[SCIP] Reduced cost about variables in LP relaxation

[Gerald Gamrath]

Hi Wei Kai,

could you please print the statistics at the end of the solving process 
and send them to me. Probably, you can see there which propagator did 
reductions.

Best,
Gerald


On 12.03.2016 06:49, weikaimas at 163.com wrote:
> Dear Gerald,
>
> I have tried to use SCIPchgVarUbLazy() to set an upper bound value for 
> each variable in 3.2.0 and use version 3.2.1.
> However, I also found some variables with negative reduced cost in 
> both above methods. The number of negative reduced cost variable
> is much less than version 3.2.0 without SCIPchgVarUbLazy(),  and both 
> new methods have the some results.
>
> Would have some methods to avoid the this phenomenon because the 
> pricing method will find some useless variables.
>
> Best regards,
> Kai Wei
>
>
>
>
>     *From:* Gerald Gamrath <mailto:gamrath at zib.de>
>     *Date:* 2016-03-04 18:23
>     *To:* weikaimas at 163.com <mailto:weikaimas at 163.com>; scip
>     <mailto:scip at zib.de>
>     *Subject:* Re: Reduced cost about variables in LP relaxation
>     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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