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<p>Hi Alexandre,</p>
<p>what you could do to avoid changing the SCIP code would be to
check within your pricer if your separator will find cuts for the
current LP solution. For example, you could have an external
function that you can call from your pricer which returns whether
a cut can be generated. If that check may be expensive, you could
buffer the generated cut so that the separation call can directly
add that cut. I could imagine that having this close relation
between cutting and pricing implemented in your plugins could be
beneficial anyway, e.g., if you want to make the decision whether
or not to continue pricing depend on the strength of the cuts that
your separator would generate.</p>
<p>Best,<br>
Gerald<br>
</p>
<div class="moz-cite-prefix">Am 08.11.21 um 20:11 schrieb Alexandre
Dupont-Bouillard:<br>
</div>
<blockquote type="cite"
cite="mid:4bb64d2775ddaa98260116fed406ca49@lipn.univ-paris13.fr">
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<p><span style="white-space: nowrap;">Dear Steve</span><br>
<br>
<span style="white-space: nowrap;">Many thanks for your answer.</span><br>
<span style="white-space: nowrap;">The question of free alternation between cut and price seems to be a new</span><br>
<span style="white-space: nowrap;">strategy since it's not classical for SCIP!</span><br>
<br>
<span style="white-space: nowrap;">Unfortunately, as said by
Edward, your proposal seems not to work.</span><br>
<span style="white-space: nowrap;">Indeed, setting the result as SCIP_DIDNOTRUN in PRICERREDCOST callback</span><br>
<span style="white-space: nowrap;">appears to exactly work as artificially saying that no column is produced.</span><br>
<br>
This brings the problem you point out: no pricing round is
launched after a cutting<br>
<span style="white-space: nowrap;">round with no generated cut.</span><br>
This a problem for us because the previous pricing round has
been artificially<br>
<span style="white-space: nowrap;">inhibit in order to launch a cutting phase.</span><br>
Indeed, when there is no generated cut in a cutting round, a
supplementary exact<br>
pricing round is needed to assert convergence (and potentially
to go on with the<br>
<span style="white-space: nowrap;">price&cut process).</span><br>
<br>
<span style="white-space: nowrap;">A solution appears to turn off the test stopping the price&cut process</span><br>
<span style="white-space: nowrap;">when no cut have been generated during a cutting round</span><br>
<span style="white-space: nowrap;">With such a deleted test, the price&cut iterations will have no end since</span><br>
<span style="white-space: nowrap;">the cutting and pricing rounds will call each other in a never ending loop.</span><br>
A way to stop this loop is to add a test having the memory of
the previous round<br>
in order to stop when two successive non-inhibited price and cut
rounds have produced<br>
<span style="white-space: nowrap;">nothing.</span></p>
<p><span style="white-space: nowrap;">Regards,</span><br>
<span style="white-space: nowrap;">Pierre and Alexandre</span><br>
<br>
<br>
Ps: Another disturbing problem for us was that a cutting round
is launched only<br>
if the current solution is not integer: this is a problem for us
because an integer<br>
<span style="white-space: nowrap;">solution can appear (before convergence) right after a pricing round.</span><br>
In this case, it is mandatory for us to do a second pricing
round, even if our strategy<br>
<span style="white-space: nowrap;">is to alternate with a cutting round
(our cutting procedure cannot produce cuts for integral
solutions).</span><br>
We add a test at the beginning of the PRICERREDCOST callback for
