[SCIP] Assertion error ( Dual bound is not updated in the Branch and Price framework )

Shin, Jungeun jungeun4 at illinois.edu
Wed Jul 15 20:35:11 CEST 2020


Hi,

I would like to ask how the dual bound is updated in the SCIP branch and price framework.

When the columns generated at the root node, LP obj value decrease.
Thus, I expected dual bound would also be decreased. It was true for some instances but it doesn't seem to be always this case.

For example, the following is a initial part of output logs of the column generation at the root node.
Here, "Depth: 0" means it is at the root node and "LPObj" value is  SCIPgetLPObjval


 Starts CG at a new node: 1. (Depth: 0, LPObj: 11358.02, Parent: 0, Branched var in the parent node: None)

 time   | node  | left  |LP iter  |LP it/n|mem/heur|mdpt |vars |cons |rows |cuts |sepa|confs|strbr|  dualbound   | primalbound  |  gap   | compl.
 81.1s |     1    |     0 |  8064  |     -    |   462M    |   0    |  78k| 108k| 108k|   0 |  0 |   0 |   0 | 1.135802e+04 |      --      |    Inf | unknown
o 146s|     1    |     0 | 14010 |     -    |feaspump|   0    |  78k| 108k| 108k|   0 |  0 |   0 |   0 | 1.135802e+04 | 5.000000e+04 | 340.22%| unknown

 L Continues CG at the curr node: 1, (Depth: 0, LPObj: 6668.00, N(new columns so far): 1.  )
 L Continues CG at the curr node: 1, (Depth: 0, LPObj: 4940.83, N(new columns so far): 2.  )
... (omitted)
 L Continues CG at the curr node: 1, (Depth: 0, LPObj: 5.57, N(new columns so far): 11.  )

  346s|     1 |     0 | 26166 |     - |   497M |   0 |  78k| 108k| 108k|   3 |  1 |   0 |   0 | 1.135802e+04 | 5.000000e+04 | 340.22%| unknown



LPObj decreases as new columns added, but the dual bound stays at 11358.02 which is the initial LPObj.
Isn't the dual bound supposed to be 5.57 after adding 11th columns?

Then, once the branching starts the following assertion error appears.
scipoptsuite-7.0.0/scip/src/scip/tree.c:2457: SCIPnodeSetEstimate: Assertion `SCIPsetIsRelGE(set, newestimate, node->lowerbound)' failed.

I guess this assertion error relates to the large gap between LPObj and the dual bound.



Thank you.
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