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

[mg]

Thank you very much John for your kind assistance :)


2014-07-01 15:10 GMT+02:00 John Forrest <john.forrest at fastercoin.com>:

>  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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