no-inhibiting the pricing<br>
<span style="white-space: nowrap;">when the current solution is integer.</span></p>
<div id="signature"> </div>
<p><br>
</p>
<p id="reply-intro">Le 2021-11-08 11:25, Edward Lam a écrit :</p>
<blockquote type="cite" style="padding: 0 0.4em; border-left:
#1010ff 2px solid; margin: 0"><!-- html ignored --><!-- head ignored --><!-- meta ignored -->I
have tried this. It sounds like this would work according to the
documentation but this does not work. Sometimes it skips pricing
and separation and goes straight to branching. I guess branching
is technically okay if the master problem is fractional but
sometimes its integral and gets messy quickly.<br>
<div> </div>
<div>
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0px; -webkit-text-stroke-width: 0px; text-decoration: none;
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after-white-space;">
<div dir="auto" style="caret-color: #000000; color: #000000;
letter-spacing: normal; text-align: start; text-indent:
0px; text-transform: none; white-space: normal;
word-spacing: 0px; -webkit-text-stroke-width: 0px;
text-decoration: none; word-wrap: break-word;
-webkit-nbsp-mode: space; line-break: after-white-space;"><span
style="font-style: normal;">Cheers<br>
Eddie</span></div>
</div>
</div>
<div><br>
<blockquote type="cite" style="padding: 0 0.4em; border-left:
#1010ff 2px solid; margin: 0">
<div>On 8 Nov 2021, at 7:10 pm, Maher, Stephen <<a
href="mailto:S.J.Maher@exeter.ac.uk" rel="noreferrer"
moz-do-not-send="true">S.J.Maher@exeter.ac.uk</a>>
wrote:</div>
<br class="Apple-interchange-newline">
<div><!-- meta ignored -->
<div style="font-style: normal; font-variant-caps: normal;
font-weight: normal; letter-spacing: normal; text-align:
start; text-indent: 0px; text-transform: none;
white-space: normal; word-spacing: 0px;
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font-family: Calibri, Arial, Helvetica, sans-serif;
font-size: 12pt;">Hi Alexandre,</div>
<div style="font-style: normal; font-variant-caps: normal;
font-weight: normal; letter-spacing: normal; text-align:
start; text-indent: 0px; text-transform: none;
white-space: normal; word-spacing: 0px;
-webkit-text-stroke-width: 0px; text-decoration: none;
font-family: Calibri, Arial, Helvetica, sans-serif;
font-size: 12pt;"> </div>
<div style="font-style: normal; font-variant-caps: normal;
font-weight: normal; letter-spacing: normal; text-align:
start; text-indent: 0px; text-transform: none;
white-space: normal; word-spacing: 0px;
-webkit-text-stroke-width: 0px; text-decoration: none;
font-family: Calibri, Arial, Helvetica, sans-serif;
font-size: 12pt;">Sorry about the delay in response to
this question. This happens to be a question that we
have not encountered before, so we needed to work out
how to actually achieve this.</div>
<div style="font-style: normal; font-variant-caps: normal;
font-weight: normal; letter-spacing: normal; text-align:
start; text-indent: 0px; text-transform: none;
white-space: normal; word-spacing: 0px;
-webkit-text-stroke-width: 0px; text-decoration: none;
font-family: Calibri, Arial, Helvetica, sans-serif;
font-size: 12pt;"> </div>
<div style="font-style: normal; font-variant-caps: normal;
font-weight: normal; letter-spacing: normal; text-align:
start; text-indent: 0px; text-transform: none;
white-space: normal; word-spacing: 0px;
-webkit-text-stroke-width: 0px; text-decoration: none;
font-family: Calibri, Arial, Helvetica, sans-serif;
font-size: 12pt;">I am not sure whether this would work,
since I don't have an example to test with. I believe
that by setting the result in your PRICERREDCOST
callback to SCIP_DIDNOTRUN, you will terminate pricing
and then continue with the rest of the node processing.
