To get the final solution after optimization in pyscipopt, we can do
# define x to be a vector of x_ij variables
model.data = x
model.optimize()
X = model.getVal(x)
I would like to get the LP relaxation solutions at every node of the branch and bound tree. One method for doing this would be to use model.getVal(t_x_ij)
for every (transformed) variable 'x_ij'. Is there a more efficient way of doing this than looping over all the transformed variables?
Please let me know if you need any further clarifications.