<html xmlns:v="urn:schemas-microsoft-com:vml" xmlns:o="urn:schemas-microsoft-com:office:office" xmlns:w="urn:schemas-microsoft-com:office:word" xmlns:m="http://schemas.microsoft.com/office/2004/12/omml" xmlns="http://www.w3.org/TR/REC-html40">
<head>
<meta http-equiv=Content-Type content="text/html; charset=us-ascii">
<meta name=Generator content="Microsoft Word 12 (filtered medium)">
<!--[if !mso]>
<style>
v\:* {behavior:url(#default#VML);}
o\:* {behavior:url(#default#VML);}
w\:* {behavior:url(#default#VML);}
.shape {behavior:url(#default#VML);}
</style>
<![endif]-->
<style>
<!--
/* Font Definitions */
@font-face
{font-family:"Cambria Math";
panose-1:2 4 5 3 5 4 6 3 2 4;}
@font-face
{font-family:Calibri;
panose-1:2 15 5 2 2 2 4 3 2 4;}
@font-face
{font-family:Tahoma;
panose-1:2 11 6 4 3 5 4 4 2 4;}
/* Style Definitions */
p.MsoNormal, li.MsoNormal, div.MsoNormal
{margin:0in;
margin-bottom:.0001pt;
font-size:11.0pt;
font-family:"Calibri","sans-serif";}
a:link, span.MsoHyperlink
{mso-style-priority:99;
color:blue;
text-decoration:underline;}
a:visited, span.MsoHyperlinkFollowed
{mso-style-priority:99;
color:purple;
text-decoration:underline;}
p.MsoAcetate, li.MsoAcetate, div.MsoAcetate
{mso-style-priority:99;
mso-style-link:"Balloon Text Char";
margin:0in;
margin-bottom:.0001pt;
font-size:8.0pt;
font-family:"Tahoma","sans-serif";}
p.MsoListParagraph, li.MsoListParagraph, div.MsoListParagraph
{mso-style-priority:34;
margin-top:0in;
margin-right:0in;
margin-bottom:0in;
margin-left:.5in;
margin-bottom:.0001pt;
font-size:11.0pt;
font-family:"Calibri","sans-serif";}
span.BalloonTextChar
{mso-style-name:"Balloon Text Char";
mso-style-priority:99;
mso-style-link:"Balloon Text";
font-family:"Tahoma","sans-serif";}
span.EmailStyle20
{mso-style-type:personal;
font-family:"Calibri","sans-serif";
color:windowtext;}
span.EmailStyle21
{mso-style-type:personal-reply;
font-family:"Calibri","sans-serif";
color:#1F497D;}
.MsoChpDefault
{mso-style-type:export-only;
font-size:10.0pt;}
@page Section1
{size:8.5in 11.0in;
margin:1.0in 1.0in 1.0in 1.0in;}
div.Section1
{page:Section1;}
/* List Definitions */
@list l0
{mso-list-id:388266176;
mso-list-type:hybrid;
mso-list-template-ids:196660166 922242108 67698691 67698693 67698689 67698691 67698693 67698689 67698691 67698693;}
@list l0:level1
{mso-level-start-at:0;
mso-level-number-format:bullet;
mso-level-text:-;
mso-level-tab-stop:none;
mso-level-number-position:left;
text-indent:-.25in;
font-family:"Calibri","sans-serif";
mso-fareast-font-family:Calibri;
mso-bidi-font-family:"Times New Roman";}
@list l0:level2
{mso-level-tab-stop:1.0in;
mso-level-number-position:left;
text-indent:-.25in;}
@list l0:level3
{mso-level-tab-stop:1.5in;
mso-level-number-position:left;
text-indent:-.25in;}
@list l0:level4
{mso-level-tab-stop:2.0in;
mso-level-number-position:left;
text-indent:-.25in;}
@list l0:level5
{mso-level-tab-stop:2.5in;
mso-level-number-position:left;
text-indent:-.25in;}
@list l0:level6
{mso-level-tab-stop:3.0in;
mso-level-number-position:left;
text-indent:-.25in;}
@list l0:level7
{mso-level-tab-stop:3.5in;
mso-level-number-position:left;
text-indent:-.25in;}
@list l0:level8
{mso-level-tab-stop:4.0in;
mso-level-number-position:left;
text-indent:-.25in;}
@list l0:level9
{mso-level-tab-stop:4.5in;
mso-level-number-position:left;
text-indent:-.25in;}
ol
{margin-bottom:0in;}
ul
{margin-bottom:0in;}
-->
</style>
<!--[if gte mso 9]><xml>
<o:shapedefaults v:ext="edit" spidmax="1026" />
</xml><![endif]--><!--[if gte mso 9]><xml>
<o:shapelayout v:ext="edit">
<o:idmap v:ext="edit" data="1" />
</o:shapelayout></xml><![endif]-->
</head>
<body lang=EN-US link=blue vlink=purple>
<div class=Section1>
<p class=MsoNormal>Hi,<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal>I understand that the branchAndBound support within OsiClp is
meant to be only basic. Still:<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal>How can I branchAndBound(), then add a constraint, and
branchAndBound() again?<o:p></o:p></p>
<p class=MsoNormal>Just like that, it doesn’t work. With CBC’s
saveReferenceModel in mind, I tried<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> OsiClpSolverInterface
model;<o:p></o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'><o:p> </o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> <span
style='color:blue'>int</span> start[] = { 0, 1, 2};<o:p></o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> <span
style='color:blue'>int</span> index[] = { 0, 0};<o:p></o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> <span
