[SCIP] Presolving after pricing variables

Jan Berling berlingjan at gmail.com
Wed Jul 24 18:54:48 CEST 2019


Dear SCIP community,



I have a binary optimization problem which uses column generation, i. a.
because adding all variables is not possible due to memory limitations.
However, solving takes a lot of time and so pricing is stopped when a
timelimit is exceeded, by setting the result pointer to SCIP_SUCCESS.



SCIP continues solving the “final restricted master problem” but this takes
a lot of time.



I made an experiment giving the final transformed lp file to
out-of-the-box-SCIP and the problem is solved more quickly, due to
presolvers and cutting planes.



Is it possible to restart the solving of the transformed problem after
pricing is stopped and to enable presolving/cutting-planes (e.g. by copying
the problem, enabling presolvers, restarting, setting SCIP stage...)?


Kind regards,

Jan
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