[Cbc] What's CBC doing when it reduces rows and columns?

[John Forrest]

Nathan,

Your gut feeling is correct.  There are several heuristics which can be 
run from time to time - each of which has a different way of fixing 
variables.

John Forrest

On 06/09/17 15:42, Nathan Petty wrote:
> During a solve of my MIP using CBC (2.9.9), I see the messages "Full
> problem 3323 rows 656910 columns, reduced to 1169 rows 832 columns"
>
> What exactly is happening there?  Is it doing an internal column
> generation where a subset of the problem is being solved and then
> reduced costs are being used to determine which are coming into the
> basis?  My gut feeling is that is not doing this and it is instead
> executing some heuristic, freezing variable values or something,
> because if it was truly doing column generation the resulting smaller
> problem would solve much faster than it is.
>
> I am actually interested in custom coding my own column generation sub
> problem, so if it's already doing it, and its slow, it's a great
> disappointment to me.
>
> Thanks,
> Nathan
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