[Clp] ordering methods for Clp barrier
Kish Shen
kisshen at cisco.com
Sat Apr 9 20:53:58 EDT 2011
Hi,
I am trying to figure out what the "native" cholesky ordering that can
be specified for the barrier method in Clp(for CbcSolver/cbc executable,
but I assume also for clp executable). Up till now, I have been using
ClpCholeskyDense if I am using Cbc/Clp compiled without UFL AMD support,
and ClpCholeskyUfl if compiled with UFL AMD.
Looking at ClpCholeskyBase.cpp, it looks like ClpCholeskyBase does
provide its own code for ordering, so is this what is used for "native"
ordering?
I did some comparison using ClpCholeskyBase and ClpCholeskyUfl for the
ordering of ClpInterior, and it seems ClpCholeskyBase has similar
performance to ClpCholeskyUfl in most cases, but does seem to be better
in more cases, and in the example I tried, has only 1 case of numeric
difficulties (for solving my version of miplib's gen4) compared to 2
cases for Ulf.
Looking at the comment at the start of ClpCholeskyBase.cpp,
ClpCholeskyBase implements a Approximate Minimum Local Fill ordering,
whereas UFL AMD, used by ClpCholeskyUfl, implements AMD, Approximate
Minimum Degree ordering. Am I correct that these are not the same
ordering algorithm? I have noticed that CPLEX's barrier solver provides
approximate minimum degree and approximate minimum fill (along with
nested dissection) as alternative orderings -- do these correspond to
ordering provided by ClpCholeskyUfl and ClpCholeskyBase, respectively?
Cheers,
Kish
This e-mail may contain confidential and privileged material for the
sole use of the intended recipient. Any review, use, distribution or
disclosure by others is strictly prohibited. If you are not the intended
recipient (or authorized to receive for the recipient), please contact
the sender by reply e-mail and delete all copies of this message.
Cisco Systems Limited (Company Number: 02558939), is registered in
England and Wales with its registered office at 1 Callaghan Square,
Cardiff, South Glamorgan CF10 5BT.
More information about the Clp
mailing list