[Cbc] Intermediate results via CbcModel.bestSolution()

[John Forrest]

bestSolution() never decompressed solution so you just must have been
lucky.

If you did CglPreProcess and pass a pointer to that in to the handler
using bestSolution() then you can pick up originalColumns() and put the
solution back into the original model.

John Forrest



On Thu, 2010-07-15 at 11:27 -0400, acw at ascent.com wrote:
> In our application, we pose biggish problems to Cbc, which then goes
> off and spends quite a while solving them.  Even before we get the
> optimal solution, we can make use of any solutions Cbc finds along the
> way. 
> 
> So, during the solution process, when we see that Cbc has improved its
> best result, we query the CbcModel using bestSolution(). 
> 
> Recently we've started encountering a problem where the returned
> solution is much shorter than expected.  Looking at the number of
> columns in the solution makes us suspect that we are seeing solutions
> to the processed model, and not to the original one.  That is, Cbc is
> boiling the problem down to a smaller, equivalent problem, and solving
> that; when it's completely finished it inverts the transformation to
> give a solution to the original problem.  But if we interrupt it, we
> find an intermediate solution to the transformed problem, not the
> original. 
> 
> This makes a certain amount of sense, but it didn't use to happen.  In
> a previous Cbc version, either the model was not compressed in the
> same way, or bestSolution() inverted the compression regardless of
> whether the solution was complete. 
> 
> Is this change in behavior intentional?  If so, does there remain any
> supported way to extract an intermediate solution to the problem as
> posed? 
> 
> Thank you; our experience with Cbc has been overwhelmingly positive,
> and we're sure there's an easy solution to this glitch as there have
> been for every problem we've encountered in the past.
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