[SCIP] CRITERIA TO FINISH THE PRICING

[dponce at us.es]

Dear Benny, 

you are very right. I FORGOT I ASKED BEFORE, MY BAD. Sorry about that. 

In some moment I had some problem with Gerald's idea on my
implementation and I solved artificially my drawback. But really it
sounds good, so I have to try again. 

Thank you and sorry again. 

Best.  

Diego.

El 22/03/2016 11:50, Benjamin Müller escribió:

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