[Cbc] CBC with an OA-based solver

[Ted Ralphs]

Hi Victor,

Could you give a few more details about what you're doing? What I
understand is that you are trying to use Cbc, but with the LP solver
(Clp) replaced by your OA-based solver and with an additional cut
generator that I guess generates the outer approximation dynamically.
If that's right, I don't really understand how you're replacing Clp
with your solver or why you need to do this. If your solver is a
linear solver, can't you just leave Clp in place and simply add the
cut generator you want to use to generate the outer approximation? In
general, it's not going to be too easy to replace Clp with another
solvers (this is discussed in a few recent threads on this mailing
list: http://list.coin-or.org/pipermail/cbc/). Have you checked out
Bonmin (http://projects.coin-or.org/Bonmin)? It uses Cbc to implement
an OA-based algorithm for solving convex NLPs. You could see how it
works and that might give you some ideas. You would also just use that
as a starting point and add your cut generator in there.

Cheers,

Ted

On Tue, Jul 13, 2010 at 9:57 AM, Victor Zverovich
<victor.zverovich at gmail.com> wrote:
> Dear All,
> I am trying to make CBC 2.4 work with an outer approximation based nonlinear
> solver.
> To this end I implemented an OsiSolverInterface for the solver and created a
> cut generator which is called when a solution is found.
> However CBC doesn't apply the cuts created by this generator, it only stores
> them in globalCuts_.
> I checked that the first cut is correct and that it cuts off the solution
> but for some reason it is never added and the execution goes on without any
> progress in the following loop in CbcModel::chooseBranch:
>   while (anyAction == -1) {
>     // Set objective value (not so obvious if NLP etc)
>     ...
> 1. Am I doing something wrong or is it a bug in CBC?
> 2. Is there an example of how to use CBC with a nonlinear solver? I have
> found qmip example which seems close but not exactly what I need.
> Thank you in advance,
> Victor
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>



-- 
Dr. Ted Ralphs
Associate Professor, Lehigh University
(610) 628-1280
ted 'at' lehigh 'dot' edu
coral.ie.lehigh.edu/~ted