<div dir="ltr">Hi,<div><br></div><div>Thanks everyone. Your help make me save a lot of time. I'm very thankful.</div><div><br></div><div class="gmail_extra"><div><div dir="ltr"><div>--</div>Patrik Dufresne Service Logiciel<div>
<a href="http://patrikdufresne.com/" target="_blank">http://patrikdufresne.com</a>/<br><div><div><a href="tel:514-971-6442" value="+15149716442" target="_blank">514-971-6442</a></div>
<div><a href="tel:438-738-1376" value="+14387381376" target="_blank">438-738-1376</a></div><div>114 rue des Hautbois, app1</div><div>St-Colomban, QC J5K 2H6</div></div></div></div></div>
<br><br><div class="gmail_quote">On Thu, Sep 12, 2013 at 3:15 PM, Haroldo Gambini Santos <span dir="ltr"><<a href="mailto:haroldo.santos@gmail.com" target="_blank">haroldo.santos@gmail.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left-width:1px;border-left-color:rgb(204,204,204);border-left-style:solid;padding-left:1ex">
<div bgcolor="#FFFFFF" text="#000000"><div>
On 12-09-2013 08:08, Patrik Dufresne wrote:<br>
<blockquote type="cite">
<div dir="ltr"><br>
<div class="gmail_quote">
<div dir="ltr">Hi Haroldo,<br>
<br>
Your answer are very comprehensible. I'm very thankful to
get a reply. As I understand, the main idea is to create the
problem using OsiClpSolverInterface#addCol() or
OsiClpSolverInterface#addRow(). Then I need to
call OsiClpSolverInterface#initialSolve(). Questions:<br>
<div><br>
</div>
<div>1. I had a look at all the Cbc examples and it does
involve the class CbcModel. Should I care about it? </div>
<div><br>
</div>
<div>2. As I understand, clp is used to run the simplex
algorithm. Cbc is used to run the branch and bound. So I
guess I need to run both step explicitly?</div>
<div>OsiClpSolverInterface#initialSolve()<br>
</div>
<div>CbcModel#branchAndBound()</div>
</div>
</div>
</div>
</blockquote></div>
Yes. initialSolve must be called before.<br>
CbcModel.branchAndBound will perform a "pure" branch-and-bound (no
cuts and heuristics). You can explicitly bind it to other Cbc
classes to include these features (which often speed up a lot the
search) or use the function CbcMain which will run everything
using the same features as if you started the search from the
command line. the code would look more or less as:<br>
<br>
CbcModel modelA(*linearProgram);<br>
CbcModel *model = &modelA;<br>
CbcMain0(modelA);<br>
const char * argv2[]={"problemName","-solve","-quit"};<br>
CbcMain1(3, argv2, modelA);<div><br>
<br>
<br>
<br>
<blockquote type="cite">
<div dir="ltr">
<div class="gmail_quote">
<div dir="ltr">
<div><br>
</div>
3. Reading the doc about CbcModel, it copy the solver passed
in the constructor. What is the suggested approach if I need
to reuse the problem over and over? <br>
The following is what I think I should do:<br>
</div>
</div>
</div>
</blockquote></div>
Since for MIPs there is no good reoptimization technique the cost of
creating CbcModel again will probably be small comparedto the cost
of reoptimizing an Integer Program. But the OsiClpSolverInterface
you can change and do not need to recreated it again, probably.<div><div><br>
<blockquote type="cite">
<div dir="ltr">
<div class="gmail_quote">
<div dir="ltr">a. create new instance of OsiClpSolverInterface
named solver1<br>
b. call solver1.addCol() and solver1.addRow() to build the
problem<br>
c. set objective value using solver1.setObjCoeff() and
solver1.setObjSense()<br>
d. call solver1.initialSolve()<br>
e. create new instance of CbcModel(solver1) named model1
<div>f. call model1.branchAndBound()<br>
g. get the objective value model1.getObjValue() <br>
<br>
reusing the problem:<br>
h. call addCol() or addRow() on solver1<br>
i. run step c to g again<br>
<br>
The end result: I will create a single instance of
OsiClpSolverInterface and multiple instance of CbcModel. I
also sees a different approach to create a single CbcModel
and call CbcModel.solver() to update the problem multiple
time. I guess both would work, but what is the "faster"
one. The one avoiding memory copy, useless recomputation
etc.</div>
<div><br>
</div>
<div>4. Using the command line, I notice a performance
improvement to solve my problem using the following
arguments: cbc .. mps -feas both -doh -solve ...
