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<div class="moz-cite-prefix">Alexis,<br>
<br>
I will try and get time over weekend to check whether the code is
actually working or just pretending.<br>
<br>
As you have given me data it should not be too difficult to make
sure that SOS2 and non-binary SOS1 work. I will see if I can get
it to work with any class e.g. lot-sizing.<br>
<br>
John<br>
On 27/05/15 19:14, Alexis wrote:<br>
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<div class="moz-cite-prefix">Hi John,<br>
<br>
I managed to implement something and it seems to work (?).<br>
<br>
Here is what I have done is somewhat pseudocode:<br>
<br>
OsiClpSolverInterface mySolver;<br>
Set Variables, Constraints and SOS2 Constraints in mySolver
(see Sample.lp file for the output)<br>
CbcModel myModel(mySolver);<br>
const char * argv2[] = { "cbc", "-directory", mydirectory,
"-mipStart", "solini.txt", "-solve", "-quit" }; where solini.txt
is a valid (partial) initial solution<br>
CbcMain1(7, argv2, myModel);<br>
<br>
I am saying it seems to work because the function
computeCompleteSolution(...) in CbcMipStartIO.cpp is
successfully called (returns 0) and the following code<br>
is called (in CbcSolver.cpp)<br>
<br>
int status = computeCompleteSolution(
babModel_, colNames, mipStart, &x[0], obj );<br>
if (!status) {<br>
babModel_->setBestSolution( &x[0],
static_cast<int>(x.size()), obj, false );<br>
babModel_->setSolutionCount(1);<br>
}<br>
<br>
Now a few words about the problem. Here is a typical SOS2
constraints (see Sample.lp file)<br>
<br>
SOS2CONS1: S2:: l_1_1:1 l_1_2:2 l_1_3:3 l_1_4:4 l_1_5:5 l_1_6:6
l_1_7:7 l_1_8:8 l_1_9:9 l_1_10:10 l_1_11:11 l_1_12:12 l_1_13:13
l_1_14:14 l_1_15:15 l_1_16:16 l_1_17:17 l_1_18:18 l_1_19:19
l_1_20:20 l_1_21:21 l_1_22:22 l_1_23:23 l_1_24:24 l_1_25:25
l_1_26:26 l_1_27:27 l_1_28:28 l_1_29:29 l_1_30:30 l_1_31:31
l_1_32:32 l_1_33:33 l_1_34:34 <br>
<br>
together with <br>
<br>
COVER_1: l_1_1 + l_1_2 + l_1_3 + l_1_4 + l_1_5 + l_1_6 + l_1_7
+ l_1_8 + l_1_9 + l_1_10<br>
+ l_1_11 + l_1_12 + l_1_13 + l_1_14 + l_1_15 + l_1_16 + l_1_17
+ l_1_18 + l_1_19 + l_1_20<br>
+ l_1_21 + l_1_22 + l_1_23 + l_1_24 + l_1_25 + l_1_26 + l_1_27
+ l_1_28 + l_1_29 + l_1_30<br>
+ l_1_31 + l_1_32 + l_1_33 + l_1_34 = 1<br>
<br>
and <br>
<br>
INTER_1: - u_1 -10.44566 l_1_1 -9.82066 l_1_2 -9.19566 l_1_3
-8.57066 l_1_4 -7.94566 l_1_5 -7.32066 l_1_6 -6.69566 l_1_7
-6.07066 l_1_8 -5.44566 l_1_9<br>
-4.82066 l_1_10 -4.19566 l_1_11 -3.57066 l_1_12 -2.94566 l_1_13
-2.32066 l_1_14 -2.25232 l_1_15 -1.69566 l_1_16 -1.07066 l_1_17
-0.61982 l_1_18 -0.44566 l_1_19<br>
+ 0.17934 l_1_20 + 0.26541 l_1_21 + 0.80434 l_1_22 + 1.42934
l_1_23 + 2.05434 l_1_24 + 2.67934 l_1_25 + 3.30434 l_1_26 +
3.92934 l_1_27 + 4.55434 l_1_28 + 5.17934 l_1_29<br>
+ 5.80434 l_1_30 + 6.42934 l_1_31 + 7.05434 l_1_32 + 7.67934
l_1_33 + 8.30434 l_1_34 = 0<br>
<br>
In "solini.txt", the value for u_1 is given so that sets the
l_1_i variables.<br>
<br>
Am I on the right track? I am still not sure 100% about what
mipStart does. Is it just calculating and setting up a feasible
solution (and an upper bound) for the B&B?<br>
<br>
Thanks again, I will keep you posted about my investigations.<br>
<br>
Alexis<br>
<br>
On 2015-05-20 7:27 AM, <a moz-do-not-send="true"
class="moz-txt-link-abbreviated"
href="mailto:cbc-request@list.coin-or.org">cbc-request@list.coin-or.org</a>
wrote:<br>
</div>
<blockquote
cite="mid:mailman.44.1432128426.8799.cbc@list.coin-or.org"
type="cite">
<pre wrap="">Send Cbc mailing list submissions to
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or, via email, send a message with subject or body 'help' to
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You can reach the person managing the list at
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When replying, please edit your Subject line so it is more specific
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Today's Topics:
1. Re: Cbc Digest, Vol 95, Issue 6 (Alexis)
2. Re: Cbc Digest, Vol 95, Issue 6 (John Forrest)
3. Re: Cbc Digest, Vol 95, Issue 6 (Haroldo Gambini Santos)
----------------------------------------------------------------------
Message: 1
Date: Tue, 19 May 2015 12:56:16 -0600
From: Alexis <a moz-do-not-send="true" class="moz-txt-link-rfc2396E" href="mailto:aguigue@softree.com"><aguigue@softree.com></a>
To: <a moz-do-not-send="true" class="moz-txt-link-abbreviated" href="mailto:cbc@list.coin-or.org">cbc@list.coin-or.org</a>
Subject: Re: [Cbc] Cbc Digest, Vol 95, Issue 6
Message-ID: <a moz-do-not-send="true" class="moz-txt-link-rfc2396E" href="mailto:555B8750.3010300@softree.com"><555B8750.3010300@softree.com></a>
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Thanks John
I have done preliminary testing of mipStart using standalone cbc. It
looks promising.
