[SCIP] R: Access Dual Values with SCIP

[Enrico Calandrini]

Dear Alexander,

First of all, thank you very much for your response.

To provide a bit more context, I’m working with the SCIP C-API and creating the LP model using the basic methods (e.g., SCIPcreateConsBasicLinear, SCIPaddCoefLinear, etc.). After constructing the model, I simply call SCIPSolve to solve it. As far as I understand, this should automatically use Soplex to solve the problem.

However, I’ve encountered an issue: when I run the model without disabling presolve, SCIP is unable to provide dual solutions. In contrast, when I disable presolving, the computation slows down, but I do receive the dual values. I’m curious to understand whether it is always necessary to disable presolve in order to retrieve the dual solutions, or if there is another way to obtain them.

Thank you again for your time and assistance!

Best regards,
Enrico

________________________________
Da: Hoen, Alexander <hoen at zib.de>
Inviato: lunedì 27 gennaio 2025 20:34
A: Enrico Calandrini <e.calandrini at studenti.unipi.it>; scip at zib.de <scip at zib.de>
Oggetto: Re: Access Dual Values with SCIP


Dear Enrico,


for pure LP dual values are well-defined. Dual values represent the change in the objective function per unit increase in the right-hand side of a constraint, assuming the constraint remains binding.


For MIP, the situation is more complex and the definition of the duality no longer holds due to the variables' integrality. Therefore, SCIP typically does not care about these dual values.


If you want to solve LPs directly you can use the underlying LP Solver Soplex to obtain the dual solution of the LP.

Best,
Alexander

________________________________
From: Scip <scip-bounces at zib.de> on behalf of Enrico Calandrini <e.calandrini at studenti.unipi.it>
Sent: Monday, January 27, 2025 6:52:18 PM
To: scip at zib.de
Subject: [SCIP] Access Dual Values with SCIP

Hi everyone,
I hope this message finds you well.

I am currently working with SCIP and have a question regarding the retrieval of dual values. Specifically, I would like to confirm whether it is necessary to disable presolve in order to access dual values reliably.

Could you kindly clarify how presolve interacts with dual value computation and if there are any recommended settings to ensure the dual values can be retrieved without issue?

Thank you very much for your time and assistance. I appreciate the incredible work you’ve done with SCIP!

Looking forward to your response.

Best regards,
Enrico Calandrini
University of Pisa, Department of Computer Science

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