[Cbc] Cbc Digest, Vol 122, Issue 7

Wed Oct 4 21:13:25 EDT 2017

Hi Bjorn,

you can use high-level modeling languages which interface CBC and take care
of non-linearities and global constraints.

Gleb

On 4 October 2017 at 20:57, <cbc-request at coin-or.org> wrote:

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> Today's Topics:
>
>    1. Re: Multiplying two binary variables in the objective
>       function (John Forrest)
>    2. Re: Multiplying two binary variables in the objective
>       function (John Forrest)
>    3. Re: Increase number of digits in solution file
>       (nicolas.derhy at engie.com)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Wed, 4 Oct 2017 09:57:57 +0100
> From: John Forrest <john.forrest at fastercoin.com>
> To: cbc at list.coin-or.org
> Subject: Re: [Cbc] Multiplying two binary variables in the objective
>         function
> Message-ID: <97638c11-e95d-8cbc-9754-c13e559f35b7 at fastercoin.com>
> Content-Type: text/plain; charset=utf-8; format=flowed
>
> Bjorn,
>
> Probably simplest/best to make into Special Ordered Set of type 1 with 4
> variables
>
> B1_0_B2_0, B1_1_B2_0, B1_0_B2_1, B1_1_B2_1
>
> with objective values 0.0, 12.3, 12.3, 151.29
>
> and constraint
> B1_0_B2_0+B1_1_B2_0+B1_0_B2_1+B1_1_B2_1 == 1.0
> (you could leave out B1_0_B2_0 and make <=, but probably better
> branching with ==)
>
> and corresponding changes to coefficients in constraints.
>
> That way you add 2 variables and 1 row which is probably better than
> adding 1 variable and 3 rows - and will be better for branching.
>
> Depending on what you are trying to model, you could give weights to
> give better branching decisions.
>
> John Forrest
> On 02/10/17 07:10, Bj?rn Sigurd Johansen (Spider Solutions AS) wrote:
> > Dear CBC list,
> >
> > Is it possible to multiply two binary variables in the objective
> function scaled with the same factor?
> > E.g.
> > MINIMIZE Obj:
> > +12.3 B1 * 12.3 B2
> > or
> > +12.3 B1 * + 12.3 B2
> >
> > If binary variables are set through some sort of branching algorithm,
> perhaps it is possible?  But if the binary variables are set/estimated
> through some other mechanism, it might not be possible?
> >
> > If possible, what is the exact syntax for doing this?
> >
> > If not possible, I guess the option is to introduce a third binary B3,
> and set up the following constraints:
> > B3 <= B1
> > B3 <= B2
> > B3 >= B1 + B2 - 1
> > And then in the objective function use:
> > +12.3 B3
> > Correct / best option?
> >
> >
> > Best regards,
> > Bjorn
> >
> > _______________________________________________
> > Cbc mailing list
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> >
>
>
>
> ------------------------------
>
> Message: 2
> Date: Wed, 4 Oct 2017 10:01:37 +0100
> From: John Forrest <john.forrest at fastercoin.com>
> To: cbc at list.coin-or.org
> Subject: Re: [Cbc] Multiplying two binary variables in the objective
>         function
> Message-ID: <086502f6-03b7-ad48-9753-a23ef7381638 at fastercoin.com>
> Content-Type: text/plain; charset=utf-8; format=flowed
>
> Whoops - ignore this post - I was not thinking.
>
> However this will make sense if it is more complicated.
>
> Special Ordered Sets are very powerful.
>
> John Forrest
>
> On 04/10/17 09:57, John Forrest wrote:
> > Bjorn,
> >
> > Probably simplest/best to make into Special Ordered Set of type 1 with
> > 4 variables
> >
> > B1_0_B2_0, B1_1_B2_0, B1_0_B2_1, B1_1_B2_1
> >
> > with objective values 0.0, 12.3, 12.3, 151.29
> >
> > and constraint
> > B1_0_B2_0+B1_1_B2_0+B1_0_B2_1+B1_1_B2_1 == 1.0
> > (you could leave out B1_0_B2_0 and make <=, but probably better
> > branching with ==)
> >
> > and corresponding changes to coefficients in constraints.
> >
> > That way you add 2 variables and 1 row which is probably better than
> > adding 1 variable and 3 rows - and will be better for branching.
> >
> > Depending on what you are trying to model, you could give weights to
> > give better branching decisions.
> >
> > John Forrest
> > On 02/10/17 07:10, Bj?rn Sigurd Johansen (Spider Solutions AS) wrote:
> >> Dear CBC list,
> >>
> >> Is it possible to multiply two binary variables in the objective
> >> function scaled with the same factor?
> >> E.g.
> >> MINIMIZE Obj:
> >> +12.3 B1 * 12.3 B2
> >> or
> >> +12.3 B1 * + 12.3 B2
> >>
> >> If binary variables are set through some sort of branching algorithm,
> >> perhaps it is possible?? But if the binary variables are
> >> set/estimated through some other mechanism, it might not be possible?
> >>
> >> If possible, what is the exact syntax for doing this?
> >>
> >> If not possible, I guess the option is to introduce a third binary
> >> B3, and set up the following constraints:
> >> B3 <= B1
> >> B3 <= B2
> >> B3 >= B1 + B2 - 1
> >> And then in the objective function use:
