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<p>Hi Pieter,</p>
<p> Thank you for your help. This worked really well.</p>
<p> When you say 'solving speed ... is not much better', do you mean
getting the optimum integer solution? I'm not finding a way for
CBC to close the gap. Currently it finds solutions near the
optimum but it never improves the lower bound. I tried to force
some of the cuts and add some passes on the root node to close the
gap and that works (-knapsack on -zero on -probing on -two on
-reduce on -passC -500), but even so it never closes the gap.
Maybe you tried something that works better than what I'm doing.</p>
<p>Also, I'm finding a different behaviour when I use threads.</p>
<p>With threads, I'm seeing this:</p>
<p>Clp0014I Perturbing problem by 0.001% of 8475.0548 - largest
nonzero change 0.028573899 ( 8.6852771%) - largest zero change
0.028525281<br>
Clp0006I 0 Obj 72758.18 Primal inf 0.499999 (1)<br>
Clp0000I Optimal - objective value 72758.5<br>
Clp0014I Perturbing problem by 0.001% of 8475.0548 - largest
nonzero change 0.0285666 ( 6.5510823%) - largest zero change
0.028414892<br>
Clp0006I 0 Obj 72758.319 Primal inf 0.4999964 (1)<br>
Clp0000I Optimal - objective value 72758.5</p>
<p>...</p>
<p>Clp0000I Optimal - objective value 94088<br>
Clp0006I 0 Obj 94088 Primal inf 0.090329922 (1)<br>
Node 340 depth 14 unsatisfied 204 sum 4.30143e+018 obj 94088 guess
97774.4 branching on 208<br>
Coin0506I Presolve 44 (-1828) rows, 27 (-4224) columns and 131
(-16032) elements<br>
Cgl0000I Cut generators found to be infeasible! (or unbounded)<br>
Pre-processing says infeasible<br>
Cbc0010I After 348 nodes, 59 on tree, 97161 best solution, best
possible 72758.5 (53.02 seconds)<br>
<br>
I'm guessing the preprocessor is being used with different
parameters, since that without threads, cbc is jumping to the
branch and bound without giving any message about this but I also
see that CBC is exploring some nodes so I'm not understanding what
I'm seeing.</p>
<p>Also, can anyone explain me the meaning of this line? Clp0000I
Optimal - objective value 94088</p>
<p>given that on the branch and bound we start with a best possible
72758.5? It looks as if preprocessing has done lots of work, we
could get a lower bound near the optimum but then it was discarded
because the 'cut generators found to be infeasible' (?).<br>
</p>
<p>As with the previous example model, we are getting the optimum
solution (97161) but not closing the gap.</p>
<p>I got this with the attached model and I'm running CBC with:</p>
<p>-import modelDbigM.lp -log 2 -threads 8 -cuts off -knapsack on
-zero on -probing on -two on -reduce on -passC -100 -constraint on
-solve<br>
</p>
Best regards,<br>
<br>
Rui<br>
<div class="moz-cite-prefix">On 29/11/2019 09:57, Pieter Zieschang
wrote:<br>
</div>
<blockquote type="cite"
cite="mid:OF93B5CA9E.28C47D72-ONC12584C1.0036426A-C12584C1.0036AA6F@modis.de"><span
style=" font-size:10pt;font-family:sans-serif">Hi,</span><br>
<br>
<span style=" font-size:10pt;font-family:sans-serif">try with : </span><br>
<br>
<span style=" font-size:10pt;font-family:sans-serif">/cbc
Problem.mps
-keepNames=on -threads=8 -dualt=1e-06 -perturb=on -pertvalue=61
-ratiogap=0.001
-multiple=8 -preprocess=aggregate -initialsolve
-export=Problem_initialsolved.mps</span><br>
<br>
<br>
<span style=" font-size:10pt;font-family:sans-serif">I wonder if
there
is any way to reduce the problem any further?</span><br>
<span style=" font-size:10pt;font-family:sans-serif">The cbc log
often
prints reduced to ... messages - any chance to do that without
completely
solving? Or is "initialsolve" all thats possible here?</span><br>
<br>
<span style=" font-size:10pt;font-family:sans-serif">(The file
size
shrinks but solving speed of the initialsolved MPS is not much
better,
only a little bit in my case)</span><br>
<br>
<br>
<br>
<span style=" font-size:10pt;color:#808080;font-family:Arial">Mit
freundlichen
Grüßen / Kind regards</span><br>
<span style=" font-size:12pt;color:#ffbf18;font-family:Calibri">________________________________________</span><br>
<br>
<span style=" font-size:12pt;font-family:Arial"><b>Pieter
Zieschang</b></span><br>
<br>
