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<p>Let's hope that this will solve the problem...<br>
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<div id="divRplyFwdMsg" dir="ltr"><font face="Calibri, sans-serif" color="#000000" style="font-size: 11pt;"><b>From:</b> Gerald Gamrath <gamrath@zib.de><br>
<b>Sent:</b> 01 April 2014 23:10<br>
<b>To:</b> mahdi noorizadegan<br>
<b>Cc:</b> Gulpinar, Nalan; Scip@zib.de<br>
<b>Subject:</b> Re: [Scip] Column generation</font>
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<div>Dear Mahdi,<br>
<br>
if you do not know how to use a method or don't know its parameters, check the documentation:
<a class="moz-txt-link-freetext" href="http://scip.zib.de/doc/html/">http://scip.zib.de/doc/html/</a><br>
You can also search methods by name there.<br>
<br>
What I wanted you to do is check the *old* variable for whether it is in the LP and has negative reduced costs. Also you could check its value in the LP.<br>
<br>
But I have two other things:<br>
1) Do you add the variables to the original or the transformed constraints? -> SCIPconsIsTransformed()<br>
2) You have upper bounds on your variables. This can be a problem for column generation, because a variable can have negative reduced cost if it is nonbasic on its upper bound. Please change it to infinity or set the upper bound to be lazy (if it is enforced
by some constraint). See the FAQ about how to do this.<br>
<br>
Best,<br>
Gerald<br>
<div class="moz-cite-prefix"><br>
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<div class="gmail_default" style="font-family: georgia, serif; color: #20124d;">>>is the delay flag of your pricer set to TRUE?
<br>
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<div class="gmail_default" style="font-family: georgia, serif; color: #20124d;">Yes,<br>
<br>
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<div class="gmail_default" style="font-family: georgia, serif; color: #20124d;"><br>
>>When you create and add new variables, do you set the initial flag of the variables to TRUE?
<br>
Which parameter corresponds to the initial flag?<br>
<br>
>>You add them with SCIPaddPricedVar()? <br>
Yes,<br>
>>Can you double-check, that the variables you create really have the same meaning.<br>
Yes,<br>
<br>
>> If so, please check the following for the "old" variable:<br>
>>- is it in the LP? -> SCIPvarIsInLP()<br>
</div>
<div class="gmail_default" style="font-family: georgia, serif; color: #20124d;">I did not use SCIPvarIsInLP() ( I do not know how to use it) but in each iteration I checked, s<br>
</div>
<div class="gmail_default" style="font-family: georgia, serif; color: #20124d;"><br>
>>- what are the reduced cost of the variable -> SCIPgetVarRedcost()<br>
>>- does this corresond to the reduced cost you are computing for the new variable?<br>
</div>
<div class="gmail_default" style="font-family: georgia, serif; color: #20124d;">When I add SCIPgetVarRedCost(), after one iteration it returns error:
<br>
ERROR: Error <1516178640> in function call<br>
</div>
<div class="gmail_default" style="font-family: georgia, serif; color: #20124d;">But in this iteraion, the reduced cost are exactly the same as what I calculate.<br>
</div>
<div class="gmail_default" style="font-family: georgia, serif; color: #20124d;">How can I find out what is wrong here?<br>
Note that without SCIPgetVarRedCost(), I do not get any error.<br>
</div>
<div class="gmail_default" style="font-family: georgia, serif; color: #20124d;">I have attached the procedure in which I add new variables.<br>
<br>
</div>
<div class="gmail_default" style="font-family: georgia, serif; color: #20124d;">Regards,<br>
Mahdi<br>
</div>
</div>
<div class="gmail_extra"><br>
<br>
<div class="gmail_quote">On 1 April 2014 14:35, Gerald Gamrath <span dir="ltr"><<a href="mailto:gamrath@zib.de" target="_blank">gamrath@zib.de</a>></span> wrote:<br>
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<div>Hi Mahdi,<br>
<br>
is the delay flag of your pricer set to TRUE? When you create and add new variables, do you set the initial flag of the variables to TRUE? You add them with SCIPaddPricedVar()? Can you double-check, that the variables you create really have the same meaning.
