[Clp] Issue with Clp executable for maximization and for binary variables

[Sourav Garg]

Thanks John.

Cbc was what I actually needed.
I am using the standalone executable of cbc which solves the Binary Integer
program that I provide using a .mps file.
For some instances I get the solution within seconds, but for one of my
inputs, it took one day to complete and get an optimal solution. The
corresponding stdout logs were like this:

*"*
*...*

*Problem BIP has 287088 rows, 7346 columns and 509272 elements*
*...*
*...*
*...*

*Result - Optimal solution found*

*Objective value:                0.00004017*
*Enumerated nodes:               92760*
*Total iterations:               85136638*
*Time (CPU seconds):             85473.77*
*Time (Wallclock seconds):       85683.41*

*Total time (CPU seconds):       85474.08   (Wallclock seconds):
85683.75*

*"*
Reason is probably the size of data.
I realized that there is an option of using multiple threads while running
cbc (source: man page of Ubuntu), I tried to use that:

$ cbc myFIle.mps solve -threads 6 -solution cbcSoln.txt


*"*
*...*

*threads was changed from 0 to 6*
*..*
"

It gives confirmation of changing threads number, but I don't see any of my
other cores being used, just a single processor at 100%. (I am using Dell
Precision T5500 Processor: Intel® Xeon(R) CPU X5675 @ 3.07GHz × 12, Memory:
47.2 GB).
I want to reduce the time it takes for finding the solution. Along with
switching off the cuts and preprocess options to save time, can I further
change some more parameters so that I can save time and get an optimal
solution?

Thanks,
Sourav


On Tue, May 20, 2014 at 7:08 PM, John Forrest
<john.forrest at fastercoin.com>wrote:

>  Sourav,
>
> 1.  -maximize is just a flag - you should follow it with -dualsimplex or
> similar.
> 2. Clp does not solve integer problems - Cbc does so download that.
>
> John Forrest
>
> On 20/05/14 10:42, Sourav Garg wrote:
>
>        Hello,
>
>  I am using Clp1.15.6 on an Ubuntu 12.04 machine.
>  I have compiled and installed the executable as mentioned in the readme
> install notes, which went successful.
>
> 1. I have been trying some linear programs using the Clp executable with a
> mps file. It gives me right solution for a minimization problem (which is
> the default direction of optimisation), but it doesn't give me correct
> solutions for maximisation problems.
>
> For maximisation, I use it as follows:
>  ./clp ./my.mps -maximize -solution solFile
>
> What I get in the file is:
>  status unknown
>  objective value 0
>  columns val 0 as well..
>
>  2. Apart from this, I have a Binary Integer Program problem, for
> minimisation, in which I pass all the bounds as BV in the mps file.
>  But in the solution I get floating point values for the non zero columns
> instead of getting the value of 1. I wanted to know if Binary Integer
> Programming is supported with the library?
>
>  Thanks,
>  Sourav
>
>
>
> _______________________________________________
> Clp mailing listClp at list.coin-or.orghttp://list.coin-or.org/mailman/listinfo/clp
>
>
>
> _______________________________________________
> Clp mailing list
> Clp at list.coin-or.org
> http://list.coin-or.org/mailman/listinfo/clp
>
>
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/clp/attachments/20140522/3c592bcb/attachment.html>