[Cbc] MIP optimizing
Bjørn Sigurd Johansen (Spider Solutions AS)
bjorn.sigurd.johansen at spidersolutions.no
Tue Sep 5 03:24:13 EDT 2017
Well, I have now tried all of your settings, and none of them made any change in solution time(!?).
Is the syntax
cbc.exe <parameters already used> -latwomir(endonly)
correct?
Or should it perhaps be something else e.g.:
cbc.exe <parameters already used> -latwomir:endonly
cbc.exe <parameters already used> -latwomir endonly
cbc.exe <parameters already used> -latwomir!endonly
Think I understood… If a leaf in your tree says for instance «latwomir:endonly», then the cbc command line parameters will be
cbc.exe <parameters already used> -latwomir(endonly)
Please tell me if I misunderstand. 😊
------------------------------------------------------------
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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