[SCIP] Lower bound for branch and price algorithm
Tobias Achterberg
achterberg at zib.de
Thu Sep 14 11:53:58 CEST 2017
Note that SCIP can only provide a valid dual bound if the pricing is exhaustive,
i.e., if the pricer plugin will always provide at least one additional column if
there exists one that can potentially improve the objective function.
If you only have a heuristic pricer (i.e., it may return without any new columns
even though there may exist some that can improve the objective function), then
the dual bound provided by SCIP is not globally valid and the whole algorithm
becomes a heuristic procedure instead of a complete algorithm in the sense that
it will always find an optimal solution.
Regards,
Tobias
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