[SCIP] How to modify varaibles bounds, add valid cuts and reoptimize a MIP model in SCIP?

[Lastra Diaz Jose]

I want to implement an ad-hoc Benders-like decomposition approach to solve a large MIP model. I need to create two MIP problems, one for the master and another for the sub-problem.

Basically, I need three changes to the master and sub-problem MILP models and reoptimizing in each iteration, as detailed in the steps below:

(1) To set the bounds of the copies of the master binary decision variables within the MIP model defining the sub-problem. I will use the bounds to fix the values of several binary variables in the sub-problem, which will be represented as continuous variables.
(2) To reoptimize the sub-problem MILP model (get a new incumbent or minimal infeasible set)
(3) To modify the right-hand side value of a single constraint of the sub-problem.
(3) To add no-good and feasibility cuts to the master problem.
(4) To reoptimize the master MILP problem.

Does SCIP admit the modifications above and reoptimizing the MILP models again?. How can I modify the bounds of a variable in SCIP once it has been created?

Thank you so much,
Juan

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Juan J. Lastra Díaz, PhD
Advanced Research department

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