[Coin-discuss] How to cut off "optimal" solution in CBC

[John J Forrest]

Jim,

Good point.  setBestSolution cleans up and checks solution so I think it 
should run before cut generators which are going to use the solution.  I 
expect the generators to generate cuts which may cut off this solution - 
but in your case you also want to reject that solution.

What I could do is save old solution and cutoff and then if any cut 
generator returns a cut which is "infeasible" (as defined in OsiCut.hpp 
then that says restore old solution (and the infeasible cut is obviously 
discarded).  At the same time you could generate the global cut you wanted 
and that would be added.

Or some variant e.g. use "effectiveness". 

Shall I implement and what method of flagging this situation do you think 
is best?

John Forrest

So what if I saved old solution



"Jim Hurd" <jimh at datagrove.com> 
Sent by: coin-discuss-bounces at list.coin-or.org
08/23/2005 01:47 PM
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[Coin-discuss] How to cut off "optimal" solution in CBC






I have a cut generator that may cut off a found integer/optimal solution 
when it runs. I have it set to run atSolution, which works, but looking at 
the code for  CbcModel::setBestSolution it seems that the solution is 
installed prior to running the cuts. When I run my Cbc based solver 
branchAndBound terminates with a solution that should be cut off. How do I 
get Cbc to respect these global cuts? There are too many to just put them 
all in the model at the beginning.
 
Thanks,
 
Jim Hurd
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