[Scip] Fractional Solution

[Bahareh Eghtesadi]

Hi,
Just to update my previous email, I included that condition ( original
variavles to be integer) in the CONSCHECK method, and it works fine in the
presence of the heuristics.

Thanks,
Bahar

On Tuesday, July 28, 2015, Bahareh Eghtesadi <b.eghtesadi at gmail.com> wrote:

> Dear Benny,
>
> Thanks for the reply.
>
> I have the reformulated  variables and another set of binary variables
> (psi). I have defined the psi variables as binary from the beginning, and I
> have a branching rule that branches when there is any fractional psi.
> However, the reformulated variables are defined continuous, and I check
> the integrality of the original variables in the CONSENFOLP method. Is this
> a wrong place to check that? Should I do it in the CONSCHECK method?
>
> What I learned is the the cutoff bound changes(to 5.29, the current
> optimal objective value that it returns) in the root node while the
> objective value in the root node is 3.5. Note that the true optimal
> objective value is 6.11. I thought it might obtain the cutoffbound from
> some heuristics. So I disabled the heuristics, and it returns 6.11.
> Is there a reason for happening this? Because this means the heuristic
> does not notice the conditions in the constraint handler? I am now
> suspicious that I may need to check the integrality in the CONSCHECK method.
>
> Best,
> Bahar
>
>
> On Tuesday, July 28, 2015, Benjamin Müller <benjamin.mueller at zib.de
> <javascript:_e(%7B%7D,'cvml','benjamin.mueller at zib.de');>> wrote:
>
>>  Dear Bahereh,
>>
>> so your problem contains only the reformulated (binary) psi variables?
>> Your problem is that you do not want to accept all integer psi solutions
>> because they might correspond to a fractional solution of the original
>> problem? If that is the case, do you decline such a solution in CONSCHECK?
>> How do you branch in the CONSENFOLP after you registered that the current
>> solution belongs to a fractional one in the original space? Do you set the
>> result pointer to SCIP_BRANCHED?
>>
>>
>> Best,
>>
>> Benny
>>
>>
>> On 07/27/2015 03:36 AM, Bahareh Eghtesadi wrote:
>>
>>  Dear all,
>>
>>  I am implementing a b&p algorithm. In my problem, I have a set of binary
>> variables (beside  the decomposition variables) in my master problem, call
>> them psi,  for which I have a branching rule. In my branching rule, the
>> options for constructor is:
>> ObjBranchrule( scip, name, "branchs on Original vars", 50000 , -1 , 1.0)
>>
>>  I also want to check the integrality of the original variables(call x).
>> For that, I have a conshdlr with following options:
>>
>> ObjConshdlr(scip, name, "....",-10000 , 50000 , 10000, -1,  -1 , 1 , 0 ,
>> FALSE , FALSE , FALSE , FALSE , SCIP_PROPTIMING_BEFORELP)
>>
>>  In this conshdlr, in the CONSENFOLP method, I find the values of the
>> original variables and if they are not integer, I call SCIPcreateChild.
>>
>>  However, in the optimal solution, all the psi variables are binary, but
>> the original variables are continuous. The objective function value is also
>> less than the optimal obj. value(I already know it).
>>  I have tried to track down the b&b tree, and it seems whenever all the
>> binary variables(psi) are binary, it takes it as the optimal solution
>> eventhough there are some fractional x.
>>  I also changed the priority of the conshdlr to be less than the
>> branching rule's. Then, the same solution is caught with less number of
>> nodes(quicker).
>>
>>  I am not sure how to check what happens after the psi s are binary, and
>> why it doesnt go to the CONSENFOLP method after that. Is there a reason for
>> happening this?
>>  I attached the output file with statistics and the branching statistics.
>>
>>  Thanks in advance.
>>
>>
>>
>>
>> _______________________________________________
>> Scip mailing listScip at zib.dehttp://listserv.zib.de/mailman/listinfo/scip
>>
>>
>> --
>> ______________________________
>> Benjamin Müller
>> Zuse Institute Berlin
>> Takustr. 7, 14195 Berlinbenjamin.mueller at zib.de+49 30 841 85-195
>>
>>

-- 
Regards
Bahareh Eghtesadi
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