[SCIP] Is possible to change the LB and UB of a decision variable and reoptimize a MIP model?

[Lastra Diaz Jose]

Dear colleagues,

I want to implement an ad-hoc Benders-like decomposition of a MIP model, and I would like to know if its is possible to change the LB and UB of a decision variable and reoptimize an MIP model since its last state.

My idea is to define a collection of binary variables as continuous variables with bounds [0,1] and then set their values after each iteration of the master problem before solving the sub-problem again, I want to keep a single instance of the sub-problem throughout all iterations.

Can we set the bounds of binary variables and reoptimize a MIP model?
How to do it?

Thank you in advance,
Juan

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Juan J. Lastra Díaz, PhD
Advanced Research department

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