[Cbc] MIP optimizing

[Bjørn Sigurd Johansen (Spider Solutions AS)]

Ok, thanks, but how does this translate to cbc command line parameters?

Cheers, Bjorn


-------- Opprinnelig melding --------
Fra: Haroldo Gambini Santos <haroldo.santos at gmail.com>
Dato: 04.09.2017 23:27 (GMT+01:00)
Til: "Bjørn Sigurd Johansen (Spider Solutions AS)" <bjorn.sigurd.johansen at spidersolutions.no>
Ko: cbc at list.coin-or.org
Emne: Re: [Cbc] MIP optimizing

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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