[Cbc] Cuts and Integer Solutions in CBC

[John J Forrest]

Haroldo,

There may be bugs in the code but I think that you need to change some of
the options in the CbcCutGenerator before you pass it to Cbc.  In
particular setMustCallAgain(true) will say keep adding cuts as long as
there are any.

The deafult will stop after a few passes, which is probably why you are
seeing what is happening.

John Forrest


                                                                                                                           
  From:       "Haroldo Santos" <haroldo.santos at gmail.com>                                                                  
                                                                                                                           
  To:         cbc at list.coin-or.org                                                                                         
                                                                                                                           
  Date:       05/20/2008 09:23 AM                                                                                          
                                                                                                                           
  Subject:    [Cbc] Cuts and Integer Solutions in CBC                                                                      
                                                                                                                           





Hi All,

I'm working with a MIP with an exponential number of constraints. To define
the problem we need this huge amount of rows.
So, I defined a cbcmodel with a small subset of these constraints and added
an specialization of CglCutGenerator to dynamically insert the other rows,
as needed.
However, in the first iterations cbcmodel finds an Integer solution and
stops the search, even if new cuts were added.
Note that these "cuts" are not cuts in the traditional way: they do not cut
fractional solutions. Instead, they define the problem.
Is there any way to tell cbc that if new cuts were added, it must continue
the search ?
I think that in CPLEX this can be done by the so called "lazy constraints".

Best regards,

Haroldo

--
===============================================================
Haroldo Gambini Santos
http://www.ic.uff.br/~hsantos
hsantos at ic.uff.br
Instituto de Computacao - Universidade Federal Fluminense
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