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

[Nathan Petty]

Thanks Mr Forrest, you're the man

On Thu, Sep 7, 2017 at 5:05 AM, John Forrest
<john.forrest at fastercoin.com> wrote:
> 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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