[Cbc] Using hotstarting functionality with modifications

[Haroldo Santos]

Hi Ed,

I think that at the start of the MIP search there are some very
expensive routines which do not use any information of previous
solutions.

In particular, doing strong branching is very expensive.

If you want to speed up the restart, perhaps one useful option would
be to disable strong branching.

setNumberStrong( 0 )


On Mon, Jul 26, 2010 at 7:04 PM, Ed Bulog <ebul014 at aucklanduni.ac.nz> wrote:
> Dear All,
>
> I have a large IP which I will be modifying constantly (by adding/removing
> coulmns) and resolving after each modification. I am trying to see if there
> is some way I could re-use the previous solution to make each solve faster.
> The obvious problem is that by adding and removing columns each time I have
> no way of guaranteeing that the previous solution will still be feasible,
> let alone optimal.
>
> I have experimented with the cbc example files (mostly hotstart.cpp,
> modify.cpp and repeat.cpp). It would be ideal if I could solve the problem,
> modify it and then re-use the previous solution in a hotstart. My basic
> approach is:
>  - call model.initialSolve()
>  - call model.branchandbound()
>  - save the bestSolution array
>  - remove some columns from the reference solver
>  - add some columns to the reference solver
>  - modify the bestSolution array accordingly (i.e. remove entries
> corresponding to deleted columns and add zeros for new columns)
>  - call model.resetToReferenceSolver()
>  - call model.setHotstartSolution(
> bestSolution)
>  - resolve using model.branchandbound()
>
> However, this approach does not seem to do anything particularly useful.
> branchandbound() does not appear to do anything differently from what it
> does when I do not use the hotstart solution.
>
> Does 'hotstarting' only work if the model remains unchanged (as in
> hotstart.cpp)? Does anyone have any other suggestions? Your help is greatly
> appreciated.
>
> Thank you for your time,
>
> Ed
>
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>



-- 
=============================================================
Haroldo Gambini Santos
Computing Department - Universidade Federal de Ouro Preto - UFOP
email: haroldo [at ] iceb.ufop.br
home/research page: http://www.iceb.ufop.br/decom/prof/haroldo/

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