I would like to partially solve a MIP, clone the problem and have that copy of the problem continue optimization but with a different strategy (node selection rule, variable selection rule, etc), and keeping the current branch-and-bound tree. I know that this can't be done with either CPLEX or Gurobi, since they would start optimization from scratch in the copy.
Is there any way of doing this with SCIP?
I would really appreciate any help.
Best,
Rodolfo
If you don't insist on having a copy/clone, you always have the possibility to code your stopping criterion in terms of an event handler. I am sure you know our How to on adding event handlers.
There is also an event handler in the scip source code, the so-called soft time limit event handler src/scip/event_softtimelimit.c. There you can find sample code that changes the time limit after the first solution has been found. Parameters can be fed one by one by using the SCIPchg{Real,Bool,Int,Longint,Char,String}Param() methods in the code, or passed as a settings file, which might be easier if you want to change lots of parameters without adapting the code each time.
It is good practice to use settings files saved via the set diffsave command, which saves only the nondefault-settings. Otherwise, using a complete settings file, you might run into troubles because a time limit or memory limit gets changed without control.
A copy that includes data structures such as the tree used during the branch-and-bound solving process is currently not possible. The copy-mechanism of SCIP only allows to copy the problem as a whole and adjust the formulation by changing variable domains and/or objective coefficients.