[SCIP] Reduced cost about variables in LP relaxation

[Gerald Gamrath]

Dear Wei Kai,

if a variable has an upper bound and is nonbasic at its upper bound in 
the LP solution, it may have negative reduced cost.

Did you set an upper bound for your variables? If so, you can use 
SCIPchgVarUbLazy() to set an upper bound value which is implicitly given 
by the constraints and should not explicitly added to the LP as bound of 
the variable.

However, we also noticed that some propagators installed upper bound on 
variables in branch-and-price applications. Although the reductions were 
correct, they may lead to troubles as you are now observing them. 
Therefore, these propagators are now automatically disabled if pricers 
are active. This fix is already included in the bugfix version 3.2.1 
released earlier this week. Please try if updating your version fixes 
your issues.

Best,
Gerald

On 04.03.2016 08:56, weikaimas at 163.com wrote:
> Hi all,
>
>    I have used SCIP to implement a B&P procedure. At leaf nodes, 
> before I implement pricing algorithm I use SCIPgetVarRedcosr()
> to check the reduced cost of all variables (SCIPgetLPSolstat() returns 
> 1). I found some variables with negative reduced cost.
>   Can you give me the reasons about this phenomenon?  How can I avoid 
> to find the variables with negative reduced cost in my pricing algorithm?
>
> Best regards,
>
> Kai WEI
>

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