title: Obtain best feasible solution with SCIP
body: <p>I am using <a href="http://scip.zib.de/" rel="nofollow">SCIP (SoPlex)</a> to solve a MIP (mixed integer program) provided by a .mps file. I use SCIP via command line as follows:</p>
  
  <pre><code>SCIP&gt; read file.mps
  original problem has 1049 variables (471 bin, 0 int, 0 impl, 578 cont) and 638 constraints
  SCIP&gt; optimize    # so i am using default settings
  ... some solving information ...
  SCIP Status        : problem is solved [optimal solution found]
  Solving Time (sec) : 0.46
  Solving Nodes      : 1
  Primal Bound       : -6.58117502066443e+05 (2 solutions)
  Dual Bound         : -6.58117502066443e+05
  Gap                : 0.00 %
  [linear] c_2_141&gt;: x_2_73_141[C] - 1000000000 y_2_141[B] &lt;= 0;
  violation: right hand side is violated by 236.775818639799
  best solution is not feasible in original problem
  </code></pre>
  
  <p>I do not want to have an infeasible solution – a want the best feasible. For your information: I used CPLEX with the same file and it confirmed that there is an optimal feasible solution with slightly worse obj value (like 0.05 % worse).
  I already tried to put emphasis on feasibility with <code>SCIP&gt; set emphasis feasibility</code> but that did not help me – see for yourself:</p>
  
  <pre><code>SCIP Status        : problem is solved [optimal solution found]
  Solving Time (sec) : 0.42
  Solving Nodes      : 3 (total of 5 nodes in 3 runs)
  Primal Bound       : -6.58117502066443e+05 (4 solutions)
  Dual Bound         : -6.58117502066443e+05
  Gap                : 0.00 %
  [linear] c_2_141&gt;: x_2_73_141[C] - 1000000000 y_2_141[B] &lt;= 0;
  violation: right hand side is violated by 236.775818639799
  best solution is not feasible in original problem
  </code></pre>
  
  <p>Kind regards.</p>
  
  <p>EDIT:
  In response to the answer of user mattmilten, I have to share that using <code>set numerics feastol 1e-9</code> alone did not bring a feasible solution, but using a lower tolerance like <code>1e-10</code> <strong>in combination</strong> with <code>set emphasis feasibility</code>, SCIP is able to provide a good feasible solution that is just 0.005 % worse than CPLEX’.</p>
  
  <p>Thanks for your help mattmilten!</p>