[SCIP] Help with Understanding SCIP Objective function values

[Stefan Vigerske]

Hi,

On 04/14/2017 11:58 PM, Natalia Perina wrote:
> Hi there -
> 
> I want to use SCIP to implement a branch and price framework for an MIP
> problem that I am working on for my senior thesis. I have two questions.
> 
> First, I am trying to understand how to set the objective function and
> variables. How do you set which variables will go into the objective
> function? I have several variables in my problem but it is only the sum of
> one of them that I want to be maximized for the objective. How do I select
> which variables go into the objective? In the createVar() method, how do I
> use the objective value parameter? Is this supposed to the objective
> variables coefficient? And for variables that I don't want to include in
> the objective function - would one just set this to 0 or to null? This
> seems like there would be a simple explanation but I can't seem to find it
> in the documentation.

The value you pass with createVar is the coefficient that the variable 
has in the objective function. If the variable should not appear in the 
objective, then this is the same as having a coefficient 0.0.

> Second, I wanted to know if anyone had any advice for linearizing and
> objective function that is the sum of a integer variable multiplied by a
> binary variable. I understand that this is non linear and that scip does
> not support non linear objective functions but does anyone have advice on
> how I might be able to do this using constraints?

You could add this as quadratic constraint. If the integer variable has 
reasonable bounds, SCIP would then linearize this.

Stefan

> 
> Thanks,
> Natalia
> 
> 
> 
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