<span style=" font-size:7pt;font-family:Arial"><b>Modis IT
Outsourcing
GmbH</b></span><br>
<span style=" font-size:7pt;font-family:Arial">Atriumstraße 1,
04315
Leipzig</span><br>
<br>
<span style=" font-size:7pt;font-family:Arial">Amtsgericht
Düsseldorf:
HRB 78227</span><br>
<span style=" font-size:7pt;font-family:Arial">Geschäftsführer:
Martin
Wimmer, Andreas Buchelt, Jörg Brinkmann</span><br>
<br>
<a href="https://ito.modis.de/" moz-do-not-send="true"><span
style=" font-size:10pt;color:blue;font-family:Arial">ito.modis.de</span></a><br>
<br>
<br>
<br>
<br>
<br>
<br>
<span style=" font-size:9pt;color:#5f5f5f;font-family:sans-serif">From:
</span><span style="
font-size:9pt;font-family:sans-serif">"Rui
Patrocínio" <a class="moz-txt-link-rfc2396E" href="mailto:ruip@siscog.pt"><ruip@siscog.pt></a></span><br>
<span style=" font-size:9pt;color:#5f5f5f;font-family:sans-serif">To:
</span><span style="
font-size:9pt;font-family:sans-serif"><a class="moz-txt-link-abbreviated" href="mailto:cbc@list.coin-or.org">cbc@list.coin-or.org</a></span><br>
<span style=" font-size:9pt;color:#5f5f5f;font-family:sans-serif">Date:
</span><span style="
font-size:9pt;font-family:sans-serif">27.11.2019
16:28</span><br>
<span style=" font-size:9pt;color:#5f5f5f;font-family:sans-serif">Subject:
</span><span style="
font-size:9pt;font-family:sans-serif">Re:
[Cbc] Improving performance for binary model</span><br>
<span style=" font-size:9pt;color:#5f5f5f;font-family:sans-serif">Sent
by: </span><span style="
font-size:9pt;font-family:sans-serif">"Cbc"
<a class="moz-txt-link-rfc2396E" href="mailto:cbc-bounces@coin-or.org"><cbc-bounces@coin-or.org></a></span><br>
<hr noshade="noshade"><br>
<br>
<br>
<span style=" font-size:12pt">Hi John and others,</span><br>
<span style=" font-size:12pt"> I'm trying to export the
preprocessed
model with '-preprocess save' (getting a 'presolved.mps') file.
Redoing
the preprocess on the model of the presolved.mps file is not
making it
smaller. It's possible that I'm missing something. Is there any
other way
to export the preprocessed model to reproduce what you are
seeing?</span><br>
<span style=" font-size:12pt">Best regards,</span><br>
<span style=" font-size:12pt">Rui</span><br>
<br>
<span style=" font-size:12pt">On 11/23/2019 10:00 AM, John Forrest
wrote:</span><br>
<span style=" font-size:12pt">My guess is that Cbc is very bad at
handling
symmetry. There is a lot of symmetry and trying some of the
ways
that Cbc can deal with symmetry I can get a solution of 296773
fairly quickly,
but after an hour it does not seem to be closing the gap. The
other
area where Cbc is failing somewhat is preprocessing - if I
export the model
several times (each time doing presolve) then I can make it
smaller - this
obviously wrong. <br>
<br>
John Forrest <br>
<br>
On 22/11/2019 15:44, Rui Patrocínio wrote: </span><br>
<span style=" font-size:12pt">Hi, <br>
<br>
I'm trying to solve one instance of a problem that is taking
a long time to obtain a good solution. Since all variables are
binary,
probing and implication cuts are doing some work and RINS and
Vnd are apparently
also improving solutions. For other instances of the problem we
are solving,
CBC has an acceptable performance but for this instance
apparently there's
something going wrong (~20 seconds to get the optimum solution
with a commercial
solver versus never getting the optimum solution with CBC). <br>
<br>
If someone can take a look at the model and give me a hint
of what is going on, I would appreciate it. <br>
<br>
The model is at </span><a
href="https://drive.google.com/open?id=1bd4jWONmoyAKIi0oLa-AU-ZTu7_8qhb6"
moz-do-not-send="true"><span style=" font-size:12pt;color:blue"><u>https://drive.google.com/open?id=1bd4jWONmoyAKIi0oLa-AU-ZTu7_8qhb6</u></span></a><span
style=" font-size:12pt"><br>
<br>
-- <br>
SISCOG - Sistemas Cognitivos, SA <br>
<br>
*Rui Patrocínio* <br>
<br>
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<span style=" font-size:12pt">-- </span><br>
<span style=" font-size:10pt;color:#ff8100;font-family:Arial"></span><span
style="font-size:7pt;color:#808080"></span><br>
<span style="font-size:7pt;color:#808080"></span></blockquote>
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