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

[John Forrest]

Paul,

There are some decomposition tools in Coin which may help.  If you send 
me an example, I can see what work would be needed.

John Forrest
On 24/06/16 16:01, Paul Fenton wrote:
>
> 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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