[Cbc] Performance issues

Bernhard Dick bernhard at bdick.de
Mon Jan 9 03:21:02 EST 2017


Hi,

I have a MILP with ca 2000 variables, 400 of them being binary and 1300
constraints. Currently I solve this using lpsolve but I also tried it using
CBC, based on the sample5.cpp with CoinBuild. However I face some
performance issues: On my test system lpsolve needs about 120msec to solve
the problem, CBC needs ca 3-4secs is thus 30-40 times slower. I use a
MID-GAP of 3% set by model.setAllowablePercentageGap(3). 
Another interesting fact is that If I save the problem to an lp oder mps
file and reload the file in CBC solving gets about 1sec faster.
Do you have any ideas how to improve the performance here, as in different
benchmarks that I've found cbc performs much faster than lpsolve, so I'm a
bit surprised by the results I see.

  Regards
    Bernhard Dick



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