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Multi variable branching #158
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So it seems the best approach for us would be to use Generalized Upper Bound (GUB) branching.
Some questions (cc @gasse @dchetelat):
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I would answer yes to the three questions:
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One (open ?) question that remain is the value for the |
I'm really not sure, no. The code looks right to me, however when using it it would often bring SCIP to inconsistent states, such as unfeasibility or optimality with incorrect optimal values. Probably we are missing some details that SCIP assumes during branching, either explicitely or implicitely in the code. |
Describe the problem or improvement suggested
Create a new environment for MVB.
Describe the solution you would like
PySCIPOpt solution from @CharJon
Describe alternatives you have considered
Additional context
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