The separation round will begin after you terminate the
pricing round.</div>
<div style="font-style: normal; font-variant-caps: normal;
font-weight: normal; letter-spacing: normal; text-align:
start; text-indent: 0px; text-transform: none;
white-space: normal; word-spacing: 0px;
-webkit-text-stroke-width: 0px; text-decoration: none;
font-family: Calibri, Arial, Helvetica, sans-serif;
font-size: 12pt;"> </div>
<div style="font-style: normal; font-variant-caps: normal;
font-weight: normal; letter-spacing: normal; text-align:
start; text-indent: 0px; text-transform: none;
white-space: normal; word-spacing: 0px;
-webkit-text-stroke-width: 0px; text-decoration: none;
font-family: Calibri, Arial, Helvetica, sans-serif;
font-size: 12pt;">There are two things to note here. The
first is that if you add a cut, then the node processing
will enter back into pricing. So you may want to keep
returning the result of SCIP_DIDNOTRUN from your pricer
while you want to keep generating cuts. The second is
that if you don't add a cut during the separation round,
then you will not enter back into the pricing round. So
you must ensure that you have completely finished
pricing before the final separation round.</div>
<div style="font-style: normal; font-variant-caps: normal;
font-weight: normal; letter-spacing: normal; text-align:
start; text-indent: 0px; text-transform: none;
white-space: normal; word-spacing: 0px;
-webkit-text-stroke-width: 0px; text-decoration: none;
font-family: Calibri, Arial, Helvetica, sans-serif;
font-size: 12pt;"> </div>
<div style="font-style: normal; font-variant-caps: normal;
font-weight: normal; letter-spacing: normal; text-align:
start; text-indent: 0px; text-transform: none;
white-space: normal; word-spacing: 0px;
-webkit-text-stroke-width: 0px; text-decoration: none;
font-family: Calibri, Arial, Helvetica, sans-serif;
font-size: 12pt;">Since this is untested, please let us
know if it works for your setting. If not, then we can
think of a different approach.</div>
<div style="font-style: normal; font-variant-caps: normal;
font-weight: normal; letter-spacing: normal; text-align:
start; text-indent: 0px; text-transform: none;
white-space: normal; word-spacing: 0px;
-webkit-text-stroke-width: 0px; text-decoration: none;
font-family: Calibri, Arial, Helvetica, sans-serif;
font-size: 12pt;"> </div>
<div style="font-style: normal; font-variant-caps: normal;
font-weight: normal; letter-spacing: normal; text-align:
start; text-indent: 0px; text-transform: none;
white-space: normal; word-spacing: 0px;
-webkit-text-stroke-width: 0px; text-decoration: none;
font-family: Calibri, Arial, Helvetica, sans-serif;
font-size: 12pt;">Cheers,</div>
<div style="font-style: normal; font-variant-caps: normal;
font-weight: normal; letter-spacing: normal; text-align:
start; text-indent: 0px; text-transform: none;
white-space: normal; word-spacing: 0px;
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font-family: Calibri, Arial, Helvetica, sans-serif;
font-size: 12pt;"> </div>
<div style="font-style: normal; font-variant-caps: normal;
font-weight: normal; letter-spacing: normal; text-align:
start; text-indent: 0px; text-transform: none;
white-space: normal; word-spacing: 0px;
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font-family: Calibri, Arial, Helvetica, sans-serif;
font-size: 12pt;">Steve</div>
<div style="caret-color: #000000; font-family: Helvetica;
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<div id="appendonsend"> </div>
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sans-serif; font-size: 12pt;"> </div>
<hr style="display: inline-block; width: 1281.828125px;">
<div id="divRplyFwdMsg" dir="ltr"><span
style="font-size: 11pt; font-family: Calibri,
sans-serif;"><strong>From:</strong><span
class="Apple-converted-space"> </span>Scip <<a
href="mailto:scip-bounces@zib.de" rel="noreferrer"
moz-do-not-send="true">scip-bounces@zib.de</a>>
on behalf of Alexandre Dupont-Bouillard <<a
href="mailto:dupont-bouillard@lipn.univ-paris13.fr"
rel="noreferrer" moz-do-not-send="true">dupont-bouillard@lipn.univ-paris13.fr</a>><br>
<strong>Sent:</strong><span
class="Apple-converted-space"> </span>25 October
2021 09:54<br>
<strong>To:</strong><span
class="Apple-converted-space"> </span><a
href="mailto:scip@zib.de" rel="noreferrer"
moz-do-not-send="true">scip@zib.de</a><span
class="Apple-converted-space"> </span><<a
href="mailto:scip@zib.de" rel="noreferrer"
moz-do-not-send="true">scip@zib.de</a>><br>
<strong>Subject:</strong><span
class="Apple-converted-space"> </span>[SCIP] How
to freely tune between pricing and cutting ?</span>
<div> </div>
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<br>
<br>
Hi<br>
<br>
We try to build a BCP method where cuts are added
through a separator.<br>
We would like to have a free hand on the alternation
between pricing and<br>
cutting phases.<br>
<br>
We haven't found how to add parameters to choose for
instance to begin<br>
by a cutting phase<br>
or to stop pricing before convergence to add some
inequalities and come<br>
back to pricing<br>
and so on...<br>
<br>
The best would be to be able to switch from cutting
to pricing (and from<br>
pricing to cutting) using a test done by an
algorithm.<br>
<br>
Does someone know how to perform such alternation?<br>
<br>
Thanks<br>
Pierre and Alexandre<br>
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