[SCIP] Implementing Dual-Decomposition-Based Node Pruning in C++ – Issues Creating a Secondary SCIP Instance in an EventHandler

[Mario Klostermeier]

Dear SCIP mailing-list members,
I am currently porting a prototype written in PySCIPOpt to C++.
The goal is to compute a user-defined dual bound at every node of a MIP search tree via dual decomposition and, when the bound proves the node sub-optimal, prune it immediately.
In Python I implemented this as an eventhandler that

  1.  extracts the current node’s variable fixings,
  2.  builds a smaller decomposed sub-problem,
  3.  solves that sub-problem in a second SCIP instance,
  4.  compares the resulting dual bound
  5.  calls SCIPcutoffNode() if the bound is tight enough.
The approach works fine in PySCIPOpt, but when I translate it to C++ I repeatedly hit problems as soon as I try to create and solve a second SCIP* subscip inside the event handler of the main SCIP.
Is it fundamentally impossible to call SCIPsolve() for another instance while the main instance is in its solving loop?
Any guidance, pointers to relevant examples ,or explanations of SCIP’s restrictions on nested solvers would be greatly appreciated.
Thank you very much for your time!
Best regards

Mario Klostermeier



Mario Klostermeier


Mario Klostermeier

Lehrstuhl für Werkzeugmaschinen und Steuerungen
Rheinland-Pfälzische Technische Universität Kaiserslautern-Landau
Gottlieb-Daimler-Straße 42 Raum 279
67663 Kaiserslautern

E-Mail: mkloster at rptu.de<mailto:mkloster at rptu.de>
Webseite: WSKL - RPTU (uni-kl.de)<https://www.mv.uni-kl.de/wskl>
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