[Cbc] Performance issues

[Haroldo Gambini Santos]

Hi Bernhard,

Did some experiments with your MIP.

With default options CBC really performs poorly, but changing a few 
options it solves it almost instantly.

try options:
cbc test.lp zero on heur off reduce ifmove ratio 0.005 latwomir endonly 
lagomory endonly clique off knapsack off threads 4 combine2 on  solve

It is solved (very close to optimality) in 2 seconds in my core i7.

What I noticed is that your model is "integer friendly": most heuristics 
can be turned off and it still finds a good solution. So expensive 
heuristics such as feasibility pump (which are mostly useful in problems 
where finding any feasible solution is hard) can be turned off saving 
some time.

Cheers,

Haroldo



Em 10/01/2017 12:08, Bernhard Dick escreveu:
>> I got the message
>>
>>
>> Error Could not decrypt data (Wrong key ?)
>>
>> While following the link. It seems that it is encrypted.
> Hm seems that the URL got broken. I've attached the lp file now. (I didn't
> want to post  it onto the mailing list as it's almost 100kB in size)
>
>    Regards
>      Bernhard
>>
>>
>>
>>
>> Em 10/01/2017 11:47, Bernhard Dick escreveu:
>>
>>
>> 	Hi Haroldo,
>>
>>
>> 		Could you send us the LP file so that we can play with some
>> parameters ?
>>
>> 	Even more, I'm able to send you the C++ source. I only had to
>> obfuscate the
>> 	variable names. The source is attached to this mail, the generated
> lp
>> file
>> 	can be found here:
>> 	https://bin.jjim.de/paste/T2wGOAHI#tvUwPsvzhYejnk57dTi++Buf9J
>> 3heraZRzDTbWX89
>> 	7P
>>
>> 	  Regards
>> 	    Bernhard
>>
>>
>> 		Cheers,
>> 		Haroldo
>>
>> 		Em 09/01/2017 06:21, Bernhard Dick escreveu:
>>
>> 			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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>> 		--
>>
>> 	==================================================
>> 		Haroldo Gambini Santos
>> 		D.Sc, Computer Science
>> 		Universidade Federal de Ouro Preto
>> 		http://www.decom.ufop.br/haroldo/
>>
>>
>>
>>
>> --
>> ==================================================
>> Haroldo Gambini Santos
>> D.Sc, Computer Science
>> Universidade Federal de Ouro Preto
>> http://www.decom.ufop.br/haroldo/

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