[SCIP] R: Access Dual Values with SCIP

[Marco Lübbecke]

Hi Enrico,

do you query the *transformed* constraints for dual variables?

All the best, Marco


Am Mo., 27. Jan. 2025 um 21:26 Uhr schrieb Enrico Calandrini <
e.calandrini at studenti.unipi.it>:

> 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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>


-- 
Prof. Dr. Marco Lübbecke
RWTH Aachen University
Chair of Operations Research
Kackertstrasse 7
D-52072 Aachen
Germany

fon / fax: +49 241 80-93362 / 92369
marco.luebbecke at rwth-aachen.de
www.or.rwth-aachen.de/luebbecke
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