However, our real problems have a bunch of SOS2 constraints. I checked
but it does not
seems that cbc v2.9.0 can import/read such files yet, am I correct? The
other
thing I was wondering is that whether mipStart would work with SOS2
constraints?
Say we have a lp problem with binary variables and some SOS2
constraints, would
mipStart work by, again, just providing the values of the binary
variables, and
leaving the variables in the SOS2 constraints to be decided?
Also, is there some doc/pub about Haroldo implementation/method?
Thanks in advance
Alexis
On 2015-05-13 10:00 AM, <a moz-do-not-send="true" class="moz-txt-link-abbreviated" href="mailto:cbc-request@list.coin-or.org">cbc-request@list.coin-or.org</a> wrote:
</pre>
<blockquote type="cite">
<pre wrap="">Send Cbc mailing list submissions to
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To subscribe or unsubscribe via the World Wide Web, visit
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or, via email, send a message with subject or body 'help' to
<a moz-do-not-send="true" class="moz-txt-link-abbreviated" href="mailto:cbc-request@list.coin-or.org">cbc-request@list.coin-or.org</a>
You can reach the person managing the list at
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When replying, please edit your Subject line so it is more specific
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Today's Topics:
1. Re: Cbc Digest, Vol 95, Issue 5 (Alexis)
2. Re: Cbc Digest, Vol 95, Issue 5 (John Forrest)
----------------------------------------------------------------------
Message: 1
Date: Tue, 12 May 2015 11:09:58 -0600
From: Alexis <a moz-do-not-send="true" class="moz-txt-link-rfc2396E" href="mailto:aguigue@softree.com"><aguigue@softree.com></a>
To: <a moz-do-not-send="true" class="moz-txt-link-abbreviated" href="mailto:cbc@list.coin-or.org">cbc@list.coin-or.org</a>
Subject: Re: [Cbc] Cbc Digest, Vol 95, Issue 5
Message-ID: <a moz-do-not-send="true" class="moz-txt-link-rfc2396E" href="mailto:555233E6.8030501@softree.com"><555233E6.8030501@softree.com></a>
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Thanks John.
I am actually using the API. I found this example
<a moz-do-not-send="true" class="moz-txt-link-freetext" href="https://projects.coin-or.org/Cbc/browser/trunk/Cbc/examples/hotstart.cpp">https://projects.coin-or.org/Cbc/browser/trunk/Cbc/examples/hotstart.cpp</a>
I will try it. Is the example you were referring to?
On 2015-05-12 10:00 AM, <a moz-do-not-send="true" class="moz-txt-link-abbreviated" href="mailto:cbc-request@list.coin-or.org">cbc-request@list.coin-or.org</a> wrote:
</pre>
<blockquote type="cite">
<pre wrap="">Send Cbc mailing list submissions to
<a moz-do-not-send="true" class="moz-txt-link-abbreviated" href="mailto:cbc@list.coin-or.org">cbc@list.coin-or.org</a>
To subscribe or unsubscribe via the World Wide Web, visit
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or, via email, send a message with subject or body 'help' to
<a moz-do-not-send="true" class="moz-txt-link-abbreviated" href="mailto:cbc-request@list.coin-or.org">cbc-request@list.coin-or.org</a>
You can reach the person managing the list at
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When replying, please edit your Subject line so it is more specific
than "Re: Contents of Cbc digest..."
Today's Topics:
1. Hot Start for MIP (Alexis)
2. Re: Hot Start for MIP (John Forrest)
----------------------------------------------------------------------
Message: 1
Date: Mon, 11 May 2015 11:07:35 -0600
From: Alexis <a moz-do-not-send="true" class="moz-txt-link-rfc2396E" href="mailto:aguigue@softree.com"><aguigue@softree.com></a>
To: <a moz-do-not-send="true" class="moz-txt-link-abbreviated" href="mailto:cbc@list.coin-or.org">cbc@list.coin-or.org</a>
Subject: [Cbc] Hot Start for MIP
Message-ID: <a moz-do-not-send="true" class="moz-txt-link-rfc2396E" href="mailto:5550E1D7.8030902@softree.com"><5550E1D7.8030902@softree.com></a>
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I have got a large MIP to solve for which I would like to implement a
hot start strategy.
My understanding is that I should use the function
CbcModel::setHotstartSolution(const double *solution, const int
*priorities=NULL),
where solution assumes the same ''order'' of variables as defined for
the model itself. I am not so sure to understand the meaning of
the pointer priorities though. The hotstart solution I intend to give is
an actual feasible solution to the MIP.
Am I on the right track?
Thanks in advance for the help
</pre>
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<br>
<div class="moz-signature">-- <br>
Alexis Guigue, E.I.T., B.Eng., M.A.Sc., Ph.D. <br>
Software Engineer/Research Engineer <br>
<a moz-do-not-send="true">aguigue@softree.com</a> <br>
604-519-6222, ext. 3 <br>
<br>
<a moz-do-not-send="true" href="http://www.softree.com">Softree
Technical Systems Inc.</a> <br>
Engineering an Easier Way <br>
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