[Cbc] Bigger paradoxical case for extraVariables option

Haroldo Gambini Santos haroldo.santos at gmail.com
Thu Jun 9 13:59:17 EDT 2016


Hi,

AFAIK is very hard to find a single set of parameters which perform 
equally well on many instances.

Fischetti and Monaci showed that just changing the order of the 
variables in a Integer Programming Problem can drastically affect the 
performance of MIP solvers
http://www.dei.unipd.it/~fisch/papers/exploiting_erraticism_in_search.pdf

That said, you can tune parameters considering the average performance.

I did some tests and my findings suggested these parameters:

diveopt 7 zero ifmove strong 10 trust 20

Maybe they can work for your problem too.

Cheers,

Em 06/06/2016 11:28, acw at ascent.com escreveu:
> This is a sequel to a problem I posted about back in April.
>
> I have a 3.4 Mb MPS file that has the following behavior:
>
> cbc -import extrav-test.mps -extrav 10 -solve -quit
>
> takes 9723 CPU seconds to solve, while
>
> cbc -import extrav-test.mps -solve -quit
>
> takes 10850 CPU seconds. The difference is only about 10%, but it's in
> the wrong direction -- that is, the -extraVariables trick makes it solve
> slower. In April I presented a similar case, but Dr. Forrest pointed out
> on that occasion that the solver spent most of its time on heuristics,
> and the problem was in fact solved by heuristic; apparently introducing
> the extra variables slows down the heuristic phase.
>
> But the new problem spends most of its time branching, and -extrav still
> slows it down, though not as dramatically as the earlier problem. I
> can't send the MPS file to the list because it's too big, but I will be
> happy to share it with anybody who is willing to take a look.
>
>
> _______________________________________________
> Cbc mailing list
> Cbc at list.coin-or.org
> http://list.coin-or.org/mailman/listinfo/cbc
>

-- 
==================================================
Haroldo Gambini Santos
D.Sc, Computer Science
Universidade Federal de Ouro Preto
http://www.decom.ufop.br/haroldo/

It has long been an axiom of mine that the little things are infinitely
the most important.
		-- Sir Arthur Conan Doyle, "A Case of Identity"


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