[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?


More information about the Scip mailing list