[Coin-discuss] OSI with Clp, how to use interior-point solver

[Sebastian Nowozin]

Hello everybody,

I am a regular user of Osi and the COIN-OR Clp solver and the cbc
solver, and very happy with its general performance.

For a machine learning problem I am currently solving with Osi/Clp it is
important to obtain a risk-balanced solution if there is a face/set of
optimal solutions which corresponds to the analytic center of the
polytope solution face.  The usual Clp simplex solver provides a vertex
solution and thus is not optimal in this respect.  (One could argue
about the objective function value not faithfully representing the true
objective here, but lets say we know the center of the solution face to
be a good solution.)

Three questions,

1. Does the barrier/interior-point implementation in Clp behave as the
standard LP interior point methods in the literature and will return a
central point (as measured by some centrality measure) on the solution face?

2. As the problem is grown using a constraint-generation strategy in
such a way that it can become quite degenerate, is the Clp interior
point solver as stable/robust as the simplex solver?  (And does the
usual advice of "for degenerate problems, interior point solvers are
quite robust" hold for the Clp implementation?)

3. How to use/enable the interior point implementation when using
OsiClpSolver?


Thanks a lot and keep up the excellent COIN-OR projects,
Sebastian