style='color:blue'>double</span> values[] = {1.0, 2.0};<o:p></o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> <span
style='color:blue'>double</span> collb[] = {0.0, 0.0};<o:p></o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> <span
style='color:blue'>double</span> colub[] = {10.0, 10.0};<o:p></o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> <span
style='color:blue'>double</span> obj[] = { 1.0, 1.0};<o:p></o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> <span
style='color:blue'>double</span> rowlb[] = { 0.0};<o:p></o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> <span
style='color:blue'>double</span> rowub[]= { 3.9};<o:p></o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'><o:p> </o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> <span
style='color:green'>// obj: Max x0 + x1<o:p></o:p></span></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> <span
style='color:green'>// st. x0 + 2 x1 <= 3.9<o:p></o:p></span></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> <span
style='color:green'>// 0
<= x0 <= 10 and integer<o:p></o:p></span></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> <span
style='color:green'>// 0 <=
x1 <= 10<o:p></o:p></span></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> model.loadProblem(2,
1, start, index, values, collb, colub, obj, rowlb, rowub);<o:p></o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> model.setInteger(0);<o:p></o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> model.setObjSense(-1.0);<o:p></o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'><o:p> </o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> model.saveBaseModel();
<span style='color:green'>// maybe this helps, and restoreBaseModel(1)<o:p></o:p></span></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> model.branchAndBound();<o:p></o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> <span
style='color:blue'>bool</span> optimal = model.isProvenOptimal(); <o:p></o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> <span
style='color:blue'>const</span> <span style='color:blue'>double</span> *val =
model.getColSolution(); <span style='color:green'>// x0 = 3, x1 = 0.45<o:p></o:p></span></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> model.restoreBaseModel(1);<o:p></o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'><o:p> </o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> <span
style='color:blue'>const</span> <span style='color:blue'>int</span> rowCols[] =
{0};<o:p></o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> <span
style='color:blue'>const</span> <span style='color:blue'>double</span>
rowElements = { 1.0};<o:p></o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'><o:p> </o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> <span
style='color:green'>// add x0 <= 2, and solve once again.<o:p></o:p></span></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> CoinPackedVector v(1,
rowCols, rowElements);<o:p></o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> model.addRow(v, 0.0,
2.0);<o:p></o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> model.branchAndBound();<o:p></o:p></span></p>
<p class=MsoNormal style='text-autospace:none'><span style='font-size:10.0pt;
font-family:"Courier New"'> optimal =
model.isProvenOptimal(); <span style='color:green'>// should be x0 = 2, x1 =
0.95<o:p></o:p></span></span></p>
<p class=MsoNormal><span style='font-size:10.0pt;font-family:"Courier New"'><o:p> </o:p></span></p>
<p class=MsoNormal>Gives the output<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal style='text-indent:.5in'><b>Clp0006I 0 Obj 3.45 Primal
inf 1 (1) Dual inf 1e+010 (1)<o:p></o:p></b></p>
<p class=MsoNormal style='text-indent:.5in'><b>Clp0006I 1 Obj 2.95<o:p></o:p></b></p>
<p class=MsoNormal style='text-indent:.5in'><b>Clp0000I Optimal - objective
value 2.95<o:p></o:p></b></p>
<p class=MsoNormal style='text-indent:.5in'><b>The LP relaxation is infeasible<o:p></o:p></b></p>
<p class=MsoNormal><b><o:p> </o:p></b></p>
<p class=MsoNormal>So, almost there, but for some reason “The LP
relaxation is infeasible”. The reasons seems to be that within
branchAndBound, the test “isDualObjLimitReached” of the
initialSolve returns true..<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal>Note, I’m not working with the very latest sources, so
if you cannot reproduce this…<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal>Thanks,<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal>Jan-Willem<o:p></o:p></p>
<p class=MsoNormal><span style='color:#1F497D'><o:p> </o:p></span></p>
</div>
</body>
</html>