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

[Peter Notebaert]

It also took me a while to figure out how to do a restart and had several
communications with a scip person to sort it out.

This is what works for me.
Just before you make your first change after an optimize, do those three
calls:

        ret = SCIPfreeTransform(scip);
        ret = SCIPenableReoptimization(scip, 0);
        ret = SCIPfreeReoptSolve(scip);

After these you can change bounds, add/remove variables, add/remove
constraints and then do again a SCIPsolve

See also my sciptest program in sciptest2.cpp at
https://github.com/peno64/sciptest

Peter

On Mon, 11 Sept 2023 at 11:08, Lastra Diaz Jose <j.lastra at lectra.com> wrote:

> 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
>
>
>
> [image: cid:image001.png at 01D4B3E6.540B6570]
>
> *Juan J. Lastra Díaz, PhD*
>
> *Advanced Research department*
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>
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