[SCIP] column generation while cutting?

[Gerald Gamrath]

Dear James,

you are only allowed to call SCIPaddPricedVar() during pricing, but you 
could add the variables just via SCIPaddVar(). You could even set the 
initial flag of the variable to FALSE so that SCIP will automatically 
price it into the LP (only) if needed.

Best,
Gerald

On 18.09.2015 11:28, James Cussens wrote:
> I have an application where I generate cuts which include variables 
> which do not exist yet. At present, I follow the normal two-stage 
> approach: the cut is generated without the missing variables, and 
> later a pricer deduces that they are worth adding and my application 
> ensures they are added to the previously generated cuts.
>
> My pricer only ever generates variables which appear in the cuts I 
> generate, so I suspect it will be more efficient to generate the 
> missing variables *as soon as my cutting plane algorithm (CPA) has 
> generated the cut*. That is, the idea is to create them just before 
> adding the cut (which would then contain all its variables). My CPA 
> generates (a representation of) the cut with all its variables, 
> including those not already created (so it does a sort of pricing), so 
> we have these variables immediately to hand at the point of adding the 
> cut. It is true that, since we are generating variables 
> unconditionally, we may end up with more variables than if we priced 
> them in, but my guess is that we won't get too many unnecessary 
> variables created.
>
> The CPA is implemented as the separator for a certain constraint 
> handler. So presumably I could just add suitable calls to 
> SCIPaddPricedVar in the separator callback, just before creating and 
> adding the row (ie cut).
>
> Does anyone see a problem with doing this? It just seems an odd 
> approach ....
>
> James
>
> -- 
> James Cussens
> Dept of Computer Science &
> York Centre for Complex Systems Analysis
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