[Cgl] Extracting Gomory cuts

[Ashutosh Mahajan]

On Mon, 04 Jan 2010, sj10 at cs.brown.edu wrote:

>    Hey,
> 
>    I'm trying to extract Gomory cuts out of Cgl using the following code -
> 
>       OsiCuts cutlist;
>       CglGomory * gomory = new CglGomory();
>       //gomory->setLimit(100);
>       gomory->generateCuts(*sym, cutlist) ;
> 
>    where sym is the OsiSymSolverInterface.
> 
>    Unfortunately the generateCuts method is segfaulting. The same thing is
>    happening for the CglProbing cuts.

you need to use OsiClpSolverInterface instead of OsiSymSolverInterface. Gomory
cuts are generated from the simplex tableau obtained by an LP solver like Clp.
Symphony is an MILP solver. Similarly, CglProbing work with an LP solver only.

cheers.
ashutosh