[Coin-discuss] CGL design

[Matthew Galati]

Hi,

I would like to be able to use the CGL objects in a manner which is not 
so dependent on OSI. For example, the idea of any cut generator object 
is to return separating hyperplanes given a polyhedral description (the 
linear model) and a point (typically the solution of some LP). But, in 
my context, I found my point some other way (not by solving an LP) and 
would like to just feed CGL the polyhedron and my point (double * x), 
and get back valid inequalities that separate. For some classes of cuts, 
this is clearly not possible - or, at least, not straightforward (e.g., 
gomory). But, for others, it should be possible and would be a cleaner 
and more flexible design. Right now, I try to fake it, by creating a 
dummy OSI object, loading the polyhedron (si.loadProblem), and setting 
the point (si.setColSolution). Then I can use CGL. But, this itself is 
not safe, as I have noticed, since some of the cut generators use other 
information from OSI, like reduced costs - but as far as I can tell, 
there is no way to set the reduced costs in OSI - so I must avoid any 
cut generators that access reduced costs.

Thoughts?
Matt

-- 
Matthew Galati - Optimization Developer
SAS Institute - Analytical Solutions
Phone 919-531-0332, R5327
Fax   919-677-4444
http://coral.ie.lehigh.edu/~magh
http://ordlnx2.na.sas.com/projects/OptWiki
http://www.sas.com/technologies/analytics/optimization/