<div dir="ltr"><div><div><div>Thanks Dr. Gerald for your quick response.<br><br></div><div>I will send you a complete log today.<br></div></div></div></div><div class="gmail_extra"><br><br><div class="gmail_quote">2014-02-21 10:09 GMT+01:00 Gerald Gamrath <span dir="ltr"><<a href="mailto:gamrath@zib.de" target="_blank">gamrath@zib.de</a>></span>:<br>
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Dear Xavier,<br>
<br>
if you don't set a timelimit, then the LP solver should normally not
have a time limit either which it can hit. Could you send me the
complete log?<br>
<br>
A few minutes for LP solving might happen, especially if there are
some numerical troubles. Anyway, it is definitely not what one would
hope for, especially not for a branch-and-price approach.<br>
<br>
You can set "display/lpinfo" to TRUE in order to see the SoPlex
output and "display/verblevel" to 5 to get a bit more output, in
particular about numerical problems.<br>
<br>
We are currently finishing the next SCIP release and hope to get it
done today. I would suggest you switch to that when it is available,
because there has been some improvement for branch-and-price in
there, in particular for the master problem reoptimization.<br>
<br>
Best,<br>
Gerald<br>
<br>
<div>Am <a href="tel:21.02.2014%2009" value="+12102201409" target="_blank">21.02.2014 09</a>:55, schrieb Xavier
Schepler:<br>
</div>
<blockquote type="cite"><div><div class="h5">
<div dir="ltr">
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<div>Hi professor Lübbecke,<br>
<br>
The B&P is working fine on small instances.<br>
</div>
<div>For some bigger instances, most of the computing time is
spent in solving linear relaxations of restricted master
problems.<br>
</div>
<br>
<blockquote type="cite">
<div dir="ltr">
<div>
<div> Can you plot the objective function values (over
iterations) of the restricted master problem (to check
whether you have strong tailing off)?<br>
</div>
</div>
</div>
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<div>
<div>Did you check dual variable development (you can
plot this as well) to check whether you have unstable
duals?<br>
</div>
</div>
</div>
</blockquote>
</div>
<div text="#000000" bgcolor="#FFFFFF">Tailing off is a real
problem, since an optimal value to the linear relaxation of a
master problem (v_mp) is attained in a few column generation
iterations,<br>
but, the lagrangian bound is very far away, and needs many
more iterations to meet v_mp . <br>
</div>
<div text="#000000" bgcolor="#FFFFFF"> <br>
<blockquote type="cite">
<div dir="ltr">
<div>
<div> However, you could tell us about your branching
rule. Branch on master vars (uah...) or on other
information (like "original" vars)? Ryan-Foster?</div>
</div>
</div>
</blockquote>
Branching is done on original variables, and branching
constraints are added to the structural constraints,<br>
as it is described in Gerald Gamrath thesis.<br>
<br>
<blockquote type="cite">
<div dir="ltr">
<div>
<div> Give us a little more detail. [BTW, you fix the
*local* UBs of the vars, right?]<br>
<br>
</div>
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Well, I fix local upper bounds.<br>
<br>
<blockquote type="cite">
<div dir="ltr">
<div> Out of curiosity: what is "time limit"</div>
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</blockquote>
I don't know exactly what the time limit is, but SCIP outputs
:<br>
LP solver hit time limit.<br>
<br>
<blockquote type="cite">
<div dir="ltr">
<div> and "a very long time?"<br>
</div>
</div>
</blockquote>
Maybe several minutes, which seems quite long for LP
re-optimization.<br>
<br>
</div>
<div text="#000000" bgcolor="#FFFFFF">I would like SoPlex to
display information ... <br>
</div>
<div text="#000000" bgcolor="#FFFFFF"> <br>
</div>
<div text="#000000" bgcolor="#FFFFFF">Best regards,<br>
<br>
Xavier<br>
</div>
</div>
<br>
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