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<div class="moz-cite-prefix">Hello again,<br>
<br>
thanks Marco for your hints, once I manage to get this working I
will try to see what's the best number of variables to keep.<br>
<br>
I continued investigating and I realized I didn't get the
statistics completely correctly, sorry.<br>
If I don't delete variables, I get<br>
total solving time = time for pricing (subproblem) + time for LP
(master) + very small time<br>
Now, deleting variables I get<br>
total solving time = time for pricing + time for LP + a
significant amount of time<br>
<br>
When deleting variables the total solving time is bigger and the
time for the pricing is constant, so I was assuming the time for
LP to be bigger, but actually the time for LP is smaller. The
increase of time seems spent at the end of the solving (when the
gap is zero) and before the solution and statistics are printed. I
don't know what scip is doing at this point (maybe deleting
variables here?).<br>
<br>
The number of variables during the solving always increases,
meaning that nothing is deleted during the solving? The number of
variables at the very end, after the solving is finished, is
smaller, so variables are deleted at the end of the LP solving?<br>
And then, if variables are not deleted during the solving, why do
is the LP solving time smaller?<br>
<br>
I also tried to include this "delvars" functionality to solve the
integer problem, so in the tree. My model includes a Constraint
Handler to perform the branching, and I get a segmentation fault
in the scip_enfolp and scip_check callbacks, in particular when
using the function SCIPgetSolVal. I tried to add an if
(not(SCIPvarIsDeleted)), to avoid accessing deleted variables, but
it is not working, and I don't know what else to try.<br>
<br>
Thanks again, this functionality is a bit obscure to me.<br>
<br>
Alessia<br>
<br>
<br>
<br>
<br>
<br>
On 10/01/2013 05:07 PM, Marco Lübbecke wrote:<br>
</div>
<blockquote
cite="mid:CAM5ELAosYQj0i+CdU+=10Y1sPFBrdF61RxaXbednUx9F=NkOHA@mail.gmail.com"
type="cite">
<div dir="ltr">
<div class="gmail_extra"><br>
<div class="gmail_quote">2013/10/1 Alessia Violin <span
dir="ltr"><<a moz-do-not-send="true"
href="mailto:aviolin@ulb.ac.be" target="_blank">aviolin@ulb.ac.be</a>></span><br>
<blockquote class="gmail_quote" style="margin:0 0 0
.8ex;border-left:1px #ccc solid;padding-left:1ex"> So, I
was wondering from where this increase comes from. In
theory as I delete columns the Master is smaller, so it
should be quicker to solve.</blockquote>
</div>
<br>
</div>
<div class="gmail_extra">Hi Alessia,<br>
<br>
</div>
<div class="gmail_extra">this "smaller = faster" is true if
"smaller" means less rows. In column generation it is my
experience (however, I tried to delete vars last time some 12
years ago...) that it is detrimental to performance if you
delete TOO MANY variables (like: all except the current
basis). The "Montreal gangsters" (J.Desrosiers etc.) claim
that they keep about 2-3 times the number of rows. The
selection of which to keep is according to age and reduced
cost.<br>
<br>
</div>
<div class="gmail_extra">Maybe this helps, even though it does
not explain the effect<br>
Marco<br>
<br>
</div>
<div class="gmail_extra"><br>
</div>
</div>
</blockquote>
<div class="moz-cite-prefix">On 10/01/2013 02:41 PM, Alessia Violin
wrote:<br>
</div>
<blockquote cite="mid:524AC313.8080108@ulb.ac.be" type="cite">
<meta http-equiv="content-type" content="text/html;
charset=ISO-8859-1">
Hello,<br>
<br>
I am solving the linear relaxation of a problem with column
generation, and I wanted to try deleting columns in the solving
process, to reduce the size of the Master Problem and its solving
time (which seems to be the bottleneck for my problem).<br>
I tried to follow instructions reported in the documentation
<meta http-equiv="content-type" content="text/html;
charset=ISO-8859-1">
<a moz-do-not-send="true"
href="http://scip.zib.de/doc/html/FAQ.shtml#Q5.11">http://scip.zib.de/doc/html/FAQ.shtml#Q5.11</a>,
using the parameters "pricing/delvars and delvarsroot". I marked
my variables as deletable as well. Everything works, and as
results I get less columns at the end (which is normal), and in
the process I generate the same number of columns as without the
delete, meaning (I think) that only useless columns are deleted,
which is also nice. The weird part is that the solving time of the
version with the delete is bigger, and this increase is for
solving the Master Problem (the time for the pricer stays the
same). So, I was wondering from where this increase comes from. In
theory as I delete columns the Master is smaller, so it should be
quicker to solve.<br>
Then I also tried to play with parameters "lp/colagelimit" and
"lp/cleanupcols and cleanupcolsroot", but changing their values
does not affect at all the solution time, the number of columns at
the end or the number of columns generated in the solving.<br>
<br>
Do you have any insight of this behavior or any suggestion I could
try?<br>
<br>
I would also like to know how the "deletevars" work, meaning which
is the criteria used to delete a variable?<br>
<br>
Thanks in advance,<br>
<br>
Alessia<br>
<br>
<br>
<pre class="moz-signature" cols="72">--
Alessia Violin
Service Graphes et Optimisation Mathématique (G.O.M.)
Université Libre de Bruxelles
C.P. 210/01
Boulevard du Triomphe
B-1050 BRUXELLES
Tel: 02 650 58 80 - Fax: 02 650 59 70
Email: <a moz-do-not-send="true" class="moz-txt-link-abbreviated" href="mailto:aviolin@ulb.ac.be">aviolin@ulb.ac.be</a>
Webpage: <a moz-do-not-send="true" class="moz-txt-link-freetext" href="http://homepages.ulb.ac.be/%7Eaviolin/">http://homepages.ulb.ac.be/~aviolin/</a></pre>
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<br>
<pre class="moz-signature" cols="72">--
Alessia Violin
Service Graphes et Optimisation Mathématique (G.O.M.)
Université Libre de Bruxelles
C.P. 210/01
Boulevard du Triomphe
B-1050 BRUXELLES
Tel: 02 650 58 80 - Fax: 02 650 59 70
Email: <a class="moz-txt-link-abbreviated" href="mailto:aviolin@ulb.ac.be">aviolin@ulb.ac.be</a>
Webpage: <a class="moz-txt-link-freetext" href="http://homepages.ulb.ac.be/%7Eaviolin/">http://homepages.ulb.ac.be/~aviolin/</a></pre>
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