[SCIP] Cutting of an integer feasible solution
ssriram1992 at icloud.com
ssriram1992 at icloud.com
Sun Aug 23 18:07:12 CEST 2020
Hi all,
I am trying to solve a problem whose relaxation can be solved using
branch-and-price. The relaxation is a mixed-integer linear program (not
binary though). Once I get an integer feasible solution - be it through
heuristics or branching - I have a post-processing routine, which can check
the feasibility of the solution w.r.t the original problem. There is no
possibility that the post-processing routine can generate any separating
hyperplane or so, to permanently cut off this infeasible solution.
What can I do to ensure that this solution does not show up again, and no
primal bound information is collected from this "infeasible" solution?
That said, I don't want the complete node/subtree to be discarded either.
For example, let us say that an integer feasible solution (x,y,z) = (3, 4,
5) is obtained, after x and z are fixed, and y turned out to be an integer,
just by solving the LP relaxation. Let us say, this solution is deemed
infeasible through my post-processing routine. In this I don't want to
discard the subtree, but instead I would like the branching to continue with
y <= 3 and y >=5 as the two branches, for example. Can this be achieved?
There is a long shot of binarizing the integer variables (everything is
bounded in my case), and then adding no-good cuts. But is there a smarter
thing that we can do?
Best
Sriram
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