[Clp] Dense LP Problem Interface

[Matthew Gidden]

Hi Matt,

Have you checked out Pyomo <https://software.sandia.gov/trac/pyomo>? It's a
python mathematical programming interface from Sandia that can call a
number of solvers (namely, COIN CBC for this case). I admit that I haven't
used it much myself (yet), but it looks promising and seems to have some
overlap with the COIN-OR community as well.

On Wed, Jul 8, 2015 at 10:53 AM, Matt Bromberg <mattcbro at earthlink.net>
wrote:

> I have yet to see a simple way to use CBC or CLP using raw binary data.
> In particular I have a large problem with 40K constraints 10K variables or
> so.
> That's about 3Gbytes of raw doubles.  It expands to an unwieldy size using
> any of the text base input formats. (hundreds of gigabytes).
>
> I can get that data into a python numpy array but it does not appear to be
> easy to dump that raw array into CLP.  Unfortunately cylp doesn't support
> the latest API.
> I would roll my own python interface but there is literally no
> documentation I can find online for the C interface to something like
> CoinMP.
>
> All the other interfaces appear to be useless for my purposes.  Pulp is
> rather arcane and there is no obvious way to pull the data back into python.
>
> I am in somewhat disbelief that I can't do this:
> [xopt,fmin] = linprog(c, Acon, rhsvec) ;
>
> to solve min c' * x  given Acon * x <= rhsvec .
>
>  The above is the one line matlab interface to linprog.  There should be
> something similar in Python in support of CLP using it's primary matrix
> array interface, numpy/ndarrays.
> Even my cylp solution takes 10 lines of python code to do this, plus half
> a day of parsing documentation.  It's just unfortunate that it segfaults on
> the larger problems.
>
> If anyone has a good way to do this in Python or C, with an example I'd
> love to see it.  For now I have to move on to other solvers.
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>



-- 
Matthew Gidden, Ph.D.
Postdoctoral Associate, Nuclear Engineering
The University of Wisconsin -- Madison
Ph. 225.892.3192
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