[Cbc] provide initial column solution from command line?

[James Howey]

Thanks for putting me on the right track. I was completely innocent of the
mipstart feature. Alas, it still doesn't work.

Is it possible that my use of sos is the problem? I don't have any integer
values, but I do have:

	0 variables in SOS1 sets made integer, 240 non integer in SOS1, 120
in SOS2

Maybe SOS state is not taken into account?

jkh

command line - cbc.exe 1_292_279_2.lp -mips 1_292_279_2.val.out.solution
-solve -quit (default strategy 1)
 CoinLpIO::readLp(): Maximization problem reformulated as minimization
opening mipstart file .\1_292_279_2.val.out.solution.
MIPStart values read for 3855 variables.
Continuous objective value is 0 - 0.22 seconds
0 variables in SOS1 sets made integer, 240 non integer in SOS1, 120 in SOS2

Cgl0004I processed model has 1371 rows, 3171 columns (0 integer (0 of which
binary)) and 11783 elements
Cbc0045I Trying just fixing integer variables.
Cbc0045I MIPStart provided solution with cost 0
Cbc0006I The LP relaxation is infeasible or too expensive
Cbc0045I Solution of 0 already found by heuristic
Cuts at root node changed objective from 1.79769e+308 to -1.79769e+308
<snip>
Result - Linear relaxation infeasible

Objective value:
100000000000000007629769841091887003294964970946560.00000000
Enumerated nodes:               0
Total iterations:               0
Time (CPU seconds):             0.60
Time (Wallclock seconds):       0.60

Total time (CPU seconds):       0.91   (Wallclock seconds):       0.91

-----Original Message-----
From: Haroldo Gambini Santos [mailto:haroldo at ufop.edu.br] 
Sent: Monday, September 17, 2018 6:29 PM
To: James Howey <james.howey at gmail.com>; cbc at list.coin-or.org
Subject: Re: [Cbc] provide initial column solution from command line?

Yes it is.

To solver  a.mps   entering as initial solution the solution stored in a.sol
just use

cbc a.mps mips a.sol solve

The solution format is the same used by cbc, e.g.:

Optimal - objective value 6.00000000
       0 C                       6                       1
       1 f(1,1)                  1                       0
       8 x(2,3,1)                1                       0
      11 x(3,2,1)                1                       0

The first line is ignored.

In the remaining lines, only the second (variable name) and third
(value) columns is read. You only have to inform the values of the non-zero
integer variables.

Cheers,

Haroldo

On 9/17/18 9:26 PM, James Howey wrote:
>
> Is it possible?
>
> I have a model that quickly comes up with a weak integer solution. I 
> want to take that result and use it as the starting point for another 
> solve, same columns, tighter objective.
>
> My expectation is that, if I have a problem that arrives at optimum 
> after say 300 nodes, then I should be able to take the optimum 
> solution, and feed it back into cbc with the same problem and see an 
> immediate optimum reached.
>
> In efforts to achieve this demonstration, I have been working with the 
> “prio” command.
>
> I have a file formatted like this:
>
> name,solution
>
> E_draw(0),-100000
>
> E_draw(1),-111112.61
>
> E_draw(10),-109772.28
>
> Which I feed to cbc:
>
> cbc.exe c:\temp\store\lpmodel\1_292_279_2.lp -directory 
> c:\temp\store\lpmodel\ -preprocess on -prio 1_292_279_2.values -solve 
> -solu 1_292_279_2.val.out.solution –quit
>
> with no apparent effect. Is “solution” the right column header? It 
> seems to go straight to the linear solution ignoring the proffered 
> solution.
>
> I figured I would try the “force” command argument. With “-force 0” I 
> get the immediate result I seek, but unfortunately:
>
> 2 fields and 3855 records
>
> forceSolution was changed from -1 to 0
>
> Continuous objective value is 0 - 0.35 seconds
>
> Cbc0045I Solution with objective value 0 saved
>
> Cbc0006I The LP relaxation is infeasible or too expensive
>
> Cbc0045I Solution of 0 already found by heuristic
>
> Cbc0039I On closer inspection - solution discarded
>
> Cbc0039I On closer inspection - solution discarded
>
> Cbc0039I On closer inspection - solution discarded
>
> Cbc0021I On closer inspection node is infeasible
>
> Result - Linear relaxation infeasible
>
> Objective value: 
> 100000000000000007629769841091887003294964970946560.00000000
>
> Enumerated nodes:               0
>
> Total iterations:               0
>
> Time (CPU seconds):             1.06
>
> Time (Wallclock seconds):       1.06
>
> Other values for force don’t seem to do anything. I note the 
> solutionIn is initialized like so:
>
> if(got[6] >= 0) {
>
> solutionIn = reinterpret_cast<double*> (malloc(numberColumns * 
> sizeof(double)));
>
> for(iColumn = 0; iColumn < numberColumns; iColumn++)
>
> solutionIn[iColumn] = -COIN_DBL_MAX;
>
>              }
>
> I expect that is by design, but if sparsely specified values are left 
> at -COIN_DBL_MAX that would be bad?
>
> I have a bunch of SOS in the model. Do we have to turn the crank to 
> get SOS state to match the provided column values?
>
> Any tips or hints will be appreciated.
>
> Thanks,
>
> jkh
>
>
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> https://list.coin-or.org/mailman/listinfo/cbc

--
=============================================================
Haroldo Gambini Santos
Computing Department
Universidade Federal de Ouro Preto - UFOP
email: haroldo at ufop.edu.br
home/research page: www.decom.ufop.br/haroldo


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