[Coin-discuss] CBC feasibility pump heuristic

[John J Forrest]

The answer of course is neither :-)

If you use the standalone cbc then it will go round again if it gets a
solution and try and get a better one.  With some options it will also try
a mini branch and bound fixing all variables which did not move on any
pass.  I can't remember what I put in code - if you start cbc and then type
-

feas??
passf??
pumpt??

you will get some incomprehensible help - try pumptune 1008003 for
example!!

If you are writing your own code the default will just be original
Fischetti and Lodi.  You can activate some of improved version e.g.
setWeightFactor(0.f);  and also multiple passes and mini branch and bound -
see CbcHeuristicFPump.hpp

John Forrest



                                                                           
             "Sebastian                                                    
             Nowozin"                                                      
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             07/29/2007 10:37                                              
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Hello everybody,

I use CBC with some knapsack models that have additional constraints.
In the cbc source I have seen that the "feasibility pump" heuristic
for constructing feasible solutions is implemented.

Is this the original feasibilty pump by Fischetti et al.
(http://miplib.zib.de/paper/fischettigloverlodi2004.pdf), or the
improved one by Achterberg and Berthold
(http://www.zib.de/Publications/Reports/ZR-05-42.pdf) ?

For some test runs with my models I get a feasible solution very early
but it has a very high objective value.  I wonder if the improved
feasibility pump could improve this.

Thanks,
Sebastian
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