<div dir="ltr">Hi Yves,<div><br></div><div>I don't claim to be an expert with Cbc, but I used a couple techniques that were successful in my last project.<br></div><div><br></div><div>I had a pretty large workforce optimization problem that was wholly intractable with Cbc; it took forever to reach even a 5% optimality gap with CPLEX. Apart from throwing more computer at the problem, I found the following to be helpful:</div><div><br></div><div>1) Try experimenting with different combinations of diving options. I ran a bunch of tests and found that DivingVectorlength, by itself, was the most effective for my formulation. </div><div>2) Try warm starts. I overly constrained my problem to something Cbc could solve relatively quickly, which I then plugged back in as a feasible integer starting point for the next run (where those constraints were relaxed). This is what took me from intractability to something that Cbc could churn through.</div><div><br></div><div>I hope this helps with your particular problem,</div><div>Andrew Wald</div><div><br></div><div><br></div></div><div class="gmail_extra"><br><div class="gmail_quote">On Mon, Nov 3, 2014 at 5:02 AM, Yves Touchard <span dir="ltr"><<a href="mailto:ytouch@dxo.com" target="_blank">ytouch@dxo.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
<div bgcolor="#FFFFFF" text="#000000">
<font size="-1">Hello,<br>
<br>
<font size="-1">I have a (huge, </font></font><font size="-1"><font size="-1"><font size="-1"><font size="-1">more than one million of lines...</font></font>) constraint file (</font></font><small><a href="https://www.dropbox.com/s/6y7oid24ecv8oh7/huge.lp?dl=0" target="_blank">https://www.dropbox.com/s/6y7oid24ecv8oh7/huge.lp?dl=0</a></small><font size="-1"><font size="-1">)
<font size="-1">taking a lo<font size="-1">n<font size="-1">g time (aroun<font size="-1">d 4 hours) to be solved<font size="-1"> (</font>Log file</font></font></font></font></font>:<font size="-1">
</font></font><small><a href="https://www.dropbox.com/s/rx7m8xtzbe9wsd8/huge.log.txt?dl=0" target="_blank">https://www.dropbox.com/s/rx7m8xtzbe9wsd8/huge.log.txt?dl=0</a>)<br>
I understand that such a huge file could be tricky for the solver. So, what is the best solution:<br>
</small>
<ul>
<li><small>Doing a pre-analysis to split the problem in two or more sub-problems.</small>
</li><li><small>Use specific options to reduce elapsed time (in a deterministic way - such as gap). I tried with diving options but there was a memory allocation error (<a href="https://www.dropbox.com/s/rd00y6mfapedq17/hugeErr.log.txt?dl=0" target="_blank">https://www.dropbox.com/s/rd00y6mfapedq17/hugeErr.log.txt?dl=0</a>)</small>
</li><li><small>Let you search and find if there is a way to speed up the coin process.</small>
</li></ul>
<p><small>Thanks and regards,<br>
</small></p>
<p><small>Yves Touchard</small><br>
</p>
<br>
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