[Clp] Solving hundreds of separable MIP's in with CBC command line

[Paul Fenton]

Hi Everyone,


This is my first post on the CBC mailing list. I have been using the CBC command line tool for the past two years with great success (v2.7.7 - AMPL build but using GMPL). Thanks to everyone who has contributed to this open source project!


Within my MIP model, there is a specific index, where for each different value of this index, there is an entirely separable subproblem, with no shared decision variables or constraints. It is desirable for me to package them all up as one model to save on coding overhead.


The problem is, my data sets have grown to the point where my full problem now has hundreds of sub-problems. It seems that as the number of sub problems grows,  the time taking to solve is highly non-linear and becoming hard to wait for.


My fallback solution is to send each sub-problem to CBC in series, and collect the outputs together, but I was hoping someone may be able to suggest a simple command line option to help CBC "see" the problem separability.


I appreciate any help anyone can provide on this topic, and am available to provide more detail or an example file if it would be helpful.


Thanks,


Paul
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