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<p class="MsoNormal">Hi,<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">I am trying to write a problem specific cut generator. When I do<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><span style="font-size:9.5pt;font-family:Consolas;color:blue">class</span><span style="font-size:9.5pt;font-family:Consolas;color:black">
</span><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF">CustomCutGenerator</span><span style="font-size:9.5pt;font-family:Consolas;color:black"> :
</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">public</span><span style="font-size:9.5pt;font-family:Consolas;color:black">
</span><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF">CglCutGenerator<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF">{<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF"> // implement my cuts here<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF">}</span> <o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">and CbcModel::<span style="font-size:9.5pt;font-family:Consolas;color:black">addCutGenerator() afterwards, the cut generator is called with a
</span><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF">OsiSolverInterface that has less columns than the original model (due to presolving?). For reasons my cut generator only works on the original problem and requires the solution of the relaxation.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF">Is there an easy way to transform the current continuous solution from the OsiSolverInterface to the original model and the generated cuts back to the presolved one? I know
that gurobi is doing this behind the scenes (but requires some non-default presolve settings [1] to work), but I’d like to use CBC.
<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF">The only workaround I found so far is to completely disable presolve – not very nice…<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF">Thanks<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF">Tobias<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF">[1] https://www.gurobi.com/documentation/7.0/refman/py_model_cbcut.html#pythonmethod:Model.cbCut<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF"><o:p> </o:p></span></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
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