[SCIP] Cutting off the optimum when using relaxation handler

[Renato Melo]

Thank you for your helpful answer, Stefan

I did completely forget to implement the ENFORELAX callback. Now, I did
what you said, and it is working almost fine.

The algorithm ends with the following message:

SCIP Status        : problem is solved [optimal solution found]
Solving Time (sec) : 3.62
Solving Nodes      : 1 (total of 2 nodes in 2 runs)
Primal Bound       : +2.25000000000000e+00 (2 solutions)
Dual Bound         : +2.25000000000000e+00
Gap                : 0.00 %
  [linear] <linking cons>: <x_50,0.000000>[B] (+0) +<x_50,2.250000>[B] (+0)
+<x_50,4.500000>[B] (+0) +<x_50,6.750000>[B] (+0) +<x_50,9.000000>[B] (+0)
-<x_50>[B] (+1) == 0;
;
violation: left hand side is violated by 1
best solution is not feasible in original problem

I searched for this error, and I found results related to feasibility
tolerance, but I do not know how to solve it.

In addition, I observed the following. Despite my relaxator finds a
solution in the beginning of solving process, a dual bound greater than
mine appears in the output log:

...    dualbound       primalbound      Gap
... | 5.062500e+00 | 3.397500e+02 |6611.11%
... | 5.062500e+00 | 3.397500e+02 |6611.11%
Truncate separation round because of stalling (10 stall rounds).
*...| 2.250000e+00 | 2.250000e+00 |   0.00%

Then it changes to my lower bound (2.25 is my lower bound and also the
optimum).  Nevertheless, I think that this behavior is not right. Am I
wrong?

Best regards,
Renato

On Tue, Dec 8, 2020 at 1:21 AM Stefan Vigerske <svigerske at gams.com> wrote:

> Hi,
>
> regarding
>
>  > [src/scip/cons.c:3294] ERROR: enforcing method of constraint handler
>  > <cycle-elimination> for relaxation returned an invalid result 1
>
> the problem is that the enforcement method of the cycle-elimination
> constraint handler returned SCIP_DIDNOTRUN as a result, which is not
> valid. The minimal thing enforcement needs to do is to check whether the
> corresponding solution is feasible and thus return SCIP_FEASIBLE or
> SCIP_INFEASIBLE. It can also do something to resolve infeasibility or
> more, which should then result in some more status codes:
> https://www.scipopt.org/doc-7.0.1/html/CONS.php#CONSENFOLP
>
> Since you seem to have a relaxation, maybe the problem is in the
> ENFORELAX implementation of your constraint handler. The least the
> constraint handler has to do is to confirm that your relaxation solution
> is indeed feasible.
>
> Stefan
>
>
> On 12/7/20 3:51 PM, Renato Melo wrote:
> > Hi everyone,
> >
> > I am implementing a branch-and-cut model using C++ with SCIP 6.0.1. I am
> > using a relaxation handler to find lower bounds for a minimization
> problem.
> > The idea is providing only the lower bound value, not a relaxed solution.
> > Therefore, I was only updating the '*lowerbound' pointer on the RELAXEXEC
> > callback. However, when my relaxation finds a lower bound value equal to
> > the problem's optimal objective value, the branch-and-cut ends with a
> > solution greater than the optimal. I have no idea why this is happening.
> >
> > - It can be because I am not providing a relaxed solution?
> >
> > I tried to provide a relaxed solution that I know is optimal (for a
> > restricted case of the problem). To do this, I am setting the values one
> by
> > one with SCIPsetRelaxSolVal() and calling SCIPmarkRelaxSolValid() to
> inform
> > SCIP that the solution is complete and valid. In this case, if I set the
> > "includeslp" argument of SCIPmarkRelaxSolValid() as FALSE, nothing
> changes,
> > and SCIP continues cutting off the optimum. When I set the "includeslp"
> > argument to TRUE, I get the following error:
> >
> > [src/scip/cons.c:3294] ERROR: enforcing method of constraint handler
> > <cycle-elimination> for relaxation returned an invalid result 1
> >
> > However, I am sure that there are no cycles in the given solution. That
> is,
> > the solution is feasible.
> >
> > I followed the Relaxator example (
> > https://www.scipopt.org/doc/html/RELAXATOR_MAIN.php) to implement my
> > relaxation and add a relaxed solution to SCIP's data structure. The
> > priority is -1, and the frequency is 1.
> >
> > Have you some suggestions about what I can do?
> >
> > Best regards,
> > Renato
> >
> >
> > _______________________________________________
> > Scip mailing list
> > Scip at zib.de
> > https://listserv.zib.de/mailman/listinfo/scip
> >
>
>
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