[Cbc] Cbc with a linear solver using dual simplex
Mathieu LACROIX
lacroix at isima.fr
Fri Jul 11 08:10:16 EDT 2008
Hi,
I am using cbc to solve a branch and cut with clp as linear solver. The
code works fine but the problem is that the linear relaxation takes a
long time to be solved. I changed my code to compute the linear
relaxation using the dual simplex algorithm
( dynamic_cast<OsiClpSolverInterface*>
(osiLPsolver)->getModelPtr()->initialDualSolve(); instead of
osiLPsolver->initialSolve() ) and the linear relaxation was computed
really faster (3 minutes instead of 50 minutes). If I tried to then
solve the problem (and not the linear relaxation) to optimality, no
solution is found with the dual simplex algorithm (If I solve the
problem with osiLPsolver->initialSolve(), I have a solution). However,
the linear relaxation optimal values obtained with the two method are
equal.
I suppose that the way I call the dual simplex algorithm is not correct
but I did not find how to do this. Has somebody already done this,
please? Or maybe it is not possible to use Cbc with the dual simplex
algorithm for the linear solver?
Thanks,
Mathieu
--
Mathieu LACROIX
mathieu.lacroix at isima.fr
Université Blaise Pascal - Clermont Fd II
Laboratoire LIMOS
Bâtiment ISIMA - Bureau D112
Complexe scientifique des Cézeaux
63 177 Aubière, Cedex - France
Tel : 04.73.40.79.48
Fax : 04.73.40.76.39
More information about the Cbc
mailing list