[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
> _______________________________________________
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> 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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