[Cbc] Performance issues

John Forrest john.forrest at fastercoin.com
Tue Jan 10 11:54:59 EST 2017


Bernhard,

The reason my build of model was so slow was the individual addCol's.  
The effect can be seen in Clp/examples/addColumns.cpp. That was the 
reason CoinBuild was developed.

Probably you are using CoinBuild for your real model - but if not then 
do so for speed.

John Forrest

On 10/01/17 13:47, Bernhard Dick wrote:
> 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://urldefense.proofpoint.com/v2/url?u=https-3A__bin.jjim.de_paste_T2wGOAHI-23tvUwPsvzhYejnk57dTi-2B-2BBuf9J3heraZRzDTbWX89&d=CwICAg&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=js2M0T-3OIMIVDvokcKjokJbk0F8QOCd0mT4FsVFE88&m=Wb2QOmlSnNnRcKLNsbUL3maIWDwH2HcHMPMpx19L6LY&s=UOXYvM2mVg7Ab2RIrsaMMVqUpkVcaskTn2UxODbGybo&e=
> 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
>>>
>>> _______________________________________________
>>> Cbc mailing list
>>> Cbc at list.coin-or.org
>>> https://urldefense.proofpoint.com/v2/url?u=http-3A__list.coin-2Dor.org
>>> _mailman_listinfo_cbc&d=CwICAg&c=Ngd-
>> ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA
>>> _2Wlc4&r=pLOfVNEEHf-xhIqn1-
>> uzYcZ6Q7UefG6Bg6rXCKTMiAA&m=IFlfsGIm5yclwUs
>>> Liun-5eSbIc-LztVKfjJfE-
>> w0iqk&s=j4C13Bzc90fB9iNOGEw28UDXreXgbHI7seB7n5x
>>> u7r0&e=
>> --
>> ==================================================
>> Haroldo Gambini Santos
>> D.Sc, Computer Science
>> Universidade Federal de Ouro Preto
>> https://urldefense.proofpoint.com/v2/url?u=http-3A__www.decom.ufop.br_haroldo_&d=CwICAg&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=js2M0T-3OIMIVDvokcKjokJbk0F8QOCd0mT4FsVFE88&m=Wb2QOmlSnNnRcKLNsbUL3maIWDwH2HcHMPMpx19L6LY&s=hDMVEc0_Kinizkem8ZlQ7YxueZPpVSBVYwkmLUEMPW4&e=
>
>
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