[Cbc] MIP optimizing

[Haroldo Gambini Santos]

Hi,

I tested 50 different parameter settings on different problems and 
built a decision tree to select parameters:

http://www.decom.ufop.br/haroldo/files/dtree.pdf

Instance features appear in the nodes and modified parameters appear at 
the leafs.

Ex:
|partitioning| indicates how many partitioning constraints your model 
has, i.e. constraints in the format
x1 + x2.... + xn = 1

minAij  indicates the minimum coefficient in the constraint matrix ( 
some cuts work great with 0/1 matrixes other require special structures)

In this page there is an explanation of constraint types
http://miplib.zib.de/miplib2003/miplib2003.php


Cheers,

Haroldo

​========================================================
Haroldo Gambini Santos
Computing Department
Universidade Federal de Ouro Preto - UFOP
email: haroldo [at ] iceb.ufop.br
home/research page: 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"

Em seg, set 4, 2017 em 6:03 , Bjørn Sigurd Johansen (Spider Solutions 
AS) <bjorn.sigurd.johansen at spidersolutions.no> escreveu:
> Hi all,
> 
> I have a (“normal”?) MIP optimization problem:
> 1500 integer variables
> 1500 binary variables
> 1500 simple constraint between the integer and the binary variables.
> 50 (large) equations/constraints including all integer variables.
> Objective function including all integer variables.
> 
> I have understood that it is possible to tune cbc?
> Using command line options, I assume.
> Any tip on tuning to try out?
> 
> Currently, a solution is generated in 60 seconds with ratiogap 0.05.  
> Due to repeated runs, reducing this time would be very good.
> 
> I have a Windows compiled cbc.exe from august 1st 2016.  Probably 
> version approx. 2.9.8, but cannot be sure on this
> 
> 
> Bjorn
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