[Cmpl] Fwd: Predicting end time

[Mike Steglich]

Hi Indrajit,

First of all ... I would like to suggest to use a cmplData file instead a Cmpl file to read your data in your Cmpl model. CmplData is the official data file format for CMPL. Please take a look at the attached files that I have created for your problem.




The cause of the huge effort to solve your problem are the products of the variables in your objective function:

	revenue: sum{i in depts, j in locs, m in depts, o in depts, n in loc1, p in loc2, u in level: 
						c[i,j] * x[i,j] + 
						x[m, n] * x[o, p] * adj[u, n, p] * rev[u, m, o]
				}  -> max;

This is a non-linear term. Cmpl reformulates such products of binary variables equivalently by a set of in-equations. Please take a look at the pages 46ff in the manual. The size of the model after the reformulations isn't very huge but the structure is quite complicated for the solver.

Isn't there a different way to formulate your model and to avoid products of variables. It seems that it is a multistage transportation model, for that it could be possible to find alternative formulations. 

If you can't reformulate it then I would like to propose to use Cplex or Gurobi. You can obtain a free version via the IBM academic initiative or via the Gurobi web page. 
https://www.ibm.com/developerworks/community/blogs/jfp/entry/cplex_studio_in_ibm_academic_initiative?lang=en <https://www.ibm.com/developerworks/community/blogs/jfp/entry/cplex_studio_in_ibm_academic_initiative?lang=en>
http://www.gurobi.com/products/licensing-and-pricing/academic-licensing <http://www.gurobi.com/products/licensing-and-pricing/academic-licensing>

For both solvers Cmpl's solutionPool feature can be used that can be combined with a mip gap to decrease the computation times. 
You can use the following Cmpl header entries for Cplex:
%arg -solver cplex
%opt cplex mip/tolerances/mipgap 0.10
%display solutionPool


Cheers,

Mike

 




> Am 03.12.2014 um 03:00 schrieb Indrajit Sen Gupta <indrajitsg at gmail.com <mailto:indrajitsg at gmail.com>>:
> 
> The optimizer finally completed after about 5.3 hours. Attached are the files. It is a store space optimization problem which I am trying to solve. As a proof of concept, this data has been reduced to 1/5 th of the actual problem.
>  
> Is there way to reduce the time it takes or generate intermediate outputs so that we don't have to wait till it completes?
>  
> Regards,
> Indrajit
>  
> 
> On Wed, Dec 3, 2014 at 2:34 AM, Mike Steglich <mike.steglich at th-wildau.de <mailto:mike.steglich at th-wildau.de>> wrote:
> Hi Indrajit,
> 
> Can you send the model for a better understanding?
> 
> Thanks,
> 
> Mike
> 
> 
> 
> Am 02.12.2014 um 17:38 schrieb Indrajit Sen Gupta <indrajitsg at gmail.com <mailto:indrajitsg at gmail.com>>:
> 
>> Hi Mike,
>>  
>> I am running CMPL on a small version of very big problem I need to solve. The current problem has 100 binary variables and about 20 constraints. The objective function is a bit non linear as it has a term x[i,j] * x[k, m]. The program has been running for about 3 hours now and the output is showing:
>>  
>> After 20300 nodes, 5239 on tree, -51762900 best solution, best possible -62975151 (10407.49 seconds)
>>  
>> Any idea how much time it will take to complete? I understand, with binary variables it is difficult to predict, but supposing I were to stop in mid way, is there any way to get the current best solution?
>>  
>> Regrads,
>> Indrajit
>> _______________________________________________
>> Cmpl mailing list
>> Cmpl at list.coin-or.org <mailto:Cmpl at list.coin-or.org>
>> http://list.coin-or.org/mailman/listinfo/cmpl <http://list.coin-or.org/mailman/listinfo/cmpl>
> <prob008.cmpl><prob008data.cmpl>


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