[SCIP] [Scip] Branch and Bound Bi-objective

Ambros Gleixner gleixner at zib.de
Mon Oct 26 20:01:43 CET 2015


Hi Emmanuel,

I just saw that your e-mail was not answered.  My sincere apologees.

I am not sure it will work, I don't think anybody has tried this, yet. 
If yes then via the following steps.  You can add your custom relaxation 
as documented here:

    http://scip.zib.de/doc/html/RELAX.php

Additionally you need to deactivate the standard LP solving with the 
parameter

    lp/solvefreq = -1

and lock all your variables with SCIPaddVarLocks() as described in

    http://scip.zib.de/doc/html/CONS.php

Maybe you also have to deactivate presolving.  If you gather any 
experiences, we would be very interested to hear about it.

You may also want to look at the PolySCIP extension that solves 
multi-objective MIPS using a lifted weight space algorithm:

    http://scip.zib.de/doc/applications/MultiObjective/

Best,
Ambros



Am 11.03.2015 15:54, schrieb Emmanuel Kieffer:
> Hello,
>
> I would like to know if it is technically possible to use SCIP to
> perform a Bi-objective Branch and Bound?
> If yes, I need to solve several relaxed problem at each nodes. So far I
> know, it's possible to deactivate the standard LP relaxation and use a
> custom one but how is it work?
>
>
> Thank you
>
> Best regards,
>
> Emmanuel
>
>
>
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