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<p class="MsoNormal"><span lang="ES" style="font-size:10.0pt;font-family:"Arial",sans-serif"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.5pt;font-family:Roboto;color:#131314;background:white">I want to implement an ad-hoc Benders-like decomposition approach to solve a large MIP model. I need to create two MIP problems, one for the master and another
for the sub-problem.</span><span style="font-size:10.5pt;font-family:Roboto;color:#131314"><br>
<br>
<span style="background:white">Basically, I need three changes to the master and sub-problem MILP models and reoptimizing in each iteration, as detailed in the steps below:</span><br>
<br>
<span style="background:white">(1) To <b>set the bounds of the copies of the master binary decision variables</b> within the MIP model defining the sub-problem. I will use the bounds to fix the values of several binary variables in the sub-problem, which will
be represented as continuous variables.<o:p></o:p></span></span></p>
<p class="MsoNormal"><span style="font-size:10.5pt;font-family:Roboto;color:#131314;background:white">(2) To
<b>reoptimize</b> the sub-problem MILP model (get a new incumbent or minimal infeasible set)<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.5pt;font-family:Roboto;color:#131314;background:white">(3) To
<b>modify the right-hand side value of a single constraint</b> of the sub-problem.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.5pt;font-family:Roboto;color:#131314;background:white">(3) To
<b>add no-good and feasibility cuts</b> to the master problem.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.5pt;font-family:Roboto;color:#131314;background:white">(4) To
<b>reoptimize</b> the master MILP problem.</span><span style="font-size:10.5pt;font-family:Roboto;color:#131314"><br>
<br>
<span style="background:white">Does SCIP admit the modifications above and reoptimizing the MILP models again?. How can I modify the bounds of a variable in SCIP once it has been created?</span><br>
<br>
</span><span lang="ES" style="font-size:10.5pt;font-family:Roboto;color:#131314;background:white">Thank you so much,</span><span lang="ES" style="font-size:10.5pt;font-family:Roboto;color:#131314"><br>
<span style="background:white">Juan</span></span><span lang="ES" style="font-size:10.0pt;font-family:"Arial",sans-serif"><o:p></o:p></span></p>
<p class="MsoNormal"><span lang="ES" style="font-size:10.0pt;font-family:"Arial",sans-serif;mso-fareast-language:EN-GB"><o:p> </o:p></span></p>
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<p class="MsoNormal"><b><span lang="FR" style="font-size:10.0pt;font-family:"Arial",sans-serif;color:black;mso-fareast-language:EN-GB">Juan J. Lastra Díaz, PhD</span></b><span lang="FR" style="font-size:10.0pt;font-family:"Arial",sans-serif;color:black;mso-fareast-language:EN-GB"><o:p></o:p></span></p>
<p class="MsoNormal"><b><span lang="FR" style="font-size:10.0pt;font-family:"Arial",sans-serif;color:#C00000;mso-fareast-language:EN-GB">Advanced Research department</span></b><span lang="FR" style="font-size:10.0pt;font-family:"Arial",sans-serif;color:black;mso-fareast-language:EN-GB"><o:p></o:p></span></p>
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<p class="MsoNormal"><b><span lang="FR" style="font-size:10.0pt;font-family:"Arial",sans-serif;color:#C00000;mso-fareast-language:EN-GB">t
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</span></b><span lang="FR" style="font-size:10.0pt;font-family:"Arial",sans-serif;color:black;mso-fareast-language:EN-GB">+34 917 88 88 65<o:p></o:p></span></p>
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: </span></b><span style="color:black;mso-fareast-language:EN-GB"><a href="mailto:j.lastra@lectra.com"><span lang="ES" style="color:blue">j.lastra</span><span lang="FR" style="font-size:10.0pt;font-family:"Arial",sans-serif;color:blue">@lectra.com</span></a></span><span lang="FR" style="font-size:10.0pt;font-family:"Arial",sans-serif;color:black;mso-fareast-language:EN-GB"><o:p></o:p></span></p>
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