[SCIP] Questions regarding B&P framework for max problem.
Shin, Jungeun
jungeun4 at illinois.edu
Wed Dec 2 09:47:31 CET 2020
Dear SCIP users
I am trying to solve maximization problem using B&P framework and found a few things I can’t understand from my knowledge.
My problem is defined as follows,
Max cx
Ax=1 ——— constraint (1)
Bx - Dy <=0 ——constraint (2)
0<= x <= 1
y binary
Pricing problem generates x columns and here are some questions that I have.
1) I thought that its dual problem should give upperbound and the dual multiplier of (2) is non-negative. However, getDualsolLinear(2) returns negative values.
2) The cost vector c has all positive elements. When I try to get the lp relaxation value within the Pricer using getLPObjVal( -0.115) , it returns negative value, while the primalbound is positive value(0.106).
If I understood the primal-dual relationship correctly, from the above two observations, I suspect if the SCIP framework automatically convert maximization problem to minimization problem by changing cost
vector signs ??
I might have made some mistakes while writing the model. I check that the problem is set to maximize. I can’t find other possibilities that could make this happen.
I would be grateful for any comment.
Thank you!
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