[Cbc] New trunks and note on infeasibility ray.
john.forrest at fastercoin.com
Tue Mar 19 10:19:48 EDT 2013
I have produced some new trunk versions. I found I had been updating
the wrong versions so Cbc/trunk will be updated again in a day or two.
Cgl has some fixes plus two cut generators donated by Giacomo
Nannicini. One is an alternative reduce and split generator (G.
Cornuejols and G. Nannicini. Practical strategies for generating rank-1
split cuts in mixed-integer linear programming. /Mathematical
Programming Computation/, 3(4):281-318, 2011) while the other is a
robust Gomory generator (G. Cornuejols, F. Margot and G. Nannicini. On
the safety of Gomory cut generators. /Mathematical Programming
Computation/) - see
As reduce and split cuts can be slow, the full benefit will not be felt before my next Cbc/trunk when there will be a parameter for specifying number of rounds to do for expensive cuts.
Coinutils/trunk has a few changes to presolve for special variables and badly scaled problems.
Cbc will change again, but one feature of interest to AllanWechsler is -extraVariables 20 (or some such) which switches on a trivial re-formulation to group variables with same cost together.
The feature which may affect people is for returning a primal infeasibility ray. The previous code passed the unit test, but on close examination that was when Clp had switched to Primal. Hopefully I have now got the signs right for Dual as well. So if you use infeasibility rays - try trunk and if fails reverse signs! At least it should be more consistent - and should be same as other Lp codes.
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