[SCIP] Reoptimization

[Thiago NOVAES]

Hi,

I'm having a problem that I can't solve even after consulting the appropriate documentation and channels.

What I want to do is solve a sequence of LPs, between each problem I make modifications (e.g. add variables and constraints, modify variables and constraints...). Initially I used SCIPfreeTransforme() after every SCIPsolve().

However, after some problems solved, I have an error due to numerical instability. However, when writing each of the LPS and solving them separately, I don't have this error.

I imagine that SCIP is somehow taking advantage of the solution of the last LP resolved to solve the next one, I would like to disable this. I found this link https://www.scipopt.org/doc-4.0.1/html/REOPT.php which seems to be what I need.

The problem is that even using SCIPenableReoptimization() and SCIPfreeReoptSolve(), I can't use SCIPchgCoefLinear(), because I'm not in the correct stage.

If I use SCIPenableReoptimization() and SCIPfreeTransforme() I get an error saying "ERROR: constraint handler <benderslp> already initialized".

I don't know if my explanation is clear, but my problem seems to be the same one described here: https://stackoverflow.com/questions/72027891/resolving-lps-with-constraint-addition-deletion-in-scip


Could you send me a small example using SCIPenableReoptimization(), resolving an LP, then making additions and modifications and solving the problem again?

Best Regards,
Thiago NOVAES
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