[SCIP] Issue with tolerance

[Oliver Zier]

Hi all,

I am implementing branch and price using SCIP with Cplex as the LP solver.
During pricing, I saw some instances in which SCIP returns that the
problem is infeasible and enters Farkas. However when I exported the
problem to an lp file and solved it with CPLEX studio, I got a feasible
solution. I guessed this is because of tolerance so I was playing around
with it but I can't find any numbers that work for all. I have some
constraints with big M in model. Do you have any suggestions about what I
should pay attention to? I am currently using
   SCIP_CALL( SCIPsetRealParam(scip, "numerics/feastol", 1e-5) );
   SCIP_CALL( SCIPsetRealParam(scip, "numerics/lpfeastol", 1e-6) );
   SCIP_CALL( SCIPsetRealParam(scip, "numerics/dualfeastol", 1e-5) );
Also I tried to turn off lp/checkprimfeas and lp/checkdualfeas and it
helps in some cases but I am not sure if it would cause any other issue.
Would you recommend to use the feasibility check or not in this case?

Best wishes,
Oliver