[SCIP] CRITERIA TO FINISH THE PRICING

[Benjamin Müller]

Dear Diego,

I don't really see a difference to your previous question (see below) 
for which you already received an answer by Gerald. Please let me know 
if I miss something.


Cheers,

Benny


On 03/22/2016 11:30 AM, dponce at us.es wrote:
>
> Hello SCIP,
>
> I have implemented the stabilization method described by Pessoa et al 
> on a column generation framework. Among the algorithm, sometimes there 
> is not variable added (what doesn't mean that the pricing finishes), 
> so to avoid that SCIP "think" the optimality is reached, I add a 
> phantom variable on this step.
>
> Is it necessary?
>
> I there a better way to do that?
>
> Thanks in advance.
>
> Best.
>
> Diego.
>

On 04/24/2015 10:49 AM, Gerald Gamrath wrote:
> Dear Diego,
>
> you are right, you need to handle the case of a misprice explicitly. 
> If your pricer finishes without adding variables (and your result 
> pointer is set to SUCCESS), SCIP will assume that there are no 
> improving variables and use the current LP value as a dual bound.
>
> This means, whenever you are not sure if there are more improving 
> variables, you should set the result pointer to DIDNOTRUN and SCIP 
> won't use the LP value as dual bound. On the other hand, it will stop 
> pricing and perform branching, which you do not want to do either.
>
> Therefore, your pricer should just handle this case. If it performed 
> pricing with smoothed dual values and does not find an improving 
> variable, it should just perform another round of pricing (without 
> returning from the PRICERREDCOST callback). In this round, you either 
> adjust your alpha to give a higher weight to the original dual values 
> or just use those alone and perform exact pricing without smoothed duals.
>
> Best,
> Gerald
>
> On 21.04.2015 12:50, dponce at us.es wrote:
>>
>> Hello list,
>>
>> as part of a Branch-and-Price procedure, I'd like to apply 
>> stabilization in order to add less variables at the end to check 
>> optimality. As I readed in another thread, smoothing approach (Pessoa 
>> et al.) is a good option in SCIP.
>>
>> I have it implemented, but it avoids correct solutions. I think the 
>> problem is the following: when a misprice (there are columns to add 
>> but the pricing do not provide such columns using the convex 
>> combination) happens, the pricing detect that no variables were added 
>> and SCIP go out the pricing before time. How could I deal whith this 
>> problem?
>>
>> Thanks in advance.
>>
>> Diego.
>>
>>
>>
>> _______________________________________________
>> Scip mailing list
>> Scip at zib.de
>> http://listserv.zib.de/mailman/listinfo/scip
>
>
>
> _______________________________________________
> Scip mailing list
> Scip at zib.de
> http://listserv.zib.de/mailman/listinfo/scip

-- 
______________________________
Benjamin Müller
Zuse Institute Berlin
Takustr. 7, 14195 Berlin
benjamin.mueller at zib.de
+49 30 841 85-195

-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://listserv.zib.de/pipermail/scip/attachments/20160322/12f33fdb/attachment.html>