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

[Edward Lam]

I have tried this. It sounds like this would work according to the documentation but this does not work. Sometimes it skips pricing and separation and goes straight to branching. I guess branching is technically okay if the master problem is fractional but sometimes its integral and gets messy quickly.

Cheers
Eddie

> On 8 Nov 2021, at 7:10 pm, Maher, Stephen <S.J.Maher at exeter.ac.uk> wrote:
> 
> 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 <mailto:scip-bounces at zib.de>> on behalf of Alexandre Dupont-Bouillard <dupont-bouillard at lipn.univ-paris13.fr <mailto:dupont-bouillard at lipn.univ-paris13.fr>>
> Sent: 25 October 2021 09:54
> To: scip at zib.de <mailto:scip at zib.de> <scip at zib.de <mailto:scip at zib.de>>
> Subject: [SCIP] How to freely tune between pricing and cutting ?
>  
> CAUTION: This email originated from outside of the organisation. Do not click links or open attachments unless you recognise the sender and know the content is safe.
> 
> 
> 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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