Basically, activating the feasibility pump help alot. As I
understand, I need to create a new instance of
CbcHeuristicFPump and call CbcModel.addHeuristic( ).<br>
</div>
<div>
<div><br>
</div>
<div><br>
</div>
</div>
</div>
<div class="gmail_extra">
<div><br clear="all">
<div>
<div dir="ltr">
<div>--</div>
Patrik Dufresne Service Logiciel
<div><a href="http://patrikdufresne.com/" target="_blank">http://patrikdufresne.com</a>/<br>
<div>
<div><a href="tel:514-971-6442" value="+15149716442" target="_blank">514-971-6442</a></div>
<div><a href="tel:438-738-1376" value="+14387381376" target="_blank">438-738-1376</a></div>
<div>114 rue des Hautbois, app1</div>
<div>St-Colomban, QC J5K 2H6</div>
</div>
</div>
</div>
</div>
<br>
<br>
</div>
<div>
<div>
<div class="gmail_quote">On Wed, Sep 11, 2013 at 8:47
PM, Haroldo Gambini Santos <span dir="ltr"><<a href="mailto:haroldo.santos@gmail.com" target="_blank">haroldo.santos@gmail.com</a>></span>
wrote:<br>
<blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left-width:1px;border-left-color:rgb(204,204,204);border-left-style:solid;padding-left:1ex">
<div bgcolor="#FFFFFF" text="#000000"> Hi Patrick,
<div><br>
<br>
<br>
<div>On 11-09-2013 21:23, Patrik Dufresne wrote:<br>
</div>
<blockquote type="cite">
<div dir="ltr">Hello,
<div><br>
</div>
<div>I'm just getting started with CoinCbc.
I found the learning curve very steep
compare to GLPK where everything is
documented in details. I'm struggling with
all the object available to create a model
and solve it. To avoid any beginner
mistake, I'm asking the mailing list in
hope to get tips for my very specific
needs.</div>
<div><br>
</div>
<div>1. If I want to create a representation
of my problem using variables(columns) and
constraints(rows), should I use the <span style="text-align:center;font-family:Arial,Helvetica,sans-serif">OsiClpSolverInterface
or CoinModel?</span></div>
</div>
</blockquote>
</div>
<b>OsiClpSolverInterface</b> - this class inherits
from OsiSolverInterface so that any method you use
to create/modify your problem will be compatible
with other Osi Interfaces (e.g.: cplex <br>
by using OsiCpxSolverInterface)<br>
<br>
<a href="http://www.coin-or.org/Doxygen/Osi/classOsiSolverInterface.html" target="_blank">http://www.coin-or.org/Doxygen/Osi/classOsiSolverInterface.html</a>
<div><br>
<br>
<blockquote type="cite">
<div dir="ltr">
<div><span style="text-align:center;font-family:Arial,Helvetica,sans-serif"><br>
</span></div>
<div><span style="text-align:center;font-family:Arial,Helvetica,sans-serif">2.
If I need to do subsequent modification
to the problem (e.g.: adding variables
or constraints), can I reuse the same
object over and over again?</span></div>
</div>
</blockquote>
</div>
<b>Yes</b>
<div>
<blockquote type="cite">
<div dir="ltr">
<div>Basically, I need to create a problem.
Solve it. Add a new constraint. Solve it.
etc. etc. A snippet would be very welcome.</div>
</div>
</blockquote>
</div>
I do not have a small code here, but basically
what you need to do is:<br>
<br>
create an OsiClpSolverInterface<br>
<br>
after that you can cast the object to an
OsiSolverInterface pointer, so that all your calls
will be solver independent (not required)<br>
<br>
to create your problem:<br>
use methods <br>
<br>
addCol/addCols, addRow/addRows<br>
<br>
you can also use a CoinBuild object to to create
and populate constraints (I think this is easier)
:<br>
<a href="http://www.coin-or.org/Doxygen/CoinAll/class_coin_build.html" target="_blank">http://www.coin-or.org/Doxygen/CoinAll/class_coin_build.html</a><br>
<br>
basically you add rows to a CoinBuild object and
then add this object to OsiSolverInterface<br>
<br>
after your problem is built you can call
initialSolve to solve the LP<br>
<br>
Cheers<br>
<br>
<blockquote type="cite">
<div>
<div dir="ltr">
<div><br>
</div>
<div>Thanks</div>
<div><br>
</div>
<div>
<div>
<div dir="ltr">
<div>--</div>
Patrik Dufresne Service Logiciel
<div><a href="http://patrikdufresne.com/" target="_blank">http://patrikdufresne.com</a>/<br>
<div>
<div><a href="tel:514-971-6442" value="+15149716442" target="_blank">514-971-6442</a></div>
<div><a href="tel:438-738-1376" value="+14387381376" target="_blank">438-738-1376</a></div>
<div>114 rue des Hautbois, app1</div>
<div>St-Colomban, QC J5K 2H6</div>
</div>
</div>
</div>
</div>
</div>
</div>
<br>
<fieldset></fieldset>
<br>
</div>
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</font></span></pre>
<span><font color="#888888"> </font></span></blockquote>
<span><font color="#888888"> <br>
<pre cols="72">--
==================================================
Haroldo Gambini Santos
D.Sc, Computer Science
Universidade Federal de Ouro Preto
<a href="http://www.decom.ufop.br/haroldo/" target="_blank">http://www.decom.ufop.br/haroldo/</a></pre>
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</div>
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</div>
</div>
</div>
</div>
<br>
</div>
<br>
<fieldset></fieldset>
<br>
<pre>_______________________________________________
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</pre>
</blockquote>
<br>
<pre cols="72">--
==================================================
Haroldo Gambini Santos
D.Sc, Computer Science
Universidade Federal de Ouro Preto
<a href="http://www.decom.ufop.br/haroldo/" target="_blank">http://www.decom.ufop.br/haroldo/</a></pre>
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