[Cbc] Linear System Constraint Least Square

[soufiane khiat]

I can't use Intel Compiler for many reason (one of them is a non-optimal
code for AMD http://en.wikipedia.org/wiki/Intel_C++_Compiler#Criticism).
So I am constraint to use Visual Studio 2012 (v11), is not a problem for
major part Coin-OR project's. I can automatically update to v11 from
MSVisualStudio/v10 folder provided by projects.
I don't need specially a binary (dll or/and lib) I prefer to build it my
self with my own options, but many dependencies are not explicited, I know
on linux it is very easy to compile anythink (sudo apt-get ...package...) I
can get directly the correct package with dependencies after make + install
all my dependencies are installed, but is not a case for major part of the
people on Windows Environnement.
I can't use a webservice I have to provide a standalone for users.
I try to build all dependencies, but all are not specified, for exemple
Bonmin need IpOpt and IpOpt need mpi etc...
I saw some project delivered with Visual Studio and Full-Third Party
include on one archive, I think this initiative could be generalized.

Thanks for you time and your help

Cheers,

Soufiane



2013/10/19 Ted Ralphs <ted at lehigh.edu>

> Bonmin can be built fairly easily on x64 if you have access to an Intel
> 64-bit compiler. Is there a reason you specifically need 64-bit binaries? I
> will shortly release an installer for 32-bit Windows versions of the COIN
> solvers built with the 32-bit Intel Fortran compiler and the 32-bit version
> of Visual Studio. If you need 64-bit, there will also be a 64-bit version
> built with MinGW. The binary of Bonmin can only be used through AMPL,
> however. You might take a look at the Optimization Services project (
> https://projects.coin-or.org/OS), which provides alternative interfaces
> to Bonmin and many of the other COIN solvers.
>
> Cheers,
>
> Ted
>
>
> On Fri, Oct 18, 2013 at 7:36 PM, soufiane khiat <soufiane.khiat at gmail.com>wrote:
>
>> Hi,
>>
>> Yes indeed Bonmin look like what I need. But on windows it's a nightmare
>> to build. And binary distribution do not provide any release for Visual
>> Studio x64.
>>
>> Other project like:
>> - LaGO
>> - Couenne
>> - NLPAPI
>> ...
>>
>> Could provide a function to solve my MIQP ?
>>
>> Thanks for you help
>>
>> Soufiane
>>
>>
>>
>> 2013/10/17 Stefan Vigerske <stefan at math.hu-berlin.de>
>>
>>> Hi,
>>>
>>> you asked for an alternative interfaces to do MIQP with Cbc, not whether
>>> Cbc can solve your problem.
>>> I never tried solving (convex) MIQPs with Cbc. Within COIN-OR, I would
>>> probably go with Bonmin.
>>>
>>> Stefan
>>>
>>>
>>> On 10/17/2013 07:46 PM, soufiane khiat wrote:
>>>
>>>> Cbc do not allow us to solve this kind of problem?
>>>> Or any package on Coin-OR?
>>>>
>>>> Thanks
>>>>
>>>> Soufiane
>>>>
>>>>
>>>> 2013/10/17 Mike Steglich <mike.steglich at berlin.de>
>>>>
>>>>  An additional alternative for an open source MPL is CMPL (coliop.org).
>>>>>
>>>>> Mike
>>>>>
>>>>> Am 17.10.2013 um 16:26 schrieb Stefan Vigerske:
>>>>>
>>>>>  Hi,
>>>>>>
>>>>>> you might want to look into algebraic modeling languages then, e.g.,
>>>>>> Pyomo, ZIMPL for open source, and
>>>>>> AIMMS, AMPL, GAMS for commercial.
>>>>>>
>>>>>> Stefan
>>>>>>
>>>>>>
>>>>>> On 10/16/2013 08:18 PM, soufiane khiat wrote:
>>>>>>
>>>>>>> Hello,
>>>>>>>
>>>>>>> I'm new on Optimization topic. I try to minimize:
>>>>>>> ||Ax-b||_2
>>>>>>> Subject to a list of constraint {B_i, L_ij, E_ij}:
>>>>>>> B_i (each x_i could have a: no bound, min bound, max bound or both):
>>>>>>> min_i<=x_i<=max_i
>>>>>>>
>>>>>>> L_ij (with i != j, (i,j) On [1..N]):
>>>>>>> x_i + x_j = u_ij With u_ij = {0 OR 1}
>>>>>>>
>>>>>>> E_ij (with i != j, (i,j) On [1..N]):
>>>>>>> u_i >= x_i
>>>>>>> u_j >= x_j
>>>>>>> u_i + u_j <= 1 With (u_i, u_j) is Binary variable like u_ij on L_ij.
>>>>>>>
>>>>>>> I have no control on size of data, number of B_i, L_ij and E_ij it is
>>>>>>>
>>>>>> only
>>>>>
>>>>>> a data.
>>>>>>> A is a Matrix NxM, x and b is a vector. So I would like to find best
>>>>>>> as
>>>>>>> possible x to satisfact this constraints.
>>>>>>>
>>>>>>> My question is, how can I fill a CbcModel to describ this problem
>>>>>>>
>>>>>> without
>>>>>
>>>>>> *.mps file?
>>>>>>> It is possible to only provide a Matrix A and b?
>>>>>>>
>>>>>>> Thanks for you answers.
>>>>>>>
>>>>>>> Soufiane KHIAT
>>>>>>> Software Engineer
>>>>>>>
>>>>>>>
>>>>>>>
>>>>>>> ______________________________**_________________
>>>>>>> Cbc mailing list
>>>>>>> Cbc at list.coin-or.org
>>>>>>> http://list.coin-or.org/**mailman/listinfo/cbc<http://list.coin-or.org/mailman/listinfo/cbc>
>>>>>>>
>>>>>>>
>>>>>> ______________________________**_________________
>>>>>> Cbc mailing list
>>>>>> Cbc at list.coin-or.org
>>>>>> http://list.coin-or.org/**mailman/listinfo/cbc<http://list.coin-or.org/mailman/listinfo/cbc>
>>>>>>
>>>>>
>>>>>
>>>>>
>>>>
>>>
>>
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>
>
> --
> Dr. Ted Ralphs
> Associate Professor, Lehigh University
> (610) 628-1280
> ted 'at' lehigh 'dot' edu
> coral.ie.lehigh.edu/~ted
>
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