[SCIP] Setting solutions of a primal heuristic

[Michael Kahr]

Dear SCIPers,

I am working on a branch-and-cut model, and want to provide SCIP also 
with heuristic solutions, which works fine for an initial starting 
solution and for some problem instances during the solving stage 
(however, not for all). Thereby, I use a class inherited from ObjHeur to 
call my heuristic which delivers solutions in the original problem space.

If I understood this thread correctly:

http://listserv.zib.de/pipermail/scip/2013-August/001620.html

the right procedure is to create a solution object in the original 
problem space which is done by

   SCIP_SOL *heur_sol;
   SCIP_CALL ( SCIPcreateOrigSol ( scip, &heur_sol, NULL ) );.


I then set the variable values obtained by the heuristc (h_x) to scip 
variables (x) and try to add the solution by

   SCIP_CALL( SCIPsetSolVals( scip, heur_sol, nvars, x, h_x ) );
   SCIP_CALL( SCIPtrySolFree( scip, &heur_sol, true, true, true, true, 
true, &success) );

However, as stated at the begin this does not work for all instances and 
SCIP complains about violations of variable bounds and constraints, e.g.,

"solution violates original bounds of variable <t_x[3]> [1,1] solution 
value <0>"

"[linear] <SET_LINK_NODE[49]>:  -<t_x[49]>[B] +<t_l[1031]>[B] >= 0;
violation: left hand side is violated by 1"


What am I doing wrong here? Note that the solutions are valid before I 
pass them to SCIPtrySolFree(), which is checked by SCIPcheckSolOrig().


Thank you in advance, best,

Michael