[Scip] Added Variables missing in problem / solution

[Jan Berling]

Dear SCIP mailing list,

thanks for your previous support again! This is a follow up to my older
question:

http://listserv.zib.de/pipermail/scip/2014-June/002022.html

My scheduling problem has one set partitioning constraint for every vehicle
and binary variables for every possible start-timeslot. All variables are
created at the beginning, but only two variables for every
vehicle/setppc-constraint are added to the problem and their constraints
right away. At the end, the solution must have one binary variable set to
one for every vehicle/setppc-constraint.

In the pricing process, the reduced cost of the other variables (start
slots) are calculated and added to the problem with SCIPaddPricedVar() and
added to the transformed constraints afterwards. In the iteration process,
more and more variables are added to the problem. But sometimes the
objective value is rising slightly, which is odd because added variables
enlarge the solution space which should lead to a decreasing objective
value.

Unfortunately, some variables don't appear in the solution SCIPprintSol()
but in the solution SCIPprintTransSol(). Unsurprisingly, these are all
priced variables. The objective value of both solution-files are the same,
though. But if the objective value is calculated by all solution variables
(SCIPvarGetLPSol(vars(f,d)) == 1)  and their objective function values
(SCIPvarGetObj(vars(f,d)), the result is a little bit lower than the
printed solution-objective-function-values.

To summarize the matter, there is a serious problem in connection with the
pricing problem and the transformed problem.

- Could the error stem from the fact that the variables are added from
pricerdata to the problem?
- Is it necessary to add the priced variables to the original problem, too?
- Is there some presolving/branch&bound/relaxation going on, which
interferes with the pricing?
- Could numerical inconsistencies lead to such behaviour?


All the best,
Jan
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