[SCIP] Problem avoiding Farkas Pricing

Fernando Afonso fasantos at uwaterloo.ca
Fri Sep 25 18:12:53 CEST 2015


Hi there,

I have a branch-and-cut-and-price algorithm implemented using SCIP. It
works well!
But when a given node gets infeasible and Farkas pricing is called, the
performance of my pricing algorithm is really poor. For my specific case,
to assign costs to 0 at objective function to run Farkas pricing, makes the
dominance rules loosen.

A given node gets infeasible due to branching constraints (I implemented my
own branching rule). Because of that, I tried to include an artificial
variable with a high cost for each branching constraint I include in the
model. But it's not working. Theoretically, the model would be always
feasible after to include such artificial variables, but Farkas pricing is
still called.

Do you guys have an idea what should I do to avoid Farkas pricing to be
called?

Thank you in advance,

Fernando
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