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Dear all,
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I want to implement a Lagrangian relaxation based on branch-and bound algorithm. That is, at each node of the enumeration tree, I do not solve LP relaxation, but Lagrangian dual problem to determine a good lower bound and also try to get an upper bound. Also I have my own branching strategy.
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Can I use SCIP as a framework to implement my algorithm? In other words, SCIP takes charge of
most of the job and I only control the solving of Lagrangian Dual and branching. </p><p dir="ltr" style="margin-bottom: 0pt; margin-top: 0pt; font-size: 21px;"><span style="background-color: window; line-height: 1.5;"><br></span></p><p dir="ltr" style="margin-bottom: 0pt; margin-top: 0pt; font-size: 21px;"><span style="background-color: window; line-height: 1.5;">Is it possible to use solvecallback to solve a Lagrangian dual at each node and turn off solving the LP relaxation? Is there any way to pass this new lower bound to SCIP and ask SCIP to control the search tree? </span></p>
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Is there any reference in the SCIP manual?
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Would you please give me some suggestions? Thanks.</p><p dir="ltr" style="margin-bottom: 0pt; margin-top: 0pt; font-size: 21px;"><br></p><p dir="ltr" style="margin-bottom: 0pt; margin-top: 0pt; font-size: 21px;"><br></p><p dir="ltr" style="margin-bottom: 0pt; margin-top: 0pt; font-size: 21px;">Xiangyong Li</p></div>
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