[SCIP] How to deactivate aging and avoid scip internal pricer ?

[Gerald Gamrath]

Dear Sandra,

I thought about this again and I am quite sure where this large number 
originates from. As you might know, all variables that you create during 
pricing are valid globally. However, the corresponding columns are only 
added to the current LP. When jumping through the tree, the LP is 
restored to the state it had when this node (or the parent node) was 
processed, so that a warmstart can be performed from the basis of the 
parent node. The variables that you priced in at other parts of the 
tree, but whose columns are then not part of the LP anymore, are then 
potentially added to the LP by the variable pricer of SCIP. The more you 
proceed in the tree search, the more open nodes you have at which 
columns found at other nodes may be added to the LP, so this number 
increases faster.

There is no option to disable this. You might want to consider setting 
the delay flag of your pricer to FALSE, if you did not do so already, so 
that you pricer is only called if the variable pricer did not add a 
column in this pricing round.

Concerning your issue: I agree that the optimal solution should be the 
same as long as you always add at least one improving column if there 
exists one. But adding more or less columns changes the LP and might 
lead to different LP solutions, thus a changed branch-and-bound tree, 
and different solutions being found. In rare cases, this might trigger a 
bug in SCIP that you do not come across otherwise, or perhaps also your 
pricer stops because reduced costs changed slightly and are now zero or 
not zero anymore (within tolerances).

What you could do (but I would only recommend this for debugging): I 
assume you have a constraint handler that takes care of your branching 
decisions and fixes variables locally to 0 that were created at other 
nodes and to not comply with the branching decision. A very drastic step 
would be to just fix all variables to 0 that have been created at other 
nodes. This would as a consequence disable the variable pricer and only 
your pricer could add variables.

Best,
Gerald

On 28.06.2018 09:01, Sandra Ulrich Ngueveu wrote:
>
> Hello Gerald,
>
> Thank you very much for your reply.
>
> The model is small (302 variables).
>
> Setting parameter age limit to -1 does not seem to deactivate scip 
> internal pricing (442 variables from our pricing versus 66334 from scip).
>
> Also, let me specify that at the beginning of each pricing 
> phase///PRICERREDCOST, /we displayed the number of variables 
> previously added by our pricer and the result of 
> SCIPgetNPricevarsFound. During several iterations, the two numbers 
> were the same. But at some point the second number becomes higher than 
> the first, and the difference between the two numbers increases until 
> the end of the branch-and-price.
>
> The statistics displayed at the end (with scipprintstatistics) showed 
> that scip's pricer is very fast (0.03s), so we not longer expect to 
> gain any speed-up there.
>
> But we would still like to deactivate it if possible, to help us 
> investigating the following issue : Let's consider two disjoint sets 
> of columns S1 and S2, and their union Sall (= S1 U S2). We are trying 
> to understand why in our branch-and-price, adding Sall leads to a 
> worse final solution than adding S1 example. Therefore we are 
> carefully rechecking our code and we would like to deactivate scip's 
> pricer if possible.
>
> Best regards,
>
> Sandra
>
>
> Le 25/06/2018 à 19:19, Gerald Gamrath a écrit :
>> Dear Sandra,
>>
>> I don't think that SCIPgetNPricevarsFound returns what you are 
>> interested in. As far as I can see, this is the total number of 
>> variables that were added to the to the pricestore. This may be 
>> variables "priced" by SCIP, but also the variables you priced, as 
>> well as all variables in your original formulation, that go through 
>> the pricestore once to enter the LP. Perhaps your original 
>> formulation is quite large?
>>
>> Setting the age limit to -1 should normally do the trick. There are 
>> other things like "lp/cleanupcols(root)", but those are disabled by 
>> default.
>>
>> When you look at the statistics after solving ("disp stat" in the 
>> interactive shell or SCIPprintStatistics()), you should see how many 
>> variables are really added by your pricer and by the internal SCIP 
>> pricing ("problem variables").  Is there a nonzero number for the 
>> latter?
>>
>> Best,
>> Gerald
>>
>> On 25.06.2018 18:28, Sandra Ulrich Ngueveu wrote:
>>> Hello,
>>>
>>> We are doing a Branch-and-Price with SCIP. Using function 
>>> "SCIPgetNPricevarsFound", we realized that a very higher number of 
>>> variables were "priced" by scip, compared to the number of columns 
>>> that we explicitely added (127253 instead of 475).
>>>
>>> We would like to deactivate such internal pricing (which according 
>>> to some forum is related to column aging) just to verify if the code 
>>> would be faster for our specific problem. We tried setting parameter 
>>> lp/colagelimit to -1, but the number of additional pricedvars 
>>> declared by scip remained unchanged.
>>>
>>> Could you please tell us if there is another parameter we could 
>>> activate or deactivate to achieve the desired behaviour ?
>>>
>>> Best regards,
>>>
>>> Sandra U. Ngueveu
>>>
>>
>
> -- 
>
> Maître de Conférences / Associate Professor
> -----------------------------------------------
> http://homepages.laas.fr/sungueve
> -----------------------------------------------
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