[Cbc] New trunks and note on infeasibility ray.

[acw at ascent.com]

I'm obviously interested in the -extraVariables feature (though I'd like 
some guidance on how to pick the value). Is this available now from svn, 
or am I waiting for a version to be "published"?

Allan Wechsler



From:
John Forrest <john.forrest at fastercoin.com>
To:

Cc:
cbc at list.coin-or.org
Date:
03/19/2013 10:20 AM
Subject:
[Cbc] New trunks and note on infeasibility ray.



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 
http://faculty.sutd.edu.sg/~nannicini/index.php?page=publications

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 Allan Wechsler  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.

John Forrest
 


_______________________________________________
Cbc mailing list
Cbc at list.coin-or.org
http://list.coin-or.org/mailman/listinfo/cbc

-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/cbc/attachments/20130319/376c9cdd/attachment.html>