If so, please check the following for the "old" variable:<br>
- is it in the LP? -> SCIPvarIsInLP()<br>
- what are the reduced cost of the variable -> SCIPgetVarRedcost()<br>
- does this corresond to the reduced cost you are computing for the new variable?<br>
<br>
Best,<br>
Gerald
<div>
<div class="h5"><br>
<br>
On 01.04.2014 14:51, mahdi noorizadegan wrote:<br>
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<div class="gmail_default" style="font-family: georgia, serif; color: #20124d;">Hi Gerald,<br>
<br>
</div>
<div class="gmail_default" style="font-family: georgia, serif; color: #20124d;">Please find the attachments.<br>
<br>
</div>
<div class="gmail_default" style="font-family: georgia, serif; color: #20124d;">Thanks,<br>
Mahdi<br>
</div>
</div>
<div class="gmail_extra"><br>
<br>
<div class="gmail_quote">On 1 April 2014 13:30, Gerald Gamrath <span dir="ltr"><<a href="mailto:gamrath@zib.de" target="_blank">gamrath@zib.de</a>></span> wrote:<br>
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<div>Hi Mahdi,<br>
<br>
Nalan sent these log files already. You can print statistics by "disp stat" in the interactive shell or calling SCIPprintStatistics().<br>
<br>
Best,<br>
Gerald
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<div><br>
<br>
<br>
On 01.04.2014 13:42, mahdi noorizadegan wrote:<br>
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<div class="gmail_default" style="font-family: georgia, serif; color: #20124d;">Hi Gerald,<br>
<br>
</div>
<div class="gmail_default" style="font-family: georgia, serif; color: #20124d;">The constraints are modifiable.
<br>
</div>
<div class="gmail_default" style="font-family: georgia, serif; color: #20124d;">I am nit sure if you have the whole log files.<br>
</div>
<div class="gmail_default" style="font-family: georgia, serif; color: #20124d;">I have attached again the log files.<br>
</div>
<div class="gmail_default" style="font-family: georgia, serif; color: #20124d;">I was wondering if you could let me know what you mean by printing the statistics after stopping?<br>
</div>
<div class="gmail_default" style="font-family: georgia, serif; color: #20124d;">What do you want to see in the log files?<br>
<br>
</div>
<div class="gmail_default" style="font-family: georgia, serif; color: #20124d;">Regards,<br>
Mahdi<br>
</div>
</div>
<div class="gmail_extra"><br>
<br>
<div class="gmail_quote">On 1 April 2014 10:04, Gerald Gamrath <span dir="ltr"><<a href="mailto:gamrath@zib.de" target="_blank">gamrath@zib.de</a>></span> wrote:<br>
<blockquote class="gmail_quote" style="margin: 0px 0px 0px 0.8ex; border-left-width: 1px; border-left-color: #cccccc; border-left-style: solid; padding-left: 1ex;">
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<div>Dear Nalan,<br>
<br>
Mahdi's mail didn't reach the mailing list, because he also sent it from a mail address not registered for the list.<br>
<br>
It seems like your problem is not caused by the branching, on two of the three log file, you already stop before the first branching is performed.<br>
<br>
If you could print the statistics after stopping and send the log files again, this would help us a lot to identify the problem.<br>
<br>
Did you change all constraints to modifiable to which you add variables during solving? Otherwise, propagation might fix some of your priced variables to 0 and it might happen that pricing regenerates them again and again. Except for that, my best guess would
be that you somehow compute the reduced cost wrongly.<br>
<br>
Best,<br>
Gerald
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<div><br>
<br>
<br>
On 01.04.2014 09:20, Gulpinar, Nalan wrote:<br>
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<p><span style="font-size: 12pt;">Dear Ambros, </span><br>
</p>
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<div style="color: #000000; font-size: 12pt; font-family: calibri, arial, helvetica, sans-serif;">
<p><br>
</p>
<p>Thank you for your prompt reply. As you suggested, I am resending my previous email. <br>
