[Cbc] Using CBC as a primal heuristic solver
Fei Peng
fpeng at cs.cmu.edu
Tue Jan 28 14:25:35 EST 2014
Hi,
I'm new to using CBC, and what I'm trying to do might be a little
different from most:
I have a branch-and-price solver that I coded up for my mip problem,
from which I'll get various fractional and integer solutions at
different nodes. I'd like to use Cbc and its general purpose primal
heuristics (e.g. feasibility pump and RINS) to try and find feasible
integer solutions to my problem, but I don't want to use Cbc to solve
the full problem for me (b/c its too big and slow and that's the reason
I'm solving it with B&P).
I can give the full problem to cbc, invoke it and run a number of
heuristics at the root node (and maybe a number of additional nodes),
however, is there a way to pass a fractional/integer solution to cbc,
and have it run some heuristics just with that solution (e.g. feaspump
for fractional and RINS for integer)? I'm not sure if
sethotstart/setbestsolution already does that (the reference page is
rather vague) but my guess is that a feasible integer sol passed to cbc
is used as a new upper bound but not anything else? Please advise
Thanks much!
Fei
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