[SCIP] Example Branch-Cut-and-Price

[Benjamin Müller]

Dear Matheus,

unfortunately, there is no branch-cut-and-price example in SCIP. A good 
start would be the Binpacking branch-and-price example that uses the 
Ryan/Foster branching rule.

When targeting for a branch-cut-and-price, you will need to write your 
own constraint handler that takes care of the separation part. You need 
to keep track of the generated rows (or linear constraints) and take 
their dual multipliers into account when solving the pricing problem.

I scanned through the questions of the SCIP mailing list and found these 
conversations

    - http://listserv.zib.de/pipermail/scip/2017-January/002966.html
    - http://listserv.zib.de/pipermail/scip/2015-August/002518.html

which might be relevant for you.

Regards,
Benjamin


On 04/18/2018 03:12 PM, Matheus Ota wrote:
> Hi all,
>
> I was wondering if you have a example (like the ones for 
> Branch-and-Cut and Branch-and-Price) for using SCIP as a framework for 
> doing Branch-Cut-and-Price. Or maybe some guidelines of how to do so 
> (can I just follow the Branch-and-Cut example and then the 
> Branch-and-Price example?).
>
> From what I understood, GCG use generic cutting and pricing routines 
> to solve de MIP, and since I want to solve the CVRP with specific 
> cutting and pricing routines, I believe I should implement these by 
> hand using SCIP.
>
> Thanks,
> Matheus
>
>
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