[SCIP] Quadratic Constraints
Victor Miller
victorsmiller at gmail.com
Mon Jun 15 22:19:11 CEST 2020
I have a MIP that I want to solve many times, but each time with a
different quadratic constraint of the form minimize sum_i ||x||^2 -
a^T x, where the vector a may change each time. I understand that
SCIP doesn't have quadratic constraints, but that I can specify that
by introducing a continuous variable z, adding the constraint z >=
||x||^2 - a^T x, and minimizing z.
I'm using pyscipopt. I do
model.freeReoptSolve()
model.chgReoptObjective(obj_var, "minimize")
However, since the constraint changes each time I want to delete the
old constraint (if any),
by doing
model.delCons(old_cons).
However, when I do that I get the error
Exception: SCIP: method cannot be called at this time in solution process!
How can I do what I want? Is there a way of modifying the constraint
instead of deleting it?
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