[Cbc] Cbc Digest, Vol 95, Issue 5

[John Forrest]

Alexis,

Hot start can have several meanings.

The mipstart I mentioned (due to Haroldo Gambini Santos) passes the 
solution in to use in heuristics etc.

Earlier ideas on hot starts (going back > 25 years) try to get cbc to 
branch towards a known solution - the idea being that the original 
solution might have been found at depth 50 in the Branch and Bound tree, 
but could be reached at depth 10, which would improve the shape of the 
search.  That is the hot start in the example.  Mipstart is used 
frequently, while the original idea is not - so bugs may have crept in.

So try mipstart (from one of the drivers which call the "stand alone" 
cbc).  If you think the original idea would help, then I would need to 
see an example.

John Forrest
On 12/05/15 18:09, Alexis wrote:
> Thanks John.
>
> I am actually using the API. I found this example
>
> https://projects.coin-or.org/Cbc/browser/trunk/Cbc/examples/hotstart.cpp
>
> I will try it. Is the example you were referring to?
>
> On 2015-05-12 10:00 AM, cbc-request at list.coin-or.org wrote:
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>> Today's Topics:
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>>     1. Hot Start for MIP (Alexis)
>>     2. Re: Hot Start for MIP (John Forrest)
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>> ----------------------------------------------------------------------
>>
>> Message: 1
>> Date: Mon, 11 May 2015 11:07:35 -0600
>> From: Alexis<aguigue at softree.com>
>> To:cbc at list.coin-or.org
>> Subject: [Cbc] Hot Start for MIP
>> Message-ID:<5550E1D7.8030902 at softree.com>
>> Content-Type: text/plain; charset="utf-8"; Format="flowed"
>>
>> I have got a large MIP to solve for which I would like to implement a
>> hot start strategy.
>>
>> My understanding is that I should use the function
>> CbcModel::setHotstartSolution(const double *solution, const int
>> *priorities=NULL),
>> where solution assumes the same ''order'' of variables as defined for
>> the model itself. I am not so sure to understand the meaning of
>> the pointer priorities though. The hotstart solution I intend to give is
>> an actual feasible solution to the MIP.
>>
>> Am I on the right track?
>>
>> Thanks in advance for the help
>>
>
>
> -- 
> Alexis Guigue, E.I.T., B.Eng., M.A.Sc., Ph.D.
> Software Engineer/Research Engineer
> aguigue at softree.com
> 604-519-6222, ext. 3
>
> Softree Technical Systems Inc. <http://www.softree.com>
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