[Cbc] Initial integer feasible solution

[Robert Fourer]

Pratim,

 

AMPL includes the initial values of the variables in the file that it writes
for the solver, but it is up to each solver interface to decide what to do
with these values.  Most likely the current version of the CBC AMPL
interface is not making use of the initial values.  CBC's AMPL interface is
not part of the AMPL program; it was written (and may be enhanced)
independently of AMPL.  The source code for the interface can be found with
the rest of the CBC source.

 

Note that even if you supply an initial incumbent solution to a
branch-and-bound code such as CBC, it will have to build a search tree from
the root.  The initial solution may enable the tree to be pruned more
quickly, though.

 

Bob Fourer

4er at ampl.com

 

 

  _____  

From: Pratim Vakish [mailto:pratim_usc at hotmail.com] 
Sent: Friday, October 03, 2008 9:04 AM
To: 4er at iems.northwestern.edu; cbc at list.coin-or.org
Subject: RE: [Cbc] Initial integer feasible solution

 

Thanks Bob.

However, I think that I am doing what you suggest and it is not working.
Here is what I do.
I set my integer variables to a given value as follows:

let {i in T} x[i]:= xinit[i];

The solution defined by the xinit values is integer feasible.
However, CBC does not use this integer solution as the incumbent one in the
tree, since CBC takes a lot of time and nodes in the tree before coming up
with a first integer feasible solution.

So could you tell me why I am having this issue and how to resolve it?


Many thanks,

Pratim





  _____  

From: 4er at iems.northwestern.edu
To: pratim_usc at hotmail.com; cbc at list.coin-or.org
Subject: RE: [Cbc] Initial integer feasible solution
Date: Thu, 2 Oct 2008 23:51:09 -0500

Just assign the incumbent values to the AMPL variables, and AMPL will
automatically pass those values to the solver.  Then the solver is free to
do whatever it can with them.

 

Bob Fourer

4er at ampl.com

 

 

  _____  

From: cbc-bounces at list.coin-or.org [mailto:cbc-bounces at list.coin-or.org] On
Behalf Of Pratim Vakish
Sent: Thursday, October 02, 2008 8:12 PM
To: cbc at list.coin-or.org
Subject: [Cbc] Initial integer feasible solution

 

Hello,

I am solving large-scale MIP problems using the CBC solver and the AMPL
interface.

For some problems, I know an integer feasible solution of good "quality" and
I would like CBC to use it as first incumbent solution in the
branch-and-bound tree.
I think that the CBC option CbcModel::setBestSolution() allows to do that.

I use AMPL and I would like to know what is the AMPL command to use this
option?
How can I tell CBC (with AMPL) which solution I would like to use as first
incumbent solution?

Thanks very much,
 
Pratim

 

 

 

  _____  

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