[Cbc] Huge constraint file

[Andrew Wald]

Hi Yves,

I don't claim to be an expert with Cbc, but I used a couple techniques that
were successful in my last project.

I had a pretty large workforce optimization problem that was wholly
intractable with Cbc; it took forever to reach even a 5% optimality gap
with CPLEX. Apart from throwing more computer at the problem, I found the
following to be helpful:

1) Try experimenting with different combinations of diving options. I ran a
bunch of tests and found that DivingVectorlength, by itself, was the most
effective for my formulation.
2) Try warm starts. I overly constrained my problem to something Cbc could
solve relatively quickly, which I then plugged back in as a feasible
integer starting point for the next run (where those constraints were
relaxed). This is what took me from intractability to something that Cbc
could churn through.

I hope this helps with your particular problem,
Andrew Wald



On Mon, Nov 3, 2014 at 5:02 AM, Yves Touchard <ytouch at dxo.com> wrote:

>  Hello,
>
> I have a (huge, more than one million of lines...) constraint file (
> https://www.dropbox.com/s/6y7oid24ecv8oh7/huge.lp?dl=0) taking a long
> time (around 4 hours) to be solved (Log file:
> https://www.dropbox.com/s/rx7m8xtzbe9wsd8/huge.log.txt?dl=0)
> I understand that such a huge file could be tricky for the solver. So,
> what is the best solution:
>
>    - Doing a pre-analysis to split the problem in two or more
>    sub-problems.
>    - Use specific options to reduce elapsed time (in a deterministic way
>    - such as gap). I tried with diving options but there was a memory
>    allocation error (
>    https://www.dropbox.com/s/rd00y6mfapedq17/hugeErr.log.txt?dl=0)
>    - Let you search and find if there is a way to speed up the coin
>    process.
>
> Thanks and regards,
>
> Yves Touchard
>
>
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