[Cbc] Cbc Digest, Vol 95, Issue 6

Wed May 20 09:26:47 EDT 2015

Hi Alex,

Right now mipStart only decides the values of auxiliary variables, i.e. 
variables whose value can be deduced by the value of the main decision 
variables.

If I understand correctly what you are trying to do is a 
fix-and-optimize heuristic:  to fix the bounds of some variables and 
optimize the remaining (including variables appearing in SOS constraints).

Right now there is no option to specify bounds of variables in a 
separated file.   Only in the problem file (e.g. LP file) there is a 
bounds section, but it certainly would be interesting to have the 
possibility of specifying it in another file.  I'll take a look at that.

Cheers,

Haroldo

On 19-05-2015 15:56, Alexis wrote:
> Thanks John
>
> I have done preliminary testing of mipStart using standalone cbc. It 
> looks promising.
> However, our real problems have a bunch of SOS2 constraints. I checked 
> but it does not
> seems that cbc v2.9.0 can import/read such files yet, am I correct? 
> The other
> thing I was wondering is that whether mipStart would work with SOS2 
> constraints?
> Say we have a lp problem with binary variables and some SOS2 
> constraints, would
> mipStart work by, again, just providing the values of the binary 
> variables, and
> leaving the variables in the SOS2 constraints to be decided?
>
> Also, is there some doc/pub about Haroldo implementation/method?
>
> Thanks in advance
>
> Alexis
>
> On 2015-05-13 10:00 AM, cbc-request at list.coin-or.org wrote:
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>> Today's Topics:
>>
>>     1. Re: Cbc Digest, Vol 95, Issue 5 (Alexis)
>>     2. Re: Cbc Digest, Vol 95, Issue 5 (John Forrest)
>>
>>
>> ----------------------------------------------------------------------
>>
>> Message: 1
>> Date: Tue, 12 May 2015 11:09:58 -0600
>> From: Alexis<aguigue at softree.com>
>> To:cbc at list.coin-or.org
>> Subject: Re: [Cbc] Cbc Digest, Vol 95, Issue 5
>> Message-ID:<555233E6.8030501 at softree.com>
>> Content-Type: text/plain; charset="windows-1252"; Format="flowed"
>>
>> 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:
>>>
>>>      1. Hot Start for MIP (Alexis)
>>>      2. Re: Hot Start for MIP (John Forrest)
>>>
>>>
>>> ----------------------------------------------------------------------
>>>
>>> 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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-- 
==================================================
Haroldo Gambini Santos
D.Sc, Computer Science
Universidade Federal de Ouro Preto
http://www.decom.ufop.br/haroldo/

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