[Cbc] heuristics in binary variables

Hruby Martin hrubym at fit.vutbr.cz
Thu Apr 14 04:14:14 EDT 2011


Hello,

I am implementing a rather large optimizer working in binary variables 
(columns). The rows are in form

sum variables = 1
sum variables <= 1
sum var_1 - sum var_2 >= number

so not very various and the number of rows is significantly lower then 
number of columns (probably usual).

The computing time is very bad even with rather small problems (e.g. 1000 
columns). There might be some help using a heuristics, but, at the moment, 
I do not know how to implement it; and this is my question to You.

The modeled problem has a characteristics which can be computed before the 
start of branchAndCut or even dynamically during its branching process: 
setting a variable to 1 enforces setting some others to 0 (or some to 1 as 
well) - see above. I assume that this can be done by modifying the lower 
and upper bounds of the columns.

Will You please make some suggestions to me? I have studied the heuristics 
in the Cbc library but I did not understand well the mechanism of invoking 
the heuristics procedure.

thanks a lot

regards

Martin Hruby




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