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<p>Natalia,<br>
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<p> FWIW, if the integer variable spans not too great a range, one possible idea is to write it a a sum of booleans (\sum 2^k x_k type thing). Then you<br>
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<p>get a bunch of boolean quadratic terms, each of which can be relaxed using the standard Fortet linearisation (google away). Sometimes it works OK. Often<br>
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<p>the relaxation isn't of great quality. If the dimensionality is not too high then SDP might be interesting. Others may have much better ideas.<br>
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<p>Cheers<br>
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<p> James.<br>
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<div class="PlainText">James Gunning<br>
CSIRO <br>
Clayton, Vic., Australia</div>
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<div id="divRplyFwdMsg" dir="ltr"><font face="Calibri, sans-serif" color="#000000" style="font-size:11pt"><b>From:</b> Scip <scip-bounces@zib.de> on behalf of Natalia Perina <nperina@princeton.edu><br>
<b>Sent:</b> Saturday, 15 April 2017 7:58 AM<br>
<b>To:</b> scip@zib.de<br>
<b>Subject:</b> [SCIP] Help with Understanding SCIP Objective function values</font>
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<div>Hi there - </div>
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<div>I want to use SCIP to implement a branch and price framework for an MIP problem that I am working on for my senior thesis. I have two questions. </div>
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<div>First, I am trying to understand how to set the objective function and variables. How do you set which variables will go into the objective function? I have several variables in my problem but it is only the sum of one of them that I want to be maximized
for the objective. How do I select which variables go into the objective? In the createVar() method, how do I use the objective value parameter? Is this supposed to the objective variables coefficient? And for variables that I don't want to include in the
objective function - would one just set this to 0 or to null? This seems like there would be a simple explanation but I can't seem to find it in the documentation. </div>
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<div>Second, I wanted to know if anyone had any advice for linearizing and objective function that is the sum of a integer variable multiplied by a binary variable. I understand that this is non linear and that scip does not support non linear objective functions
but does anyone have advice on how I might be able to do this using constraints? </div>
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<div>Thanks, </div>
<div>Natalia </div>
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<div>Natalia Perina</div>
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<div>Princeton University<font color="#999999"> l </font>2017</div>
<div><a href="mailto:nperina@princeton.edu" target="_blank">nperina@princeton.edu</a></div>
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<div><a href="tel:(202)%20360-9536" value="+12023609536" target="_blank">202 360 9536</a> </div>
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