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John,<br>
<br>
On 03-11-2016 19:08, John Forrest wrote:<br>
<blockquote
cite="mid:7346754e-c48d-8e9e-817b-0eec9a6556ae@fastercoin.com"
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<div class="moz-cite-prefix">Fixed the assertion fail.<br>
<br>
I don't think, for difficult problems, it is possible to get
good results by replacing constraints by branching rules.<br>
<br>
I think a better approach is to make the LP solver faster for
problems with many constraints.<br>
<br>
I have added driverFat.cpp to Cbc/examples. It is not tidied
up, but may improve things for you. For a previously posted lp
- test.lp with 998212 rows and 106780 columns it solved
completely in under three hours (okay - using four threads).<br>
<br>
One could probably do better if the driver was more intelligent
on strong branching - which would not take long to code. As it
was, I just turned that off.<br>
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</blockquote>
<br>
I tried to solve the big test.lp with driverFat (single-threaded)
but it didn't reach any solution within ~70h. Also, I've found that
driverFat solves the smaller lp much slower than plain Cbc (even if
I disable strong branching).<br>
<br>
In any case, at this point, I will follow your advice and drop the
SOS approach. Cbc is working pretty well for smaller problems and
I'll decompose larger ones.<br>
<br>
Thanks for your help,<br>
Luís<br>
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