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Dear Fernando,<br>
<br>
Farkas pricing is called if and only if your restricted master LP is
infeasible. The Farkas multipliers actually give you a proof for
this, so you could verify that this is the case.<br>
<br>
I don't know what could go wrong in your case. How do you add the
artificial variables? You should use SCIPaddVar() not
(SCIPaddPricedVar()) and mark them to be initial. In your
PRICERFARKAS callback, you could write the current problem
(SCIPwriteTransProblem()) and see if this problem looks like you
expect it to look. It might be that some of the variables are not in
the LP and need to be added to it by SCIP automatically. In that
case, the delay flag of your pricer should be set to TRUE. And
finally, domain propagation may fix your artificial variables to 0
because of their high objective coefficient. Please try to disable
domain propagation by setting propagating/maxroundsroot and
propagating/maxrounds to 0.<br>
<br>
Best,<br>
Gerald<br>
<br>
<div class="moz-cite-prefix">Am 25.09.2015 um 18:12 schrieb Fernando
Afonso:<br>
</div>
<blockquote
cite="mid:CAJwNBAWeoiCZCbiXFn+_e6RjP1ddRUxJ8aKmnpZmM4xxfV_8Nw@mail.gmail.com"
type="cite">
<div dir="ltr">Hi there,
<div><br>
</div>
<div>I have a branch-and-cut-and-price algorithm implemented
using SCIP. It works well!</div>
<div>But when a given node gets infeasible and Farkas pricing is
called, the performance of my pricing algorithm is really
poor. For my specific case, to assign costs to 0 at objective
function to run Farkas pricing, makes the dominance rules
loosen.</div>
<div><br>
</div>
<div>A given node gets infeasible due to branching constraints
(I implemented my own branching rule). Because of that, I
tried to include an artificial variable with a high cost for
each branching constraint I include in the model. But it's not
working. Theoretically, the model would be always feasible
after to include such artificial variables, but Farkas pricing
is still called.</div>
<div><br>
</div>
<div>Do you guys have an idea what should I do to avoid Farkas
pricing to be called?</div>
<div><br>
</div>
<div>Thank you in advance,</div>
<div><br>
</div>
<div>Fernando</div>
</div>
<br>
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