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<div class="moz-cite-prefix">Hi Diego,<br>
<br>
are all your variables in the LP? When you create them, do you set
the removable flag to TRUE or FALSE? And is your pricer delayed?<br>
<br>
Best,<br>
Gerald<br>
<br>
Am 31.10.2014 um 15:06 schrieb <a class="moz-txt-link-abbreviated" href="mailto:dponce@us.es">dponce@us.es</a>:<br>
</div>
<blockquote cite="mid:17d172ceff5182ab407d927b75e547f9@us.es"
type="cite">
<p>Dear Ambros,</p>
<p>I have calculated y^T A by means of SCIPgetDualFarkasLinear()
values and by means of SCIPgetVarFarkasCoef(). The result is the
same, but possitive.</p>
<p>What did you mean with "something like" in the previous mail?
And with the +/- that you wrote before?</p>
<p>Thanks.</p>
<p>Diego.</p>
<p> </p>
<div> </div>
<p>El 31/10/2014 08:58, Ambros Gleixner escribió:</p>
<blockquote type="cite" style="padding-left:5px;
border-left:#1010ff 2px solid; margin-left:5px"><!-- html ignored --><!-- head ignored --><!-- meta ignored -->
<pre>Have you already computed the y^T A manually using SCIPgetDualfarkasLinear() and compared it to the values of SCIPgetVarFarkasCoef()?
Ambros
Am 31.10.2014 um 02:49 schrieb <a moz-do-not-send="true" href="mailto:dponce@us.es:">dponce@us.es:</a></pre>
<blockquote type="cite" style="padding-left:5px;
border-left:#1010ff 2px solid; margin-left:5px">Dear Ambros,
with the PRICERREDCOST I have to take into acount the feastol,
but now Farkas coefficient are possitive. For instance, 1.0 in
a small instance and bigger in others. Best. Diego. El
30/10/2014 19:53, Ambros Gleixner escribió:
<blockquote type="cite" style="padding-left:5px;
border-left:#1010ff 2px solid; margin-left:5px">Dear Diego,
Am 30.10.2014 um 19:32 <a moz-do-not-send="true"
href="mailto:schriebdponce@us.es:">schriebdponce@us.es:</a>
<mailto:<a moz-do-not-send="true"
href="mailto:dponce@us.es:">dponce@us.es:</a>>
<blockquote type="cite" style="padding-left:5px;
border-left:#1010ff 2px solid; margin-left:5px">Hello
SCIP, The previous problem I had has been solved. Finally,
I found a mistake in the code. Now, when the instance is
not too small, my procedure is not working in some
PRICERFARKAS. I found the function SCIPgetVarFarkasCoef().
Is this the slack of the associated dual constraint?</blockquote>
they should be something like +/- y^T A, where A is the
constraint matrix and y the Farkas ray.
<blockquote type="cite" style="padding-left:5px;
border-left:#1010ff 2px solid; margin-left:5px">My
variables are nonnegatives and usually its Farkas
coefficient is nonpossitive. But sometimes I have found
possitive Farkas coefficient. Is this possible?</blockquote>
Are they only slightly positive? This could easily happen
due to numerics. You should compare with SCIP's epsilon or
feastol. Ambros
<blockquote type="cite" style="padding-left:5px;
border-left:#1010ff 2px solid; margin-left:5px">Thanks.
Diego. El 24/10/2014 18:57, <a moz-do-not-send="true"
href="mailto:dponce@us.es">dponce@us.es</a> <mailto:<a
moz-do-not-send="true" href="mailto:dponce@us.es">dponce@us.es</a>>
escribió:
<blockquote type="cite" style="padding-left:5px;
border-left:#1010ff 2px solid; margin-left:5px">Dear
Gerald, answered to your question, all my constraints
are modifiable. I have checked all my constraints are
contained in the LP and the problem is infeasible. Let
me explain in a different way from my previous e-mail
what is happening. In my problem x variables are added
from the very begining and y variables are the ones to
add. My feasible region is Ay = 1 (u) -By >=-b (v) Cx
-Dy = 0 (w) where A,B,C,D>=0 b>0 x,y>=0 in a
minimization problem and I guess SCIP is considering Min
0'x+0'y problem since v Farkas multipliers are
possitive. So my Farkas dual is Max u' -v'b +w'0 w'C
<= 0 (x) s.t. u'A-v'B -w'D <= 0 (y) v>=0 For
the first time I do not have y variables, so the primal
is infeasible and SCIP realizes and set my variable
isfarkas to TRUE. However, to solve the problem Max u'
-v'b +w'0 w'C <= 0 (x) v>=0 I expect for instance
w=0,v=0 and u_1+u_2+...+u_n=e99. So I'd add any y_i
variable with u_i*a_i>0, I'd see what is happening
and so on until feasibility. But what really is
happening is that the solution of the sual farkas is
u_j=1 for some j and v_k=e99 for some k. Hence the
objective function is 1-b_k*e99=-e99 which is not
logical solution for a maximization problem. Are there
any function to get the dual Farkas objective? Just to
verify. Finally, when I set x variables to binary, if I
start with a feasible solution, every time that I am in
Farkas I do not add any new variable and the node is
closed. By the moment the solutions that I got are
correct-I have solved the problem by another approach-,
but I can't assure. I think if I solve the mistake for
getting a first feasible solution in the LP, it will be
enough to assure well done my MILP procedure. Best.
Diego. El 24/10/2014 12:58, Gerald Gamrath escribió:
Dear Diego, I have implemented a
branch-and-price-procedure with a pricer which seems
working in the PRICERREDCOST. But in the instances that
it need to use PRICERFARKAS I am obtaining some farkas
multipliers with strange values, like -e99. Indeed this
dual variable should be nonnegative. this sounds
strange. Can you please check with SCIPgetLPSolstat()
that the LP is really infeasible and with
SCIProwIsInLP() that the row corresponding to the
constraint for which you get the dual farkas multiplier
is contained in the LP (you can get the row of a linear
constraint with SCIPgetRowLinear()). Did you mark the
constraint to be modifiable? Because of this problem, I
would like to know if SCIP by itself is able to close an
infeasible node since the variables fixed avoid any
feasible solution *and how*. Yes, SCIP can detect the
infeasibility of a node in the domain propagation step.
For example, if you have a constraint x + y = 1 and x
and y were both fixed to 0, SCIP will detect the
infeasibility and cut off the node. However, this is
only done if the constraint was not marked to be
modifiable, since otherwise pricing might add more
variables to the constraint and there might still be
feasible solutions with x = y = 0. My Farkas pricing is
similar to the Reduced cost pricing whith 0 in the
coefficients of the objective function and
SCIPgetDualfarkasLinear() instead of
SCIPgetDualsolLinear(). This is how it should be. Best,
Gerald _______________________________________________
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