions like SCIPtrySol
>> or SCIProundSol.
>>
>> So, if I understand correctly, SCIP reoptimizes in some way the
>> working copy of the LP solution to obtain the actual heuristic
>> solution. Is that so?
>>
>> TIA
>>
>> Andrea
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>