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Hi Cristina,<br>
<br>
if you add new variables your new LP relaxation will be primal
feasible. If you branch, the LP relaxation of the new node will be
dual feasible. You set the new bounds on the branching variable to
make it primal infeasible - not much else is changed, though. SCIP
always tries to call the appropriate simplex variant based on the
current feasibility status. <br>
<br>
You should have a look at the statistics and the log to see how many
LP iterations are performed in the root and for re-optimizations in
the tree.<br>
<br>
You could definitely try changing the pricing method of the LP
solver to see whether that improves the performance on your
instances. Partial pricing of SoPlex usually leads to an increase of
iterations since you don't consider all candidates.<br>
<br>
SCIPaddPricedVar() looks at the pricing score to decide which
variable enters the LP. This is only done when you add more than
pricing/maxvars[root] variables in one pricing round.<br>
<br>
all the best<br>
Matthias<br>
<br>
<div class="moz-cite-prefix">On 21.04.2015 16:07, Cristina Núñez del
Toro wrote:<br>
</div>
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cite="mid:CAKuRvOGhcMsMxJtZTfv=fmY7P3qujoj7pvO-v-Q5KeXiigesRA@mail.gmail.com"
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<div>Hello all,<br>
<br>
</div>
I'm have implemented a Branch&Price algorithm but I
have some questions about the LP optimization behavior.
When I try a quite big instance, my implementation
spends a lot of time obtaining the LP solution (not only
for the pricing routine, after adding variables but also
when the first time in the node). So, before thinking
about deleting variables and/or changing parameters for
remove columns, I would like to have clear first some
issues about the LP re-optimization. For example:<br>
<br>
</div>
1) How does LP is solved after adding new (pricing)
variables? it is used primal simplex, dual simplex or it
is optimized from scratch?<br>
<br>
</div>
2) How does the LP is solved when it first enters to a node
after branching? it is used primal simplex, dual simplex or
it is optimized from scratch?<br>
<br>
</div>
About 1), my desire would be to re-optimize using primal
simplex, so the new variables could be the very first
candidates to enter to the basis. In particular, I would like
to try 'partial' LP pricing strategy as an option in reducing
the cpu time. Changing this parameter is applied only if I use
SoPlex as LP solver or it is applied to any other LP solver
(Cplex for example) as well? <br>
<br>
</div>
Another thing that could be related (or not) with this is:<br>
<br>
3) How does the variable's pricing score in "SCIPaddPricedVar(
SCIP * scip, SCIP_VAR* var, SCIP_Real score)" is related with
the LP reoptimization. I really appreciate if you could give me
more information about this.<br>
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<div>Best regards,<br>
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<br>
-- <br>
<div class="gmail_signature">---<br>
Cristina Nuñez<br>
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<pre class="moz-signature" cols="72">--
\__________________
Matthias Miltenberger
Zuse Institute Berlin
Takustr. 7, 14195 Berlin
<a class="moz-txt-link-abbreviated" href="http://www.zib.de/miltenberger">www.zib.de/miltenberger</a>
<a class="moz-txt-link-abbreviated" href="mailto:miltenberger@zib.de">miltenberger@zib.de</a>
+49 (30) 841 85-245</pre>
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