<br><font size=2 face="sans-serif">Matt: <br>
<br>
This isn't something I have time to work on right now, but if there's someone
out there (you?) who wants it and is willing to spend time on it -- your
leadership is welcome. </font>
<br>
<br><font size=2 face="sans-serif">In the meantime, if you'd add the enhancment
idea to the Cgl bug trackign system, it'll make sure the request isn't
lost. (Right now it's only on the wiki "wish list".)</font>
<br>
<br><font size=2 face="sans-serif">Robin</font>
<br><font size=2 face="sans-serif"><br>
----------------------------------------------------------------------------------<br>
Robin Lougee-Heimer, PhD<br>
Program Manager, COIN-OR<br>
IBM TJ Watson Research Center<br>
1101 Kitchawan Road, Yorktown Heights, NY 10598<br>
ph: 914-945-3032 fax: 914-945-3434 <br>
robinlh@us.ibm.com<br>
http://www.coin-or.org<br>
<br>
</font>
<br>
<br>
<br>
<table width=100%>
<tr valign=top>
<td width=40%><font size=1 face="sans-serif"><b>Matthew Galati <magh@lehigh.edu></b>
</font>
<br><font size=1 face="sans-serif">Sent by: cgl-bounces@list.coin-or.org</font>
<p><font size=1 face="sans-serif">08/09/2009 09:59 AM</font>
<td width=59%>
<table width=100%>
<tr valign=top>
<td>
<div align=right><font size=1 face="sans-serif">To</font></div>
<td><font size=1 face="sans-serif">cgl@list.coin-or.org, osi@list.coin-or.org</font>
<tr valign=top>
<td>
<div align=right><font size=1 face="sans-serif">cc</font></div>
<td>
<tr valign=top>
<td>
<div align=right><font size=1 face="sans-serif">Subject</font></div>
<td><font size=1 face="sans-serif">[Cgl] feature request towards independent
CGL API</font></table>
<br>
<table>
<tr valign=top>
<td>
<td></table>
<br></table>
<br>
<br>
<br><font size=3>I have a feature request... or more generally just a question
if CGL folks think this is possible.<br>
<br>
If you recall, a long time ago, I had requested CGL to be independent of
any LP solver. I understand that this would require a lot of work and that
request will probably not happen any time soon.<br>
<br>
In the mean time, I wondered if the following two things are possible.<br>
<br>
Let's say I store a "problem" in an Osi object. This Osi object,
call it cglOsi, really just stores the problem and is not actually used
to solve anything. Another Osi object, call it solveOsi, is solving something
on the side and generating points for which we want to finding separating
hyperplanes valid for the problem (i.e., cuts using CGL).<br>
<br>
Using things like CglKnap, CglClique, etc are no problem. Once I get a
solution, call it x, from solveOsi, and I want to generate a cut, I just
set the column solution in cglOsi to x and then generateCuts. The tricky
part is something like CglGomory that uses LP information (specifically,
basis information from simplex).<br>
<br>
To make this work, can we<br>
<br>
(1) Assuming solveOsi was solved with simplex and we have basis information,
can we set x AND set the basis information in cglOsi and the proceed with
cglOsi.generateCuts( )? Would that work?<br>
<br>
(2) In a more extreme case... say solveOsi was not solved with simplex
- but "some other way", and we have a solution x, but no basis.
Presumably there is some kind of crossover available for those folks doing
interior point codes which goes from some solution x and crosses over to
a basic solution so that simplex can proceed. How is that done with COIN?
Clp? Is there a crossover function? Can this be surfaced in OSI? I suspect
the other vendors like Cpx have that too . So, assuming we can now generate
a basis and x, we can do (1) and generate gomory cuts in our cglOsi?<br>
<br>
Can an API that supports the above (a) work at all? (b) be added to Osi
and/or Cgl?<br>
<br>
Thanks,<br>
Matt </font><tt><font size=2>_______________________________________________<br>
Cgl mailing list<br>
Cgl@list.coin-or.org<br>
http://list.coin-or.org/mailman/listinfo/cgl<br>
</font></tt>
<br>