[SCIP] R: Access Dual Values with SCIP

[Marco Lübbecke]

Hi Enrico,

when I am not totally mistaken: yes, this is a classical source of errors:
http://listserv.zib.de/pipermail/scip/2013-March/001314.html

Take care, Marco


Am Mo., 27. Jan. 2025 um 22:26 Uhr schrieb Enrico Calandrini <
e.calandrini at studenti.unipi.it>:

> Dear Marco,
>
> Thank you for your quick reply.
>
> To clarify, I am currently storing the constraints I initially created in
> a structure called *cons*, and I retrieve the dual values of the i-th
> constraint using the following approach:
>
> *SCIPgetDualSolVal(scip, cons[i], &pi[i], NULL);*
>
> So, I am not querying the *transformed* constraint for dual variables.
> Would it be more appropriate to first use the method
> *SCIPgetTransformedCons* to retrieve the transformed constraints and then
> query the dual values? This is why I am not getting any dual values?
>
> Thank you for your help!
>
> Best regards,
> Enrico
>
> ------------------------------
> *Da:* Marco Lübbecke <marco.luebbecke at rwth-aachen.de>
> *Inviato:* lunedì 27 gennaio 2025 22:12
> *A:* Enrico Calandrini <e.calandrini at studenti.unipi.it>
> *Cc:* Hoen, Alexander <hoen at zib.de>; scip at zib.de <scip at zib.de>
> *Oggetto:* Re: [SCIP] R: Access Dual Values with SCIP
>
> 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
>
>

-- 
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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