[SCIP] How to freely tune between pricing and cutting ?

[Maher, Stephen]

Hi Alexandre,

Sorry about the delay in response to this question. This happens to be a question that we have not encountered before, so we needed to work out how to actually achieve this.

I am not sure whether this would work, since I don't have an example to test with. I believe that by setting the result in your PRICERREDCOST callback to SCIP_DIDNOTRUN, you will terminate pricing and then continue with the rest of the node processing. The separation round will begin after you terminate the pricing round.

There are two things to note here. The first is that if you add a cut, then the node processing will enter back into pricing. So you may want to keep returning the result of SCIP_DIDNOTRUN from your pricer while you want to keep generating cuts. The second is that if you don't add a cut during the separation round, then you will not enter back into the pricing round. So you must ensure that you have completely finished pricing before the final separation round.

Since this is untested, please let us know if it works for your setting. If not, then we can think of a different approach.

Cheers,

Steve

________________________________
From: Scip <scip-bounces at zib.de> on behalf of Alexandre Dupont-Bouillard <dupont-bouillard at lipn.univ-paris13.fr>
Sent: 25 October 2021 09:54
To: scip at zib.de <scip at zib.de>
Subject: [SCIP] How to freely tune between pricing and cutting ?

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Hi

We try to build a BCP method where cuts are added through a separator.
We would like to have a free hand on the alternation between pricing and
cutting phases.

We haven't found how to add parameters to choose for instance to begin
by a cutting phase
or to stop pricing before convergence to add some inequalities and come
back to pricing
and so on...

The best would be to be able to switch from cutting to pricing (and from
pricing to cutting) using a test done by an algorithm.

Does someone know how to perform such alternation?

Thanks
Pierre and Alexandre
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