</p>
<p><br>
</p>
<p>I am writing this email about the problem we have faced with SCIP. <br>
</p>
<p><span style="font-size: 12pt;">As Mahdi reported yesterday (please </span><span style="font-size: 12pt;">s</span><span style="font-size: 12pt;">ee his email </span><span style="font-size: 12pt;">b</span><span style="font-size: 12pt;">elow), we have checked
the </span><br>
</p>
<p>code several <span style="font-size: 12pt;">times, and even t</span><span style="font-size: 12pt;">rie</span><span style="font-size: 12pt;">d</span><span style="font-size: 12pt;"> to run its alternative formulation but the problem </span></p>
<p><span style="font-size: 12pt;"></span><span style="font-size: 12pt;">remains the </span><span style="font-size: 12pt;">same. I have also attached the output of three instances of the model. </span></p>
<p><span style="font-size: 12pt;">I hope </span><span style="font-size: 12pt;">this helps you to identify the problem. </span></p>
<p><span style="font-size: 12pt;"><br>
We use column generation procedure where continuous variables are added into the </span></p>
<p><span style="font-size: 12pt;">master problem and branch and bound procedure is used to solve the master problem. </span></p>
<p><span style="font-size: 12pt;">But after some iterations it cannot be improved. For example, as you will see from </span></p>
<p><span style="font-size: 12pt;">log file.rtf, we have the following output. </span></p>
<p><span style="font-size: 12pt;"><br>
</span></p>
<p style="font-family: calibri, arial, helvetica, sans-serif; font-size: 16px;"><span style="font-size: 12pt;">I am looking forward to receiving your reply and suggestions. </span></p>
<p style="font-family: calibri, arial, helvetica, sans-serif; font-size: 16px;"><span style="font-size: 12pt;"><br>
</span></p>
<p style="font-family: calibri, arial, helvetica, sans-serif; font-size: 16px;"><span style="font-size: 12pt;">Thank you for your help at advance. </span></p>
<p style="font-family: calibri, arial, helvetica, sans-serif; font-size: 16px;"><span style="font-size: 12pt;"><br>
</span></p>
<p style="font-family: calibri, arial, helvetica, sans-serif; font-size: 16px;"><span style="font-size: 12pt;">Best regards</span></p>
<p style="font-family: calibri, arial, helvetica, sans-serif; font-size: 16px;"><span style="font-size: 12pt;"><br>
</span></p>
<p style="font-family: calibri, arial, helvetica, sans-serif; font-size: 16px;"><span style="font-size: 12pt;">Nalan </span></p>
<div style="font-family: calibri, arial, helvetica, sans-serif; font-size: 16px;">
<p><br>
</p>
<div style="font-family: tahoma; font-size: 13px;">_____________________________________________<br>
Nalan Gulpinar, Ph.D. <br>
Associate Professor of Operational Research<br>
Warwick Business School<br>
The University of Warwick, Coventry, CV4 7AL, UK.<br>
Tel: <a href="tel:%2B44%20%280%29%2024%207652%204491" value="+442476524491" target="_blank">
+44 (0) 24 7652 4491</a><br>
Fax: <a href="tel:%2B44%20%280%29%2024%207652%204539" value="+442476524539" target="_blank">
+44 (0) 24 7652 4539</a><br>
Email: <a href="mailto:Nalan.Gulpinar@wbs.ac.uk" target="_blank">Nalan.Gulpinar@wbs.ac.uk</a><br>
_____________________________________________<br>
</div>
</div>
<p><span style="font-size: 12pt;"><br>
</span></p>
<p><span style="color: #20124d; font-family: georgia, serif;">leastJ/leastT= 0,0, minRedCost: -43.3</span><span style="color: #20124d; font-family: georgia, serif;">117</span><span style="font-size: 12pt;"><br>
</span></p>
<div style="color: #20124d; font-size: 16px; font-family: georgia, serif;">
<p>total cost= 1173.06, 10.84, 882.22, 280, z_134</p>
<p>134, add new variables</p>
<p> 0.1s| 1 | 0 | 203 | - | 725k| 0 | 33 | 206 | 115 | 205 | 115 | 0 | 0 | 0 | -- | 7.654555e+03 | Inf
</p>
<p> time | node | left |LP iter|LP it/n| mem |mdpt |frac |vars |cons |cols |rows |cuts |confs|strbr| dualbound | primalbound | gap
</p>
