[SCIP] Resolving with a different objective function

[Ambros Gleixner]

Hi Victor,

Please have a look at

    https://www.scipopt.org/doc/html/REOPT.php

SCIP actually provides an intricate mechanism to do what exactly you 
want and reuse information from the previous solving process.  Whether 
this performs better than solving from scratch depends on how large the 
changes between different objective functions are.  Here is a scientific 
publication that gives more details:

    http://dx.doi.org/10.1007/978-3-319-20086-6_14

To achieve the more plain version of simply solving again from scratch, 
you have to call SCIPfreeTransform(); then you are allowed to modified 
the problem.

Best,
Ambros




Am 27.05.20 um 23:07 schrieb Victor Miller:
> I have a MIP which I want to solve a number of times with different
> objective functions.  Just trying to change the objective after a
> previous solution doesn't work, so how do I do this?  Do I copy the
> model, and solve the copy?  If so, is there a standard way of finding
> out which variables in the copy correspond to the variable in the
> original?
> 
> Victor Miller
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> Scip at zib.de
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-- 
Ambros Gleixner, Research Group Mathematical Optimization Methods at 
Zuse Institute Berlin, http://www.zib.de/gleixner