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<div class="moz-cite-prefix">Dear Marco, Ambros,<br>
<br>
just a short comment: There are also methods in SCIP to compare
numbers using the primal feasibility tolerance, e.g.
SCIPisFeasPositive(). Unfortunately, the equivalent for the dual
feasibility tolerance was missing, but will be contained in the
next release. Until then, the best way would be to do as Ambros
suggested: check that the reduced costs are smaller than
-SCIPdualfeastol(), with a hard "<" comparison. This would do
what you need without changing any epsilon values in SCIP.<br>
<br>
Best,<br>
Gerald<br>
<br>
On 21.05.2014 16:14, Marco Casula wrote:<br>
</div>
<blockquote
cite="mid:CA+TgSWaZxHmKk1rTHwDqhF4iQ2Yb0t2Fja7RYoVkB4c=tU-skw@mail.gmail.com"
type="cite">
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<div>
<div>Dear Ambros,<br>
<br>
</div>
both parameters were indeed set at e-06; i lowered both as you
suggested and so far the pricer hasn't got stuck on any
instance.<br>
</div>
Thanks for the suggestion!<br>
<div>
<div>
<div>
<div class="gmail_extra"><br>
</div>
<div class="gmail_extra">Best,<br>
</div>
<div class="gmail_extra">Marco<br>
</div>
<div class="gmail_extra"><br>
<div class="gmail_quote">2014-05-21 14:48 GMT+02:00
Ambros Gleixner <span dir="ltr"><<a
moz-do-not-send="true"
href="mailto:gleixner@zib.de" target="_blank">gleixner@zib.de</a>></span>:<br>
<blockquote class="gmail_quote" style="margin:0 0 0
.8ex;border-left:1px #ccc solid;padding-left:1ex">Dear
Marco,<br>
<br>
I think changing numerics/epsilon is not the best
idea. If I understand correctly, you are using
SCIPisPositive() and friends to check the sign of
your reduced costs.<br>
<br>
Instead you should use the primal and dual
feasibility tolerance of the LP solver, which is
returned by the methods SCIPlpfeastol() and
SCIPdualfeastol(). (The corresponding parameters
are numerics/lpfeastol and numerics/dualfeastol.) I
believe you want to compare your reduced costs to
SCIPdualfeastol().<br>
<br>
Changing numerics/epsilon has many other side
effects, so I would really not recommend it.<br>
<br>
ambros
<div class=""><br>
<br>
<br>
On 05/21/2014 10:41 AM, Marco Casula wrote:<br>
</div>
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.8ex;border-left:1px #ccc solid;padding-left:1ex">
<div class="">
Dear Gerald,<br>
<br>
thanks for the input (also, thanks to Martin for
ccing me his answer to<br>
Cristina).<br>
In the end, I think it was just a matter of
solver tolerance: I am using<br>
SoPlex 1.7.2, and though I believed its
tolerance to be e-12, by means<br>
of display/lpinfo I noticed a number of
tolerance parameters set to<br>
e-06. Since I am not sure how to change the
value of all of them, I<br>
lowered scip "numerics/epsilon" from the default
e-09 to e-06, and so<br>
far the problem has not reappeared.<br>
<br>
Best,<br>
Marco<br>
<br>
<br>
2014-05-16 19:07 GMT+02:00 Gerald Gamrath <<a
moz-do-not-send="true"
href="mailto:gamrath@zib.de" target="_blank">gamrath@zib.de</a><br>
</div>
<mailto:<a moz-do-not-send="true"
href="mailto:gamrath@zib.de" target="_blank">gamrath@zib.de</a>>>:
<div>
<div class="h5"><br>
<br>
Dear Marco,<br>
<br>
sorry for the late reply. What you write
sounds quite reasonable and<br>
you already tried most things that I would
normally aks you for. So<br>
I don't see an obvious thing that might
have gone wrong, and we<br>
probably need to dig a bit more into what
happens.<br>
<br>
Therefore, please check the solution
status of the LP when your<br>
pricer is called by calling
SCIPgetLPSolstat(). Are you already in<br>
reduced cost pricing when the pricer keeps
generating the same<br>
column? Also, please enable LP solver
output by setting the<br>
parameter "display/lpinfo" to TRUE. When
you checked the reduced<br>
cost of the previously generated
variables, they were negative? What<br>
is the LP solution value of the "old"
variable and what are its bounds?<br>
<br>
Another thing: did you mark all
constraints to be modifiable?<br>
<br>
Best,<br>
Gerald<br>
<br>
Am 06.05.2014 18:59, schrieb Marco Casula:<br>
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<blockquote class="gmail_quote" style="margin:0 0
0 .8ex;border-left:1px #ccc
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<div class="h5">
Dear all,<br>
<br>
I am working on a branch and price
algorithm for the VRP with time<br>
windows and stochastic travel times.
While on many instances the<br>
algorithm terminates correctly, with a
number of<br>
instances/parameters (delay
distributions, penalties)<br>
combinations, the algorithm gets stuck
as the pricer keeps<br>
regenerating the same column.<br>
<br>
I have found a similar case in the
mailing list archives, and I<br>
tried every suggestion I found there,
without success:<br>
the delay flag of the pricer is set to
TRUE, as is the initial<br>
flag for the new variables (I had
previously set this to FALSE,<br>
with the same result);<br>
the variables are added via
SCIPaddPricedVar;<br>
I checked SCIPvarIsInLP for the variable
added in the previous<br>
iteration of the pricer, and it is true;<br>
the reduced cost of the variable added
in the previous iteration<br>
(via SCIPgetVarRedCost) coincides with
the one i compute for the<br>
variable in the current iteration;<br>
I changed the upper bound on the
variables from 1.0 to<br>
SCIPinfinity, with no effect.<br>
<br>
I was hoping for some more insight on
the matter.<br>
Please find attached a logfile for a non
working instance<br>
(terminated early), and the Pricer code.<br>
For completeness, here's a link to a
full-working folder<br>
(including all source files)<br>
<a moz-do-not-send="true"
href="https://www.dropbox.com/sh/664n10xssiicd4o/G0xtWoLH2T"
target="_blank">https://www.dropbox.com/sh/664n10xssiicd4o/G0xtWoLH2T</a><br>
<br>
Thanks for any help<br>
Marco Casula<br>
<br>
<br>
<br>
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