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<div class="moz-cite-prefix">Hi Diego,<br>
<br>
</div>
<blockquote cite="mid:c70d285af4af068c8a93dee7fa6fa672@us.es"
type="cite">
<p>The removable flag is set to FALSE. Furthermore, I use the
functions SCIPgetVars() and SCIPgetNVars(), so I'm considering
the problem in the current node.</p>
</blockquote>
This has nothing to do with the current node. All variables are
global in SCIP, so you get the list of all variables. The variables
with negative dualfarkas value are not fixed, are they?<br>
<br>
<blockquote cite="mid:c70d285af4af068c8a93dee7fa6fa672@us.es"
type="cite">
<p>PRICER_DELAY is set to TRUE.</p>
</blockquote>
That's good.<br>
<br>
<blockquote cite="mid:c70d285af4af068c8a93dee7fa6fa672@us.es"
type="cite">
<p>Hence I do not delete variables. The only changes that SCIP is
doing automatically is changing the bounds. At de begining, my
variables are nonnegative with upper lazy bound = 1.</p>
<p>I have to say that most of times I add more than one variable
according with dual values in both PRICERFARKAS and
PRICERREDCOST per pricing round.</p>
</blockquote>
This should also not be a problem.<br>
<br>
<br>
What is actually the problem that you are facing, except for having
unexpected Farkas coefficients for your variables? Do you get wrong
results?<br>
<br>
<br>
Best,<br>
Gerald<br>
<br>
<br>
<blockquote cite="mid:c70d285af4af068c8a93dee7fa6fa672@us.es"
type="cite">
<p>Ambros,</p>
<pre>I use +SCIPgetDualfarkasLinear() because when I define the minimization problem I define the constraints with >= or =. Anyway, with the same sign that the PRICERREDCOST which it seems working.</pre>
<p>Diego.</p>
<p><span style="font-size: 10pt;">El 31/10/2014 15:17, Ambros
Gleixner escribió:</span></p>
<blockquote type="cite" style="padding-left:5px;
border-left:#1010ff 2px solid; margin-left:5px"><!-- html ignored --><!-- head ignored --><!-- meta ignored -->
<pre>Dear Diego,
Am 31.10.2014 um 15:06 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, I
have calculated y^T A by means of SCIPgetDualFarkasLinear()
values and by means of SCIPgetVarFarkasCoef(). The result is
the same, but possitive. What did you mean with "something
like" in the previous mail? And with the +/- that you wrote
before?</blockquote>
<pre>I meant either + or -. The positive can be correct depending on how you define the Farkas proof. In one of your earlier e-mails you said that your Farkas dual looks like
max u'1 - v'b + w'0
subject to
w'C <= 0 (x)
u'A - v'B - w'D <= 0 (y)
v >= 0
Is that satisfied if you use SCIPgetDualfarkasLinear() for u,v,w, or if you use negative SCIPgetDualfarkasLinear()?
If not, where is the violation? As Gerald just wrote, they might correspond to missing variables.
Ambros
</pre>
<p>El 31/10/2014 15:13, Gerald Gamrath escribió:</p>
<blockquote type="cite" style="padding-left:5px;
border-left:#1010ff 2px solid; margin-left:5px">
<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</div>
</blockquote>
<blockquote type="cite" style="padding-left:5px;
border-left:#1010ff 2px solid; margin-left:5px">Thanks. Diego.
El 31/10/2014 08:58, Ambros Gleixner escribió:
<blockquote type="cite" style="padding-left:5px;
border-left:#1010ff 2px solid; margin-left:5px">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 <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">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:schriebdponce@us.es:">schriebdponce@us.es:</a>>
<mailto:<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>>>
<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>>
<mailto:<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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