[SCIP] resolve without pricing first in price&cut loop
Jens Leoff
jens.leoff at itwm.fraunhofer.de
Tue Oct 20 09:48:04 CEST 2015
Hi,
I have a Branch, Price & Cut algorithm and in some cases I observe the
following behaviour:
When solving the LP for some node I end up in a loop where
1 violated constraint is found and added to the lp.
The LP is resolved with column generation, but no new variables are found.
As pricing takes a lot longer than separation in my case, solving the lp
takes very long.
Often no new variables are added in pricing, so I expect considerable
speed up when solving the Price & Cut loop the following way:
After separation the LP is solved without pricing and a new separation
round is started.
Only if the lower bound increased or no further violated constraints are
detected the lp is resolved with pricing.
Is this currently possible with SCIP?
Kind regards
Jens Leoff
--
Jens Leoff
Fraunhofer-Institut für Techno- und Wirtschaftsmathematik ITWM
Fraunhofer-Platz 1, 67663 Kaiserslautern, Germany
Telefon: +49 (0)631 / 31600-4708
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