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Hi Tobias,<br>
<br>
when creating the variables, did you set them to be removable? There
is a flag for this in SCIPcreateVar(); if you use
SCIPcreateVarBasic(), you can use SCIPvarSetRemovable().<br>
<br>
Then, those variables are removed from the LP if they were nonbasic
for a certain number of LP solves, depending on the parameter
"lp/colagelimit", which is usually set to 10. You could reduce that
parameter to remove variables more often.<br>
<br>
And yes, the cleanupcols(root) parameters only apply after each
node, delvars(root) as well, but deletes the variables completely
instead of removing them from the LP (but only variables that were
marked to be deletable).<br>
<br>
Best,<br>
Gerald<br>
<br>
<br>
<div class="moz-cite-prefix">On 10.10.19 17:10, Tobias Stengel
wrote:<br>
</div>
<blockquote type="cite"
cite="mid:EDC45EE5442B124EBB022ECACBBA59110108F3E5@VM-Exchange2010.intranet.lan">
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<p class="MsoNormal">Hello,</p>
<p class="MsoNormal"> </p>
<p class="MsoNormal">I'm trying to solve a problem using
column generation and solving the master problem requires
many pricing iterations leading to a large number of
generated variables. </p>
<p class="MsoNormal">This slows the lp solver down
significantly. According to the log file the number of
variables equals the number of columns so I assume Scip did
not drop any columns from the lp:</p>
<p class="MsoNormal"><br>
</p>
<p class="MsoNormal"> time | node | left |LP iter|LP it/n|
mem |mdpt |frac |vars |cons |cols |rows |cuts |confs|strbr|
dualbound | primalbound | gap
<br>
r1207s| 1 | 0 | 2238k| - | 156M| 0 | 0 |
10k|8380 | 10k|8380 | 0 | 0 | 0 | -- |
7.160129e+04 | Inf
<br>
r1208s| 1 | 0 | 2239k| - | 157M| 0 | 0 |
10k|8380 | 10k|8380 | 0 | 0 | 0 | -- |
7.160121e+04 | Inf
<br>
r1209s| 1 | 0 | 2240k| - | 157M| 0 | 0 |
10k|8380 | 10k|8380 | 0 | 0 | 0 | -- |
7.160044e+04 | Inf
<br>
r1211s| 1 | 0 | 2241k| - | 157M| 0 | 0 |
10k|8380 | 10k|8380 | 0 | 0 | 0 | -- |
7.159907e+04 | Inf
<br>
r1212s| 1 | 0 | 2243k| - | 157M| 0 | 0 |
10k|8380 | 10k|8380 | 0 | 0 | 0 | -- |
7.159789e+04 | Inf
<br>
r1213s| 1 | 0 | 2244k| - | 157M| 0 | 0 |
10k|8380 | 10k|8380 | 0 | 0 | 0 | -- |
7.159727e+04 | Inf
<br>
r1214s| 1 | 0 | 2245k| - | 157M| 0 | 0 |
10k|8380 | 10k|8380 | 0 | 0 | 0 | -- |
7.159654e+04 | Inf
<br>
</p>
<p class="MsoNormal"><br>
</p>
<p class="MsoNormal">(note that in this log snippet all
integer variables are relaxed)<br>
</p>
<p class="MsoNormal"><br>
</p>
<p class="MsoNormal">As in an integer feasible solution only
20 of the priced variables can take non-zero values I assume
that most of the priced variables are 0.<br>
</p>
<p class="MsoNormal"><br>
</p>
<p class="MsoNormal"><a name="_MailAutoSig"
moz-do-not-send="true"></a>I read <a
href="https://scip.zib.de/doc-6.0.2/html/FAQ.php#howtodeletevariables"
target="_blank" rel="noopener noreferrer"
moz-do-not-send="true">
https://scip.zib.de/doc-6.0.2/html/FAQ.php#howtodeletevariables</a></p>
<p class="MsoNormal">* SCIPvarMarkDeletable() is called for
all priced variables</p>
<p class="MsoNormal">* SCIPsetBoolParam(scip,
"lp/cleanupcols", TRUE);<br>
SCIPsetBoolParam(scip, "lp/cleanupcolsroot", TRUE);<br>
SCIPsetBoolParam(scip, "pricing/delvars", TRUE);<br>
SCIPsetBoolParam(scip, "pricing/delvarsroot", TRUE);</p>
<p class="MsoNormal"><br>
</p>
<p class="MsoNormal">After a quick look into lp.c I got the
impression that these parameter only apply after a node was
processed.</p>
<p class="MsoNormal"><br>
</p>
<p class="MsoNormal">Is there some mechanism to remove/delete
columns within the pricing loop?</p>
<p class="MsoNormal">Obviously one could stop Scip and start a
new instance seeded with the previously found variables (set
Initial=FALSE). Or implement the initial pricing loop
yourself...</p>
<p class="MsoNormal"><br>
</p>
<p class="MsoNormal">Best regards,</p>
<p class="MsoNormal"><br>
</p>
<p class="MsoNormal">Tobias<br>
</p>
<p class="MsoNormal"><br>
</p>
<p class="MsoNormal"><br>
</p>
</div>
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<br>
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