[SCIP] Quadratic Constraints

[Felipe Serrano]

Hi

Maybe you can get away with by modeling the objective function as

min z - a^T x
and having a constraint
||x||^2 <= z

This way you only modify a linear objective each time.

Best,
Felipe

On Tue, Jun 16, 2020 at 9:41 AM Marc Pfetsch <
pfetsch at mathematik.tu-darmstadt.de> wrote:

>
>
> Hi Victor,
>
> reoptimization can only be used if "the space of solutions gets
> restricted and/or the objective function changes", see
> https://www.scipopt.org/doc-7.0.0/html/REOPT.php
>
> Note that "the objective function changes" only refers to linear
> objectives, so I think that your case in which you are modeling a
> quadratic objective function is not covered, but I agree that this would
> be an interesting case.
>
> So to achieve what you want, you cannot use reoptimization but need to
> use the ordinary solving procedures. I should then be possible to change
> the constraint.
>
> Hope this helps.
>
> Best
>
> Marc
>
>
> On 15/06/2020 22:19, Victor Miller wrote:
> > 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?
> > _______________________________________________
> > Scip mailing list
> > Scip at zib.de
> > https://listserv.zib.de/mailman/listinfo/scip
> >
> _______________________________________________
> Scip mailing list
> Scip at zib.de
> https://listserv.zib.de/mailman/listinfo/scip
>
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://listserv.zib.de/pipermail/scip/attachments/20200616/e50da838/attachment.html>