[Cbc] MIP optimizing
Haroldo Gambini Santos
haroldo.santos at gmail.com
Mon Sep 4 21:10:05 EDT 2017
To use recommended parameters of the rightmost leaf node you shoud call
cbc instance.mps zero ifmove multiple 2 latwomir endonly lagomory
endonly solve solu solution.sol
========================================================
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 6:37 , Bjørn Sigurd Johansen (Spider Solutions
AS) <bjorn.sigurd.johansen at spidersolutions.no> escreveu:
> 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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