> >> +12.3 B3
> >> Correct / best option?
> >>
> >>
> >> Best regards,
> >> Bjorn
> >>
> >> _______________________________________________
> >> Cbc mailing list
> >> Cbc at list.coin-or.org
> >> https://urldefense.proofpoint.com/v2/url?u=https-3A__list.
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> >>
> >>
> >
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>
>
> ------------------------------
>
> Message: 3
> Date: Wed, 4 Oct 2017 09:57:27 +0000
> From: <nicolas.derhy at engie.com>
> To: <john.forrest at fastercoin.com>
> Cc: cbc at list.coin-or.org
> Subject: Re: [Cbc] Increase number of digits in solution file
> Message-ID:
>         <85c590bb9b9c4372896d567f4856b4d3 at DP07CEXC16.MELINDA.LOCAL>
> Content-Type: text/plain; charset="utf-8"
>
> Thank you very much.
> It works perfectly !
>
> Nicolas
>
> De : John Forrest [mailto:john.forrest at fastercoin.com]
> Envoy? : mercredi 4 octobre 2017 10:19
> ? : Derhy Nicolas (ENGIE SA) <nicolas.derhy at engie.com>
> Cc : cbc at list.coin-or.org
> Objet : Re: [Cbc] Increase number of digits in solution file
>
> Nicolas,
>
> Give up and do it the incorrect way.  Don't try and define
> CLP_OUTPUT_FORMAT.
>
> Go to line 58 (about) in CbcSolver.cpp and change the line
>
> #define CLP_OUTPUT_FORMAT %15.8g
>
> to whatever you want.
>
> John Forrest
>
> On 03/10/17 14:01, nicolas.derhy at engie.com<mailto:nicolas.derhy at engie.com>
> wrote:
> Hi,
>
> I followed your advice and I tried to add  #define CLP_OUTPUT_FORMAT
> "%20.12g" in Clp/src/config_default.h but it has no effect.
> Then I tried to change compile parameters but did not know exactly what to
> do : I modified preprocessor definitions by adding
> CLP_OUTPUT_FORMAT=%20.12g; but no effect.
> I tried with quote (CLP_OUTPUT_FORMAT=?%20.12g?;), I tried on different
> vs projects (cbc, libCbc and libClp) but it was unsuccessful?
> When I watch the resulting command line, it seems that percent symbol is
> not well recognized because I obtain : /D "CLP_OUTPUT_FORMAT=\" .12g\""
>
> If anyone can give me more details, it would be great !
>
> Nicolas
>
> De : Fausto Richetti Blanco [mailto:fausto.blanco at gmail.com]
> Envoy? : jeudi 21 septembre 2017 18:59
> ? : John Forrest <john.forrest at fastercoin.com><mailto:john.forrest@
> fastercoin.com>
> Cc : Derhy Nicolas (ENGIE SA) <nicolas.derhy at engie.com><mailto:
> nicolas.derhy at engie.com>; cbc <cbc at list.coin-or.org><mailto:
> cbc at list.coin-or.org>
> Objet : Re: [Cbc] Increase number of digits in solution file
>
> I think you can add -DCLP_OUTPUT_FORMAT ="%20.12g" to the compiler
> parameters in the project settings of visual studio
>
> On Thu, Sep 21, 2017 at 1:05 PM, John Forrest <john.forrest at fastercoin.com
> <mailto:john.forrest at fastercoin.com>> wrote:
> Nicolas,
>
> I only use Linux, so maybe someone else can help.
>
> I think that for Visual Studio you have to modify Clp/src/config_default.h
> by hand.  If so then I would try adding  #define CLP_OUTPUT_FORMAT
> ="%20.12g".  I am not sure if you need the "".  I hope someone will correct
> me if I am wrong.
>
> John Forrest
> On 21/09/17 14:24, nicolas.derhy at engie.com<mailto:nicolas.derhy at engie.com>
> wrote:
> Hi John,
>
> Can you explain me how to do this ?
> I have downloaded source code and I compiled it successfully (using Visual
> Studio 2010).
> I found some CXXDEFS in the configure file but I do not know what to
> modify.
>
> Nicolas
>
> De : Cbc [mailto:cbc-bounces at coin-or.org] De la part de John Forrest
> Envoy? : mardi 19 septembre 2017 18:57
> ? : cbc at list.coin-or.org<mailto:cbc at list.coin-or.org>
> Objet : Re: [Cbc] Increase number of digits in solution file
>
> Nicolas,
>
> When you configure cbc add to CXXDEFS
>
> -DCLP_OUTPUT_FORMAT ="%20.12g"
>
> or whatever you want.
>
> John Forrest
>
> On 19/09/17 16:02, nicolas.derhy at engie.com<mailto:nicolas.derhy at engie.com>
> wrote:
> Hi everybody,
>
> I often use cbc exe. It works very well and each time I use it, I add to
> the command line ?-solution mySolution.txt? in order to recuperate the
> optimal solution.
> My problem is that the values stored in the solution file lacked sometimes
> of precision when I need a lot of digits.
> For example, I recently obtained 1.5596969e+008 whereas I was hoping for
> 155969687.
>
> I tried several options like ?output but I did not find any option that
> will fit my expectations.
> Is there a way to increase the number of digits in solution file ?
>
> Nicolas
>
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> ------------------------------
>
> End of Cbc Digest, Vol 122, Issue 7
> ***********************************
>

-- 
Dr Gleb Belov       Monash University      +61 3 9903 1622
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