[Clp] Dense LP Problem Interface

[Meketon, Marc]

I’ve just begun to look into Pyomo, and I asked their user-group if it directly connect to CBC (and I presume CLP) (https://groups.google.com/forum/#!topic/pyomo-forum/60G-vDRSLbA).  The answer from Gabriel Hackebeil is that Pyomo uses file-based I/O, so I imagine it does not solve support the “hundreds of gigabytes” issue that Matt has.

From: clp-bounces at list.coin-or.org [mailto:clp-bounces at list.coin-or.org] On Behalf Of Matthew Gidden
Sent: Wednesday, July 08, 2015 12:00 PM
To: Matt Bromberg
Cc: clp at list.coin-or.org
Subject: Re: [Clp] Dense LP Problem Interface

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<mailto: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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