[Cbc] [Clp] New Pivot selection rule in Clp

John Forrest john.forrest at fastercoin.com
Fri Jun 26 07:08:26 EDT 2015


Am looking into cbc - may take a day or two.

On 25/06/15 21:39, Matthew Gidden wrote:
> Hi John,
>
> This is great! Is there a way to pass this rule through the CBC CLI 
> for use in relaxations?
>
> On Thu, Jun 25, 2015 at 3:23 PM, John Forrest 
> <john.forrest at fastercoin.com <mailto:john.forrest at fastercoin.com>> wrote:
>
>     At the last INFORMS I learnt about a very interesting idea on
>     pivot selection for degenerate problems.  Using donated code, this
>     is now in Clp trunk.   The idea is to do a bit more work to
>     identify which variables are likely to lead to a degenerate move
>     and avoid them.
>
>     I would be grateful if you can give me feedback - or the authors
>     who so generously  contributed the code which I tinkered with.
>
>     The easiest way to use the stand-alone version of Clp to test if
>     this helps your problem is to add
>
>     -psi 0.5 (for example) - 1.0 has no effect , 0.1 has  much more.
>
>     If you do
>
>     clp
>     psi??
>
>     you will get a bit more information.
>
>     The references are -
>
>     Towhidi, M., Desrosiers, J., Soumis, F., 2014. The positive edge
>     criterion within COIN-OR’s CLP. Computers & Operations Research
>     49, 41–46.
>     Omer, J., Towhidi, M., Soumis, F., 2015. The positive edge pricing
>     rule for the dual simplex. Computers & Operations Research,
>     http://dx.doi.org/10.1016/j.cor.2015.03.009
>
>
>     Enjoy
>
>     John Forrest
>     _______________________________________________
>     Clp mailing list
>     Clp at list.coin-or.org <mailto:Clp at list.coin-or.org>
>     http://list.coin-or.org/mailman/listinfo/clp
>
>
>
>
> -- 
> Matthew Gidden, Ph.D.
> Postdoctoral Associate, Nuclear Engineering
> The University of Wisconsin -- Madison
> Ph. 225.892.3192

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