[SCIP] Branch price cut algorithm -> price again after adding cuts

[Schrotenboer, A.H.]

Hello all,

I'm using the c++ wrapper classes of scip to implement a branch & price &
cut algorithm. So in each node of the branch and bound tree i do column
generation. After that is finished, i want to add cuts (valid inequalities
actually). I did that by implementing the function of my constraint
handler: SCIP_DECL_CONSSEPALP(ObjConshdlrMSPRP::scip_sepalp), where
ObjConshdlrMSPRP denotes my own Constraint Handler class.

After it has added constraints to the LP via multiple calls of
SCIP_CALL(SCIPaddCons(scip_, cons)), where 'cons' is a simple linear
constraint, it  sets ' *result = SCIP_CONSADDED'.

After the cuts are added, it should redo the column generation process,
since there are possibly new columns of negative reduced costs that should
enter the LP relaxation. This however does not happen. I get the following
strange calls of (i think cplex)

(node 2) numerical troubles in LP 21 -- solve again with dual simplex
without scaling
(node 2) numerical troubles in LP 22 -- solve again with dual simplex
without presolving
(node 2) numerical troubles in LP 23 -- solve again with dual simplex with
tighter primal and dual feasibility tolerance
(node 2) numerical troubles in LP 24 -- solve again from scratch with dual
simplex

Does someone know why this happens and/or why my pricing problem is not
entered again at the same node?

Thanks in advance,

Albert Schrotenboer
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