[Cbc] [CBC] Need advice to allow coexistence of heuristics and semi-continuous objects

mg giunto.cardanico at gmail.com
Tue Jul 1 06:06:10 EDT 2014


Hi All,
I'm currently solving a complex (lot-sizing like) problem where some
variables are semi-continuous in the sense that they're zero or greater
than a certain threshold.

Of course this discontinuity can be implemented either using a binary
variable or using a CbcLotSize branching object, with the latter being
theoretically more efficient than the former.

Problem is, if I introduce a LotSize object, this automatically disable all
the heuristics  (I'm solving the problem through CallCBC) since they do not
support objects other than integers or SOS...

But as I said the problem is complex, the time to solve it is limited and
the heuristics usually greatly help in finding the best solution.

Do you have any suggestion on how to work around this issue ?
Should I introduce a binary variable instead of the branch object ?

Thanks in advance,
Marco

P.S.
I'm using CBC trunk
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