<p> 0.1s| 1 | 0 | 205 | - | 725k| 0 | 36 | 206 | 115 | 206 | 115 | 0 | 0 | 0 | -- | 7.654555e+03 | Inf
</p>
<p> </p>
<p> leastJ/leastT= 2,0, minRedCost: -90.6829</p>
<p>total cost= 532.45, 1.05, 363.4, 168, z_135</p>
<p>135, add new variables</p>
<p> 0.1s| 1 | 0 | 205 | - | 727k| 0 | 36 | 207 | 115 | 206 | 115 | 0 | 0 | 0 | -- | 7.654555e+03 | Inf
</p>
<p> 0.1s| 1 | 0 | 205 | - | 727k| 0 | 23 | 207 | 115 | 207 | 115 | 0 | 0 | 0 | -- | 7.654555e+03 | Inf
</p>
<p> </p>
<p> leastJ/leastT= 2,0, minRedCost: -90.6829</p>
<p>total cost= 532.45, 1.05, 363.4, 168, z_136</p>
<p>136, add new variables</p>
<p> 0.1s| 1 | 0 | 205 | - | 729k| 0 | 23 | 208 | 115 | 207 | 115 | 0 | 0 | 0 | -- | 7.654555e+03 | Inf
</p>
<p> 0.1s| 1 | 0 | 209 | - | 729k| 0 | 23 | 208 | 115 | 208 | 115 | 0 | 0 | 0 | -- | 7.654555e+03 | Inf
</p>
<p> </p>
<p> leastJ/leastT= 1,0, minRedCost: -88.4043</p>
<p>total cost= 350.84, 31.14, 151.7, 168, z_137</p>
<p>137, add new variables</p>
<p> 0.1s| 1 | 0 | 209 | - | 731k| 0 | 23 | 209 | 115 | 208 | 115 | 0 | 0 | 0 | -- | 7.654555e+03 | Inf
</p>
<p> </p>
<p> leastJ/leastT= 1,0, minRedCost: -88.4043</p>
<p>total cost= 350.84, 31.14, 151.7, 168, z_138</p>
<p>138, add new variables</p>
<p> 0.1s| 1 | 0 | 209 | - | 733k| 0 | 23 | 210 | 115 | 208 | 115 | 0 | 0 | 0 | -- | 7.654555e+03 | Inf
</p>
<p> </p>
<p> leastJ/leastT= 1,0, minRedCost: -88.4043</p>
<p>total cost= 350.84, 31.14, 151.7, 168, z_139</p>
<p>139, add new variables<br>
</p>
<br>
This goes on......<br>
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<div class="gmail_quote">---------- Forwarded message ----------<br>
From: <b class="gmail_sendername">mahdi noorizadegan</b> <span dir="ltr"><<a href="mailto:m.noorizadegan@gmail.com" target="_blank">m.noorizadegan@gmail.com</a>></span><br>
Date: 31 March 2014 18:37<br>
Subject: Column generation<br>
To: <a href="mailto:Scip@zib.de" target="_blank">Scip@zib.de</a><br>
<div dir="ltr">
<div style="font-family: georgia, serif; color: #20124d;"><br>
</div>
<div style="font-family: georgia, serif; color: #20124d;">Hi,<br>
<br>
</div>
<div style="font-family: georgia, serif; color: #20124d;">I have been trying to solve a problem by the column generation method.<br>
</div>
<div style="font-family: georgia, serif; color: #20124d;">The variables which are being added to the master problem were binary<br>
</div>
<div style="font-family: georgia, serif; color: #20124d;">so I had the problem with the branch and bound procedure.<br>
</div>
<div style="font-family: georgia, serif; color: #20124d;">I changed the formulation and added new dummy binary variables and changed<br>
</div>
<div style="font-family: georgia, serif; color: #20124d;">the type of the other variables to continuous.<br>
</div>
<div style="font-family: georgia, serif; color: #20124d;">So there should not be any problem with the branch and bound producer.<br>
</div>
<div style="font-family: georgia, serif; color: #20124d;">However, I still have problems. It keeps adding the same column after few iterations!<br>
</div>
<div style="font-family: georgia, serif; color: #20124d;">For example for a simple instance, the objective function value is 350.84,<br>
</div>
<div style="font-family: georgia, serif; color: #20124d;">the dual value is 439.24 therefore the reduced cost is -439.24+350.84=-88.40.<br>
</div>
<div style="font-family: georgia, serif; color: #20124d;">When this new variable is added to the problem, in the next iteration this variable is again
<br>
</div>
<div style="font-family: georgia, serif; color: #20124d;">identified and added!<br>
<br>
</div>
<div style="font-family: georgia, serif; color: #20124d;">I have checked the pricing problem. It seems correct and I could not find any mistake.<br>
</div>
<div style="font-family: georgia, serif; color: #20124d;">I was wondering if you could help me and let me know what can be wrong!?<br>
<br>
</div>
<div style="font-family: georgia, serif; color: #20124d;">Thanks and best,<br>
Mahdi<br>
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