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

[John Forrest]

Marco,

There was an option to try heuristics even if it looked unpromising.  I 
have modified code so that if this is set then heuristics do not get 
switched off even if unknown branching objects.

When I did this code entered heuristics, but feasibility pump decided it 
wasn't worth it on your tiny problem (too high a proportion of general 
integer variables).  There was a way to tell that particular heuristic 
to carry on.  You can see the way that was set in attached sample.

It should all be safe - although it is possible an heuristic may get a 
solution which is then thrown out on closer inspection - but that's OK.

John Forrest
On 01/07/14 11:06, mg wrote:
> 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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