[Coin-discuss] Warmstart/basis reuse
John J Forrest
jjforre at us.ibm.com
Thu Jul 19 09:48:45 EDT 2007
Esben,
Yes that is what basisin and out do. They correspond to INSERT and PUNCH
in IBM's MPSX/370 code - you can tell how long ago that is from "punch".
XL meant remove second variable from basis, set it to lower bound and
replace by first variable. XU to upper bound. There are also UL, LL and
BS.
Saving and restoring warmstart and solution should give same result.
John
Esben Mose Hansen <esben at ange.dk>
Sent by: coin-discuss-bounces at list.coin-or.org
07/19/2007 05:32 AM
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Re: [Coin-discuss] Warmstart/basis reuse
On Wednesday July 18 2007 17:44:03 John J Forrest wrote:
> Esben,
>
> Presolve tries to update basis as it reduces the size of the problem but
> it does have a much better chance of doing this correctly with the
column
> solution as you suggest. If you start with a basis of full rank then
> every time a row is removed something has to leave basis - but where to?
> If the solution value is 7.0 and the removed row puts an upper bound of
> 7.0 on the variable then it is a good guess to put the variable at its
> upper bound. Without solution values the code has no idea which bound
to
> put it to.
Is this what cbc does with BasisIn and BasisOut? Because my collegue made
a
test using these methods and a bunch of similar problems, and there it
worked
well. As far as I can see, BasisOut stores the basis variable, the
correspoding row, and the column solution in that row. It also have some
flags (XL/XU) which I havn't divined the meaning of yet.
Thanks for helping :D
--
regards, Esben
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