[Cbc-tickets] [COIN-OR Branch-and-Cut MIP Solver] #78: CBCSolver: bound in root node differs significantly in versions 2.0.0, 2.1.0, 2.2.2, 2.3.0

[COIN-OR Branch-and-Cut MIP Solver]

#78: CBCSolver: bound in root node differs significantly in versions 2.0.0,
2.1.0, 2.2.2, 2.3.0
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 Reporter:  tfahle      |       Owner:  somebody
     Type:  defect      |      Status:  new     
 Priority:  major       |   Milestone:          
Component:  component1  |     Version:          
 Keywords:              |  
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 We ran cbcSolver on Windows using Visual Studio2005
 on a testproblem and recogniced different initial bounds after cuts.

 In the default setting, CBC 2.1.0 delievers the best bound, followed by
 CBC 2.0.0.
 CBC 2.2.2 and 2.3.0 cannot improve the bounds significantly by cuts.
 In CBC 2.0.0 only probing cuts are active, all other versions use a mix of
 cuts.

 Using only probing cuts CBC 2.0.0 is best, all other versions cannot
 improve the LP bound at all.

 This result looks like there is a problem in probing cuts.

 However, parameter tuning for probing cuts allows to improve the bound of
 cbcSolve 2.1.0, whereas 2.2.2 and 2.3.0 are not affected by the tuning.

 On the other hand, when using a small driver that reads the mps, adds
 probing and calls branchandbound afterwards, no CBC version can improve
 bounds.

 This gives the impression that cbcSolve uses some more setting that
 improves probing efficiency in version 2.0.0 and 2.1.0, whereas the
 setting is missing or changed in versions 2.2.2 and 2.3.0


 '''Detailed results'''

 The testfile has an LP bound of 160.236 and an optimal IP bound of 246.296

 calling: cbcSolve testfile.mps -branch

 we get the following bounds in root node after adding cuts:
 ||  CBC 2.0.0           || 195.305 ||
 ||  CBC 2.1.0           || 221.561 ||
 ||  CBC 2.2.2 and 2.3.0 || 160.296, i.e. bound remains almost unchanged||

 In order to isolate the effect, we tried with probing cuts only:

 calling: cbcSolve testfile.mps -cuts off -probing on -branch
 we get the following bounds in root node after adding only probing cuts:
   ||CBC 2.0.0|| 195.305 ||(14 row cuts (6 active), 28 column cuts)||
   ||all others|| 160.236||(0 row cuts (0 active), 0 column cuts)||

 That is: Probing cuts are no longer effective on our input file in CBC
 2.1.0 - 2.3.0

 It should be noted that the preprocessed model already differs in size:
   ||CBC 2.0.0           || 588 rows, 494 columns (364 integer) and 3441
 elements||
   ||CBC 2.1.0           || 585 rows, 488 columns (364 integer) and 3435
 elements||
   ||CBC 2.2.2 and 2.3.0 || 585 rows, 466 columns (342 integer) and 3413
 elements||
 So we switched of preprocessing

 calling: cbcSolve testfile.mps -cuts off -probing on -preprocess off
 -presolve off -branch

 we obtain a bound of 206.922 in CBC 2.0.0, all other versions do not
 improve the root bound.


 Tracking down things a bit further, we found that cbcSolve.cpp changed
 some probing parameters when going from version 2.0.0 to 2.1.0. and later
 So we changed the source code of cbcSolve.cpp such that all probing
 generators use the same large parameter setting:
 maxPass=30, maxPassRoot=30, maxProbe=100, maxProbeRoot=500, maxLook=100,
 maxLookRoot=100, maxElements=2000.

 calling: cbcSolve testfile.mps -cuts off -probing on -branch

 we get the following bounds in root node after adding cuts:
   ||CBC 2.0.0 and 2.1.0 ||246.236||
   ||CBC 2.2.2 and 2.3.0 ||160.296||

 It seems that 2.1.0 can be tuned to produce a tighter bound when only
 using probing, whereas versions 2.2.2 and 2.3 cannot.

 However, a test with a very simple driver (derived from sample1.cpp and
 attached to this report) shows that the difference is not (only) in
 probing. There must be some more effects, as the simple driver that reads
 the mps file, adds a probing cut generator with the same parameter setting
 as above gives a root bound of 160.236
 in ''all'' tested versions.


 Please find attached the (zipped) mps file and a txt file containing parts
 of the logfiles of all runs. Also attached is the simple driver.

-- 
Ticket URL: <https://projects.coin-or.org/Cbc/ticket/78>
COIN-OR Branch-and-Cut MIP Solver <http://projects.coin-or.org/Cbc>
An LP-based branch-and-cut MIP solver.